Section 3: library functions
NAME cgbrfs.f – SYNOPSIS Functions/Subroutines subroutine cgbrfs (TRANS, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, RWORK, INFO) CGBRFS Function/Subroutine Documentation subroutine cgbrfs (characterTRANS, integerN, integerKL, integerKU, integerNRHS, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldafb, * )AFB, integerLDAFB, integer, dimension( * )IPIV, complex, dimension( ldb,…
NAME cgbmv.f – SYNOPSIS Functions/Subroutines subroutine cgbmv (TRANS, M, N, KL, KU, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) CGBMV Function/Subroutine Documentation subroutine cgbmv (characterTRANS, integerM, integerN, integerKL, integerKU, complexALPHA, complex, dimension(lda,*)A, integerLDA, complex, dimension(*)X, integerINCX, complexBETA, complex, dimension(*)Y, integerINCY) CGBMV Purpose: CGBMV performs one of the matrix-vector operations y := alpha*A*x + beta*y,…
NAME cgbequb.f – SYNOPSIS Functions/Subroutines subroutine cgbequb (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO) CGBEQUB Function/Subroutine Documentation subroutine cgbequb (integerM, integerN, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )R, real, dimension( * )C, realROWCND, realCOLCND, realAMAX, integerINFO) CGBEQUB Purpose: CGBEQUB computes row and column scalings intended…
NAME cgbequ.f – SYNOPSIS Functions/Subroutines subroutine cgbequ (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO) CGBEQU Function/Subroutine Documentation subroutine cgbequ (integerM, integerN, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )R, real, dimension( * )C, realROWCND, realCOLCND, realAMAX, integerINFO) CGBEQU Purpose: CGBEQU computes row and column scalings intended…
NAME cgbcon.f – SYNOPSIS Functions/Subroutines subroutine cgbcon (NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, RWORK, INFO) CGBCON Function/Subroutine Documentation subroutine cgbcon (characterNORM, integerN, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, integer, dimension( * )IPIV, realANORM, realRCOND, complex, dimension( * )WORK, real, dimension( * )RWORK, integerINFO) CGBCON Purpose: CGBCON estimates the reciprocal…
NAME cgbbrd.f – SYNOPSIS Functions/Subroutines subroutine cgbbrd (VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, RWORK, INFO) CGBBRD Function/Subroutine Documentation subroutine cgbbrd (characterVECT, integerM, integerN, integerNCC, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )D, real, dimension( * )E, complex, dimension( ldq, *…
NAME cdotu.f – SYNOPSIS Functions/Subroutines COMPLEX function cdotu (N, CX, INCX, CY, INCY) CDOTU Function/Subroutine Documentation COMPLEX function cdotu (integerN, complex, dimension(*)CX, integerINCX, complex, dimension(*)CY, integerINCY) CDOTU Purpose: CDOTU forms the dot product of two vectors. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further…
NAME cdotc.f – SYNOPSIS Functions/Subroutines COMPLEX function cdotc (N, CX, INCX, CY, INCY) CDOTC Function/Subroutine Documentation COMPLEX function cdotc (integerN, complex, dimension(*)CX, integerINCX, complex, dimension(*)CY, integerINCY) CDOTC Purpose: forms the dot product of two vectors, conjugating the first vector. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date:…
NAME ql/experimental/credit/cdo.hpp – collateralized debt obligation SYNOPSIS #include <ql/instrument.hpp> #include <ql/termstructures/yieldtermstructure.hpp> #include <ql/termstructures/defaulttermstructure.hpp> #include <ql/experimental/credit/lossdistribution.hpp> #include <ql/experimental/credit/onefactorcopula.hpp> #include <ql/time/schedule.hpp> Classes class CDO collateralized debt obligation Detailed Description collateralized debt obligation Author Generated automatically by Doxygen for QuantLib from the source code. Index
NAME ccopy.f – SYNOPSIS Functions/Subroutines subroutine ccopy (N, CX, INCX, CY, INCY) CCOPY Function/Subroutine Documentation subroutine ccopy (integerN, complex, dimension(*)CX, integerINCX, complex, dimension(*)CY, integerINCY) CCOPY Purpose: CCOPY copies a vector x to a vector y. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details:…
