Section 3: library functions
stpqrt.f – Synopsis Functions/Subroutines subroutine stpqrt (M, N, L, NB, A, LDA, B, LDB, T, LDT, WORK, INFO) STPQRT Function/Subroutine Documentation subroutine stpqrt (integerM, integerN, integerL, integerNB, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, real, dimension( ldt, * )T, integerLDT, real, dimension( * )WORK, integerINFO) STPQRT Purpose: STPQRT computes a…
stpncpy – copy a fixed-size string, returning a pointer to its end Synopsis #include <string.h> char *stpncpy(char *dest, const char *src, size_t n); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): stpncpy(): Since glibc 2.10: _POSIX_C_SOURCE >= 200809L Before glibc 2.10: _GNU_SOURCE Description The stpncpy() function copies at most n characters from the string pointed to by…
stpmv.f – Synopsis Functions/Subroutines subroutine stpmv (UPLO, TRANS, DIAG, N, AP, X, INCX) STPMV Function/Subroutine Documentation subroutine stpmv (characterUPLO, characterTRANS, characterDIAG, integerN, real, dimension(*)AP, real, dimension(*)X, integerINCX) STPMV Purpose: STPMV performs one of the matrix-vector operations x := A*x, or x := A**T*x, where x is an n element vector and A is an n…
stpmqrt.f – Synopsis Functions/Subroutines subroutine stpmqrt (SIDE, TRANS, M, N, K, L, NB, V, LDV, T, LDT, A, LDA, B, LDB, WORK, INFO) STPMQRT Function/Subroutine Documentation subroutine stpmqrt (characterSIDE, characterTRANS, integerM, integerN, integerK, integerL, integerNB, real, dimension( ldv, * )V, integerLDV, real, dimension( ldt, * )T, integerLDT, real, dimension( lda, * )A, integerLDA, real, dimension(…
stpcpy – copy a string returning a pointer to its end Synopsis #include <string.h> char *stpcpy(char *dest, const char *src); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): stpcpy(): Since glibc 2.10: _POSIX_C_SOURCE >= 200809L Before glibc 2.10: _GNU_SOURCE Description The stpcpy() function copies the string pointed to by src (including the terminating null byte (‘
stpcon.f – Synopsis Functions/Subroutines subroutine stpcon (NORM, UPLO, DIAG, N, AP, RCOND, WORK, IWORK, INFO) STPCON Function/Subroutine Documentation subroutine stpcon (characterNORM, characterUPLO, characterDIAG, integerN, real, dimension( * )AP, realRCOND, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO) STPCON Purpose: STPCON estimates the reciprocal of the condition number of a packed triangular matrix A, in…
QuantLib::PathMultiAssetOption – Base class for path-dependent options on multiple assets. Synopsis PathMultiAssetOption (const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) Instrument interface boost::shared_ptr< StochasticProcess > stochasticProcess_ bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const virtual boost::shared_ptr< PathPayoff > pathPayoff () const =0 virtual…
ql/instruments/stickyratchet.hpp – Payoffs for double nested options of sticky or ratchet type. Synopsis #include <ql/option.hpp> #include <ql/payoff.hpp> Classes class DoubleStickyRatchetPayoff Intermediate class for single/double sticky/ratchet payoffs. class RatchetPayoff Ratchet payoff (single option). class StickyPayoff Sticky payoff (single option). class RatchetMaxPayoff RatchetMax payoff (double option). class RatchetMinPayoff RatchetMin payoff (double option). class StickyMaxPayoff StickyMax payoff (double…
stgsyl.f – Synopsis Functions/Subroutines subroutine stgsyl (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, DIF, WORK, LWORK, IWORK, INFO) STGSYL Function/Subroutine Documentation subroutine stgsyl (characterTRANS, integerIJOB, integerM, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, real, dimension( ldc, * )C, integerLDC,…
stgsy2.f – Synopsis Functions/Subroutines subroutine stgsy2 (TRANS, IJOB, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, SCALE, RDSUM, RDSCAL, IWORK, PQ, INFO) STGSY2 solves the generalized Sylvester equation (unblocked algorithm). Function/Subroutine Documentation subroutine stgsy2 (characterTRANS, integerIJOB, integerM, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B,…
