Author: Linux Manual

QuantLib::MarketModelComposite – Composition of two or more market-model products. Synopsis#include <ql/models/marketmodels/products/compositeproduct.hpp> Inherits QuantLib::MarketModelMultiProduct. Inherited by MultiProductComposite, and SingleProductComposite. Public Member FunctionsMarketModelMultiProduct interface const EvolutionDescription & evolution () const std::vector< Size > suggestedNumeraires () const std::vector< Time > possibleCashFlowTimes () const void reset () during simulation put product at start of path Composite facilities void add…

compface, uncompface – compress and expand 48x48x1 face image files Synopsiscompface (buf) uncompface (buf) char *buf Descriptioncompface is a function for generating highly compressed representations of 48x48x1 face image files. uncompface is an inverse function which performs an inverse transformation with no loss of data. The algorithm used is highly tuned for its purpose and…

src/compat.h – System compatibility functions. Synopsis#include <stddef.h> #include <stdarg.h> Detailed DescriptionSystem compatibility functions. AuthorGenerated automatically by Doxygen for torque from the source code.

ql/math/comparison.hpp – floating-point comparisons Synopsis#include <ql/types.hpp> #include <boost/shared_ptr.hpp> Functionsbool close (Real x, Real y) bool close (Real x, Real y, Size n) bool close_enough (Real x, Real y) bool close_enough (Real x, Real y, Size n) Detailed Descriptionfloating-point comparisons AuthorGenerated automatically by Doxygen for QuantLib from the source code.

common-lisp-controller – Common Lisp system management tool DescriptionThe common-lisp-controller system will manage the installed Common Lisp implementations and libraries on the system. The main function is to enable every user to load any available library and to store the compiled files in a user and implementation specific cache directory. On upgrades of either implementations or…

ql/experimental/commodities/commoditypricinghelpers.hpp – Commodity pricing helpers. Synopsis#include <ql/experimental/commodities/energycommodity.hpp> #include <ql/experimental/commodities/paymentterm.hpp> #include <ql/experimental/commodities/pricingperiod.hpp> #include <ql/experimental/commodities/unitofmeasureconversionmanager.hpp> #include <ql/currencies/exchangeratemanager.hpp> Classesclass CommodityPricingHelper commodity index helper Detailed DescriptionCommodity pricing helpers. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

ql/experimental/commodities/commoditycashflow.hpp – Commodity cash flow. Synopsis#include <ql/cashflow.hpp> #include <ql/money.hpp> #include <map> Typedefstypedef std::map< Date, boost::shared_ptr< CommodityCashFlow > > CommodityCashFlows Functionsstd::ostream & operator<< (std::ostream &out, const SecondaryCostAmounts &secondaryCostAmounts) Detailed DescriptionCommodity cash flow. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::CommodityType – commodity type Synopsis#include <ql/experimental/commodities/commoditytype.hpp> Inherited by NullCommodityType. Public Member FunctionsCommodityType () default constructor CommodityType (const std::string &code, const std::string &name) Inspectors const std::string & code () const commodity code, e.g, ‘HO’ const std::string & name () const name, e.g, ‘Heating Oil’ Other information bool empty () const is this a usable instance? Protected…

QuantLib::CommodityCurve – Commodity term structure. Synopsis#include <ql/experimental/commodities/commoditycurve.hpp> Inherits QuantLib::TermStructure. Public Member FunctionsCommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency &currency, 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 &currency, const UnitOfMeasure &unitOfMeasure, const Calendar…

com_err – common error display routine Synopsis #include <et/com_err.h> void (*proc) (const char *, long, const char *, va_list); void com_err (const char *whoami, long code, const char *format, …); proc = set_com_err_hook (proc); proc = reset_com_err_hook (); void initialize_XXXX_error_table ();DescriptionCom_err displays an error message on the standard error stream stderr (see stdio(3S)) composed of…

QuantLib::Matrix – Matrix used in linear algebra. Synopsis#include <ql/math/matrix.hpp> Inherited by Disposable< Matrix >. Public Typestypedef 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 > const_reverse_row_iterator typedef step_iterator<…

