extern int dgemv_(char* trans, const int *m, const int *n, const double* alpha, double* A, const int* lda, const double* x, const int* incx, const double* beta, double* y, const int* incy); extern double ddot_(const int* n, const double* dx, const int* incx, const double* dy, const int* incy); extern int dscal_(int* n, double* da, double* dx, const int* incx); extern int daxpy_(int* n, double* da, double* dx, const int* incx, double* dy, const int* incy); extern int dstev_(char* JOBZ, const int* n, double* D, double* E, double* Z, const int* ldz, double* WORK, int* INFO); extern void openblas_set_num_threads(int); void lossdistrib(const double *p, const int *np, const double *w, const double *S, const int *N, const int *T, const int *defaultflag, double *q); double shockprob(double p, double rho, double Z, int give_log); void lossdistrib_Z(const double *p, const int *np, const double *w, const double *S, const int *N, const int *defaultflag, const double *rho, const double *Z, const int *nZ, double *q); static inline void posK(int T, double K, double lu, double* val); void exp_trunc(const double *p, const int *np, const double *w, const double *S, const int *N, const double *K, double *r); void lossdistrib_joint(const double *p, const double* pp, const int *np, const double *w, const double *S, const int *N, const int *defaultflag, double *q); void recovdist(const double *dp, const double *pp, const int *n, const double *w, const double *S, const int *N, double *q); double dqnorm(double x); double dshockprob(double p, double rho, double Z); void shockprobvec2(double p, double rho, double* Z, int nZ, double *q); double shockseverity(double S, double Z, double rho, double p); void fitprob(double* Z, double* w, int* nZ, double* rho, double* p0, double* result); void stochasticrecov(double* R, double* Rtilde, double* Z, double* w, int* nZ, double* rho, double* porig, double* pmod, double* q); void lossdistrib_joint_Z(const double *dp, const double* pp, const int *ndp, const double *w, const double *S, const int *N, const int *defaultflag, const double *rho, const double *Z, const double *wZ, const int *nZ, double *q); void BCloss_recov_dist(const double *SurvProb, const int *dim1, const int *dim2, const double *issuerweights, const double *recov, const double *Z, const double *w, const int *n, const double *rho, const int *N, const int *defaultflag, double *L, double *R); void BCloss_recov_trunc(const double *defaultprob, const int *dim1, const int *dim2, const double *issuerweights, const double *recov, const double *Z, const double *w, const int *n, const double *rho, const int *N, const double * K, const int *defaultflag, double *ELt, double *ERt); double quantile(double* Z, double* w, int nZ, double p0); void GHquad(const int *n, double* Z, double* w);