NAME is_linear_bitmap – Tells if a bitmap is linear. Allegro game programming library. SYNOPSIS #include <allegro.h> int is_linear_bitmap(BITMAP *bmp); DESCRIPTION Returns TRUE if bmp is a linear bitmap, i.e. a bitmap that can be accessed linearly within each scanline (for example a memory bitmap, the DOS VGA or SVGA screen, Windows bitmaps, etc). Linear bitmaps…
NAME is_inside_bitmap – Tells if a point is inside a bitmap. Allegro game programming library. SYNOPSIS #include <allegro.h> int is_inside_bitmap(BITMAP *bmp, int x, int y, int clip); DESCRIPTION Returns non-zero if point (x, y) lies inside the bitmap. If `clip’ is non-zero, the function compares the coordinates with the clipping rectangle, that is it returns…
NAME is_context_customizable – check whether SELinux context type is customizable by the administrator SYNOPSIS #include <selinux/selinux.h> int is_context_customizable(char *scon); DESCRIPTION This function checks whether the type of scon is in the /etc/selinux/{SELINUXTYPE}/context/customizable_types file. A customizable type is a file context type that administrators set on files, usually to allow certain domains to share the file…
NAME is_compatible_font – Check if two fonts are of the same type. Allegro game programming library. SYNOPSIS #include <allegro.h> int *is_compatible_font(FONT *f1, FONT *f2) DESCRIPTION This function compares the two fonts, which you can use to find out if Allegro is capable of merging them. RETURN VALUE Returns TRUE if the two fonts are of…
QuantLib::Calendar – calendar class Synopsis #include <ql/time/calendar.hpp> Inherited by Argentina, Australia, BespokeCalendar, Brazil, Canada, China, CzechRepublic, Denmark, Finland, Germany, HongKong, Hungary, Iceland, India, Indonesia, Italy, Japan, JointCalendar, Mexico, NewZealand, Norway, NullCalendar, Poland, SaudiArabia, Singapore, Slovakia, SouthAfrica, SouthKorea, Sweden, Switzerland, Taiwan, TARGET, Turkey, Ukraine, UnitedKingdom, and UnitedStates. Classes class Impl abstract base class for calendar implementations…
QuantLib::CommodityIndex – base class for commodity indexes Synopsis #include <ql/experimental/commodities/commodityindex.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Public Member Functions CommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency ¤cy, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset) void addQuote (const Date "eDate, Real quote) void…
QuantLib::Index – purely virtual base class for indexes Synopsis #include <ql/index.hpp> Inherits QuantLib::Observable. Inherited by InflationIndex, and InterestRateIndex. Public Member Functions virtual std::string name () const =0 Returns the name of the index. virtual Calendar fixingCalendar () const =0 returns the calendar defining valid fixing dates virtual bool isValidFixingDate (const Date &fixingDate) const =0 returns…
QuantLib::Quote – purely virtual base class for market observables Synopsis #include <ql/quote.hpp> Inherits QuantLib::Observable. Inherited by CompositeQuote< BinaryFunction >, DerivedQuote< UnaryFunction >, EurodollarFuturesImpliedStdDevQuote, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, ImpliedStdDevQuote, LastFixingQuote, and SimpleQuote. Public Member Functions virtual Real value () const =0 returns the current value virtual bool isValid () const =0 returns true if the Quote holds…
QuantLib::LmCorrelationModel – libor forward correlation model Synopsis #include <ql/legacy/libormarketmodels/lmcorrmodel.hpp> Inherited by LmConstWrapperCorrelationModel, LmExponentialCorrelationModel, and LmLinearExponentialCorrelationModel. Public Member Functions LmCorrelationModel (Size size, Size nArguments) virtual Size size () const virtual Size factors () const std::vector< Parameter > & params () void setParams (const std::vector< Parameter > &arguments) virtual Disposable< Matrix > correlation (Time t, const Array…
QuantLib::TridiagonalOperator – Base implementation for tridiagonal operator. Synopsis #include <ql/methods/finitedifferences/tridiagonaloperator.hpp> Inherited by BSMOperator, DMinus, DPlus, DPlusDMinus, DZero, and PdeOperator< PdeClass >. Classes class TimeSetter encapsulation of time-setting logic Public Types typedef Array array_type Public Member Functions TridiagonalOperator (Size size=0) TridiagonalOperator (const Array &low, const Array &mid, const Array &high) TridiagonalOperator (const Disposable< TridiagonalOperator > &)…