NAME cbdsqr.f – SYNOPSIS Functions/Subroutines subroutine cbdsqr (UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, RWORK, INFO) CBDSQR Function/Subroutine Documentation subroutine cbdsqr (characterUPLO, integerN, integerNCVT, integerNRU, integerNCC, real, dimension( * )D, real, dimension( * )E, complex, dimension( ldvt, * )VT, integerLDVT, complex, dimension( ldu, * )U, integerLDU, complex, dimension( ldc,…
NAME cbbcsd.f – SYNOPSIS Functions/Subroutines subroutine cbbcsd (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, RWORK, LRWORK, INFO) CBBCSD Function/Subroutine Documentation subroutine cbbcsd (characterJOBU1, characterJOBU2, characterJOBV1T, characterJOBV2T, characterTRANS, integerM, integerP, integerQ, real, dimension( * )THETA, real, dimension(…
NAME 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…
NAME ql/indexes/ibor/cadlibor.hpp – CAD LIBOR rate SYNOPSIS #include <ql/indexes/ibor/libor.hpp> #include <ql/time/calendars/canada.hpp> #include <ql/time/daycounters/actual360.hpp> #include <ql/currencies/america.hpp> Classes class CADLibor CAD LIBOR rate class CADLiborON Overnight CAD Libor index. Detailed Description CAD LIBOR rate Author Generated automatically by Doxygen for QuantLib from the source code. Index
C++Intro – Introduction to the GNU libstdc++ man pages Description This man page serves as a brief introduction to the GNU implementation of the Standard C++ Library. For a better introduction and more complete documentation, see the libstdc++ homepage listed at the end. All standard library entities are declared within namespace std and have manual…
QuantLib::CallableBondVolatilityStructure – Callable-bond volatility structure. Synopsis #include <ql/experimental/callablebonds/callablebondvolstructure.hpp> Inherits QuantLib::TermStructure. Inherited by CallableBondConstantVolatility. Public Member Functions virtual std::pair< Time, Time > convertDates (const Date &optionDate, const Period &bondTenor) const implements the conversion between dates and times virtual BusinessDayConvention businessDayConvention () const the business day convention used for option date calculation Date optionDateFromTenor (const Period &optionTenor)…
QuantLib::BrownianBridge – Builds Wiener process paths using Gaussian variates. Synopsis #include <ql/methods/montecarlo/brownianbridge.hpp> Public Member Functions BrownianBridge (Size steps) unit-time path BrownianBridge (const std::vector< Time > ×) generic times BrownianBridge (const TimeGrid &timeGrid) generic times inspectors Size size () const const std::vector< Time > & times () const Brownian-bridge constructor template<class RandomAccessIterator1 , class RandomAccessIterator2 >…
QuantLib::Brazil – Brazilian calendar. Synopsis #include <ql/time/calendars/brazil.hpp> Inherits QuantLib::Calendar. Public Types enum Market { Settlement, Exchange } Brazilian calendars. Public Member Functions Brazil (Market market=Settlement) Detailed Description Brazilian calendar. Banking holidays: * Saturdays * Sundays * New Year’s Day, January 1st * Tiradentes’s Day, April 21th * Labour Day, May 1st * Independence Day, September…
QuantLib::BoxMullerGaussianRng – Gaussian random number generator. Synopsis #include <ql/math/randomnumbers/boxmullergaussianrng.hpp> Public Types typedef Sample< Real > sample_type typedef RNG urng_type Public Member Functions BoxMullerGaussianRng (const RNG &uniformGenerator) sample_type next () const returns a sample from a Gaussian distribution Detailed Description template<class RNG> class QuantLib::BoxMullerGaussianRng< RNG > Gaussian random number generator. It uses the well-known Box-Muller transformation…
NAME ql/methods/finitedifferences/boundarycondition.hpp – boundary conditions for differential operators SYNOPSIS #include <ql/utilities/null.hpp> #include <ql/methods/finitedifferences/tridiagonaloperator.hpp> Classes class BoundaryCondition< Operator > Abstract boundary condition class for finite difference problems. class NeumannBC Neumann boundary condition (i.e., constant derivative). class DirichletBC Neumann boundary condition (i.e., constant value). Detailed Description boundary conditions for differential operators Author Generated automatically by Doxygen for…