Section 3: library functions
NAME lsamen.f – SYNOPSIS Functions/Subroutines LOGICAL function lsamen (N, CA, CB) LSAMEN Function/Subroutine Documentation LOGICAL function lsamen (integerN, character*( * )CA, character*( * )CB) LSAMEN Purpose: LSAMEN tests if the first N letters of CA are the same as the first N letters of CB, regardless of case. LSAMEN returns .TRUE. if CA and CB…
NAME lsame.f – SYNOPSIS Functions/Subroutines LOGICAL function lsame (CA, CB) LSAME Function/Subroutine Documentation LOGICAL 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…
Please check the manual page LOGIMPORT(3).
LOCK_VARIABLE – Locks the memory of a variable used by a timer. Allegro game programming library. Synopsis #include <allegro.h> Macro LOCK_VARIABLE(variable_name); Description Due to interrupts, you are required to lock all the memory used by your timer routines. See the description of install_int_ex() for a more detailed explanation and usage example. See Also install_int(3), install_int_ex(3),…
LOCK_FUNCTION – Locks the memory of a function used by a timer. Allegro game programming library. Synopsis #include <allegro.h> Macro LOCK_FUNCTION(function_name); Description Due to interrupts, you are required to lock all the memory used by your timer routines. See the description of install_int_ex() for a more detailed explanation and usage example. See Also install_int(3), install_int_ex(3),…
NAME ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp – Drift computation for normal Libor market model. SYNOPSIS #include <ql/math/matrix.hpp> #include <ql/models/marketmodels/curvestates/lmmcurvestate.hpp> #include <vector> Classes class LMMNormalDriftCalculator Drift computation for normal Libor market models. Detailed Description Drift computation for normal Libor market model. Author Generated automatically by Doxygen for QuantLib from the source code. Index
QuantLib::LMMDriftCalculator – Drift computation for log-normal Libor market models. Synopsis #include <ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp> Public Member Functions LMMDriftCalculator (const Matrix &pseudo, const std::vector< Spread > &displacements, const std::vector< Time > &taus, Size numeraire, Size alive) void compute (const LMMCurveState &cs, std::vector< Real > &drifts) const Computes the drifts. void compute (const std::vector< Rate > &fwds, std::vector< Real…
QuantLib::LMMCurveState – Curve state for Libor market models Synopsis #include <ql/models/marketmodels/curvestates/lmmcurvestate.hpp> Inherits QuantLib::CurveState. Public Member Functions LMMCurveState (const std::vector< Time > &rateTimes) std::auto_ptr< CurveState > clone () const Modifiers void setOnForwardRates (const std::vector< Rate > &fwdRates, Size firstValidIndex=0) void setOnDiscountRatios (const std::vector< DiscountFactor > &discRatios, Size firstValidIndex=0) Inspectors Real discountRatio (Size i, Size j) const…
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