QuantLib::Matrix – Matrix used in linear algebra. Synopsis#include <ql/math/matrix.hpp> Inherited by Disposable< Matrix >. Public Typestypedef 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 > const_reverse_row_iterator typedef step_iterator<…

QuantLib::Matrix – Matrix used in linear algebra. Synopsis#include <ql/math/matrix.hpp> Inherited by Disposable< Matrix >. Public Typestypedef 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 > const_reverse_row_iterator typedef step_iterator<…

QuantLib::Matrix – Matrix used in linear algebra. Synopsis#include <ql/math/matrix.hpp> Inherited by Disposable< Matrix >. Public Typestypedef 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 > const_reverse_row_iterator typedef step_iterator<…

QuantLib::Matrix – Matrix used in linear algebra. Synopsis#include <ql/math/matrix.hpp> Inherited by Disposable< Matrix >. Public Typestypedef 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 > const_reverse_row_iterator typedef step_iterator<…

QuantLib::Matrix – Matrix used in linear algebra. Synopsis#include <ql/math/matrix.hpp> Inherited by Disposable< Matrix >. Public Typestypedef 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 > const_reverse_row_iterator typedef step_iterator<…

QuantLib::LongstaffSchwartzPathPricer – Longstaff-Schwarz path pricer for early exercise options. Synopsis#include <ql/methods/montecarlo/longstaffschwartzpathpricer.hpp> Inherits PathPricer< PathType >. Public Typestypedef EarlyExerciseTraits< PathType >::StateType StateType Public Member FunctionsLongstaffSchwartzPathPricer (const TimeGrid &times, const boost::shared_ptr< EarlyExercisePathPricer< PathType > > &, const boost::shared_ptr< YieldTermStructure > &termStructure) Real operator() (const PathType &path) const virtual void calibrate () Protected Attributesbool calibrationPhase_ const boost::shared_ptr< EarlyExercisePathPricer<…

daala/codec.h – The shared libdaala C API. Synopsis#include ‘daala_integer.h’ Data Structuresstruct daala_image_plane Representation of a single component within an image or frame. struct daala_image Representation of an image or video frame. struct daala_plane_info Subsampling factors for a plane as a power of 2. struct daala_info Configuration parameters for a codec instance. struct daala_packet struct daala_comment…

QuantLib::Currency – Currency specification Synopsis#include <ql/currency.hpp> Inherited by ARSCurrency, ATSCurrency, AUDCurrency, BDTCurrency, BEFCurrency, BGLCurrency, BRLCurrency, BYRCurrency, CADCurrency, CHFCurrency, CLPCurrency, CNYCurrency, COPCurrency, CYPCurrency, CZKCurrency, DEMCurrency, DKKCurrency, EEKCurrency, ESPCurrency, EURCurrency, FIMCurrency, FRFCurrency, GBPCurrency, GRDCurrency, HKDCurrency, HUFCurrency, IEPCurrency, ILSCurrency, INRCurrency, IQDCurrency, IRRCurrency, ISKCurrency, ITLCurrency, JPYCurrency, KRWCurrency, KWDCurrency, LTLCurrency, LUFCurrency, LVLCurrency, MTLCurrency, MXNCurrency, NLGCurrency, NOKCurrency, NPRCurrency, NZDCurrency, PEHCurrency, PEICurrency,…

CMSG_ALIGN, CMSG_SPACE, CMSG_NXTHDR, CMSG_FIRSTHDR – access ancillary data Synopsis#include <sys/socket.h> struct cmsghdr *CMSG_FIRSTHDR(struct msghdr *msgh); struct cmsghdr *CMSG_NXTHDR(struct msghdr *msgh, struct cmsghdr *cmsg); size_t CMSG_ALIGN(size_t length); size_t CMSG_SPACE(size_t length); size_t CMSG_LEN(size_t length); unsigned char *CMSG_DATA(struct cmsghdr *cmsg);DescriptionThese macros are used to create and access control messages (also called ancillary data) that are not a part…