Section 3: library functions
clapll.f – Synopsis Functions/Subroutines subroutine clapll (N, X, INCX, Y, INCY, SSMIN) CLAPLL measures the linear dependence of two vectors. Function/Subroutine Documentation subroutine clapll (integerN, complex, dimension( * )X, integerINCX, complex, dimension( * )Y, integerINCY, realSSMIN) CLAPLL measures the linear dependence of two vectors. Purpose: Given two column vectors X and Y, let A =…
clantr.f – Synopsis Functions/Subroutines REAL function clantr (NORM, UPLO, DIAG, M, N, A, LDA, WORK) CLANTR returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a trapezoidal or triangular matrix. Function/Subroutine Documentation REAL function clantr (characterNORM, characterUPLO, characterDIAG, integerM, integerN, complex, dimension(…
clantp.f – Synopsis Functions/Subroutines REAL function clantp (NORM, UPLO, DIAG, N, AP, WORK) CLANTP returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a triangular matrix supplied in packed form. Function/Subroutine Documentation REAL function clantp (characterNORM, characterUPLO, characterDIAG, integerN, complex, dimension( *…
clantb.f – Synopsis Functions/Subroutines REAL function clantb (NORM, UPLO, DIAG, N, K, AB, LDAB, WORK) CLANTB returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a triangular band matrix. Function/Subroutine Documentation REAL function clantb (characterNORM, characterUPLO, characterDIAG, integerN, integerK, complex, dimension( ldab,…
clansy.f – Synopsis Functions/Subroutines REAL function clansy (NORM, UPLO, N, A, LDA, WORK) CLANSY returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a complex symmetric matrix. Function/Subroutine Documentation REAL function clansy (characterNORM, characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, real,…
clansp.f – Synopsis Functions/Subroutines REAL function clansp (NORM, UPLO, N, AP, WORK) CLANSP returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a symmetric matrix supplied in packed form. Function/Subroutine Documentation REAL function clansp (characterNORM, characterUPLO, integerN, complex, dimension( * )AP, real,…
clansb.f – Synopsis Functions/Subroutines REAL function clansb (NORM, UPLO, N, K, AB, LDAB, WORK) CLANSB returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a symmetric band matrix. Function/Subroutine Documentation REAL function clansb (characterNORM, characterUPLO, integerN, integerK, complex, dimension( ldab, * )AB,…
clanht.f – Synopsis Functions/Subroutines REAL function clanht (NORM, N, D, E) CLANHT returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a complex Hermitian tridiagonal matrix. Function/Subroutine Documentation REAL function clanht (characterNORM, integerN, real, dimension( * )D, complex, dimension( * )E) CLANHT…
clanhs.f – Synopsis Functions/Subroutines REAL function clanhs (NORM, N, A, LDA, WORK) CLANHS returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of an upper Hessenberg matrix. Function/Subroutine Documentation REAL function clanhs (characterNORM, integerN, complex, dimension( lda, * )A, integerLDA, real, dimension( * )WORK) CLANHS returns the…
clanhp.f – Synopsis Functions/Subroutines REAL function clanhp (NORM, UPLO, N, AP, WORK) CLANHP returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a complex Hermitian matrix supplied in packed form. Function/Subroutine Documentation REAL function clanhp (characterNORM, characterUPLO, integerN, complex, dimension( * )AP,…
clanhf.f – Synopsis Functions/Subroutines REAL function clanhf (NORM, TRANSR, UPLO, N, A, WORK) CLANHF returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a Hermitian matrix in RFP format. Function/Subroutine Documentation REAL function clanhf (characterNORM, characterTRANSR, characterUPLO, integerN, complex, dimension( 0: *…
clanhe.f – Synopsis Functions/Subroutines REAL function clanhe (NORM, UPLO, N, A, LDA, WORK) CLANHE returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a complex Hermitian matrix. Function/Subroutine Documentation REAL function clanhe (characterNORM, characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, real,…
clanhb.f – Synopsis Functions/Subroutines REAL function clanhb (NORM, UPLO, N, K, AB, LDAB, WORK) CLANHB returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a Hermitian band matrix. Function/Subroutine Documentation REAL function clanhb (characterNORM, characterUPLO, integerN, integerK, complex, dimension( ldab, * )AB,…
clangt.f – Synopsis Functions/Subroutines REAL function clangt (NORM, N, DL, D, DU) CLANGT returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general tridiagonal matrix. Function/Subroutine Documentation REAL function clangt (characterNORM, integerN, complex, dimension( * )DL, complex, dimension( * )D, complex, dimension( * )DU) CLANGT…
clange.f – Synopsis Functions/Subroutines REAL function clange (NORM, M, N, A, LDA, WORK) CLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of a general rectangular matrix. Function/Subroutine Documentation REAL function clange (characterNORM, integerM, integerN, complex, dimension( lda, * )A, integerLDA, real, dimension( * )WORK) CLANGE…
clangb.f – Synopsis Functions/Subroutines REAL function clangb (NORM, N, KL, KU, AB, LDAB, WORK) CLANGB returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value of any element of general band matrix. Function/Subroutine Documentation REAL function clangb (characterNORM, integerN, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )WORK)…
clalsd.f – Synopsis Functions/Subroutines subroutine clalsd (UPLO, SMLSIZ, N, NRHS, D, E, B, LDB, RCOND, RANK, WORK, RWORK, IWORK, INFO) CLALSD uses the singular value decomposition of A to solve the least squares problem. Function/Subroutine Documentation subroutine clalsd (characterUPLO, integerSMLSIZ, integerN, integerNRHS, real, dimension( * )D, real, dimension( * )E, complex, dimension( ldb, * )B,…
clalsa.f – Synopsis Functions/Subroutines subroutine clalsa (ICOMPQ, SMLSIZ, N, NRHS, B, LDB, BX, LDBX, U, LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR, GIVCOL, LDGCOL, PERM, GIVNUM, C, S, RWORK, IWORK, INFO) CLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd. Function/Subroutine Documentation subroutine clalsa (integerICOMPQ, integerSMLSIZ, integerN, integerNRHS, complex,…
clals0.f – Synopsis Functions/Subroutines subroutine clals0 (ICOMPQ, NL, NR, SQRE, NRHS, B, LDB, BX, LDBX, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, RWORK, INFO) CLALS0 applies back multiplying factors in solving the least squares problem using divide and conquer SVD approach. Used by sgelsd. Function/Subroutine Documentation subroutine clals0 (integerICOMPQ,…
NAME QuantLib::CreditDefaultSwap – Credit default swap. SYNOPSIS #include <ql/instruments/creditdefaultswap.hpp> Inherits QuantLib::Instrument. Public Member Functions Constructors CreditDefaultSwap (Protection::Side side, Real notional, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const boost::shared_ptr< Claim > &=boost::shared_ptr< Claim >()) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void…