stgsna.f – Synopsis Functions/Subroutines subroutine stgsna (JOB, HOWMNY, SELECT, N, A, LDA, B, LDB, VL, LDVL, VR, LDVR, S, DIF, MM, M, WORK, LWORK, IWORK, INFO) STGSNA Function/Subroutine Documentation subroutine stgsna (characterJOB, characterHOWMNY, logical, dimension( * )SELECT, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, real, dimension( ldvl, * )VL,…
stgsja.f – Synopsis Functions/Subroutines subroutine stgsja (JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B, LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, NCYCLE, INFO) STGSJA Function/Subroutine Documentation subroutine stgsja (characterJOBU, characterJOBV, characterJOBQ, integerM, integerP, integerN, integerK, integerL, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B,…
stgsen.f – Synopsis Functions/Subroutines subroutine stgsen (IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO) STGSEN Function/Subroutine Documentation subroutine stgsen (integerIJOB, logicalWANTQ, logicalWANTZ, logical, dimension( * )SELECT, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B,…
stgexc.f – Synopsis Functions/Subroutines subroutine stgexc (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, IFST, ILST, WORK, LWORK, INFO) STGEXC Function/Subroutine Documentation subroutine stgexc (logicalWANTQ, logicalWANTZ, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, real, dimension( ldq, * )Q, integerLDQ, real, dimension( ldz, * )Z, integerLDZ, integerIFST,…
stgex2.f – Synopsis Functions/Subroutines subroutine stgex2 (WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO) STGEX2 swaps adjacent diagonal blocks in an upper (quasi) triangular matrix pair by an orthogonal equivalence transformation. Function/Subroutine Documentation subroutine stgex2 (logicalWANTQ, logicalWANTZ, integerN, real, dimension( lda, * )A, integerLDA, real, dimension(…
stgevc.f – Synopsis Functions/Subroutines subroutine stgevc (SIDE, HOWMNY, SELECT, N, S, LDS, P, LDP, VL, LDVL, VR, LDVR, MM, M, WORK, INFO) STGEVC Function/Subroutine Documentation subroutine stgevc (characterSIDE, characterHOWMNY, logical, dimension( * )SELECT, integerN, real, dimension( lds, * )S, integerLDS, real, dimension( ldp, * )P, integerLDP, real, dimension( ldvl, * )VL, integerLDVL, real, dimension( ldvr,…
stfttr.f – Synopsis Functions/Subroutines subroutine stfttr (TRANSR, UPLO, N, ARF, A, LDA, INFO) STFTTR copies a triangular matrix from the rectangular full packed format (TF) to the standard full format (TR). Function/Subroutine Documentation subroutine stfttr (characterTRANSR, characterUPLO, integerN, real, dimension( 0: * )ARF, real, dimension( 0: lda-1, 0: * )A, integerLDA, integerINFO) STFTTR copies a…
stfttp.f – Synopsis Functions/Subroutines subroutine stfttp (TRANSR, UPLO, N, ARF, AP, INFO) STFTTP copies a triangular matrix from the rectangular full packed format (TF) to the standard packed format (TP). Function/Subroutine Documentation subroutine stfttp (characterTRANSR, characterUPLO, integerN, real, dimension( 0: * )ARF, real, dimension( 0: * )AP, integerINFO) STFTTP copies a triangular matrix from the…
stftri.f – Synopsis Functions/Subroutines subroutine stftri (TRANSR, UPLO, DIAG, N, A, INFO) STFTRI Function/Subroutine Documentation subroutine stftri (characterTRANSR, characterUPLO, characterDIAG, integerN, real, dimension( 0: * )A, integerINFO) STFTRI Purpose: STFTRI computes the inverse of a triangular matrix A stored in RFP format. This is a Level 3 BLAS version of the algorithm. Parameters: TRANSR…
stfsm.f – Synopsis Functions/Subroutines subroutine stfsm (TRANSR, SIDE, UPLO, TRANS, DIAG, M, N, ALPHA, A, B, LDB) STFSM solves a matrix equation (one operand is a triangular matrix in RFP format). Function/Subroutine Documentation subroutine stfsm (characterTRANSR, characterSIDE, characterUPLO, characterTRANS, characterDIAG, integerM, integerN, realALPHA, real, dimension( 0: * )A, real, dimension( 0: ldb-1, 0: * )B,…