Linux Manuals session 3

QuantLib::EndCriteria – Criteria to end optimization process:. Synopsis #include <ql/math/optimization/endcriteria.hpp> Public Types enum Type { None, MaxIterations, StationaryPoint, StationaryFunctionValue, StationaryFunctionAccuracy, ZeroGradientNorm, Unknown } Public Member Functions EndCriteria (Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) Initialization constructor. Size maxIterations () const Size maxStationaryStateIterations () const Real rootEpsilon () const Real functionEpsilon () const…

QuantLib::EndCriteria – Criteria to end optimization process:. Synopsis #include <ql/math/optimization/endcriteria.hpp> Public Types enum Type { None, MaxIterations, StationaryPoint, StationaryFunctionValue, StationaryFunctionAccuracy, ZeroGradientNorm, Unknown } Public Member Functions EndCriteria (Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) Initialization constructor. Size maxIterations () const Size maxStationaryStateIterations () const Real rootEpsilon () const Real functionEpsilon () const…

QuantLib::EndCriteria – Criteria to end optimization process:. Synopsis #include <ql/math/optimization/endcriteria.hpp> Public Types enum Type { None, MaxIterations, StationaryPoint, StationaryFunctionValue, StationaryFunctionAccuracy, ZeroGradientNorm, Unknown } Public Member Functions EndCriteria (Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) Initialization constructor. Size maxIterations () const Size maxStationaryStateIterations () const Real rootEpsilon () const Real functionEpsilon () const…

QuantLib::CallableBondVolatilityStructure – Callable-bond volatility structure. Synopsis #include <ql/experimental/callablebonds/callablebondvolstructure.hpp> Inherits QuantLib::TermStructure. Inherited by CallableBondConstantVolatility. Public Member Functions virtual std::pair< Time, Time > convertDates (const Date &optionDate, const Period &bondTenor) const implements the conversion between dates and times virtual BusinessDayConvention businessDayConvention () const the business day convention used for option date calculation Date optionDateFromTenor (const Period &optionTenor)…

security_compute_av, security_compute_av_flags, security_compute_create, security_compute_create_name, security_compute_relabel, security_compute_member, security_compute_user, security_validatetrans, security_get_initial_context – query the SELinux policy database in the kernel Synopsis #include <selinux/selinux.h> int security_compute_av(char *scon, char *tcon, security_class_t tclass, access_vector_t requested, struct av_decision *avd); int security_compute_av_raw(char *scon, char *tcon, security_class_t tclass, access_vector_t requested, struct av_decision *avd); int security_compute_av_flags(char *scon, char *tcon, security_class_t tclass, access_vector_t requested, struct…

QuantLib::OneFactorCopula – Abstract base class for one-factor copula models. Synopsis #include <ql/experimental/credit/onefactorcopula.hpp> Inherits QuantLib::LazyObject. Inherited by OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, and OneFactorStudentGaussianCopula. Public Member Functions OneFactorCopula (const Handle< Quote > &correlation, Real maximum=5, Size integrationSteps=50) virtual Real density (Real m) const =0 Density function of M. virtual Real cumulativeZ (Real z) const =0 Cumulative distribution of…

QuantLib::EndCriteria – Criteria to end optimization process:. Synopsis #include <ql/math/optimization/endcriteria.hpp> Public Types enum Type { None, MaxIterations, StationaryPoint, StationaryFunctionValue, StationaryFunctionAccuracy, ZeroGradientNorm, Unknown } Public Member Functions EndCriteria (Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) Initialization constructor. Size maxIterations () const Size maxStationaryStateIterations () const Real rootEpsilon () const Real functionEpsilon () const…

chbtrd.f – Synopsis Functions/Subroutines subroutine chbtrd (VECT, UPLO, N, KD, AB, LDAB, D, E, Q, LDQ, WORK, INFO) CHBTRD Function/Subroutine Documentation subroutine chbtrd (characterVECT, characterUPLO, integerN, integerKD, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )D, real, dimension( * )E, complex, dimension( ldq, * )Q, integerLDQ, complex, dimension( * )WORK, integerINFO) CHBTRD Purpose: CHBTRD…

