Linux Manuals

zgbcon.f – Synopsis Functions/Subroutines subroutine zgbcon (NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, RWORK, INFO) ZGBCON Function/Subroutine Documentation subroutine zgbcon (characterNORM, integerN, integerKL, integerKU, complex*16, dimension( ldab, * )AB, integerLDAB, integer, dimension( * )IPIV, double precisionANORM, double precisionRCOND, complex*16, dimension( * )WORK, double precision, dimension( * )RWORK, integerINFO) ZGBCON Purpose: ZGBCON estimates…

zgbbrd.f – Synopsis Functions/Subroutines subroutine zgbbrd (VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, RWORK, INFO) ZGBBRD Function/Subroutine Documentation subroutine zgbbrd (characterVECT, integerM, integerN, integerNCC, integerKL, integerKU, complex*16, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )D, double precision, dimension( * )E, complex*16, dimension( ldq,…

zgbbrd.f – Synopsis Functions/Subroutines subroutine zgbbrd (VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, RWORK, INFO) ZGBBRD Function/Subroutine Documentation subroutine zgbbrd (characterVECT, integerM, integerN, integerNCC, integerKL, integerKU, complex*16, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )D, double precision, dimension( * )E, complex*16, dimension( ldq,…

zframe – working with single message frames Synopsis #define ZFRAME_MORE 1 // #define ZFRAME_REUSE 2 // #define ZFRAME_DONTWAIT 4 // // Create a new frame. If size is not null, allocates the frame data // to the specified size. If additionally, data is not null, copies // size octets from the specified data into the…

zfile – provides methods to work with files in a portable fashion. Synopsis // If file exists, populates properties. CZMQ supports portable symbolic // links, which are files with the extension ".ln". A symbolic link is a // text file containing one line, the filename of a target file. Reading // data from the symbolic…

ql/termstructures/yield/zerocurve.hpp – interpolated zero-rates structure Synopsis #include <ql/termstructures/yield/zeroyieldstructure.hpp> #include <ql/math/interpolations/linearinterpolation.hpp> #include <ql/math/comparison.hpp> #include <boost/noncopyable.hpp> #include <vector> #include <utility> Classes class InterpolatedZeroCurve< Interpolator > Term structure based on interpolation of zero yields. Typedefs typedef InterpolatedZeroCurve< Linear > ZeroCurve Term structure based on linear interpolation of zero yields. Detailed Description interpolated zero-rates structure Author Generated automatically by…

QuantLib::CompoundForward – compound-forward structure Synopsis CompoundForward (const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Rate > &forwards, const Calendar &calendar, const BusinessDayConvention conv, const Integer compounding, const DayCounter &dayCounter) BusinessDayConvention businessDayConvention () const Integer compounding () const Date maxDate () const the latest date for which the curve can return values const std::vector<…

QuantLib::InterpolatedZeroCurve – Term structure based on interpolation of zero yields. Synopsis InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Interpolator &interpolator=Interpolator()) Inspectors std::vector< Date > dates_ std::vector< Time > times_ std::vector< Rate > data_ Interpolation interpolation_ Interpolator interpolator_ Date maxDate () const the latest date for which the…

QuantLib::InterpolatedZeroInflationCurve – Inflation term structure based on the interpolation of zero rates. Synopsis const std::vector< Date > & dates () const const std::vector< Time > & times () const const std::vector< Rate > & rates () const std::vector< std::pair< Date, Rate > > nodes () const Protected Member Functions InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar…

QuantLib::ZeroInflationTermStructure – Interface for zero inflation term structures. Synopsis Rate zeroRate (const Date &d, bool extrapolate=false) const zero-coupon inflation rate Rate zeroRate (Time t, bool extrapolate=false) const Protected Member Functions virtual Rate zeroRateImpl (Time t) const =0 to be defined in derived classes Inherits QuantLib::InflationTermStructure. Inherited by InterpolatedZeroInflationCurve< Interpolator >, and InterpolatedZeroInflationCurve< Interpolator >. Public…

