IMSL Fortran Library V5.0

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Note: The following information has not been updated by the vendor since 01/20/03.

Address:	2000 Crow Canyon Place
	San Ramon, CA 94583
Phone # for sales:	925 807 0138
Additional Phone #:	800 364 8880
Fax:	925 807 0145
Website:	www.vni.com
Click link to request additional product information.
E-mail address:	info@vni.com

CATEGORY: SOFTWARE

General Information TOP

Product name: IMSL Fortran Library V5.0

Initial Price: Contact Visual Numerics

Brief product description:

The IMSL Fortran Library integrates the world-renowned IMSL F90 library and parallel processing features with the IMSL FORTRAN 77 mathematics and statistics library into a single, cohesive package. The IMSL Fortran Library is a collection of more than 1,000 mathematical and statistical analysis functions written in Fortran that programmers can embed directly into their applications. The Library's platform-optimized functions, which are the most accurate and reliable on the market, support distributed computing environments or run on a stand-alone workstation.

System Requirements TOP

Operating system(s):

Windows98
Windows95
WindowsNT
Windows 2000

Minimum RAM required: 32 mb

Minimum hard drive space: 10 mb

Minimum modem speed: N/A

Mouse required?: No

CD-ROM used?: Yes

CD-ROM required?: Yes

Demo disk available?: Yes

Market Information TOP

Markets followed:

Stocks
Futures
Bonds
Cash markets
Mutual funds
Indices
Options

Data TOP

Data type(s) utilized:

Intraday data
End-of-day data
Fundamental data

Sources for data:

Provided by an outside data source

Downloader: N/A

Data manager: N/A

Data Formats TOP

Formats read directly: N/A

Additional formats read directly:

N/A

Formats read after conversion to program useable data: N/A

Additional formats read via conversion to program useable data:

N/A

Charts TOP

Chart type(s) utilized: N/A

Charting features: N/A

Built-in indicators: N/A

Screening and Alerts TOP

Ranking based on: N/A

Screening based on: N/A

Alerts based on: N/A

Alerts displayed on charts?: Yes

Alerts displayed in table?: Yes

Screening by individual system per market?: Yes

Save tables?: Yes

Automated printing of tables?: Yes

Trading Systems TOP

Trading system features:

System development and testing
Optimization

Options Analysis TOP

Options analysis features: N/A

Support TOP

Support features:

Online help
Manual
Phone support
Newsletter

Manual page length (if applicable): N/A

Additional Information TOP

Additional comments (please indicate additional indicators, special features and services here):

New Features for the IMSL Fortran Library V5.0: One Cohesive Package All F77, F90 and parallel processing features are now contained within a single IMSL Fortran Library package Faster and Easier to Use Interface Modules The latest Fortran protocol is used throughout to include optional arguments, allowing for greater control and faster, simpler code development. Simple and flexible interface to the library routines speeds programming and simplifies documentation Short list of required arguments while also providing full depth and control of optional arguments New, More Robust Non-linear Optimization New nonlinearly constrained optimization routine. New Time-series Algorithms These algorithms are part of the TIMe Series Analysis and Control (TIMSAC) package developed by the Institute of Statistical Mathematics (ISM) in Japan. Time series analysis is heavily used in many fields, including economics, financial engineering, climate analysis, data mining, and many more. MAX_ARMA Exact maximum likelihood estimation of the parameters in a univariate Autoregressive Moving Average (ARMA) time series model. Useful in developing predictive models for complex time series data. Automatic Model Selection Fitting These routines enables model fitting of time series data, such as stock prices or process data, to be fitted automatically. This automatic fitting feature thus allows model fitting to be embedded in other processes Univariate and multi-variate versions available Akaike's Information Criterion or Final Prediction Error methodologies available Bayesian Seasonal adjustment for time series data. Used in areas such as economics, financial engineering, climate studies, retail sales data mining and forecasting, to name just a few. New Quasi Monte-Carlo routine for high-dimensional integration Allows numerical approximation of integrals over a very high dimensional cube. Can be used by financial engineers to evaluate the risk of pools of mortgages requiring integration over a 360-degree cube, for example. New Faure sequence routine Computes a low-discrepancy sequence, which is used in Quasi Monte-Carlo analysis. New GARCH routine Used to model time series data, such as the price of oil or interest rates. Expanded SMP/OpenMP support for parallel processing environments. Computationally intensive algorithms in the areas of linear systems and matrix manipulation, eigensystem analysis, and fast Fourier transforms (FFTs) will leverage SMP capabilities on a variety of systems.

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