IMSL C Math Library
C
Function
Purpose Statement
Evaluates the chi-squared distribution function.
Evaluates the inverse of the chi-squared distribution function.
Performs a chi-squared goodness-of-fit test.
Returns the value of various mathematical and physical constants.
Solves a general nonlinear programming problem using a sequential equality constrained quadratic programming method.
Evaluates the convexity for a security.
Computes the convolution, and optionally, the correlation of two real vectors.
Computes the convolution, and optionally, the correlation of two complex vectors.
Evaluates the number of days in the coupon period that contains the settlement date.
Evaluates the number of coupons payable between the settlement date and maturity date.
Computes the sample variance-covariance or correlation matrix.
Returns the number of CPU seconds used.
Computes the integral of a cubic spline.
Computes a cubic spline interpolant, specifying various endpoint conditions.
Computes a shape-preserving cubic spline.
Computes a smooth cubic spline approximation to noisy data by using cross-valida­tion to estimate the smoothing parameter or by directly choosing the smoothing parameter.
Computes a tension-continuity-bias (TCB) cubic spline interpolant. This is also called a Kochanek-Bartels spline and is a generalization of the Catmull–Rom spline.
Computes the value of a cubic spline or the value of one of its derivatives.
Releases NVIDIA memory allocated by the IMSL C Numerical Library.
Gets parameters used by the specified function to determine if the NVIDIA CUDA Toolkit algorithm will be used.
Set parameters used by the specified function to determine if the NVIDIA CUDA Toolkit algorithm will be used.
Evaluates the cumulative interest paid between two periods.
Evaluates the cumulative principal paid between two periods.