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diff --git a/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/CholeskyDecomposition.h b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/CholeskyDecomposition.h
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+++ b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/CholeskyDecomposition.h
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+/*
+ * CholeskyDecomposition.h
+ *
+ *  Created on: 20.05.2011
+ *      Author: sven
+ */
+
+#ifndef CHOLESKYDECOMPOSITION_H_
+#define CHOLESKYDECOMPOSITION_H_
+
+#include <vector>
+
+typedef unsigned int UInt32;
+typedef std::vector< std::vector<double> > CholeskyMatrix;
+
+class CholeskyDecomposition {
+public:
+	CholeskyDecomposition();
+	virtual ~CholeskyDecomposition();
+	void calcCholeskyDecompostions(const Parametrisation& params);
+	const CholeskyMatrix& getMatrix(const enHoldingTime& holdingTime) const
+	{
+		switch(holdingTime)
+		{
+		case nenOneDay:
+			return mCholeskyMatrixOneDay;
+		case nenTenDays:
+			return mCholeskyMatrixTenDays;
+		default:
+			throw 17;
+		}
+	}
+private:
+	CholeskyMatrix mCholeskyMatrixOneDay;
+	CholeskyMatrix mCholeskyMatrixTenDays;
+	void dumpCholeskyMatrices();
+	void calcCholeskyMatrix(CholeskyMatrix& d, const CovarianceMatrix& b);
+};
+
+#endif /* CHOLESKYDECOMPOSITION_H_ */