# Updating cholesky

The forward exchange rate refers to an exchange rate that is quoted and traded today but for delivery and payment on a specific future date.

In some areas of Europe and in the retail market in the United Kingdom, EUR and GBP are reversed so that GBP is quoted as the fixed currency to the euro.

This reduces rounding issues and the need to use excessive numbers of decimal places.

There are some exceptions to this rule: for example, the Japanese often quote their currency as the base to other currencies.

In probability theory and statistics, a covariance matrix (also known as dispersion matrix or variance covariance matrix) is a matrix whose element in the i, j position is the covariance between the i and j elements of a random vector.

Each element of the vector is a scalar random variable, either with a finite number of observed empirical values or with a finite or infinite number of potential values specified by a theoretical joint probability distribution of all the random variables.

Updated by @andreasnoack: I think qrupdate is the best package out there for this. Implementing this in Julia won't be a walk in the park; it's over 6000 lines of fortran (some of which is duplicated logic for different types of matrices).

Exchange rates are determined in the foreign exchange market,[2] which is open to a wide range of different types of buyers and sellers, and where currency trading is continuous: 24 hours a day except weekends, i.e. The spot exchange rate refers to the current exchange rate.

for rank 1 updates and downdates to Cholesky factorizations.

It would be nice to have something similar, but perhaps with better syntax.

Each of these plural constructors accepts an integer or several strings.

If an integer is provided, the method will return that many Variables and if strings are provided, it will create one Variable for each string, using the string as the Variable’s name.