GDBM – The GNU database manager. Includes dbm and ndbm compatability. (Version 1.9.) Synopsis#include <gdbm.h> extern gdbm_error gdbm_errno; extern char *gdbm_version; GDBM_FILE gdbm_open (const char *name, int block_size, int flags, int mode, void (*fatal_func)(const char *)); void gdbm_close (GDBM_FILE dbf); int gdbm_store (GDBM_FILE dbf, datum key, datum content, int flag); datum gdbm_fetch (GDBM_FILE dbf, datum…
gcvt – convert a floating-point number to a string Synopsis#include <stdlib.h> char *gcvt(double number, int ndigit, char *buf);Feature Test Macro Requirements for glibc (see feature_test_macros(7)): gcvt(): Since glibc 2.12: (_XOPEN_SOURCE >= 500) ! (_POSIX_C_SOURCE >= 200112L) || /* Glibc since 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _SVID_SOURCEBefore glibc 2.12: _SVID_SOURCE || _XOPEN_SOURCE >= 500DescriptionThe gcvt() function converts…
GC_malloc, GC_malloc_atomic, GC_free, GC_realloc, GC_enable_incremental, GC_register_finalizer, GC_malloc_ignore_off_page, GC_malloc_atomic_ignore_off_page, GC_set_warn_proc – Garbage collecting malloc replacement Synopsis#include "gc.h" void * GC_malloc(size_t size); void GC_free(void *ptr); void * GC_realloc(void *ptr, size_t size); cc … gc.a DescriptionGC_malloc and GC_free are plug-in replacements for standard malloc and free. However, GC_malloc will attempt to reclaim inaccessible space automatically by invoking a…
ql/math/integrals/gaussianquadratures.hpp – Integral of a 1-dimensional function using the Gauss quadratures. Synopsis#include <ql/math/array.hpp> #include <ql/math/integrals/gaussianorthogonalpolynomial.hpp> Classesclass GaussianQuadrature Integral of a 1-dimensional function using the Gauss quadratures method. class GaussLaguerreIntegration generalized Gauss-Laguerre integration class GaussHermiteIntegration generalized Gauss-Hermite integration class GaussJacobiIntegration Gauss-Jacobi integration. class GaussHyperbolicIntegration Gauss-Hyperbolic integration. class GaussLegendreIntegration Gauss-Legendre integration. class GaussChebyshevIntegration Gauss-Chebyshev integration. class GaussChebyshev2thIntegration…
ql/math/integrals/gaussianorthogonalpolynomial.hpp – orthogonal polynomials for gaussian quadratures Synopsis#include <ql/types.hpp> Classesclass GaussianOrthogonalPolynomial orthogonal polynomial for Gaussian quadratures class GaussLaguerrePolynomial Gauss-Laguerre polynomial. class GaussHermitePolynomial Gauss-Hermite polynomial. class GaussJacobiPolynomial Gauss-Jacobi polynomial. class GaussLegendrePolynomial Gauss-Legendre polynomial. class GaussChebyshevPolynomial Gauss-Chebyshev polynomial. class GaussChebyshev2thPolynomial Gauss-Chebyshev polynomial (second kind). class GaussGegenbauerPolynomial Gauss-Gegenbauer polynomial. class GaussHyperbolicPolynomial Gauss hyperbolic polynomial. Detailed Descriptionorthogonal polynomials for…
QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis#include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Typestypedef Stat::value_type value_type Public Member FunctionsGenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile) const gaussian-assumption Potential-Upside…
QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis#include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Typestypedef Stat::value_type value_type Public Member FunctionsGenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile) const gaussian-assumption Potential-Upside…
QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis#include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Typestypedef Stat::value_type value_type Public Member FunctionsGenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile) const gaussian-assumption Potential-Upside…
QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis#include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Typestypedef Stat::value_type value_type Public Member FunctionsGenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile) const gaussian-assumption Potential-Upside…
QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis#include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Typestypedef Stat::value_type value_type Public Member FunctionsGenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile) const gaussian-assumption Potential-Upside…
QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis#include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Typestypedef Stat::value_type value_type Public Member FunctionsGenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile) const gaussian-assumption Potential-Upside…
QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis#include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Typestypedef Stat::value_type value_type Public Member FunctionsGenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile) const gaussian-assumption Potential-Upside…
QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis#include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Typestypedef Stat::value_type value_type Public Member FunctionsGenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile) const gaussian-assumption Potential-Upside…
QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis#include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Typestypedef Stat::value_type value_type Public Member FunctionsGenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile) const gaussian-assumption Potential-Upside…
QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis#include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Typestypedef Stat::value_type value_type Public Member FunctionsGenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile) const gaussian-assumption Potential-Upside…
gamma, gammaf, gammal – (logarithm of the) gamma function Synopsis#include <math.h> double gamma(double x); float gammaf(float x); long double gammal(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): gamma(): _XOPEN_SOURCE || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE gammaf(), gammal(): _XOPEN_SOURCE >= 600 || (_XOPEN_SOURCE && _ISOC99_SOURCE) || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE…
gamma, gammaf, gammal – (logarithm of the) gamma function Synopsis#include <math.h> double gamma(double x); float gammaf(float x); long double gammal(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): gamma(): _XOPEN_SOURCE || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE gammaf(), gammal(): _XOPEN_SOURCE >= 600 || (_XOPEN_SOURCE && _ISOC99_SOURCE) || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE…
QuantLib::MultiAssetOption – Base class for options on multiple assets. Synopsis#include <ql/instruments/multiassetoption.hpp> Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classesclass results Results from multi-asset option calculation Public Member FunctionsMultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const Instrument interface bool isExpired…
QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis#include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member FunctionsBlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const virtual Real…
gamma, gammaf, gammal – (logarithm of the) gamma function Synopsis#include <math.h> double gamma(double x); float gammaf(float x); long double gammal(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): gamma(): _XOPEN_SOURCE || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE gammaf(), gammal(): _XOPEN_SOURCE >= 600 || (_XOPEN_SOURCE && _ISOC99_SOURCE) || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE…