NAG CL Interface
e01cfc (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: $\mathbf{x}\left[\mathbf{m}\right]$ – const double Input

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

3: $\mathbf{val}\left[\mathbf{m}\right]$ – double Output

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

4: $\mathbf{fwd}\left[\mathbf{m}\right]$ – double Output

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

5: $\mathbf{comm}\left[\mathit{dim}\right]$ – double Communication Array

Note: the actual argument supplied must be the array comm supplied to the initialization routine e01cec.

On entry: contains details of the interpolant.

Constraint: comm should not be changed following a call to e01cec.

6: $\mathbf{fail}$ – NagError * Input/Output

The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.

NE_BAD_PARAM

Either e01cec was not called first or the communication array has become corrupted.

On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL 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