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MultiATSM
JordanMat
JordanMat function
Convert a Matrix to Jordan-Like Form for Term Structure Models
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MultiATSM package
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Maintainer: Rubens Moura
License: GPL-2 | GPL-3
Last published: 2025-11-05
Useful links
https://github.com/rubensmoura87/MultiATSM/issues
https://github.com/rubensmoura87/MultiATSM
https://rubensmoura87.github.io/MultiATSM/