Author: Linux Manual

QuantLib::InflationSwap – Abstract base class for inflation swaps. Synopsis#include <ql/instruments/inflationswap.hpp> Inherits QuantLib::Instrument. Inherited by YearOnYearInflationSwap, and ZeroCouponInflationSwap. Public Member FunctionsInflationSwap (const Date &start, const Date &maturity, const Period &lag, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &yieldTS) the constructor sets common data members virtual Rate fairRate () const =0 Inspectors…

ql/indexes/inflationindex.hpp – base classes for inflation indexes Synopsis#include <ql/index.hpp> #include <ql/indexes/region.hpp> #include <ql/termstructures/inflationtermstructure.hpp> #include <ql/currency.hpp> #include <ql/handle.hpp> Classesclass InflationIndex Base class for inflation-rate indexes,. class ZeroInflationIndex Base class for zero inflation indices. class YoYInflationIndex Base class for year-on-year inflation indices. Detailed Descriptionbase classes for inflation indexes AuthorGenerated automatically by Doxygen for QuantLib from the source…

QuantLib::Indonesia – Indonesian calendars Synopsis#include <ql/time/calendars/indonesia.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { BEJ, JSX } Public Member FunctionsIndonesia (Market m=BEJ) Detailed DescriptionIndonesian calendars Holidays for the Jakarta stock exchange (data from <http://www.jsx.co.id/>): * Saturdays * Sundays * New Year’s Day, January 1st * Good Friday * Ascension of Jesus Christ * Independence Day, August 17th…

QuantLib::India – Indian calendars. Synopsis#include <ql/time/calendars/india.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { NSE } Public Member FunctionsIndia (Market m=NSE) Detailed DescriptionIndian calendars. Holidays for the National Stock Exchange (data from <http://www.nse-india.com/>): * Saturdays * Sundays * Republic Day, January 26th * Good Friday * Ambedkar Jayanti, April 14th * Independence Day, August 15th * Gandhi…

QuantLib::ImpliedVolTermStructure – Implied vol term structure at a given date in the future. Synopsis#include <ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp> Inherits QuantLib::BlackVarianceTermStructure. Public Member FunctionsImpliedVolTermStructure (const Handle< BlackVolTermStructure > &origTS, const Date &referenceDate) TermStructure interface DayCounter dayCounter () const the day counter used for date/time conversion Date maxDate () const the latest date for which the curve can return values…

QuantLib::CallableBond – Callable bond base class. Synopsis#include <ql/experimental/callablebonds/callablebond.hpp> Inherits QuantLib::Bond. Inherited by CallableFixedRateBond. Classesclass engine base class for callable fixed rate bond engine class results results for a callable bond calculation Public Member Functionsvirtual void setupArguments (PricingEngine::arguments *args) const Inspectors const CallabilitySchedule & callability () const return the bond’s put/call schedule Calculations Volatility impliedVolatility (Real…

QuantLib::ImpliedTermStructure – Implied term structure at a given date in the future. Synopsis#include <ql/termstructures/yield/impliedtermstructure.hpp> Inherits QuantLib::YieldTermStructure. Public Member FunctionsImpliedTermStructure (const Handle< YieldTermStructure > &, const Date &referenceDate) YieldTermStructure interface DayCounter dayCounter () const the day counter used for date/time conversion Calendar calendar () const the calendar used for reference and/or option date calculation Natural settlementDays…

QuantLib::ImpliedStdDevQuote – quote for the implied standard deviation of an underlying Synopsis#include <ql/quotes/impliedstddevquote.hpp> Inherits QuantLib::Quote, and QuantLib::LazyObject. Public Member FunctionsImpliedStdDevQuote (Option::Type optionType, const Handle< Quote > &forward, const Handle< Quote > &price, Real strike, Real guess, Real accuracy=1.0e-6, Natural maxIter=100) Quote interface Real value () const returns the current value bool isValid () const returns…

QuantLib::ImplicitEuler – Backward Euler scheme for finite difference methods. Synopsis#include <ql/methods/finitedifferences/impliciteuler.hpp> Inherits MixedScheme< Operator >. Public Typestypedef OperatorTraits< Operator > traits typedef traits::operator_type operator_type typedef traits::array_type array_type typedef traits::bc_set bc_set typedef traits::condition_type condition_type Public Member FunctionsImplicitEuler (const operator_type &L, const bc_set &bcs) Detailed Descriptiontemplate<class Operator> class QuantLib::ImplicitEuler< Operator >Backward Euler scheme for finite difference methods….

