NAME ipq_errstr, ipq_perror — libipq error handling routines SYNOPSIS #include <linux/netfilter.h> #include <libipq.h> char *ipq_errstr(void); void ipq_perror(const char *s); DESCRIPTION The ipq_errstr function returns a descriptive error message based on the current value of the internal ipq_errno variable. All libipq API functions set this internal variable upon failure. The ipq_perror function prints an error message…
NAME ipq_message_type, ipq_get_packet, ipq_getmsgerr — query queue messages SYNOPSIS #include <linux/netfilter.h> #include <libipq.h> int ipq_message_type(const unsigned char *buf); ipq_packet_msg_t *ipq_get_packet(const unsigned char *buf); int ipq_get_msgerr(const unsigned char *buf); DESCRIPTION The ipq_message_type function returns the type of queue message returned to userspace via ipq_read. ipq_message_type should always be called following a successful call to ipq_read to…
NAME ipq_message_type, ipq_get_packet, ipq_getmsgerr — query queue messages SYNOPSIS #include <linux/netfilter.h> #include <libipq.h> int ipq_message_type(const unsigned char *buf); ipq_packet_msg_t *ipq_get_packet(const unsigned char *buf); int ipq_get_msgerr(const unsigned char *buf); DESCRIPTION The ipq_message_type function returns the type of queue message returned to userspace via ipq_read. ipq_message_type should always be called following a successful call to ipq_read to…
NAME ipq_message_type, ipq_get_packet, ipq_getmsgerr — query queue messages SYNOPSIS #include <linux/netfilter.h> #include <libipq.h> int ipq_message_type(const unsigned char *buf); ipq_packet_msg_t *ipq_get_packet(const unsigned char *buf); int ipq_get_msgerr(const unsigned char *buf); DESCRIPTION The ipq_message_type function returns the type of queue message returned to userspace via ipq_read. ipq_message_type should always be called following a successful call to ipq_read to…
NAME ipq_errstr, ipq_perror — libipq error handling routines SYNOPSIS #include <linux/netfilter.h> #include <libipq.h> char *ipq_errstr(void); void ipq_perror(const char *s); DESCRIPTION The ipq_errstr function returns a descriptive error message based on the current value of the internal ipq_errno variable. All libipq API functions set this internal variable upon failure. The ipq_perror function prints an error message…
NAME ipq_create_handle, ipq_destroy_handle — create and destroy libipq handles. SYNOPSIS #include <linux/netfilter.h> #include <libipq.h> struct ipq_handle *ipq_create_handle(u_int32_t flags, u_int32_t protocol); int ipq_destroy_handle(struct ipq_handle *h); DESCRIPTION The ipq_create_handle function initialises libipq for an application, attempts to bind to the Netlink socket used by ip_queue, and returns an opaque context handle. It should be the first libipq…
NAME ipq_create_handle, ipq_destroy_handle — create and destroy libipq handles. SYNOPSIS #include <linux/netfilter.h> #include <libipq.h> struct ipq_handle *ipq_create_handle(u_int32_t flags, u_int32_t protocol); int ipq_destroy_handle(struct ipq_handle *h); DESCRIPTION The ipq_create_handle function initialises libipq for an application, attempts to bind to the Netlink socket used by ip_queue, and returns an opaque context handle. It should be the first libipq…
iparmq.f – Synopsis Functions/Subroutines INTEGER function iparmq (ISPEC, NAME, OPTS, N, ILO, IHI, LWORK) IPARMQ Function/Subroutine Documentation INTEGER function iparmq (integerISPEC, character, dimension( * )NAME, character, dimension( * )OPTS, integerN, integerILO, integerIHI, integerLWORK) IPARMQ Purpose: This program sets problem and machine dependent parameters useful for xHSEQR and its subroutines. It is called whenever ILAENV is…
io.h – C wrapper for I/O interfaces. Synopsis #include ‘dmlite.h’ #include ‘any.h’ #include ‘pool.h’ #include <sys/uio.h> #include <unistd.h> Macros #define O_INSECURE 010 Typedefs typedef struct dmlite_fd dmlite_fd Functions dmlite_fd * dmlite_fopen (dmlite_context *context, const char *path, int flags, const dmlite_any_dict *extra,…) Opens a file. int dmlite_fclose (dmlite_fd *fd) Closes a file. int dmlite_fstat (dmlite_fd *fd,…
QuantLib::OneFactorCopula – Abstract base class for one-factor copula models. Synopsis #include <ql/experimental/credit/onefactorcopula.hpp> Inherits QuantLib::LazyObject. Inherited by OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, and OneFactorStudentGaussianCopula. Public Member Functions OneFactorCopula (const Handle< Quote > &correlation, Real maximum=5, Size integrationSteps=50) virtual Real density (Real m) const =0 Density function of M. virtual Real cumulativeZ (Real z) const =0 Cumulative distribution of…
