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Math and Conversion Highlights Mathematical and utility routines which are often used in finance.
The mathematical functions include bivariate normal distribution and density
functions, combination and permutation functions, interpolation functions
(linear, loglinear, cubic, cubic spline, and two-dimensional linear), greatest
common divisor, least common multiple, Fibonacci sequence, and matrix determinant.
The utility functions include conversions to and from decimal and other
representation schemes, conversion between various compounding frequencies,
and conversion between real (inflation-adjusted) and nominal yields. |
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