chbmv.f – Synopsis Functions/Subroutines subroutine chbmv (UPLO, N, K, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) CHBMV Function/Subroutine Documentation subroutine chbmv (characterUPLO, integerN, integerK, complexALPHA, complex, dimension(lda,*)A, integerLDA, complex, dimension(*)X, integerINCX, complexBETA, complex, dimension(*)Y, integerINCY) CHBMV Purpose: CHBMV performs the matrix-vector operation y := alpha*A*x + beta*y, where alpha and beta are scalars, x…

chbgvx.f – Synopsis Functions/Subroutines subroutine chbgvx (JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO) CHBGST Function/Subroutine Documentation subroutine chbgvx (characterJOBZ, characterRANGE, characterUPLO, integerN, integerKA, integerKB, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldbb, * )BB, integerLDBB,…

chbgvd.f – Synopsis Functions/Subroutines subroutine chbgvd (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO) CHBGST Function/Subroutine Documentation subroutine chbgvd (characterJOBZ, characterUPLO, integerN, integerKA, integerKB, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldbb, * )BB, integerLDBB, real, dimension( * )W, complex, dimension( ldz, *…

chbgv.f – Synopsis Functions/Subroutines subroutine chbgv (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, RWORK, INFO) CHBGST Function/Subroutine Documentation subroutine chbgv (characterJOBZ, characterUPLO, integerN, integerKA, integerKB, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldbb, * )BB, integerLDBB, real, dimension( * )W, complex, dimension( ldz, * )Z, integerLDZ, complex, dimension(…

chbgst.f – Synopsis Functions/Subroutines subroutine chbgst (VECT, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, X, LDX, WORK, RWORK, INFO) CHBGST Function/Subroutine Documentation subroutine chbgst (characterVECT, characterUPLO, integerN, integerKA, integerKB, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldbb, * )BB, integerLDBB, complex, dimension( ldx, * )X, integerLDX, complex, dimension( * )WORK, real, dimension( *…

chbevx.f – Synopsis Functions/Subroutines subroutine chbevx (JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO) CHBEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices Function/Subroutine Documentation subroutine chbevx (characterJOBZ, characterRANGE, characterUPLO, integerN, integerKD, complex, dimension( ldab,…

chbevd.f – Synopsis Functions/Subroutines subroutine chbevd (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO) CHBEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices Function/Subroutine Documentation subroutine chbevd (characterJOBZ, characterUPLO, integerN, integerKD, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )W, complex,…

chbev.f – Synopsis Functions/Subroutines subroutine chbev (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, RWORK, INFO) CHBEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices Function/Subroutine Documentation subroutine chbev (characterJOBZ, characterUPLO, integerN, integerKD, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )W, complex, dimension( ldz, * )Z,…

NAME QuantLib::ExchangeRate – exchange rate between two currencies SYNOPSIS #include <ql/exchangerate.hpp> Public Types enum Type { Direct, Derived } Public Member Functions Constructors ExchangeRate () ExchangeRate (const Currency &source, const Currency &target, Decimal rate) Inspectors const Currency & source () const the source currency. const Currency & target () const the target currency. Type type…

cgtts2.f – Synopsis Functions/Subroutines subroutine cgtts2 (ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB) CGTTS2 solves a system of linear equations with a tridiagonal matrix using the LU factorization computed by sgttrf. Function/Subroutine Documentation subroutine cgtts2 (integerITRANS, integerN, integerNRHS, complex, dimension( * )DL, complex, dimension( * )D, complex, dimension( * )DU, complex, dimension(…

cgttrs.f – Synopsis Functions/Subroutines subroutine cgttrs (TRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB, INFO) CGTTRS Function/Subroutine Documentation subroutine cgttrs (characterTRANS, integerN, integerNRHS, complex, dimension( * )DL, complex, dimension( * )D, complex, dimension( * )DU, complex, dimension( * )DU2, integer, dimension( * )IPIV, complex, dimension( ldb, * )B, integerLDB, integerINFO) CGTTRS Purpose: CGTTRS…

cgttrf.f – Synopsis Functions/Subroutines subroutine cgttrf (N, DL, D, DU, DU2, IPIV, INFO) CGTTRF Function/Subroutine Documentation subroutine cgttrf (integerN, complex, dimension( * )DL, complex, dimension( * )D, complex, dimension( * )DU, complex, dimension( * )DU2, integer, dimension( * )IPIV, integerINFO) CGTTRF Purpose: CGTTRF computes an LU factorization of a complex tridiagonal matrix A using elimination…