Author: Linux Manual

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

ql/experimental/credit/syntheticcdo.hpp – Synthetic Collateralized Debt Obligation and pricing engines. Synopsis #include <ql/issuer.hpp> #include <ql/instrument.hpp> #include <ql/time/schedule.hpp> #include <ql/termstructures/yieldtermstructure.hpp> #include <ql/termstructures/defaulttermstructure.hpp> #include <ql/experimental/credit/basket.hpp> #include <ql/experimental/credit/lossdistribution.hpp> #include <ql/experimental/credit/onefactorcopula.hpp> Classes class SyntheticCDO Synthetic Collateralized Debt Obligation. Detailed Description Synthetic Collateralized Debt Obligation and pricing engines. Author Generated automatically by Doxygen for QuantLib from the source code.

QuantLib::SymmetricSchurDecomposition – symmetric threshold Jacobi algorithm. Synopsis#include <ql/math/matrixutilities/symmetricschurdecomposition.hpp> Public Member FunctionsSymmetricSchurDecomposition (const Matrix &s) const Array & eigenvalues () const const Matrix & eigenvectors () const Detailed Descriptionsymmetric threshold Jacobi algorithm. Given a real symmetric matrix S, the Schur decomposition finds the eigenvalues and eigenvectors of S. If D is the diagonal matrix formed by…

QuantLib::SwaptionVolatilityStructure – Swaption-volatility structure Synopsis#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp> Inherits QuantLib::VolatilityTermStructure. Inherited by ConstantSwaptionVolatility, SpreadedSwaptionVolatility, and SwaptionVolatilityDiscrete. Public Member FunctionsTime swapLength (const Period &swapTenor) const implements the conversion between swap tenor and swap (time) length Time swapLength (const Date &start, const Date &end) const implements the conversion between swap dates and swap (time) length Constructors See the TermStructure…

QuantLib::SwaptionVolatilityMatrix – At-the-money swaption-volatility matrix. Synopsis#include <ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp> Inherits QuantLib::SwaptionVolatilityDiscrete, and boost::noncopyable. Public Member FunctionsSwaptionVolatilityMatrix (const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< std::vector< Handle< Quote > > > &vols, const DayCounter &dayCounter) floating reference date, floating market data SwaptionVolatilityMatrix (const Date &referenceDate, const Calendar &calendar, BusinessDayConvention…

QuantLib::SwaptionVolatilityCube – swaption-volatility cube Synopsis#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp> Inherits QuantLib::SwaptionVolatilityDiscrete. Inherited by SwaptionVolCube1, and SwaptionVolCube2. Public Member FunctionsSwaptionVolatilityCube (const Handle< SwaptionVolatilityStructure > &atmVolStructure, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< Spread > &strikeSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads, const boost::shared_ptr< SwapIndex > &swapIndexBase, const boost::shared_ptr< SwapIndex > &shortSwapIndexBase,…

QuantLib::G2 – Two-additive-factor gaussian model class. Synopsis#include <ql/models/shortrate/twofactormodels/g2.hpp> Inherits QuantLib::TwoFactorModel, QuantLib::AffineModel, and QuantLib::TermStructureConsistentModel. Classesclass FittingParameter Analytical term-structure fitting parameter $ ndle< YieldTermStructure > &termStructure, Real a=0.1, Real sigma=0.01, Real b=0.1, Real eta=0.01, Real rho=-0.75)" Public Member FunctionsG2 (const Handle< YieldTermStructure > &termStructure, Real a=0.1, Real sigma=0.01, Real b=0.1, Real eta=0.01, Real rho=-0.75) boost::shared_ptr< ShortRateDynamics >…

QuantLib::SwaptionHelper – calibration helper for ATM swaption Synopsis#include <ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp> Inherits QuantLib::CalibrationHelper. Public Member FunctionsSwaptionHelper (const Period &maturity, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, bool calibrateVolatility=false) virtual void addTimesTo (std::list< Time > &times) const virtual…

ql/instruments/swaption.hpp – Swaption class. Synopsis struct Settlement settlement information class Swaption Swaption class class arguments Arguments for swaption calculation class engine base class for swaption engines Functions Classes struct Settlement settlement information class Swaption Swaption class class arguments Arguments for swaption calculation class engine base class for swaption engines Functions std::ostream & operator<< (std::ostream &out,…

QuantLib::SwapRateHelper – Rate helper for bootstrapping over swap rates. Synopsis#include <ql/termstructures/yield/ratehelpers.hpp> Inherits QuantLib::RelativeDateRateHelper. Public Member FunctionsSwapRateHelper (const Handle< Quote > &rate, const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread=Handle< Quote >(), const Period &fwdStart=0 *Days) SwapRateHelper (const Handle< Quote > &rate, const Period &tenor, const Calendar &calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter…

QuantLib::CmsCoupon – CMS coupon class. Synopsis const boost::shared_ptr< SwapIndex > & swapIndex () const Inherits QuantLib::FloatingRateCoupon. Public Member Functions const boost::shared_ptr< SwapIndex > & swapIndex () const Inspectors const boost::shared_ptr< SwapIndex > & swapIndex () const Visitability virtual void accept (AcyclicVisitor &) Detailed Description CMS coupon class. Warning This class does not perform any date…

QuantLib::Swap – Interest rate swap. Synopsis#include <ql/instruments/swap.hpp> Inherits QuantLib::Instrument. Inherited by AssetSwap, BMASwap, and VanillaSwap. Public Member FunctionsConstructors Swap (const Leg &firstLeg, const Leg &secondLeg) Swap (const std::vector< Leg > &legs, const std::vector< bool > &payer) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const void…

QuantLib::SuperSharePayoff – Binary supershare payoff. Synopsis#include <ql/instruments/payoffs.hpp> Inherits QuantLib::StrikedTypePayoff. Public Member FunctionsSuperSharePayoff (Real strike, Real secondStrike, Real cashPayoff) Real strike () const Real secondStrike () const Real cashPayoff () const Payoff interface std::string name () const std::string description () const Real operator() (Real price) const virtual void accept (AcyclicVisitor &) Protected AttributesReal strike_ Real secondStrike_…

QuantLib::SuperFundPayoff – Binary supershare and superfund payoffs. Synopsis#include <ql/instruments/payoffs.hpp> Inherits QuantLib::StrikedTypePayoff. Public Member FunctionsSuperFundPayoff (Real strike, Real secondStrike) Real secondStrike () const Payoff interface std::string name () const Real operator() (Real price) const virtual void accept (AcyclicVisitor &) Protected AttributesReal secondStrike_ Detailed DescriptionBinary supershare and superfund payoffs. Binary superfund payoff Superfund sometimes also called ‘supershare’,…