Linux Manuals

cgbmv.f – SynopsisFunctions/Subroutinessubroutine cgbmv (TRANS, M, N, KL, KU, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) CGBMV Function/Subroutine Documentationsubroutine 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, or y := alpha*A**T*x +…

cgbequb.f – SynopsisFunctions/Subroutinessubroutine cgbequb (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO) CGBEQUB Function/Subroutine Documentationsubroutine 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 to equilibrate an M-by-N matrix…

cgbequ.f – SynopsisFunctions/Subroutinessubroutine cgbequ (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO) CGBEQU Function/Subroutine Documentationsubroutine 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 to equilibrate an M-by-N band…

cgbcon.f – SynopsisFunctions/Subroutinessubroutine cgbcon (NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, RWORK, INFO) CGBCON Function/Subroutine Documentationsubroutine 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 of the condition number of…

cgbbrd.f – SynopsisFunctions/Subroutinessubroutine cgbbrd (VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, RWORK, INFO) CGBBRD Function/Subroutine Documentationsubroutine cgbbrd (characterVECT, integerM, integerN, integerNCC, integerKL, integerKU, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )D, real, dimension( * )E, complex, dimension( ldq, * )Q, integerLDQ, complex, dimension(…

cdotu.f – SynopsisFunctions/SubroutinesCOMPLEX function cdotu (N, CX, INCX, CY, INCY) CDOTU Function/Subroutine DocumentationCOMPLEX 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 Details: jack dongarra, linpack, 3/11/78. modified…

cdotc.f – SynopsisFunctions/SubroutinesCOMPLEX function cdotc (N, CX, INCX, CY, INCY) CDOTC Function/Subroutine DocumentationCOMPLEX 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: November 2011 Further Details: jack dongarra,…

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> Classesclass CDO collateralized debt obligation Detailed Descriptioncollateralized debt obligation AuthorGenerated automatically by Doxygen for QuantLib from the source code.

ccopy.f – SynopsisFunctions/Subroutinessubroutine ccopy (N, CX, INCX, CY, INCY) CCOPY Function/Subroutine Documentationsubroutine 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: jack dongarra, linpack, 3/11/78. modified 12/3/93,…

cbdsqr.f – SynopsisFunctions/Subroutinessubroutine cbdsqr (UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, RWORK, INFO) CBDSQR Function/Subroutine Documentationsubroutine 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, * )C, integerLDC, real,…

cbbcsd.f – SynopsisFunctions/Subroutinessubroutine 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 Documentationsubroutine cbbcsd (characterJOBU1, characterJOBU2, characterJOBV1T, characterJOBV2T, characterTRANS, integerM, integerP, integerQ, real, dimension( * )THETA, real, dimension( * )PHI, complex, dimension(…

caxpy.f – SynopsisFunctions/Subroutinessubroutine caxpy (N, CA, CX, INCX, CY, INCY) CAXPY Function/Subroutine Documentationsubroutine 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 Details: jack dongarra, linpack, 3/11/78. modified…

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> Classesclass CADLibor CAD LIBOR rate class CADLiborON Overnight CAD Libor index. Detailed DescriptionCAD LIBOR rate AuthorGenerated automatically by Doxygen for QuantLib from the source code.

C++Intro – Introduction to the GNU libstdc++ man pages DescriptionThis 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 entries…

QuantLib::CallableBondVolatilityStructure – Callable-bond volatility structure. Synopsis#include <ql/experimental/callablebonds/callablebondvolstructure.hpp> Inherits QuantLib::TermStructure. Inherited by CallableBondConstantVolatility. Public Member Functionsvirtual 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) const implements…

QuantLib::BrownianBridge – Builds Wiener process paths using Gaussian variates. Synopsis#include <ql/methods/montecarlo/brownianbridge.hpp> Public Member FunctionsBrownianBridge (Size steps) unit-time path BrownianBridge (const std::vector< Time > &times) generic times BrownianBridge (const TimeGrid &timeGrid) generic times inspectors Size size () const const std::vector< Time > & times () const Brownian-bridge constructortemplate<class RandomAccessIterator1 , class RandomAccessIterator2 > void transform (RandomAccessIterator1…

QuantLib::Brazil – Brazilian calendar. Synopsis#include <ql/time/calendars/brazil.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { Settlement, Exchange } Brazilian calendars. Public Member FunctionsBrazil (Market market=Settlement) Detailed DescriptionBrazilian calendar. Banking holidays: * Saturdays * Sundays * New Year’s Day, January 1st * Tiradentes’s Day, April 21th * Labour Day, May 1st * Independence Day, September 7th * Nossa Sra….

QuantLib::BoxMullerGaussianRng – Gaussian random number generator. Synopsis#include <ql/math/randomnumbers/boxmullergaussianrng.hpp> Public Typestypedef Sample< Real > sample_type typedef RNG urng_type Public Member FunctionsBoxMullerGaussianRng (const RNG &uniformGenerator) sample_type next () const returns a sample from a Gaussian distribution Detailed Descriptiontemplate<class RNG> class QuantLib::BoxMullerGaussianRng< RNG >Gaussian random number generator. It uses the well-known Box-Muller transformation to return a normal distributed…

ql/methods/finitedifferences/boundarycondition.hpp – boundary conditions for differential operators Synopsis#include <ql/utilities/null.hpp> #include <ql/methods/finitedifferences/tridiagonaloperator.hpp> Classesclass 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 Descriptionboundary conditions for differential operators AuthorGenerated automatically by Doxygen for QuantLib from the source code.

ql/termstructures/bootstraphelper.hpp – base helper class used for bootstrapping Synopsis#include <ql/quote.hpp> #include <ql/time/date.hpp> #include <ql/handle.hpp> #include <ql/patterns/observable.hpp> #include <ql/patterns/visitor.hpp> #include <ql/quotes/simplequote.hpp> Classesclass BootstrapHelper< TS > Base helper class for bootstrapping. Detailed Descriptionbase helper class used for bootstrapping AuthorGenerated automatically by Doxygen for QuantLib from the source code.