NAME QuantLib::Matrix – Matrix used in linear algebra. SYNOPSIS #include <ql/math/matrix.hpp> Inherited by Disposable< Matrix >. Public Types typedef Real * iterator typedef const Real * const_iterator typedef boost::reverse_iterator< iterator > reverse_iterator typedef boost::reverse_iterator< const_iterator > const_reverse_iterator typedef Real * row_iterator typedef const Real * const_row_iterator typedef boost::reverse_iterator< row_iterator > reverse_row_iterator typedef boost::reverse_iterator< const_row_iterator >…
NAME intro – introduction to library functions DESCRIPTION Section 3 of the manual describes all library functions excluding the library functions (system call wrappers) described in Section 2, which implement system calls. Many of the functions described in the section are part of the Standard C Library (libc). Some functions are part of other libraries…
QuantLib::FDVanillaEngine – Finite-differences pricing engine for BSM one asset options. Synopsis #include <ql/pricingengines/vanilla/fdvanillaengine.hpp> Inherited by FDEuropeanEngine, FDMultiPeriodEngine, and FDStepConditionEngine. Public Member Functions FDVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) const Array & grid () const Protected Types typedef BoundaryCondition< TridiagonalOperator > bc_type Protected Member Functions virtual void setupArguments (const PricingEngine::arguments…
NAME system_data_types – overview of system data types DESCRIPTION aiocb Include: <aio.h>. struct aiocb { int aio_fildes; /* File descriptor */ off_t aio_offset; /* File offset */ volatile void *aio_buf; /* Location of buffer */ size_t aio_nbytes; /* Length of transfer */ int aio_reqprio; /* Request priority offset */ struct sigevent aio_sigevent; /* Signal number and value */ int aio_lio_opcode;/* Operation to be performed */ }; For further information about this structure, see aio(7). Conforming to: POSIX.1-2001 and later. See also:…
NAME system_data_types – overview of system data types DESCRIPTION aiocb Include: <aio.h>. struct aiocb { int aio_fildes; /* File descriptor */ off_t aio_offset; /* File offset */ volatile void *aio_buf; /* Location of buffer */ size_t aio_nbytes; /* Length of transfer */ int aio_reqprio; /* Request priority offset */ struct sigevent aio_sigevent; /* Signal number and value */ int aio_lio_opcode;/* Operation to be performed */ }; For further information about this structure, see aio(7). Conforming to: POSIX.1-2001 and later. See also:…
NAME QuantLib::DateInterval – Date interval described by a number of a given time unit. SYNOPSIS #include <ql/experimental/commodities/dateinterval.hpp> Inherited by PricingPeriod. Public Member Functions DateInterval (const Date &startDate, const Date &endDate) const Date & startDate () const const Date & endDate () const bool isDateBetween (Date date, bool includeFirst=true, bool includeLast=true) const DateInterval intersection (const DateInterval…
NAME QuantLib::PiecewiseDefaultCurve – Piecewise default-probability term structure. SYNOPSIS #include <ql/termstructures/credit/piecewisedefaultcurve.hpp> Inherits Traits::template curve::type<Interpolator>, and QuantLib::LazyObject. Public Types typedef Traits traits_type typedef Interpolator interpolator_type Public Member Functions Constructors PiecewiseDefaultCurve (const Date &referenceDate, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12, const Interpolator &i=Interpolator()) PiecewiseDefaultCurve (Natural settlementDays, const Calendar &calendar, const std::vector<…
NAME QuantLib::CommodityCurve – Commodity term structure. SYNOPSIS #include <ql/experimental/commodities/commoditycurve.hpp> Inherits QuantLib::TermStructure. Public Member Functions CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency ¤cy, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, const std::vector< Date > &dates, const std::vector< Real > &prices, const DayCounter &dayCounter=Actual365Fixed()) CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency ¤cy, const UnitOfMeasure…
NAME QuantLib::CommodityCurve – Commodity term structure. SYNOPSIS #include <ql/experimental/commodities/commoditycurve.hpp> Inherits QuantLib::TermStructure. Public Member Functions CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency ¤cy, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, const std::vector< Date > &dates, const std::vector< Real > &prices, const DayCounter &dayCounter=Actual365Fixed()) CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency ¤cy, const UnitOfMeasure…
QuantLib::SABRInterpolation – SABR smile interpolation between discrete volatility points. Synopsis #include <ql/math/interpolations/sabrinterpolation.hpp> Inherits QuantLib::Interpolation. Public Member Functions template<class I1 , class I2 > SABRInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, const Real &forward, Real alpha, Real beta, Real nu, Real rho, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed, bool…