NAME QuantLib::TransformedGrid – transformed grid SYNOPSIS #include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member Functions TransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray…
QuantLib::TransformedGrid – transformed grid Synopsis #include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member Functions TransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray ()…
NAME QuantLib::TransformedGrid – transformed grid SYNOPSIS #include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member Functions TransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray…
NAME QuantLib::ExtendedEqualJumpsBinomialTree – Base class for equal jumps binomial tree. SYNOPSIS #include <ql/experimental/lattices/extendedbinomialtree.hpp> Inherits ExtendedBinomialTree< T >. Public Member Functions ExtendedEqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Real underlying (Size i, Size index) const Real probability (Size i, Size, Size branch) const Protected Member Functions virtual Real probUp (Time stepTime) const =0…
QuantLib::ExtendedEqualJumpsBinomialTree – Base class for equal jumps binomial tree. Synopsis #include <ql/experimental/lattices/extendedbinomialtree.hpp> Inherits ExtendedBinomialTree< T >. Public Member Functions ExtendedEqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Real underlying (Size i, Size index) const Real probability (Size i, Size, Size branch) const Protected Member Functions virtual Real probUp (Time stepTime) const =0 virtual…
QuantLib::TransformedGrid – transformed grid Synopsis #include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member Functions TransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray ()…
NAME QuantLib::TransformedGrid – transformed grid SYNOPSIS #include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member Functions TransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray…
NAME duplocale – duplicate a locale object SYNOPSIS #include <locale.h> locale_t duplocale(locale_t locobj); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): duplocale(): Since glibc 2.10: _XOPEN_SOURCE >= 700 Before glibc 2.10: _GNU_SOURCE DESCRIPTION The duplocale() function creates a duplicate of the locale object referred to by locobj. If locobj is LC_GLOBAL_LOCALE, duplocale() creates a locale object containing…
QuantLib::HazardRate – Hazard-rate-curve traits. Synopsis #include <ql/termstructures/credit/probabilitytraits.hpp> Public Types typedef BootstrapHelper< DefaultProbabilityTermStructure > helper Static Public Member Functions static Date initialDate (const DefaultProbabilityTermStructure *c) static Real initialValue (const DefaultProbabilityTermStructure *) static bool dummyInitialValue () static Real initialGuess () static Real guess (const DefaultProbabilityTermStructure *c, const Date &d) static Real minValueAfter (Size, const std::vector< Real >…
dtzrzf.f – Synopsis Functions/Subroutines subroutine dtzrzf (M, N, A, LDA, TAU, WORK, LWORK, INFO) DTZRZF Function/Subroutine Documentation subroutine dtzrzf (integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )TAU, double precision, dimension( * )WORK, integerLWORK, integerINFO) DTZRZF Purpose: DTZRZF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A to…
dtzrqf.f – Synopsis Functions/Subroutines subroutine dtzrqf (M, N, A, LDA, TAU, INFO) DTZRQF Function/Subroutine Documentation subroutine dtzrqf (integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )TAU, integerINFO) DTZRQF Purpose: This routine is deprecated and has been replaced by routine DTZRZF. DTZRQF reduces the M-by-N ( M<=N ) real upper trapezoidal…
dtrttp.f – Synopsis Functions/Subroutines subroutine dtrttp (UPLO, N, A, LDA, AP, INFO) DTRTTP copies a triangular matrix from the standard full format (TR) to the standard packed format (TP). Function/Subroutine Documentation subroutine dtrttp (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )AP, integerINFO) DTRTTP copies a triangular matrix from the…
dtrttf.f – Synopsis Functions/Subroutines subroutine dtrttf (TRANSR, UPLO, N, A, LDA, ARF, INFO) DTRTTF copies a triangular matrix from the standard full format (TR) to the rectangular full packed format (TF). Function/Subroutine Documentation subroutine dtrttf (characterTRANSR, characterUPLO, integerN, double precision, dimension( 0: lda-1, 0: * )A, integerLDA, double precision, dimension( 0: * )ARF, integerINFO) DTRTTF…
dtrtrs.f – Synopsis Functions/Subroutines subroutine dtrtrs (UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, INFO) DTRTRS Function/Subroutine Documentation subroutine dtrtrs (characterUPLO, characterTRANS, characterDIAG, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integerINFO) DTRTRS Purpose: DTRTRS solves a triangular system of the form A * X =…
dtrtri.f – Synopsis Functions/Subroutines subroutine dtrtri (UPLO, DIAG, N, A, LDA, INFO) DTRTRI Function/Subroutine Documentation subroutine dtrtri (characterUPLO, characterDIAG, integerN, double precision, dimension( lda, * )A, integerLDA, integerINFO) DTRTRI Purpose: DTRTRI computes the inverse of a real upper or lower triangular matrix A. This is the Level 3 BLAS version of the algorithm. Parameters:…
dtrti2.f – Synopsis Functions/Subroutines subroutine dtrti2 (UPLO, DIAG, N, A, LDA, INFO) DTRTI2 computes the inverse of a triangular matrix (unblocked algorithm). Function/Subroutine Documentation subroutine dtrti2 (characterUPLO, characterDIAG, integerN, double precision, dimension( lda, * )A, integerLDA, integerINFO) DTRTI2 computes the inverse of a triangular matrix (unblocked algorithm). Purpose: DTRTI2 computes the inverse of a real…
dtrsyl.f – Synopsis Functions/Subroutines subroutine dtrsyl (TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO) DTRSYL Function/Subroutine Documentation subroutine dtrsyl (characterTRANA, characterTRANB, integerISGN, integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldc, * )C, integerLDC, double precisionSCALE, integerINFO) DTRSYL Purpose:…
dtrsv.f – Synopsis Functions/Subroutines subroutine dtrsv (UPLO, TRANS, DIAG, N, A, LDA, X, INCX) DTRSV Function/Subroutine Documentation subroutine dtrsv (characterUPLO, characterTRANS, characterDIAG, integerN, double precision, dimension(lda,*)A, integerLDA, double precision, dimension(*)X, integerINCX) DTRSV Purpose: DTRSV solves one of the systems of equations A*x = b, or A**T*x = b, where b and x are n element…
dtrsna.f – Synopsis Functions/Subroutines subroutine dtrsna (JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, S, SEP, MM, M, WORK, LDWORK, IWORK, INFO) DTRSNA Function/Subroutine Documentation subroutine dtrsna (characterJOB, characterHOWMNY, logical, dimension( * )SELECT, integerN, double precision, dimension( ldt, * )T, integerLDT, double precision, dimension( ldvl, * )VL, integerLDVL, double precision, dimension( ldvr, *…
dtrsm.f – Synopsis Functions/Subroutines subroutine dtrsm (SIDE, UPLO, TRANSA, DIAG, M, N, ALPHA, A, LDA, B, LDB) DTRSM Function/Subroutine Documentation subroutine dtrsm (characterSIDE, characterUPLO, characterTRANSA, characterDIAG, integerM, integerN, double precisionALPHA, double precision, dimension(lda,*)A, integerLDA, double precision, dimension(ldb,*)B, integerLDB) DTRSM Purpose: DTRSM solves one of the matrix equations op( A )*X = alpha*B, or X*op( A…