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