Section 3: library functions
ddisna.f – SynopsisFunctions/Subroutinessubroutine ddisna (JOB, M, N, D, SEP, INFO) DDISNA Function/Subroutine Documentationsubroutine ddisna (characterJOB, integerM, integerN, double precision, dimension( * )D, double precision, dimension( * )SEP, integerINFO)DDISNA Purpose: DDISNA computes the reciprocal condition numbers for the eigenvectors of a real symmetric or complex Hermitian matrix or for the left or right singular vectors of…
dcopy.f – SynopsisFunctions/Subroutinessubroutine dcopy (N, DX, INCX, DY, INCY) DCOPY Function/Subroutine Documentationsubroutine dcopy (integerN, double precision, dimension(*)DX, integerINCX, double precision, dimension(*)DY, integerINCY)DCOPY Purpose: DCOPY copies a vector, x, to a vector, y. uses unrolled loops for increments equal to one. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date:…
dcabs1.f – SynopsisFunctions/SubroutinesDOUBLE PRECISION function dcabs1 (Z) DCABS1 Function/Subroutine DocumentationDOUBLE PRECISION function dcabs1 (complex*16Z)DCABS1 Purpose: DCABS1 computes absolute value of a double complex number Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Definition at line 40 of file dcabs1.f. AuthorGenerated automatically by Doxygen for LAPACK…
DBE – Double Buffer Extension SynopsisThe Double Buffer Extension (DBE) provides a standard way to utilize double-buffering within the framework of the X Window System. Double-buffering uses two buffers, called front and back, which hold images. The front buffer is visible to the user; the back buffer is not. Successive frames of an animation are…
dbdsqr.f – SynopsisFunctions/Subroutinessubroutine dbdsqr (UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, WORK, INFO) DBDSQR Function/Subroutine Documentationsubroutine dbdsqr (characterUPLO, integerN, integerNCVT, integerNRU, integerNCC, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldvt, * )VT, integerLDVT, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension(…
dbdsdc.f – SynopsisFunctions/Subroutinessubroutine dbdsdc (UPLO, COMPQ, N, D, E, U, LDU, VT, LDVT, Q, IQ, WORK, IWORK, INFO) DBDSDC Function/Subroutine Documentationsubroutine dbdsdc (characterUPLO, characterCOMPQ, integerN, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension( ldvt, * )VT, integerLDVT, double precision, dimension( * )Q, integer,…
dbbcsd.f – SynopsisFunctions/Subroutinessubroutine dbbcsd (JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q, THETA, PHI, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T, LDV2T, B11D, B11E, B12D, B12E, B21D, B21E, B22D, B22E, WORK, LWORK, INFO) DBBCSD Function/Subroutine Documentationsubroutine dbbcsd (characterJOBU1, characterJOBU2, characterJOBV1T, characterJOBV2T, characterTRANS, integerM, integerP, integerQ, double precision, dimension( * )THETA, double precision, dimension( * )PHI,…
daxpy.f – SynopsisFunctions/Subroutinessubroutine daxpy (N, DA, DX, INCX, DY, INCY) DAXPY Function/Subroutine Documentationsubroutine daxpy (integerN, double precisionDA, double precision, dimension(*)DX, integerINCX, double precision, dimension(*)DY, integerINCY)DAXPY Purpose: DAXPY constant times a vector plus a vector. uses unrolled loops for increments equal to one. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG…
DAT_ID – Makes an ID value from four letters. Allegro game programming library. Synopsis#include <allegro.h> Macro DAT_ID(a, b, c, d); DescriptionEvery object or property in a datafile is identified by a 4 letter ID, which can be created with this macro. For example, to access the NAME property of a datafile object, you could use:…
DATAFILE – Stores an Allegro datafile in memory. Synopsis#include <allegro.h> typedef struct DATAFILE Description void *dat; – pointer to the actual data int type; – type of the data long size; – size of the data in bytes void *prop; – list of object propertiesRead chapter "Datafile routines", section "Using datafiles" for a description on…
dasum.f – SynopsisFunctions/SubroutinesDOUBLE PRECISION function dasum (N, DX, INCX) DASUM Function/Subroutine DocumentationDOUBLE PRECISION function dasum (integerN, double precision, dimension(*)DX, integerINCX)DASUM Purpose: DASUM takes the sum of the absolute values. 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…
QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis#include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member FunctionsBlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const virtual Real…
QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis#include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member FunctionsBlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const virtual Real…
QuantLib::CzechRepublic – Czech calendars. Synopsis#include <ql/time/calendars/czechrepublic.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { PSE } Public Member FunctionsCzechRepublic (Market m=PSE) Detailed DescriptionCzech calendars. Holidays for the Prague stock exchange (see http://www.pse.cz/): * Saturdays * Sundays * New Year’s Day, January 1st * Easter Monday * Labour Day, May 1st * Liberation Day, May 8th * SS….
