Linux Manuals

QuantLib::Bond – Base bond class. Synopsis#include <ql/instruments/bond.hpp> Inherits QuantLib::Instrument. Inherited by AmortizingCmsRateBond, AmortizingFixedRateBond, AmortizingFloatingRateBond, CallableBond, CmsRateBond, ConvertibleBond, FixedRateBond, FloatingRateBond, and ZeroCouponBond. Public Member FunctionsBond (Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) constructor for amortizing or non-amortizing bonds. Bond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(),…

QuantLib::AmortizingFixedRateBond – amortizing fixed-rate bond Synopsis#include <ql/experimental/amortizingbonds/amortizingfixedratebond.hpp> Inherits QuantLib::Bond. Public Member FunctionsAmortizingFixedRateBond (Natural settlementDays, const std::vector< Real > &notionals, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const std::vector< Real > &redemption=std::vector< Real >(1, 100.0), const Date &issueDate=Date()) AmortizingFixedRateBond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &startDate, const…

QuantLib::Bond – Base bond class. Synopsis#include <ql/instruments/bond.hpp> Inherits QuantLib::Instrument. Inherited by AmortizingCmsRateBond, AmortizingFixedRateBond, AmortizingFloatingRateBond, CallableBond, CmsRateBond, ConvertibleBond, FixedRateBond, FloatingRateBond, and ZeroCouponBond. Public Member FunctionsBond (Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) constructor for amortizing or non-amortizing bonds. Bond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(),…

QuantLib::FixedRateBondForward – Forward contract on a fixed-rate bond Synopsis#include <ql/instruments/fixedratebondforward.hpp> Inherits QuantLib::Forward. Public Member FunctionsConstructors FixedRateBondForward (const Date &valueDate, const Date &maturityDate, Position::Type type, Real strike, Natural settlementDays, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, const boost::shared_ptr< FixedRateBond > &fixedCouponBond, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &incomeDiscountCurve=Handle< YieldTermStructure >())…

clauum.f – SynopsisFunctions/Subroutinessubroutine clauum (UPLO, N, A, LDA, INFO) CLAUUM computes the product UUH or LHL, where U and L are upper or lower triangular matrices (blocked algorithm). Function/Subroutine Documentationsubroutine clauum (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integerINFO)CLAUUM computes the product UUH or LHL, where U and L are upper or lower triangular…

clauu2.f – SynopsisFunctions/Subroutinessubroutine clauu2 (UPLO, N, A, LDA, INFO) CLAUU2 computes the product UUH or LHL, where U and L are upper or lower triangular matrices (unblocked algorithm). Function/Subroutine Documentationsubroutine clauu2 (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integerINFO)CLAUU2 computes the product UUH or LHL, where U and L are upper or lower triangular…

clatzm.f – SynopsisFunctions/Subroutinessubroutine clatzm (SIDE, M, N, V, INCV, TAU, C1, C2, LDC, WORK) CLATZM Function/Subroutine Documentationsubroutine clatzm (characterSIDE, integerM, integerN, complex, dimension( * )V, integerINCV, complexTAU, complex, dimension( ldc, * )C1, complex, dimension( ldc, * )C2, integerLDC, complex, dimension( * )WORK)CLATZM Purpose: This routine is deprecated and has been replaced by routine CUNMRZ. CLATZM…

clatrz.f – SynopsisFunctions/Subroutinessubroutine clatrz (M, N, L, A, LDA, TAU, WORK) CLATRZ factors an upper trapezoidal matrix by means of unitary transformations. Function/Subroutine Documentationsubroutine clatrz (integerM, integerN, integerL, complex, dimension( lda, * )A, integerLDA, complex, dimension( * )TAU, complex, dimension( * )WORK)CLATRZ factors an upper trapezoidal matrix by means of unitary transformations. Purpose: CLATRZ factors…

clatrs.f – SynopsisFunctions/Subroutinessubroutine clatrs (UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE, CNORM, INFO) CLATRS solves a triangular system of equations with the scale factor set to prevent overflow. Function/Subroutine Documentationsubroutine clatrs (characterUPLO, characterTRANS, characterDIAG, characterNORMIN, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( * )X, realSCALE, real, dimension( * )CNORM, integerINFO)CLATRS solves…

clatrd.f – SynopsisFunctions/Subroutinessubroutine clatrd (UPLO, N, NB, A, LDA, E, TAU, W, LDW) CLATRD reduces the first nb rows and columns of a symmetric/Hermitian matrix A to real tridiagonal form by an unitary similarity transformation. Function/Subroutine Documentationsubroutine clatrd (characterUPLO, integerN, integerNB, complex, dimension( lda, * )A, integerLDA, real, dimension( * )E, complex, dimension( * )TAU,…

