Linux Manuals session 3

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

ql/math/interpolations/multicubicspline.hpp – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <functional> #include <vector> Classesclass MultiCubicSpline< i > N-dimensional cubic spline interpolation between discrete points. Typedefstypedef std::vector< std::vector< Real > > SplineGrid typedef DataTable< Real > base_data_table typedef Data< std::vector< Real >, EmptyArg > base_data typedef Point< Real, EmptyArg > base_arg_type typedef…

QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis#include <ql/math/statistics/incrementalstatistics.hpp> Public Typestypedef Real value_type Public Member FunctionsInspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness () const Real kurtosis…

ctzrzf.f – SynopsisFunctions/Subroutinessubroutine ctzrzf (M, N, A, LDA, TAU, WORK, LWORK, INFO) CTZRZF Function/Subroutine Documentationsubroutine ctzrzf (integerM, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( * )TAU, complex, dimension( * )WORK, integerLWORK, integerINFO)CTZRZF Purpose: CTZRZF reduces the M-by-N ( M<=N ) complex upper trapezoidal matrix A to upper triangular form by means of unitary…

ctzrqf.f – SynopsisFunctions/Subroutinessubroutine ctzrqf (M, N, A, LDA, TAU, INFO) CTZRQF Function/Subroutine Documentationsubroutine ctzrqf (integerM, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( * )TAU, integerINFO)CTZRQF Purpose: This routine is deprecated and has been replaced by routine CTZRZF. CTZRQF reduces the M-by-N ( M<=N ) complex upper trapezoidal matrix A to upper triangular form…

ctrttp.f – SynopsisFunctions/Subroutinessubroutine ctrttp (UPLO, N, A, LDA, AP, INFO) CTRTTP copies a triangular matrix from the standard full format (TR) to the standard packed format (TP). Function/Subroutine Documentationsubroutine ctrttp (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( * )AP, integerINFO)CTRTTP copies a triangular matrix from the standard full format (TR) to the…

ctrttf.f – SynopsisFunctions/Subroutinessubroutine ctrttf (TRANSR, UPLO, N, A, LDA, ARF, INFO) CTRTTF copies a triangular matrix from the standard full format (TR) to the rectangular full packed format (TF). Function/Subroutine Documentationsubroutine ctrttf (characterTRANSR, characterUPLO, integerN, complex, dimension( 0: lda-1, 0: * )A, integerLDA, complex, dimension( 0: * )ARF, integerINFO)CTRTTF copies a triangular matrix from the…

ctrtrs.f – SynopsisFunctions/Subroutinessubroutine ctrtrs (UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, INFO) CTRTRS Function/Subroutine Documentationsubroutine ctrtrs (characterUPLO, characterTRANS, characterDIAG, integerN, integerNRHS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldb, * )B, integerLDB, integerINFO)CTRTRS Purpose: CTRTRS solves a triangular system of the form A * X = B, A**T * X = B,…

ctrtri.f – SynopsisFunctions/Subroutinessubroutine ctrtri (UPLO, DIAG, N, A, LDA, INFO) CTRTRI Function/Subroutine Documentationsubroutine ctrtri (characterUPLO, characterDIAG, integerN, complex, dimension( lda, * )A, integerLDA, integerINFO)CTRTRI Purpose: CTRTRI computes the inverse of a complex upper or lower triangular matrix A. This is the Level 3 BLAS version of the algorithm.  Parameters: UPLO UPLO is CHARACTER*1 = ‘U’:…

ctrti2.f – SynopsisFunctions/Subroutinessubroutine ctrti2 (UPLO, DIAG, N, A, LDA, INFO) CTRTI2 computes the inverse of a triangular matrix (unblocked algorithm). Function/Subroutine Documentationsubroutine ctrti2 (characterUPLO, characterDIAG, integerN, complex, dimension( lda, * )A, integerLDA, integerINFO)CTRTI2 computes the inverse of a triangular matrix (unblocked algorithm). Purpose: CTRTI2 computes the inverse of a complex upper or lower triangular matrix….