We list a lot of library initialization functions at
  http://gcc.gnu.org/onlinedocs/gfortran/Non_002dFortran-Main-Program.html
however, _gfortran_set_fpe(int) is missing.

Currently, it is set via -ffpe-trap=<*>

Possible values are:
/* Bitmasks for the various FPE that can be enabled.  */
#define GFC_FPE_INVALID    (1<<0)
#define GFC_FPE_DENORMAL   (1<<1)
#define GFC_FPE_ZERO       (1<<2)
#define GFC_FPE_OVERFLOW   (1<<3)
#define GFC_FPE_UNDERFLOW  (1<<4)
#define GFC_FPE_PRECISION  (1<<5)


-- 
           Summary: Document set_fpe(int)
           Product: gcc
           Version: 4.5.0
            Status: UNCONFIRMED
          Keywords: documentation
          Severity: normal
          Priority: P3
         Component: fortran
        AssignedTo: unassigned at gcc dot gnu dot org
        ReportedBy: burnus at gcc dot gnu dot org


http://gcc.gnu.org/bugzilla/show_bug.cgi?id=40961

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