SysTutorials Posts

dla_porcond.f – Synopsis Functions/Subroutines DOUBLE PRECISION function dla_porcond (UPLO, N, A, LDA, AF, LDAF, CMODE, C, INFO, WORK, IWORK) DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix. Function/Subroutine Documentation DOUBLE PRECISION function dla_porcond (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integerCMODE, double precision,…

dla_lin_berr.f – Synopsis Functions/Subroutines subroutine dla_lin_berr (N, NZ, NRHS, RES, AYB, BERR) DLA_LIN_BERR computes a component-wise relative backward error. Function/Subroutine Documentation subroutine dla_lin_berr (integerN, integerNZ, integerNRHS, double precision, dimension( n, nrhs )RES, double precision, dimension( n, nrhs )AYB, double precision, dimension( nrhs )BERR) DLA_LIN_BERR computes a component-wise relative backward error. Purpose: DLA_LIN_BERR computes component-wise relative…

dla_gerpvgrw.f – Synopsis Functions/Subroutines DOUBLE PRECISION function dla_gerpvgrw (N, NCOLS, A, LDA, AF, LDAF) DLA_GERPVGRW Function/Subroutine Documentation DOUBLE PRECISION function dla_gerpvgrw (integerN, integerNCOLS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF) DLA_GERPVGRW Purpose: DLA_GERPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U). The "max absolute element" norm is used. If…

dla_gerfsx_extended.f – Synopsis Functions/Subroutines subroutine dla_gerfsx_extended (PREC_TYPE, TRANS_TYPE, N, NRHS, A, LDA, AF, LDAF, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERRS_N, ERRS_C, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO) DLA_GERFSX_EXTENDED improves the computed solution to a system of linear equations for general matrices by performing extra-precise iterative refinement and…

dla_gercond.f – Synopsis Functions/Subroutines DOUBLE PRECISION function dla_gercond (TRANS, N, A, LDA, AF, LDAF, IPIV, CMODE, C, INFO, WORK, IWORK) DLA_GERCOND estimates the Skeel condition number for a general matrix. Function/Subroutine Documentation DOUBLE PRECISION function dla_gercond (characterTRANS, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integer, dimension( *…

dla_geamv.f – Synopsis Functions/Subroutines subroutine dla_geamv (TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) DLA_GEAMV computes a matrix-vector product using a general matrix to calculate error bounds. Function/Subroutine Documentation subroutine dla_geamv (integerTRANS, integerM, integerN, double precisionALPHA, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )X, integerINCX, double precisionBETA, double…

dla_gbrpvgrw.f – Synopsis Functions/Subroutines DOUBLE PRECISION function dla_gbrpvgrw (N, KL, KU, NCOLS, AB, LDAB, AFB, LDAFB) DLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix. Function/Subroutine Documentation DOUBLE PRECISION function dla_gbrpvgrw (integerN, integerKL, integerKU, integerNCOLS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldafb, * )AFB, integerLDAFB) DLA_GBRPVGRW computes…

dla_gbrfsx_extended.f – Synopsis Functions/Subroutines subroutine dla_gbrfsx_extended (PREC_TYPE, TRANS_TYPE, N, KL, KU, NRHS, AB, LDAB, AFB, LDAFB, IPIV, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO) DLA_GBRFSX_EXTENDED improves the computed solution to a system of linear equations for general banded matrices by performing extra-precise…

dla_gbrcond.f – Synopsis Functions/Subroutines DOUBLE PRECISION function dla_gbrcond (TRANS, N, KL, KU, AB, LDAB, AFB, LDAFB, IPIV, CMODE, C, INFO, WORK, IWORK) DLA_GBRCOND estimates the Skeel condition number for a general banded matrix. Function/Subroutine Documentation DOUBLE PRECISION function dla_gbrcond (characterTRANS, integerN, integerKL, integerKU, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldafb, *…

dla_gbamv.f – Synopsis Functions/Subroutines subroutine dla_gbamv (TRANS, M, N, KL, KU, ALPHA, AB, LDAB, X, INCX, BETA, Y, INCY) DLA_GBAMV performs a matrix-vector operation to calculate error bounds. Function/Subroutine Documentation subroutine dla_gbamv (integerTRANS, integerM, integerN, integerKL, integerKU, double precisionALPHA, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )X, integerINCX, double precisionBETA, double…

