Section 3: library functions
lsame.f – SynopsisFunctions/SubroutinesLOGICAL function lsame (CA, CB) LSAME Function/Subroutine DocumentationLOGICAL function lsame (characterCA, characterCB)LSAME Purpose: LSAME returns .TRUE. if CA is the same letter as CB regardless of case. Parameters: CA CB CA and CB specify the single characters to be compared. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG…
lsame.f – SynopsisFunctions/SubroutinesLOGICAL function lsame (CA, CB) LSAME Function/Subroutine DocumentationLOGICAL function lsame (characterCA, characterCB)LSAME Purpose: LSAME returns .TRUE. if CA is the same letter as CB regardless of case. Parameters: CA CB CA and CB specify the single characters to be compared. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG…
ilaver.f – SynopsisFunctions/Subroutinessubroutine ilaver (VERS_MAJOR, VERS_MINOR, VERS_PATCH) ILAVER returns the LAPACK version. Function/Subroutine Documentationsubroutine ilaver (integerVERS_MAJOR, integerVERS_MINOR, integerVERS_PATCH)ILAVER returns the LAPACK version. Purpose: This subroutine returns the LAPACK version. Parameters: VERS_MAJOR return the lapack major version VERS_MINOR return the lapack minor version from the major version VERS_PATCH return the lapack patch version from the minor…
ilaver.f – SynopsisFunctions/Subroutinessubroutine ilaver (VERS_MAJOR, VERS_MINOR, VERS_PATCH) ILAVER returns the LAPACK version. Function/Subroutine Documentationsubroutine ilaver (integerVERS_MAJOR, integerVERS_MINOR, integerVERS_PATCH)ILAVER returns the LAPACK version. Purpose: This subroutine returns the LAPACK version. Parameters: VERS_MAJOR return the lapack major version VERS_MINOR return the lapack minor version from the major version VERS_PATCH return the lapack patch version from the minor…
INFINITY, NAN, HUGE_VAL, HUGE_VALF, HUGE_VALL – floating-point constants Synopsis#define _ISOC99_SOURCE /* See feature_test_macros(7) */ #include <math.h> INFINITY NAN HUGE_VAL HUGE_VALF HUGE_VALLDescriptionThe macro INFINITY expands to a float constant representing positive infinity. The macro NAN expands to a float constant representing a quiet NaN (when supported). A quiet NaN is a NaN ("not-a-number") that does not…
ilazlr.f – SynopsisFunctions/SubroutinesINTEGER function ilazlr (M, N, A, LDA) ILAZLR scans a matrix for its last non-zero row. Function/Subroutine DocumentationINTEGER function ilazlr (integerM, integerN, complex*16, dimension( lda, * )A, integerLDA)ILAZLR scans a matrix for its last non-zero row. Purpose: ILAZLR scans A for its last non-zero row. Parameters: M M is INTEGER The number of…
ilaslc.f – SynopsisFunctions/SubroutinesINTEGER function ilaslc (M, N, A, LDA) ILASLC scans a matrix for its last non-zero column. Function/Subroutine DocumentationINTEGER function ilaslc (integerM, integerN, real, dimension( lda, * )A, integerLDA)ILASLC scans a matrix for its last non-zero column. Purpose: ILASLC scans A for its last non-zero column. Parameters: M M is INTEGER The number of…
ilaprec.f – SynopsisFunctions/SubroutinesINTEGER function ilaprec (PREC) ILAPREC Function/Subroutine DocumentationINTEGER function ilaprec (characterPREC)ILAPREC Purpose: This subroutine translated from a character string specifying an intermediate precision to the relevant BLAST-specified integer constant. ILAPREC returns an INTEGER. If ILAPREC < 0, then the input is not a character indicating a supported intermediate precision. Otherwise ILAPREC returns the constant…
ilaenv.f – SynopsisFunctions/SubroutinesINTEGER function ilaenv (ISPEC, NAME, OPTS, N1, N2, N3, N4) ILAENV Function/Subroutine DocumentationINTEGER function ilaenv (integerISPEC, character*( * )NAME, character*( * )OPTS, integerN1, integerN2, integerN3, integerN4)ILAENV Purpose: ILAENV is called from the LAPACK routines to choose problem-dependent parameters for the local environment. See ISPEC for a description of the parameters. ILAENV returns an…
iladlr.f – SynopsisFunctions/SubroutinesINTEGER function iladlr (M, N, A, LDA) ILADLR scans a matrix for its last non-zero row. Function/Subroutine DocumentationINTEGER function iladlr (integerM, integerN, double precision, dimension( lda, * )A, integerLDA)ILADLR scans a matrix for its last non-zero row. Purpose: ILADLR scans A for its last non-zero row. Parameters: M M is INTEGER The number…
