NAG FL Interface
e01cff (dim1_​monconv_​eval)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{m}$ – Integer Input

On entry: $m$, the number of points at which the interpolant is to be evaluated.

2: $\mathbf{x}\left(\mathbf{m}\right)$ – Real (Kind=nag_wp) array Input

On entry: $x$, the points at which the interpolant is to be evaluated.

3: $\mathbf{val}\left(\mathbf{m}\right)$ – Real (Kind=nag_wp) array Output

On exit: the values of the interpolant at $x$.

4: $\mathbf{fwd}\left(\mathbf{m}\right)$ – Real (Kind=nag_wp) array Output

On exit: the values of the forward rates at $x$.

5: $\mathbf{comm}\left(*\right)$ – Real (Kind=nag_wp) array Communication Array

Note: the actual argument supplied must be the array comm supplied to the initialization routine e01cef.

On entry: contains details of the interpolant.

Constraint: comm should not be changed following a call to e01cef.

6: $\mathbf{ifail}$ – Integer Input/Output

On entry: ifail must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this argument you should refer to Section 4 in the Introduction to the NAG Library FL Interface for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{ or }1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this argument, the recommended value is $0$. When the value $-\mathbf{1}\text{ or }\mathbf{1}$ is used it is essential to test the value of ifail on exit.

On exit: $\mathbf{ifail}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

$\mathbf{ifail}=1$

Either e01cef was not called first or the communication array has become corrupted.

$\mathbf{ifail}=-99$

An unexpected error has been triggered by this routine. Please contact NAG.

See Section 7 in the Introduction to the NAG Library FL Interface for further information.

$\mathbf{ifail}=-399$

Your licence key may have expired or may not have been installed correctly.

See Section 8 in the Introduction to the NAG Library FL Interface for further information.

$\mathbf{ifail}=-999$

Dynamic memory allocation failed.

See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results