Section 3: library functions
NAME isamax.f – SYNOPSIS Functions/Subroutines INTEGER function isamax (N, SX, INCX) ISAMAX Function/Subroutine Documentation INTEGER function isamax (integerN, real, dimension(*)SX, integerINCX) ISAMAX Purpose: ISAMAX 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,…
NAME QuantLib::CashFlows – cashflow-analysis functions SYNOPSIS #include <ql/cashflows/cashflows.hpp> Static Public Member Functions static Leg::const_iterator previousCashFlow (const Leg &leg, Date refDate=Date()) static Leg::const_iterator nextCashFlow (const Leg &leg, Date refDate=Date()) static Rate previousCouponRate (const Leg &leg, const Date &refDate=Date()) static Rate nextCouponRate (const Leg &leg, const Date &refDate=Date()) static Date startDate (const Leg &leg) static Date maturityDate…
NAME iparmq.f – SYNOPSIS Functions/Subroutines INTEGER function iparmq (ISPEC, NAME, OPTS, N, ILO, IHI, LWORK) IPARMQ Function/Subroutine Documentation INTEGER function iparmq (integerISPEC, character, dimension( * )NAME, character, dimension( * )OPTS, integerN, integerILO, integerIHI, integerLWORK) IPARMQ Purpose: This program sets problem and machine dependent parameters useful for xHSEQR and its subroutines. It is called whenever ILAENV…
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 California…
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 California…
ilaver.f – Synopsis Functions/Subroutines subroutine ilaver (VERS_MAJOR, VERS_MINOR, VERS_PATCH) ILAVER returns the LAPACK version. Function/Subroutine Documentation subroutine 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…
ilaver.f – Synopsis Functions/Subroutines subroutine ilaver (VERS_MAJOR, VERS_MINOR, VERS_PATCH) ILAVER returns the LAPACK version. Function/Subroutine Documentation subroutine 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…
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_VALL Description The 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")…
NAME ilazlr.f – SYNOPSIS Functions/Subroutines INTEGER function ilazlr (M, N, A, LDA) ILAZLR scans a matrix for its last non-zero row. Function/Subroutine Documentation INTEGER 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…
NAME ilaslc.f – SYNOPSIS Functions/Subroutines INTEGER function ilaslc (M, N, A, LDA) ILASLC scans a matrix for its last non-zero column. Function/Subroutine Documentation INTEGER 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…
NAME ilaprec.f – SYNOPSIS Functions/Subroutines INTEGER function ilaprec (PREC) ILAPREC Function/Subroutine Documentation INTEGER 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….
NAME ilaenv.f – SYNOPSIS Functions/Subroutines INTEGER function ilaenv (ISPEC, NAME, OPTS, N1, N2, N3, N4) ILAENV Function/Subroutine Documentation INTEGER 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…
NAME iladlr.f – SYNOPSIS Functions/Subroutines INTEGER function iladlr (M, N, A, LDA) ILADLR scans a matrix for its last non-zero row. Function/Subroutine Documentation INTEGER 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:…
NAME iladlc.f – SYNOPSIS Functions/Subroutines INTEGER function iladlc (M, N, A, LDA) ILADLC scans a matrix for its last non-zero column. Function/Subroutine Documentation INTEGER 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:…
NAME iladiag.f – SYNOPSIS Functions/Subroutines INTEGER function iladiag (DIAG) ILADIAG Function/Subroutine Documentation INTEGER 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…
NAME ilaclr.f – SYNOPSIS Functions/Subroutines INTEGER function ilaclr (M, N, A, LDA) ILACLR scans a matrix for its last non-zero row. Function/Subroutine Documentation INTEGER 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…
NAME ilaclc.f – SYNOPSIS Functions/Subroutines INTEGER function ilaclc (M, N, A, LDA) ILACLC scans a matrix for its last non-zero column. Function/Subroutine Documentation INTEGER 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…
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> Classes class 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…
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> Classes class 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…
NAME ieeeck.f – SYNOPSIS Functions/Subroutines INTEGER function ieeeck (ISPEC, ZERO, ONE) IEEECK Function/Subroutine Documentation INTEGER 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…