Section 3: library functions
slaqsb.f – Synopsis Functions/Subroutines subroutine slaqsb (UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, EQUED) SLAQSB scales a symmetric/Hermitian band matrix, using scaling factors computed by spbequ. Function/Subroutine Documentation subroutine slaqsb (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, real, dimension( * )S, realSCOND, realAMAX, characterEQUED) SLAQSB scales a symmetric/Hermitian band matrix, using scaling…
slaqr5.f – Synopsis Functions/Subroutines subroutine slaqr5 (WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, SR, SI, H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, LDU, NV, WV, LDWV, NH, WH, LDWH) SLAQR5 performs a single small-bulge multi-shift QR sweep. Function/Subroutine Documentation subroutine slaqr5 (logicalWANTT, logicalWANTZ, integerKACC22, integerN, integerKTOP, integerKBOT, integerNSHFTS, real, dimension( * )SR, real,…
slaqr4.f – Synopsis Functions/Subroutines subroutine slaqr4 (WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO) SLAQR4 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition. Function/Subroutine Documentation subroutine slaqr4 (logicalWANTT, logicalWANTZ, integerN, integerILO, integerIHI, real, dimension( ldh, * )H, integerLDH, real, dimension(…
slaqr3.f – Synopsis Functions/Subroutines subroutine slaqr3 (WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ, IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T, LDT, NV, WV, LDWV, WORK, LWORK) SLAQR3 performs the orthogonal similarity transformation of a Hessenberg matrix to detect and deflate fully converged eigenvalues from a trailing principal submatrix (aggressive…
sla_syrpvgrw.f – Synopsis Functions/Subroutines REAL function sla_syrpvgrw (UPLO, N, INFO, A, LDA, AF, LDAF, IPIV, WORK) SLA_SYRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric indefinite matrix. Function/Subroutine Documentation REAL function sla_syrpvgrw (character*1UPLO, integerN, integerINFO, real, dimension( lda, * )A, integerLDA, real, dimension( ldaf, * )AF, integerLDAF, integer, dimension( * )IPIV, real, dimension(…
sla_gbamv.f – Synopsis Functions/Subroutines subroutine sla_gbamv (TRANS, M, N, KL, KU, ALPHA, AB, LDAB, X, INCX, BETA, Y, INCY) SLA_GBAMV performs a matrix-vector operation to calculate error bounds. Function/Subroutine Documentation subroutine sla_gbamv (integerTRANS, integerM, integerN, integerKL, integerKU, realALPHA, real, dimension( ldab, * )AB, integerLDAB, real, dimension( * )X, integerINCX, realBETA, real, dimension( * )Y, integerINCY)…
QuantLib::HistoricalForwardRatesAnalysisImpl – Historical correlation class Synopsis #include <ql/models/marketmodels/historicalforwardratesanalysis.hpp> Inherits QuantLib::HistoricalForwardRatesAnalysis. Public Member Functions HistoricalForwardRatesAnalysisImpl (const boost::shared_ptr< SequenceStatistics > &stats, const Date &startDate, const Date &endDate, const Period &step, const boost::shared_ptr< InterestRateIndex > &fwdIndex, const Period &initialGap, const Period &horizon, const std::vector< boost::shared_ptr< IborIndex > > &iborIndexes, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const DayCounter…
QuantLib::HistoricalForwardRatesAnalysisImpl – Historical correlation class Synopsis #include <ql/models/marketmodels/historicalforwardratesanalysis.hpp> Inherits QuantLib::HistoricalForwardRatesAnalysis. Public Member Functions HistoricalForwardRatesAnalysisImpl (const boost::shared_ptr< SequenceStatistics > &stats, const Date &startDate, const Date &endDate, const Period &step, const boost::shared_ptr< InterestRateIndex > &fwdIndex, const Period &initialGap, const Period &horizon, const std::vector< boost::shared_ptr< IborIndex > > &iborIndexes, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const DayCounter…
QuantLib::SobolRsg – Sobol low-discrepancy sequence generator. Synopsis #include <ql/math/randomnumbers/sobolrsg.hpp> Public Types enum DirectionIntegers { Unit, Jaeckel, SobolLevitan, SobolLevitanLemieux, JoeKuoD5, JoeKuoD6, JoeKuoD7, Kuo, Kuo2, Kuo3 } typedef Sample< std::vector< Real > > sample_type Public Member Functions SobolRsg (Size dimensionality, unsigned long seed=0, DirectionIntegers directionIntegers=Jaeckel) void skipTo (unsigned long n) const std::vector< unsigned long > & nextInt32Sequence…
skipSearch – search a skip list. Synopsis #include <util/skiplist.h> void *skipSearch(skipList list, UINT32 key, void **plock); Arguments list – list to search in. key – key to look for. plock – place for value lock (or NULL). Description Searches for <key> in <list>, and returns value if found, or NULL if not. If <plock> is…
