Section 3: library functions
caxpy.f – Synopsis Functions/Subroutines subroutine caxpy (N, CA, CX, INCX, CY, INCY) CAXPY Function/Subroutine Documentation subroutine caxpy (integerN, complexCA, complex, dimension(*)CX, integerINCX, complex, dimension(*)CY, integerINCY) CAXPY Purpose: CAXPY constant times a vector plus a vector. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details:…
NAME caveats – Caveats Class Actual365Fixed According to ISDA, ‘Actual/365’ (without ‘Fixed’) is an alias for ‘Actual/Actual (ISDA)’ (see ActualActual.) If Actual/365 is not explicitly specified as fixed in an instrument specification, you might want to double-check its meaning. Member QuantLib::BarrierOption::impliedVolatility(Real price, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7,…
NAME catopen, catclose – open/close a message catalog SYNOPSIS #include <nl_types.h> nl_catd catopen(const char *name, int flag); int catclose(nl_catd catalog); DESCRIPTION The function catopen() opens a message catalog and returns a catalog descriptor. The descriptor remains valid until catclose() or execve(2). If a file descriptor is used to implement catalog descriptors, then the FD_CLOEXEC flag…
NAME catgets – get message from a message catalog SYNOPSIS #include <nl_types.h> char *catgets(nl_catd catalog, int set_number, int message_number, const char *message); DESCRIPTION catgets() reads the message message_number, in set set_number, from the message catalog identified by catalog, where catalog is a catalog descriptor returned from an earlier call to catopen(3). The fourth argument, message,…
NAME catopen, catclose – open/close a message catalog SYNOPSIS #include <nl_types.h> nl_catd catopen(const char *name, int flag); int catclose(nl_catd catalog); DESCRIPTION The function catopen() opens a message catalog and returns a catalog descriptor. The descriptor remains valid until catclose() or execve(2). If a file descriptor is used to implement catalog descriptors, then the FD_CLOEXEC flag…
NAME catan, catanf, catanl – complex arc tangents SYNOPSIS #include <complex.h> double complex catan(double complex z); float complex catanf(float complex z); long double complex catanl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc tangent of z. If y = catan(z), then z = ctan(y). The real part of y is chosen in the interval…
NAME catanh, catanhf, catanhl – complex arc tangents hyperbolic SYNOPSIS #include <complex.h> double complex catanh(double complex z); float complex catanhf(float complex z); long double complex catanhl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc hyperbolic tangent of z. If y = catanh(z), then z = ctanh(y). The imaginary part of y is chosen in…
NAME catanh, catanhf, catanhl – complex arc tangents hyperbolic SYNOPSIS #include <complex.h> double complex catanh(double complex z); float complex catanhf(float complex z); long double complex catanhl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc hyperbolic tangent of z. If y = catanh(z), then z = ctanh(y). The imaginary part of y is chosen in…
NAME catanh, catanhf, catanhl – complex arc tangents hyperbolic SYNOPSIS #include <complex.h> double complex catanh(double complex z); float complex catanhf(float complex z); long double complex catanhl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc hyperbolic tangent of z. If y = catanh(z), then z = ctanh(y). The imaginary part of y is chosen in…
NAME catan, catanf, catanl – complex arc tangents SYNOPSIS #include <complex.h> double complex catan(double complex z); float complex catanf(float complex z); long double complex catanl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc tangent of z. If y = catan(z), then z = ctan(y). The real part of y is chosen in the interval…
NAME catan, catanf, catanl – complex arc tangents SYNOPSIS #include <complex.h> double complex catan(double complex z); float complex catanf(float complex z); long double complex catanl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc tangent of z. If y = catan(z), then z = ctan(y). The real part of y is chosen in the interval…
catalog.h – C wrapper for DMLite Catalog API. Synopsis #include ‘dmlite.h’ #include ‘inode.h’ #include ‘utils.h’ Typedefs typedef struct dmlite_dir dmlite_dir Functions int dmlite_chdir (dmlite_context *context, const char *path) Changes the working dir. char * dmlite_getcwd (dmlite_context *context, char *buffer, size_t size) Gets the current working directory. mode_t dmlite_umask (dmlite_context *context, mode_t mask) Sets the file…
NAME casin, casinf, casinl – complex arc sine SYNOPSIS #include <complex.h> double complex casin(double complex z); float complex casinf(float complex z); long double complex casinl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc sine of z. If y = casin(z), then z = csin(y). The real part of y is chosen in the interval…
NAME casinh, casinhf, casinhl – complex arc sine hyperbolic SYNOPSIS #include <complex.h> double complex casinh(double complex z); float complex casinhf(float complex z); long double complex casinhl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc hyperbolic sine of z. If y = casinh(z), then z = csinh(y). The imaginary part of y is chosen in…
NAME casinh, casinhf, casinhl – complex arc sine hyperbolic SYNOPSIS #include <complex.h> double complex casinh(double complex z); float complex casinhf(float complex z); long double complex casinhl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc hyperbolic sine of z. If y = casinh(z), then z = csinh(y). The imaginary part of y is chosen in…
NAME casinh, casinhf, casinhl – complex arc sine hyperbolic SYNOPSIS #include <complex.h> double complex casinh(double complex z); float complex casinhf(float complex z); long double complex casinhl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc hyperbolic sine of z. If y = casinh(z), then z = csinh(y). The imaginary part of y is chosen in…
NAME casin, casinf, casinl – complex arc sine SYNOPSIS #include <complex.h> double complex casin(double complex z); float complex casinf(float complex z); long double complex casinl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc sine of z. If y = casin(z), then z = csin(y). The real part of y is chosen in the interval…
NAME casin, casinf, casinl – complex arc sine SYNOPSIS #include <complex.h> double complex casin(double complex z); float complex casinf(float complex z); long double complex casinl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc sine of z. If y = casin(z), then z = csin(y). The real part of y is chosen in the interval…
NAME ql/cashflows/cashflowvectors.hpp – Cash flow vector builders. SYNOPSIS #include <ql/cashflows/fixedratecoupon.hpp> #include <ql/cashflows/replication.hpp> #include <ql/time/schedule.hpp> #include <ql/utilities/null.hpp> #include <ql/utilities/vectors.hpp> #include <ql/position.hpp> #include <ql/indexes/swapindex.hpp> Functions Rate effectiveFixedRate (const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i) bool noOption (const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size…
NAME QuantLib::Bond – Base bond class. SYNOPSIS #include <ql/instruments/bond.hpp> Inherits QuantLib::Instrument. Inherited by AmortizingCmsRateBond, AmortizingFixedRateBond, AmortizingFloatingRateBond, CallableBond, CmsRateBond, ConvertibleBond, FixedRateBond, FloatingRateBond, and ZeroCouponBond. Public Member Functions Bond (Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) constructor for amortizing or non-amortizing bonds. Bond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate,…