iladlc.f – SynopsisFunctions/SubroutinesINTEGER function iladlc (M, N, A, LDA) ILADLC scans a matrix for its last non-zero column. Function/Subroutine DocumentationINTEGER function iladlc (integerM, integerN, double precision, dimension( lda, * )A, integerLDA)ILADLC scans a matrix for its last non-zero column. Purpose: ILADLC scans A for its last non-zero column. Parameters: M M is INTEGER The number…
iladiag.f – SynopsisFunctions/SubroutinesINTEGER function iladiag (DIAG) ILADIAG Function/Subroutine DocumentationINTEGER function iladiag (characterDIAG)ILADIAG Purpose: This subroutine translated from a character string specifying if a matrix has unit diagonal or not to the relevant BLAST-specified integer constant. ILADIAG returns an INTEGER. If ILADIAG < 0, then the input is not a character indicating a unit or non-unit…
ilaclr.f – SynopsisFunctions/SubroutinesINTEGER function ilaclr (M, N, A, LDA) ILACLR scans a matrix for its last non-zero row. Function/Subroutine DocumentationINTEGER function ilaclr (integerM, integerN, complex, dimension( lda, * )A, integerLDA)ILACLR scans a matrix for its last non-zero row. Purpose: ILACLR scans A for its last non-zero row. Parameters: M M is INTEGER The number of…
ilaclc.f – SynopsisFunctions/SubroutinesINTEGER function ilaclc (M, N, A, LDA) ILACLC scans a matrix for its last non-zero column. Function/Subroutine DocumentationINTEGER function ilaclc (integerM, integerN, complex, dimension( lda, * )A, integerLDA)ILACLC scans a matrix for its last non-zero column. Purpose: ILACLC scans A for its last non-zero column. Parameters: M M is INTEGER The number of…
ql/experimental/credit/syntheticcdoengines.hpp – Pricing engines for the Synthetic CDO instrument. Synopsis#include <ql/experimental/credit/syntheticcdo.hpp> #include <ql/experimental/credit/randomdefaultmodel.hpp> #include <ql/math/distributions/normaldistribution.hpp> #include <ql/math/distributions/bivariatenormaldistribution.hpp> Classesclass engine CDO base engine. class MidPointCDOEngine CDO base engine taking schedule steps. class IntegralCDOEngine CDO base engine taking (possibly) small time steps. class MonteCarloCDOEngine1 CDO engine, Monte Carlo for the exptected tranche loss distribution. class MonteCarloCDOEngine2 CDO…
ql/experimental/credit/syntheticcdoengines.hpp – Pricing engines for the Synthetic CDO instrument. Synopsis#include <ql/experimental/credit/syntheticcdo.hpp> #include <ql/experimental/credit/randomdefaultmodel.hpp> #include <ql/math/distributions/normaldistribution.hpp> #include <ql/math/distributions/bivariatenormaldistribution.hpp> Classesclass engine CDO base engine. class MidPointCDOEngine CDO base engine taking schedule steps. class IntegralCDOEngine CDO base engine taking (possibly) small time steps. class MonteCarloCDOEngine1 CDO engine, Monte Carlo for the exptected tranche loss distribution. class MonteCarloCDOEngine2 CDO…
ieeeck.f – SynopsisFunctions/SubroutinesINTEGER function ieeeck (ISPEC, ZERO, ONE) IEEECK Function/Subroutine DocumentationINTEGER function ieeeck (integerISPEC, realZERO, realONE)IEEECK Purpose: IEEECK is called from the ILAENV to verify that Infinity and possibly NaN arithmetic is safe (i.e. will not trap). Parameters: ISPEC ISPEC is INTEGER Specifies whether to test just for inifinity arithmetic or whether to test for…
idamax.f – SynopsisFunctions/SubroutinesINTEGER function idamax (N, DX, INCX) IDAMAX Function/Subroutine DocumentationINTEGER function idamax (integerN, double precision, dimension(*)DX, integerINCX)IDAMAX Purpose: IDAMAX finds the index of element having max. absolute value. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: jack dongarra, linpack, 3/11/78. modified 3/93 to…
icmax1.f – SynopsisFunctions/SubroutinesINTEGER function icmax1 (N, CX, INCX) ICMAX1 finds the index of the vector element whose real part has maximum absolute value. Function/Subroutine DocumentationINTEGER function icmax1 (integerN, complex, dimension( * )CX, integerINCX)ICMAX1 finds the index of the vector element whose real part has maximum absolute value. Purpose: ICMAX1 finds the index of the element…
QuantLib::Iceland – Icelandic calendars. Synopsis#include <ql/time/calendars/iceland.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { ICEX } Public Member FunctionsIceland (Market m=ICEX) Detailed DescriptionIcelandic calendars. Holidays for the Iceland stock exchange (data from <http://www.icex.is/is/calendar?languageID=1>): * Saturdays * Sundays * New Year’s Day, January 1st (possibly moved to Monday) * Holy Thursday * Good Friday * Easter Monday *…