QuantLib::LineSearch – Base class for line search. Synopsis LineSearch (Real=0.0) Default constructor. virtual ~LineSearch () Destructor. const Array & lastX () return last x value Real lastFunctionValue () return last cost function value const Array & lastGradient () return last gradient Real lastGradientNorm2 () return square norm of last gradient bool succeed () virtual Real…
QuantLib::LineSearch – Base class for line search. Synopsis LineSearch (Real=0.0) Default constructor. virtual ~LineSearch () Destructor. const Array & lastX () return last x value Real lastFunctionValue () return last cost function value const Array & lastGradient () return last gradient Real lastGradientNorm2 () return square norm of last gradient bool succeed () virtual Real…
QuantLib::CompositeInstrument – Composite instrument Synopsis void add (const boost::shared_ptr< Instrument > &instrument, Real multiplier=1.0) adds an instrument to the composite void subtract (const boost::shared_ptr< Instrument > &instrument, Real multiplier=1.0) shorts an instrument from the composite Instrument interface Inherits QuantLib::Instrument. Public Member Functions void add (const boost::shared_ptr< Instrument > &instrument, Real multiplier=1.0) adds an instrument to…
stzrzf.f – Synopsis Functions/Subroutines subroutine stzrzf (M, N, A, LDA, TAU, WORK, LWORK, INFO) STZRZF Function/Subroutine Documentation subroutine stzrzf (integerM, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, real, dimension( * )WORK, integerLWORK, integerINFO) STZRZF Purpose: STZRZF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A to upper triangular form…
stzrqf.f – Synopsis Functions/Subroutines subroutine stzrqf (M, N, A, LDA, TAU, INFO) STZRQF Function/Subroutine Documentation subroutine stzrqf (integerM, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )TAU, integerINFO) STZRQF Purpose: This routine is deprecated and has been replaced by routine STZRZF. STZRQF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A…
ql/math/distributions/studenttdistribution.hpp – Student’s t-distribution. Synopsis #include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> Classes class StudentDistribution Student t-distribution. class CumulativeStudentDistribution Cumulative Student t-distribution. class InverseCumulativeStudent Inverse cumulative Student t-distribution. Detailed Description Student’s t-distribution. Author Generated automatically by Doxygen for QuantLib from the source code.
strxfrm – string transformation Synopsis #include <string.h> size_t strxfrm(char *dest, const char *src, size_t n); Description The strxfrm() function transforms the src string into a form such that the result of strcmp(3) on two strings that have been transformed with strxfrm() is the same as the result of strcoll(3) on the two strings before their…
strverscmp – compare two version strings Synopsis #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <string.h> int strverscmp(const char *s1, const char *s2); Description Often one has files jan1, jan2, …, jan9, jan10, … and it feels wrong when ls(1) orders them jan1, jan10, …, jan2, …, jan9. In order to rectify this, GNU introduced the…
strttp.f – Synopsis Functions/Subroutines subroutine strttp (UPLO, N, A, LDA, AP, INFO) STRTTP copies a triangular matrix from the standard full format (TR) to the standard packed format (TP). Function/Subroutine Documentation subroutine strttp (characterUPLO, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )AP, integerINFO) STRTTP copies a triangular matrix from the standard full…
strttf.f – Synopsis Functions/Subroutines subroutine strttf (TRANSR, UPLO, N, A, LDA, ARF, INFO) STRTTF copies a triangular matrix from the standard full format (TR) to the rectangular full packed format (TF). Function/Subroutine Documentation subroutine strttf (characterTRANSR, characterUPLO, integerN, real, dimension( 0: lda-1, 0: * )A, integerLDA, real, dimension( 0: * )ARF, integerINFO) STRTTF copies a…
strtrs.f – Synopsis Functions/Subroutines subroutine strtrs (UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, INFO) STRTRS Function/Subroutine Documentation subroutine strtrs (characterUPLO, characterTRANS, characterDIAG, integerN, integerNRHS, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, integerINFO) STRTRS Purpose: STRTRS solves a triangular system of the form A * X = B or…
strtri.f – Synopsis Functions/Subroutines subroutine strtri (UPLO, DIAG, N, A, LDA, INFO) STRTRI Function/Subroutine Documentation subroutine strtri (characterUPLO, characterDIAG, integerN, real, dimension( lda, * )A, integerLDA, integerINFO) STRTRI Purpose: STRTRI computes the inverse of a real upper or lower triangular matrix A. This is the Level 3 BLAS version of the algorithm. Parameters: UPLO…
strtransform – convert a string into its mapped-to value Synopsis #include <your-opts.h> cc[…] – o outfile infile.c – lopts[…] void strtransform(char *dest, char const *src); Description Each character in the input string is mapped and the mapped-to character is put into the output. This function name is mapped to option_strtransform so as to not conflict…
strtoul, strtoull, strtouq – convert a string to an unsigned long integer Synopsis #include <stdlib.h> unsigned long strtoul(const char *nptr, char **endptr, int base); unsigned long long strtoull(const char *nptr, char **endptr, int base); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): strtoull(): _ISOC99_SOURCE || || /* Glibc versions <= 2.19: */ _SVID_SOURCE || _BSD_SOURCE Description The strtoul() function converts the initial…
strtoimax, strtoumax – convert string to integer Synopsis #include <inttypes.h> intmax_t strtoimax(const char *nptr, char **endptr, int base); uintmax_t strtoumax(const char *nptr, char **endptr, int base); Description These functions are just like strtol(3) and strtoul(3), except that they return a value of type intmax_t and uintmax_t, respectively. Return Value On success, the converted value is…
strtoul, strtoull, strtouq – convert a string to an unsigned long integer Synopsis #include <stdlib.h> unsigned long strtoul(const char *nptr, char **endptr, int base); unsigned long long strtoull(const char *nptr, char **endptr, int base); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): strtoull(): _ISOC99_SOURCE || || /* Glibc versions <= 2.19: */ _SVID_SOURCE || _BSD_SOURCE Description The strtoul() function converts the initial…
strtoul, strtoull, strtouq – convert a string to an unsigned long integer Synopsis #include <stdlib.h> unsigned long strtoul(const char *nptr, char **endptr, int base); unsigned long long strtoull(const char *nptr, char **endptr, int base); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): strtoull(): _ISOC99_SOURCE || || /* Glibc versions <= 2.19: */ _SVID_SOURCE || _BSD_SOURCE Description The strtoul() function converts the initial…
strtol, strtoll, strtoq – convert a string to a long integer Synopsis #include <stdlib.h> long strtol(const char *nptr, char **endptr, int base); long long strtoll(const char *nptr, char **endptr, int base); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): strtoll(): _ISOC99_SOURCE || /* Glibc versions <= 2.19: */ _SVID_SOURCE || _BSD_SOURCE Description The strtol() function converts the initial part of the string…
strtonum – reliably convert string value to an integer Library Lb libbsd Synopsis In limits.h In bsd/stdlib.h Ft long long Fo strtonum Fa const char *nptr Fa long long minval Fa long long maxval Fa const char **errstr Fc Description The Fn strtonum function converts the string in Fa nptr to a Vt long long…
strtol, strtoll, strtoq – convert a string to a long integer Synopsis #include <stdlib.h> long strtol(const char *nptr, char **endptr, int base); long long strtoll(const char *nptr, char **endptr, int base); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): strtoll(): _ISOC99_SOURCE || /* Glibc versions <= 2.19: */ _SVID_SOURCE || _BSD_SOURCE Description The strtol() function converts the initial part of the string…