skipDelete – delete an item. Synopsis #include <util/skiplist.h> void skipDelete(skipList list, UINT32 key); Arguments list – list to delete item from. key – key identifying value to delete. Description Delete the item associated with <key> from <list>. MT-Level: Safe if <list> thread-safe. Return Value None. See Also skipDelete(3), skipFreeList(3), skipRelease(3), skipInsert(3), skipSearch(3), skipNext(3), skipNewList
QuantLib::CreditDefaultSwap – Credit default swap. Synopsis #include <ql/instruments/creditdefaultswap.hpp> Inherits QuantLib::Instrument. Public Member Functions Constructors CreditDefaultSwap (Protection::Side side, Real notional, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const boost::shared_ptr< Claim > &=boost::shared_ptr< Claim >()) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments…
add_mibdir, netsnmp_init_mib, shutdown_mib, netsnmp_read_module, read_mib, read_all_mibs, add_module_replacement, snmp_set_mib_errors, snmp_set_mib_warnings, snmp_set_save_descriptions, read_objid, snmp_parse_oid, get_module_node, print_mib, print_objid, fprint_objid, snprint_objid, print_description, fprint_description, snprint_description – netsnmp_mib_api functions Synopsis #include <net-snmp/mib_api.h> Initialisation and Shutdown int add_mibdir(const char *dirname); void netsnmp_init_mib(void); void shutdown_mib(void); Reading and Parsing MIBs struct tree *netsnmp_read_module(const char *name); struct tree *read_mib(const char *filename); struct tree *read_all_mibs(void); int…
shseqr.f – Synopsis Functions/Subroutines subroutine shseqr (JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z, LDZ, WORK, LWORK, INFO) SHSEQR Function/Subroutine Documentation subroutine shseqr (characterJOB, characterCOMPZ, integerN, integerILO, integerIHI, real, dimension( ldh, * )H, integerLDH, real, dimension( * )WR, real, dimension( * )WI, real, dimension( ldz, * )Z, integerLDZ, real, dimension( * )WORK, integerLWORK,…
sgges.f – Synopsis Functions/Subroutines subroutine sgges (JOBVSL, JOBVSR, SORT, SELCTG, N, A, LDA, B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, WORK, LWORK, BWORK, INFO) SGGES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices Function/Subroutine Documentation subroutine sgges (characterJOBVSL, characterJOBVSR, characterSORT, logical, externalSELCTG, integerN, real,…
sggbal.f – Synopsis Functions/Subroutines subroutine sggbal (JOB, N, A, LDA, B, LDB, ILO, IHI, LSCALE, RSCALE, WORK, INFO) SGGBAL Function/Subroutine Documentation subroutine sggbal (characterJOB, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, integerILO, integerIHI, real, dimension( * )LSCALE, real, dimension( * )RSCALE, real, dimension( * )WORK, integerINFO) SGGBAL Purpose: SGGBAL…
sggbak.f – Synopsis Functions/Subroutines subroutine sggbak (JOB, SIDE, N, ILO, IHI, LSCALE, RSCALE, M, V, LDV, INFO) SGGBAK Function/Subroutine Documentation subroutine sggbak (characterJOB, characterSIDE, integerN, integerILO, integerIHI, real, dimension( * )LSCALE, real, dimension( * )RSCALE, integerM, real, dimension( ldv, * )V, integerLDV, integerINFO) SGGBAK Purpose: SGGBAK forms the right or left eigenvectors of a real…
getspnam, getspnam_r, getspent, getspent_r, setspent, endspent, fgetspent, fgetspent_r, sgetspent, sgetspent_r, putspent, lckpwdf, ulckpwdf – get shadow password file entry Synopsis /* General shadow password file API */ #include <shadow.h> struct spwd *getspnam(const char *name); struct spwd *getspent(void); void setspent(void); void endspent(void); struct spwd *fgetspent(FILE *stream); struct spwd *sgetspent(const char *s); int putspent(const struct spwd *p,…
getspnam, getspnam_r, getspent, getspent_r, setspent, endspent, fgetspent, fgetspent_r, sgetspent, sgetspent_r, putspent, lckpwdf, ulckpwdf – get shadow password file entry Synopsis /* General shadow password file API */ #include <shadow.h> struct spwd *getspnam(const char *name); struct spwd *getspent(void); void setspent(void); void endspent(void); struct spwd *fgetspent(FILE *stream); struct spwd *sgetspent(const char *s); int putspent(const struct spwd *p,…
sgetrs.f – Synopsis Functions/Subroutines subroutine sgetrs (TRANS, N, NRHS, A, LDA, IPIV, B, LDB, INFO) SGETRS Function/Subroutine Documentation subroutine sgetrs (characterTRANS, integerN, integerNRHS, real, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, real, dimension( ldb, * )B, integerLDB, integerINFO) SGETRS Purpose: SGETRS solves a system of linear equations A * X = B or…