Linux Manuals

cunbdb4.f – SynopsisFunctions/Subroutinessubroutine cunbdb4 (M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1, PHANTOM, WORK, LWORK, INFO) CUNBDB4 Function/Subroutine Documentationsubroutine cunbdb4 (integerM, integerP, integerQ, complex, dimension(ldx11,*)X11, integerLDX11, complex, dimension(ldx21,*)X21, integerLDX21, real, dimension(*)THETA, real, dimension(*)PHI, complex, dimension(*)TAUP1, complex, dimension(*)TAUP2, complex, dimension(*)TAUQ1, complex, dimension(*)PHANTOM, complex, dimension(*)WORK, integerLWORK, integerINFO)CUNBDB4 .SH "Purpose:" CUNBDB4 simultaneously bidiagonalizes the…

cunbdb3.f – SynopsisFunctions/Subroutinessubroutine cunbdb3 (M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1, WORK, LWORK, INFO) CUNBDB3 Function/Subroutine Documentationsubroutine cunbdb3 (integerM, integerP, integerQ, complex, dimension(ldx11,*)X11, integerLDX11, complex, dimension(ldx21,*)X21, integerLDX21, real, dimension(*)THETA, real, dimension(*)PHI, complex, dimension(*)TAUP1, complex, dimension(*)TAUP2, complex, dimension(*)TAUQ1, complex, dimension(*)WORK, integerLWORK, integerINFO)CUNBDB3 .SH "Purpose:" CUNBDB3 simultaneously bidiagonalizes the blocks of a…

cunbdb2.f – SynopsisFunctions/Subroutinessubroutine cunbdb2 (M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1, WORK, LWORK, INFO) CUNBDB2 Function/Subroutine Documentationsubroutine cunbdb2 (integerM, integerP, integerQ, complex, dimension(ldx11,*)X11, integerLDX11, complex, dimension(ldx21,*)X21, integerLDX21, real, dimension(*)THETA, real, dimension(*)PHI, complex, dimension(*)TAUP1, complex, dimension(*)TAUP2, complex, dimension(*)TAUQ1, complex, dimension(*)WORK, integerLWORK, integerINFO)CUNBDB2 .SH "Purpose:" CUNBDB2 simultaneously bidiagonalizes the blocks of a…

cunbdb1.f – SynopsisFunctions/Subroutinessubroutine cunbdb1 (M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1, WORK, LWORK, INFO) CUNBDB1 Function/Subroutine Documentationsubroutine cunbdb1 (integerM, integerP, integerQ, complex, dimension(ldx11,*)X11, integerLDX11, complex, dimension(ldx21,*)X21, integerLDX21, real, dimension(*)THETA, real, dimension(*)PHI, complex, dimension(*)TAUP1, complex, dimension(*)TAUP2, complex, dimension(*)TAUQ1, complex, dimension(*)WORK, integerLWORK, integerINFO)CUNBDB1 .SH "Purpose:" CUNBDB1 simultaneously bidiagonalizes the blocks of a…

cunbdb.f – SynopsisFunctions/Subroutinessubroutine cunbdb (TRANS, SIGNS, M, P, Q, X11, LDX11, X12, LDX12, X21, LDX21, X22, LDX22, THETA, PHI, TAUP1, TAUP2, TAUQ1, TAUQ2, WORK, LWORK, INFO) CUNBDB Function/Subroutine Documentationsubroutine cunbdb (characterTRANS, characterSIGNS, integerM, integerP, integerQ, complex, dimension( ldx11, * )X11, integerLDX11, complex, dimension( ldx12, * )X12, integerLDX12, complex, dimension( ldx21, * )X21, integerLDX21, complex, dimension(…

QuantLib::OneFactorCopula – Abstract base class for one-factor copula models. Synopsis#include <ql/experimental/credit/onefactorcopula.hpp> Inherits QuantLib::LazyObject. Inherited by OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, and OneFactorStudentGaussianCopula. Public Member FunctionsOneFactorCopula (const Handle< Quote > &correlation, Real maximum=5, Size integrationSteps=50) virtual Real density (Real m) const =0 Density function of M. virtual Real cumulativeZ (Real z) const =0 Cumulative distribution of Z. virtual…

QuantLib::OneFactorCopula – Abstract base class for one-factor copula models. Synopsis#include <ql/experimental/credit/onefactorcopula.hpp> Inherits QuantLib::LazyObject. Inherited by OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, and OneFactorStudentGaussianCopula. Public Member FunctionsOneFactorCopula (const Handle< Quote > &correlation, Real maximum=5, Size integrationSteps=50) virtual Real density (Real m) const =0 Density function of M. virtual Real cumulativeZ (Real z) const =0 Cumulative distribution of Z. virtual…

QuantLib::OneFactorCopula – Abstract base class for one-factor copula models. Synopsis#include <ql/experimental/credit/onefactorcopula.hpp> Inherits QuantLib::LazyObject. Inherited by OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, and OneFactorStudentGaussianCopula. Public Member FunctionsOneFactorCopula (const Handle< Quote > &correlation, Real maximum=5, Size integrationSteps=50) virtual Real density (Real m) const =0 Density function of M. virtual Real cumulativeZ (Real z) const =0 Cumulative distribution of Z. virtual…

QuantLib::Basket – Synopsis#include <ql/experimental/credit/basket.hpp> Public Member FunctionsBasket (const std::vector< std::string > &names, const std::vector< Real > &notionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0) Size size () const const std::vector< std::string > & names () const const std::vector< Real > & notionals () const Real notional () boost::shared_ptr< Pool > pool () const…

QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis#include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member FunctionsBlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const virtual Real…

QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis#include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member FunctionsBlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const virtual Real…

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…