clatps.f – SynopsisFunctions/Subroutinessubroutine clatps (UPLO, TRANS, DIAG, NORMIN, N, AP, X, SCALE, CNORM, INFO) CLATPS solves a triangular system of equations with the matrix held in packed storage. Function/Subroutine Documentationsubroutine clatps (characterUPLO, characterTRANS, characterDIAG, characterNORMIN, integerN, complex, dimension( * )AP, complex, dimension( * )X, realSCALE, real, dimension( * )CNORM, integerINFO)CLATPS solves a triangular system of…

clatdf.f – SynopsisFunctions/Subroutinessubroutine clatdf (IJOB, N, Z, LDZ, RHS, RDSUM, RDSCAL, IPIV, JPIV) CLATDF uses the LU factorization of the n-by-n matrix computed by sgetc2 and computes a contribution to the reciprocal Dif-estimate. Function/Subroutine Documentationsubroutine clatdf (integerIJOB, integerN, complex, dimension( ldz, * )Z, integerLDZ, complex, dimension( * )RHS, realRDSUM, realRDSCAL, integer, dimension( * )IPIV, integer,…

clatbs.f – SynopsisFunctions/Subroutinessubroutine clatbs (UPLO, TRANS, DIAG, NORMIN, N, KD, AB, LDAB, X, SCALE, CNORM, INFO) CLATBS solves a triangular banded system of equations. Function/Subroutine Documentationsubroutine clatbs (characterUPLO, characterTRANS, characterDIAG, characterNORMIN, integerN, integerKD, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( * )X, realSCALE, real, dimension( * )CNORM, integerINFO)CLATBS solves a triangular banded system of…

clasyf_rook.f – SynopsisFunctions/Subroutinessubroutine clasyf_rook (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO) CLASYF_ROOK computes a partial factorization of a complex symmetric matrix using the bounded Bunch-Kaufman (‘rook’) diagonal pivoting method. Function/Subroutine Documentationsubroutine clasyf_rook (characterUPLO, integerN, integerNB, integerKB, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( ldw, * )W, integerLDW,…

clasyf.f – SynopsisFunctions/Subroutinessubroutine clasyf (UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO) CLASYF computes a partial factorization of a complex symmetric matrix, using the diagonal pivoting method. Function/Subroutine Documentationsubroutine clasyf (characterUPLO, integerN, integerNB, integerKB, complex, dimension( lda, * )A, integerLDA, integer, dimension( * )IPIV, complex, dimension( ldw, * )W, integerLDW, integerINFO)CLASYF computes a…

claswp.f – SynopsisFunctions/Subroutinessubroutine claswp (N, A, LDA, K1, K2, IPIV, INCX) CLASWP performs a series of row interchanges on a general rectangular matrix. Function/Subroutine Documentationsubroutine claswp (integerN, complex, dimension( lda, * )A, integerLDA, integerK1, integerK2, integer, dimension( * )IPIV, integerINCX)CLASWP performs a series of row interchanges on a general rectangular matrix. Purpose: CLASWP performs a…

classq.f – SynopsisFunctions/Subroutinessubroutine classq (N, X, INCX, SCALE, SUMSQ) CLASSQ updates a sum of squares represented in scaled form. Function/Subroutine Documentationsubroutine classq (integerN, complex, dimension( * )X, integerINCX, realSCALE, realSUMSQ)CLASSQ updates a sum of squares represented in scaled form. Purpose: CLASSQ returns the values scl and ssq such that ( scl**2 )*ssq = x( 1…

clasr.f – SynopsisFunctions/Subroutinessubroutine clasr (SIDE, PIVOT, DIRECT, M, N, C, S, A, LDA) CLASR applies a sequence of plane rotations to a general rectangular matrix. Function/Subroutine Documentationsubroutine clasr (characterSIDE, characterPIVOT, characterDIRECT, integerM, integerN, real, dimension( * )C, real, dimension( * )S, complex, dimension( lda, * )A, integerLDA)CLASR applies a sequence of plane rotations to a…

claset.f – SynopsisFunctions/Subroutinessubroutine claset (UPLO, M, N, ALPHA, BETA, A, LDA) CLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values. Function/Subroutine Documentationsubroutine claset (characterUPLO, integerM, integerN, complexALPHA, complexBETA, complex, dimension( lda, * )A, integerLDA)CLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values. Purpose:…

clascl2.f – SynopsisFunctions/Subroutinessubroutine clascl2 (M, N, D, X, LDX) CLASCL2 performs diagonal scaling on a vector. Function/Subroutine Documentationsubroutine clascl2 (integerM, integerN, real, dimension( * )D, complex, dimension( ldx, * )X, integerLDX)CLASCL2 performs diagonal scaling on a vector. Purpose: CLASCL2 performs a diagonal scaling on a vector: x <– D * x where the diagonal REAL…