QuantLib::VegaBumpCollection – Synopsis #include <ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp> Public Member Functions VegaBumpCollection (const boost::shared_ptr< MarketModel > &volStructure, bool allowFactorwiseBumping=true) VegaBumpCollection (const std::vector< VegaBumpCluster > &allBumps, const boost::shared_ptr< MarketModel > &volStructure) Size numberBumps () const const boost::shared_ptr< MarketModel > & associatedModel () const const std::vector< VegaBumpCluster > & allBumps () const bool isFull () const bool isNonOverlapping () const…
QuantLib::Schedule – Payment schedule. Synopsis #include <ql/time/schedule.hpp> Public Member Functions Schedule (const std::vector< Date > &, const Calendar &calendar=NullCalendar(), BusinessDayConvention convention=Unadjusted) Schedule (const Date &effectiveDate, const Date &terminationDate, const Period &tenor, const Calendar &calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, DateGeneration::Rule rule, bool endOfMonth, const Date &firstDate=Date(), const Date &nextToLastDate=Date()) Date access Size size () const const…
QuantLib::DigitalCoupon – Digital-payoff coupon. Synopsis #include <ql/cashflows/digitalcoupon.hpp> Inherits QuantLib::FloatingRateCoupon. Inherited by DigitalCmsCoupon, and DigitalIborCoupon. Public Member Functions Constructors DigitalCoupon (const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallITMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutITMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())…
QuantLib::DigitalCoupon – Digital-payoff coupon. Synopsis #include <ql/cashflows/digitalcoupon.hpp> Inherits QuantLib::FloatingRateCoupon. Inherited by DigitalCmsCoupon, and DigitalIborCoupon. Public Member Functions Constructors DigitalCoupon (const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallITMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutITMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())…
QuantLib::DiscretizedAsset – Discretized asset class used by numerical methods. Synopsis #include <ql/discretizedasset.hpp> Inherited by DiscretizedCallableFixedRateBond, DiscretizedCapFloor, DiscretizedConvertible, DiscretizedDiscountBond, DiscretizedOption, DiscretizedSwap, and DiscretizedVanillaOption. Public Member Functions inspectors Time time () const Time & time () const Array & values () const Array & values () const boost::shared_ptr< Lattice > & method () const High-level interface Users…
QuantLib::VegaBumpCollection – Synopsis #include <ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp> Public Member Functions VegaBumpCollection (const boost::shared_ptr< MarketModel > &volStructure, bool allowFactorwiseBumping=true) VegaBumpCollection (const std::vector< VegaBumpCluster > &allBumps, const boost::shared_ptr< MarketModel > &volStructure) Size numberBumps () const const boost::shared_ptr< MarketModel > & associatedModel () const const std::vector< VegaBumpCluster > & allBumps () const bool isFull () const bool isNonOverlapping () const…
QuantLib::DigitalCoupon – Digital-payoff coupon. Synopsis #include <ql/cashflows/digitalcoupon.hpp> Inherits QuantLib::FloatingRateCoupon. Inherited by DigitalCmsCoupon, and DigitalIborCoupon. Public Member Functions Constructors DigitalCoupon (const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallITMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutITMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())…
QuantLib::DigitalCoupon – Digital-payoff coupon. Synopsis #include <ql/cashflows/digitalcoupon.hpp> Inherits QuantLib::FloatingRateCoupon. Inherited by DigitalCmsCoupon, and DigitalIborCoupon. Public Member Functions Constructors DigitalCoupon (const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallITMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutITMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())…
QuantLib::Date – Concrete date class. Synopsis #include <ql/time/date.hpp> Public Member Functions constructors Date () Default constructor returning a null date. Date (BigInteger serialNumber) Constructor taking a serial number as given by Applix or Excel. Date (Day d, Month m, Year y) More traditional constructor. inspectors Weekday weekday () const Day dayOfMonth () const Day dayOfYear…
QuantLib::SphereCylinderOptimizer – Synopsis #include <ql/math/optimization/spherecylinder.hpp> Public Member Functions SphereCylinderOptimizer (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Real zweight=1.0) bool isIntersectionNonEmpty () const void findClosest (Size maxIterations, Real tolerance, Real &y1, Real &y2, Real &y3) const bool findByProjection (Real &y1, Real &y2, Real &y3) const Detailed Description * we are in…