QuantLib::ZeroInflationIndex – Base class for zero inflation indices. Synopsis ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency &currency, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >()) Always use the evaluation date as the reference date. Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const Handle< ZeroInflationTermStructure >…

zdscal.f – Synopsis Functions/Subroutines subroutine zdscal (N, DA, ZX, INCX) ZDSCAL Function/Subroutine Documentation subroutine zdscal (integerN, double precisionDA, complex*16, dimension(*)ZX, integerINCX) ZDSCAL Purpose: ZDSCAL scales a vector by a constant.   Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: jack dongarra, 3/11/78. modified 3/93…

zdscal.f – Synopsis Functions/Subroutines subroutine zdscal (N, DA, ZX, INCX) ZDSCAL Function/Subroutine Documentation subroutine zdscal (integerN, double precisionDA, complex*16, dimension(*)ZX, integerINCX) ZDSCAL Purpose: ZDSCAL scales a vector by a constant.   Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: jack dongarra, 3/11/78. modified 3/93…

zdrscl.f – Synopsis Functions/Subroutines subroutine zdrscl (N, SA, SX, INCX) ZDRSCL multiplies a vector by the reciprocal of a real scalar. Function/Subroutine Documentation subroutine zdrscl (integerN, double precisionSA, complex*16, dimension( * )SX, integerINCX) ZDRSCL multiplies a vector by the reciprocal of a real scalar. Purpose: ZDRSCL multiplies an n-element complex vector x by the real…

zdrscl.f – Synopsis Functions/Subroutines subroutine zdrscl (N, SA, SX, INCX) ZDRSCL multiplies a vector by the reciprocal of a real scalar. Function/Subroutine Documentation subroutine zdrscl (integerN, double precisionSA, complex*16, dimension( * )SX, integerINCX) ZDRSCL multiplies a vector by the reciprocal of a real scalar. Purpose: ZDRSCL multiplies an n-element complex vector x by the real…

zdrot.f – Synopsis Functions/Subroutines subroutine zdrot (N, CX, INCX, CY, INCY, C, S) ZDROT Function/Subroutine Documentation subroutine zdrot (integerN, complex*16, dimension( * )CX, integerINCX, complex*16, dimension( * )CY, integerINCY, double precisionC, double precisionS) ZDROT Purpose: Applies a plane rotation, where the cos and sin (c and s) are real and the vectors cx and cy…

zdrot.f – Synopsis Functions/Subroutines subroutine zdrot (N, CX, INCX, CY, INCY, C, S) ZDROT Function/Subroutine Documentation subroutine zdrot (integerN, complex*16, dimension( * )CX, integerINCX, complex*16, dimension( * )CY, integerINCY, double precisionC, double precisionS) ZDROT Purpose: Applies a plane rotation, where the cos and sin (c and s) are real and the vectors cx and cy…

zdotu.f – Synopsis Functions/Subroutines COMPLEX *16 function zdotu (N, ZX, INCX, ZY, INCY) ZDOTU Function/Subroutine Documentation COMPLEX*16 function zdotu (integerN, complex*16, dimension(*)ZX, integerINCX, complex*16, dimension(*)ZY, integerINCY) ZDOTU Purpose: ZDOTU 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…

zdotu.f – Synopsis Functions/Subroutines COMPLEX *16 function zdotu (N, ZX, INCX, ZY, INCY) ZDOTU Function/Subroutine Documentation COMPLEX*16 function zdotu (integerN, complex*16, dimension(*)ZX, integerINCX, complex*16, dimension(*)ZY, integerINCY) ZDOTU Purpose: ZDOTU 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…

zdotc.f – Synopsis Functions/Subroutines COMPLEX *16 function zdotc (N, ZX, INCX, ZY, INCY) ZDOTC Function/Subroutine Documentation COMPLEX*16 function zdotc (integerN, complex*16, dimension(*)ZX, integerINCX, complex*16, dimension(*)ZY, integerINCY) ZDOTC Purpose: ZDOTC forms the dot product of a vector.   Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further…