QuantLib::CurveState – Curve state for market-model simulations Synopsis#include <ql/models/marketmodels/curvestate.hpp> Inherited by CMSwapCurveState, CoterminalSwapCurveState, and LMMCurveState. Public Member FunctionsCurveState (const std::vector< Time > &rateTimes) Inspectors Size numberOfRates () const const std::vector< Time > & rateTimes () const const std::vector< Time > & rateTaus () const virtual Real discountRatio (Size i, Size j) const =0 virtual Rate…
QuantLib::Currency – Currency specification Synopsis#include <ql/currency.hpp> Inherited by ARSCurrency, ATSCurrency, AUDCurrency, BDTCurrency, BEFCurrency, BGLCurrency, BRLCurrency, BYRCurrency, CADCurrency, CHFCurrency, CLPCurrency, CNYCurrency, COPCurrency, CYPCurrency, CZKCurrency, DEMCurrency, DKKCurrency, EEKCurrency, ESPCurrency, EURCurrency, FIMCurrency, FRFCurrency, GBPCurrency, GRDCurrency, HKDCurrency, HUFCurrency, IEPCurrency, ILSCurrency, INRCurrency, IQDCurrency, IRRCurrency, ISKCurrency, ITLCurrency, JPYCurrency, KRWCurrency, KWDCurrency, LTLCurrency, LUFCurrency, LVLCurrency, MTLCurrency, MXNCurrency, NLGCurrency, NOKCurrency, NPRCurrency, NZDCurrency, PEHCurrency, PEICurrency,…
QuantLib::CumulativeStudentDistribution – Cumulative Student t-distribution. Synopsis#include <ql/math/distributions/studenttdistribution.hpp> Inherits std::unary_function<Real,Real>. Public Member FunctionsCumulativeStudentDistribution (Integer n) Real operator() (Real x) const Detailed DescriptionCumulative Student t-distribution. Cumulative distribution function for $ n $ degrees of freedom (see mathworld.wolfram.com): [ F(x) = int_{-infty}^x,f(y),dy = ac{1}{2}, +,ac{1}{2},sgn(x), regularized incomplete beta function. AuthorGenerated automatically by Doxygen for QuantLib from the source…
QuantLib::CumulativePoissonDistribution – Cumulative Poisson distribution function. Synopsis#include <ql/math/distributions/poissondistribution.hpp> Inherits std::unary_function<Real,Real>. Public Member FunctionsCumulativePoissonDistribution (Real mu) Real operator() (BigNatural k) const Detailed DescriptionCumulative Poisson distribution function. This function provides an approximation of the integral of the Poisson distribution. For this implementation see ‘Numerical Recipes in C’, 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6 Tests the…
QuantLib::CumulativeNormalDistribution – Cumulative normal distribution function. Synopsis#include <ql/math/distributions/normaldistribution.hpp> Inherits std::unary_function<Real,Real>. Public Member FunctionsCumulativeNormalDistribution (Real average=0.0, Real sigma=1.0) Real operator() (Real x) const Real derivative (Real x) const Detailed DescriptionCumulative normal distribution function. Given x it provides an approximation to the integral of the gaussian normal distribution: formula here … For this implementation see M. Abramowitz…
QuantLib::CumulativeBinomialDistribution – Cumulative binomial distribution function. Synopsis#include <ql/math/distributions/binomialdistribution.hpp> Inherits std::unary_function<Real,Real>. Public Member FunctionsCumulativeBinomialDistribution (Real p, BigNatural n) Real operator() (BigNatural k) const Detailed DescriptionCumulative binomial distribution function. Given an integer k it provides the cumulative probability of observing kk<=k: formula here … AuthorGenerated automatically by Doxygen for QuantLib from the source code.