ImageByteOrder, BitmapBitOrder, BitmapPad, BitmapUnit, DisplayHeight, DisplayHeightMM, DisplayWidth, DisplayWidthMM, XListPixmapFormats, XPixmapFormatValues – image format functions and macros SyntaxXPixmapFormatValues *XListPixmapFormats(Display *display, int *count_return); int ImageByteOrder(Display *display); int BitmapBitOrder(Display *display); int BitmapPad(Display *display); int BitmapUnit(Display *display); int DisplayHeight(Display *display, int screen_number); int DisplayHeightMM(Display *display, int screen_number); int DisplayWidth(Display *display, int screen_number); int DisplayWidthMM(Display *display, int screen_number);Argumentsdisplay Specifies the…

Idle Handlers – Callbacks that are called when the program enters or exits an idle state. FunctionsEAPI Ecore_Idle_Enterer * ecore_idle_enterer_add (int(*func)(void *data), const void *data) Add an idle enterer handler. EAPI Ecore_Idle_Enterer * ecore_idle_enterer_before_add (int(*func)(void *data), const void *data) Add an idle enterer handler at the start of the list so it gets called earlier…

QuantLib::Iceland – Icelandic calendars. Synopsis#include <ql/time/calendars/iceland.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { ICEX } Public Member FunctionsIceland (Market m=ICEX) Detailed DescriptionIcelandic calendars. Holidays for the Iceland stock exchange (data from <http://www.icex.is/is/calendar?languageID=1>): * Saturdays * Sundays * New Year’s Day, January 1st (possibly moved to Monday) * Holy Thursday * Good Friday * Easter Monday *…

QuantLib::IborLeg – helper class building a sequence of capped/floored ibor-rate coupons Synopsis#include <ql/cashflows/iborcoupon.hpp> Public Member FunctionsIborLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index) IborLeg & withNotionals (Real notional) IborLeg & withNotionals (const std::vector< Real > &notionals) IborLeg & withPaymentDayCounter (const DayCounter &) IborLeg & withPaymentAdjustment (BusinessDayConvention) IborLeg & withFixingDays (Natural fixingDays) IborLeg & withFixingDays…

QuantLib::IborCoupon – Coupon paying a Libor-type index Synopsis#include <ql/cashflows/iborcoupon.hpp> Inherits QuantLib::FloatingRateCoupon. Public Member FunctionsIborCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< IborIndex > &index, const Real gearing=1.0, const Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) Inspectors const boost::shared_ptr< IborIndex…

QuantLib::IborCouponPricer – base pricer for capped/floored Ibor coupons Synopsis#include <ql/cashflows/couponpricer.hpp> Inherits QuantLib::FloatingRateCouponPricer. Inherited by BlackIborCouponPricer. Public Member FunctionsIborCouponPricer (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) Handle< OptionletVolatilityStructure > capletVolatility () const void setCapletVolatility (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) Detailed Descriptionbase pricer for capped/floored Ibor coupons AuthorGenerated automatically by Doxygen for QuantLib from the…

ql/cashflows/iborcoupon.hpp – Coupon paying a Libor-type index. Synopsis#include <ql/cashflows/floatingratecoupon.hpp> #include <ql/indexes/iborindex.hpp> #include <ql/time/schedule.hpp> Classesclass IborCoupon Coupon paying a Libor-type index class IborLeg helper class building a sequence of capped/floored ibor-rate coupons Detailed DescriptionCoupon paying a Libor-type index. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::MixedScheme – Mixed (explicit/implicit) scheme for finite difference methods. Synopsis#include <ql/methods/finitedifferences/mixedscheme.hpp> Public Typestypedef OperatorTraits< Operator > traits typedef traits::operator_type operator_type typedef traits::array_type array_type typedef traits::bc_set bc_set typedef traits::condition_type condition_type Public Member FunctionsMixedScheme (const operator_type &L, Real theta, const bc_set &bcs) void step (array_type &a, Time t) void setStep (Time dt) Protected Attributesoperator_type L_ operator_type I_…

izmax1.f – SynopsisFunctions/SubroutinesINTEGER function izmax1 (N, CX, INCX) IZMAX1 finds the index of the vector element whose real part has maximum absolute value. Function/Subroutine DocumentationINTEGER function izmax1 (integerN, complex*16, dimension( * )CX, integerINCX)IZMAX1 finds the index of the vector element whose real part has maximum absolute value. Purpose: IZMAX1 finds the index of the element…

izamax.f – SynopsisFunctions/SubroutinesINTEGER function izamax (N, ZX, INCX) IZAMAX Function/Subroutine DocumentationINTEGER function izamax (integerN, complex*16, dimension(*)ZX, integerINCX)IZAMAX Purpose: IZAMAX finds the index of element having max. absolute value.  Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: jack dongarra, 1/15/85. modified 3/93 to return if…

IV_WORK_POOL_INIT, iv_work_pool_create, iv_work_pool_put, IV_WORK_ITEM_INIT, iv_work_pool_submit_work – ivykis worker thread management Synopsis#include <iv_work.h> struct iv_work_pool { int max_threads; void *cookie; void (*thread_start)(void *cookie); void (*thread_stop)(void *cookie); }; struct iv_work_item { void *cookie; void (*work)(void *cookie); void (*completion)(void *cookie); };void IV_WORK_POOL_INIT(struct iv_work_pool *this); int iv_work_pool_create(struct iv_work_pool *this); int iv_work_pool_put(struct iv_work_pool *this); void IV_WORK_ITEM_INIT(struct iv_work_item *work); int iv_work_pool_submit_work(struct…