NAME dl_iterate_phdr – walk through list of shared objects SYNOPSIS #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <link.h> int dl_iterate_phdr( int (*callback)(struct dl_phdr_info *info, size_t size, void *data), void *data); DESCRIPTION The dl_iterate_phdr() function allows an application to inquire at run time to find out which shared objects it has loaded, and the order in…

NAME QuantLib::ConvertibleBond – base class for convertible bonds SYNOPSIS #include <ql/instruments/bonds/convertiblebond.hpp> Inherits QuantLib::Bond. Inherited by ConvertibleFixedCouponBond, ConvertibleFloatingRateBond, and ConvertibleZeroCouponBond. Public Member Functions Real conversionRatio () const const DividendSchedule & dividends () const const CallabilitySchedule & callability () const const Handle< Quote > & creditSpread () const Protected Member Functions ConvertibleBond (const boost::shared_ptr< Exercise > &exercise,…

NAME QuantLib::ConvertibleBond – base class for convertible bonds SYNOPSIS #include <ql/instruments/bonds/convertiblebond.hpp> Inherits QuantLib::Bond. Inherited by ConvertibleFixedCouponBond, ConvertibleFloatingRateBond, and ConvertibleZeroCouponBond. Public Member Functions Real conversionRatio () const const DividendSchedule & dividends () const const CallabilitySchedule & callability () const const Handle< Quote > & creditSpread () const Protected Member Functions ConvertibleBond (const boost::shared_ptr< Exercise > &exercise,…

QuantLib::SingleAssetOption – Black-Scholes-Merton option. Synopsis #include <ql/legacy/pricers/singleassetoption.hpp> Inherited by DiscreteGeometricASO. Public Member Functions SingleAssetOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility) virtual void setVolatility (Volatility newVolatility) virtual void setRiskFreeRate (Rate newRate) virtual void setDividendYield (Rate newDividendYield) virtual Real value () const =0 virtual Real delta () const =0…

QuantLib::GeneralizedBlackScholesProcess – Generalized Black-Scholes stochastic process. Synopsis #include <ql/processes/blackscholesprocess.hpp> Inherits QuantLib::StochasticProcess1D. Inherited by BlackProcess, BlackScholesMertonProcess, BlackScholesProcess, ExtendedBlackScholesMertonProcess, and GarmanKohlagenProcess. Public Member Functions GeneralizedBlackScholesProcess (const Handle< Quote > &x0, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization)) Time time (const Date…

QuantLib::MultiAssetOption – Base class for options on multiple assets. Synopsis #include <ql/instruments/multiassetoption.hpp> Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const Instrument…

QuantLib::SingleAssetOption – Black-Scholes-Merton option. Synopsis #include <ql/legacy/pricers/singleassetoption.hpp> Inherited by DiscreteGeometricASO. Public Member Functions SingleAssetOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility) virtual void setVolatility (Volatility newVolatility) virtual void setRiskFreeRate (Rate newRate) virtual void setDividendYield (Rate newDividendYield) virtual Real value () const =0 virtual Real delta () const =0…

QuantLib::MultiAssetOption – Base class for options on multiple assets. Synopsis #include <ql/instruments/multiassetoption.hpp> Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const Instrument…

NAME system_data_types – overview of system data types DESCRIPTION aiocb Include: <aio.h>. struct aiocb {     int             aio_fildes;    /* File descriptor */     off_t           aio_offset;    /* File offset */     volatile void  *aio_buf;       /* Location of buffer */     size_t          aio_nbytes;    /* Length of transfer */     int             aio_reqprio;   /* Request priority offset */     struct sigevent aio_sigevent;  /* Signal number and value */     int             aio_lio_opcode;/* Operation to be performed */ }; For further information about this structure, see aio(7). Conforming to: POSIX.1-2001 and later. See also:…

NAME div, ldiv, lldiv, imaxdiv – compute quotient and remainder of an integer division SYNOPSIS #include <stdlib.h> div_t div(int numerator, int denominator); ldiv_t ldiv(long numerator, long denominator); lldiv_t lldiv(long long numerator, long long denominator); #include <inttypes.h> imaxdiv_t imaxdiv(intmax_t numerator, intmax_t denominator); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): lldiv(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION The…