Aptech社国内正規販売代理店 インフォーマティック(株) [Home] [Bottom] 動作環境・価格 お問い合わせ・注文 GAUSS System 3.6の新機能 - 新たに60種の関数が追加されました ・ 乱数発生機能の強化 ・ 各種ファイナンシャル関数 ・ 文字/数値変換機能 ・ 文字処理機能の強化 ・ 日付変換機能の強化 ・ 日付/時間関数 ・ GUI - ユーザーインタフェースの改良 ・ その他の機能強化 乱数発生機能の強化 KM generators based on the KISS + Monster algorithms developed by G. Marsaglia:
・ rndKMu Uniform pseudo-random numbers
・ rndKMn Standard normal pseudo-random numbers
・ rndKMi Random integers, 0 <= y < 2^32
・ rndKMgam Gamma psuedo-random numbers
・ rndKMi Random integers, 0 <= y < 2^32
・ rndKMgam Gamma psuedo-random numbers
・ rndKMp Poisson pseudo-random numbers
・ rndKMnb Negative binomial pseudo-random numbers
・ rndKMbeta Beta pseudo-random numbers
LC generator based on a linear congruential
algorithm:
・ rndLCu Uniform pseudo-random numbers
・ rndLCn Standard normal pseudo-random numbers
・ rndLCi Random integers, 0 <= y < 2^32
・ rndLCgam Gamma psuedo-random numbers
・ rndLCp Poisson pseudo-random numbers
・ rndLCnb Negative binomial pseudo-rand
・ rndLCbeta Beta pseudo-random numbers
・ rndLCvm Von Mises pseudo-random numbers
・ rndi Random integers, 0 <= y < 2^32.
その他の機能強化
・ New Dialog to Control Compiler Tracing and
Debugging Options
・ Source Browser Now Accepts Wildcards
・ Fully functional command line interface with source level debugger
・ On-line Help & Documentation
・ SqpSolve Nonlinear programming
・ QNewton Unconstrained optimization
・ EqSolve Nonlinear systems of equations
・ QProg Quadratic programming
GAUSS 3.6 comes with complete on-line help. Also included is a
full
manual set of documentation in PDF format which can be viewed
using
Adobe Acrobat Reader. Hard copy documentation is available separately.
ファイナンシャル関数
Functions for pricing American and European
options by Black and Scholes and Binomial methods,
including implied volatility and greeks. Additional functions
are provided for computing number of
trading days between dates and trading days per year as defined
by New York Stock Exchange.
・ EuropeanBSCall ・ EuropeanBSPut ・ EuropeanBSCall_ImpVol
・ EuropeanBSPut_ImpVol ・ EuropeanBSCall_Greeks ・ EuropeanBSPut_Greeks
・ AmericanBSCall ・ AmericanBSPut ・ AmericanBSCall_ImpVol
・ AmericanBSPut_ImpVol ・ AmericanBSCall_Greeks ・ AmericanBSPut_Greeks
・ EuropeanBinomCall ・ EuropeanBinomPut ・ EuropeanBinomCall_ImpVol
・ EuropeanBinomPut_ImpVol ・ EuropeanBinomCall_Greeks ・ EuropeanBinomPut_Greeks
・ AmericanBinomCall ・ AmericanBinomPut ・ AmericanBinomCall_ImpVol
・ AmericanBinomPut_ImpVol ・ AmericanBinomCall_Greeks ・ AmericanBinomPut_Greeks
・ ElapsedTradingDays ・ annualTradingDays ・ getNextTradingDay
・ getPreviousTrading Day ・ getNextWeekDay ・ getPreviousWeekDay
文字/数値変換機能
・ ftostrC Converts a matrix to a string array using a C language
format specification
・ strtof Converts a string array to a numeric matrix.
・ strtofcplx Converts a string array to a complex numeric matrix
・ strsplit Splits an Nx1 string vector into
an NxK string array of the individual tokens.
・ strsplitPad Splits a string vector into a string array of the
individual tokens. Pads on the right of the null strings.
日付変換機能の強化
・ dttostr Converts a matrix containing dates
in DT scalar format to a string array.
・ strtodt Converts a string array of dates to a matrix in DT scalar
日付変換機能の強化
String Tokenizing Functions for Importing ASCII Data
・ todaydt Returns system date to DT scalar format. The time returned
is always midnight,
the beginning of the returned day.
・ timedt Returns system date and time in DT scalar format.
・ dtday Creates a matrix in DT scalar format containing only the
year, month and day.
Time of day information is zeroed out.
・ dttime Creates a matrix in DT scalar format containing only
the hour, minute and
second. The date information is zeroed out.
・ dayofweek Returns day of week
・ dtdate Creates a matrix in DT scalar format.
・ utctodtv Converts UTC scalar format to DTV vector format.
・ utctodt Converts UTC scalar format to DT scalar format.
・ dtvtodt Converts DT vector format to DT scalar format.
・ dttodtv Converts DT scalar format to DTV vector format.
・ dttoutc Converts DT scalar format to UTC scalar format.
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