Author: Linux Manual

QuantLib::LmCorrelationModel – libor forward correlation model Synopsis#include <ql/legacy/libormarketmodels/lmcorrmodel.hpp> Inherited by LmConstWrapperCorrelationModel, LmExponentialCorrelationModel, and LmLinearExponentialCorrelationModel. Public Member FunctionsLmCorrelationModel (Size size, Size nArguments) virtual Size size () const virtual Size factors () const std::vector< Parameter > & params () void setParams (const std::vector< Parameter > &arguments) virtual Disposable< Matrix > correlation (Time t, const Array &x=Null< Array…

QuantLib::ForwardVanillaOption – Forward version of a vanilla option Synopsis#include <ql/instruments/forwardvanillaoption.hpp> Inherits QuantLib::OneAssetOption. Inherited by QuantoForwardVanillaOption. Public Typestypedef ForwardOptionArguments< OneAssetOption::arguments > arguments typedef OneAssetOption::results results Public Member FunctionsForwardVanillaOption (Real moneyness, const Date &resetDate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const Detailed DescriptionForward…

QuantLib::Interpolation – base class for 1-D interpolations. Synopsis#include <ql/math/interpolation.hpp> Inherits QuantLib::Extrapolator. Inherited by BackwardFlatInterpolation, ConvexMonotoneInterpolation< I1, I2 >, CubicInterpolation, ForwardFlatInterpolation, LinearInterpolation, LogCubicInterpolation, LogLinearInterpolation, and SABRInterpolation. Classesclass Impl abstract base class for interpolation implementations class templateImpl basic template implementation Public Typestypedef Real argument_type typedef Real result_type Public Member Functionsbool empty () const Real operator() (Real x,…

argtable2 – an ANSI C library for parsing GNU style command line options Synopsis#include <argtable2.h> struct arg_lit struct arg_int struct arg_dbl struct arg_str struct arg_rex struct arg_file struct arg_date struct arg_rem struct arg_end struct arg_lit* arg_lit0(const char *shortopts, const char *longopts, const char *glossary) struct arg_lit* arg_lit1(const char *shortopts, const char *longopts, const char *glossary)…

argtable2 – an ANSI C library for parsing GNU style command line options Synopsis#include <argtable2.h> struct arg_lit struct arg_int struct arg_dbl struct arg_str struct arg_rex struct arg_file struct arg_date struct arg_rem struct arg_end struct arg_lit* arg_lit0(const char *shortopts, const char *longopts, const char *glossary) struct arg_lit* arg_lit1(const char *shortopts, const char *longopts, const char *glossary)…

getarg arg_printusage – collect command line options SynopsisIn getarg.h Ft int Fn getarg struct getargs *args size_t num_args int argc char **argv int *optind Ft void Fn arg_printusage struct getargs *args size_t num_args const char *progname const char *extra_string DescriptionFn getarg collects any command line options given to a program in an easily used way….

ares_version – Get the version number of the library Synopsis#include <ares.h> const char *ares_version(int *version)DescriptionThe ares_version function gets the library version as a string and optionally as an integer stored in the version, argument. If you pass a NULL, no integer is attempted to be returned. The integer is built up as 24bit number, with…

ares_timeout – return maximum time to wait Synopsis#include <ares.h> struct timeval *ares_timeout(ares_channel channel,DescriptionThe ares_timeout function determines the maximum time for which the caller should wait before invoking ares_process(3) to process timeouts. The parameter maxtv specifies a existing maximum timeout, or NULL if the caller does not wish to apply a maximum timeout. The parameter tv…

ares_strerror – Get the description of an ares library error code Synopsis#include <ares.h> const char *ares_strerror(int code)DescriptionThe ares_strerror function gets the description of the ares library error code code, returning the result as a NUL-terminated C string. NotesThis function is not compatible with ares, it takes a different set of arguments. AuthorGreg Hudson, MIT Information…

ares_set_socket_callback – Set a socket creation callback Synopsis#include <ares.h> void ares_set_socket_callback(ares_channel channel, ares_sock_create_callback callback, void *userdata) cc file.c -lcaresDescriptionThis function sets a callback in the given ares channel handle. This callback function will be invoked after the socket has been created, and connected to the remote server. The callback must return ARES_SUCCESS if things are…

ares_set_servers – Initialize an ares_channel name servers configuration Synopsis#include <ares.h> int ares_set_servers(ares_channel channel, struct ares_addr_node *servers)DescriptionThe ares_set_servers(3) function initializes name servers configuration for the channel data identified by channel, from a servers pointer to a linked list of ares_addr_node structs holding name servers address data. The name server linked list pointer argument may be the…

ares_send – Initiate a DNS query Synopsis#include <ares.h> typedef void (*ares_callback)(void *arg, int status, void ares_send(ares_channel channel, const unsigned char *qbuf, int qlen, ares_callback callback, void *arg)DescriptionThe ares_send function initiates a DNS query on the name service channel identified by channel. The parameters qbuf and qlen give the DNS query, which should already have been…

ares_search – Initiate a DNS query with domain search Synopsis#include <ares.h> typedef void (*ares_callback)(void *arg, int status, void ares_search(ares_channel channel, const char *name, int dnsclass, int type, ares_callback callback,DescriptionThe ares_search function initiates a series of single-question DNS queries on the name service channel identified by channel, using the channel’s search domains as well as a…

ares_save_options – Save configuration values obtained from initialized ares_channel Synopsis#include <ares.h> int ares_save_options(ares_channel channel, struct ares_options *options, int *optmask)DescriptionThe ares_save_options(3) function saves the channel data identified by channel, into the options struct identified by options, and saves the mask of options which are set to the integer pointer (passed by reference) identified by optmask. The…

ares_query – Initiate a single-question DNS query Synopsis#include <ares.h> typedef void (*ares_callback)(void *arg, int status, void ares_query(ares_channel channel, const char *name, int dnsclass, int type, ares_callback callback,DescriptionThe ares_query function initiates a single-question DNS query on the name service channel identified by channel. The parameter name gives the query name as a NUL-terminated C string of…

ares_process – Process events for name resolution Synopsis#include <ares.h> void ares_process(ares_channel channel, fd_set *read_fds,void ares_process_fd(ares_channel channel, ares_socket_t read_fd, DescriptionThe ares_process(3) function handles input/output events and timeouts associated with queries pending on the name service channel identified by channel. The file descriptor sets pointed to by read_fds and write_fds should have file descriptors set in them…

ares_parse_txt_reply – Parse a reply to a DNS query of type TXT Synopsis#include <ares.h> int ares_parse_txt_reply(const unsigned char* abuf, int alen, struct ares_txt_reply **txt_out);DescriptionThe ares_parse_txt_reply function parses the response to a query of type TXT into a linked list (one element per sub-string) of struct ares_txt_reply The parameters abuf and alen give the contents of…

ares_parse_srv_reply – Parse a reply to a DNS query of type SRV Synopsis#include <ares.h> int ares_parse_srv_reply(const unsigned char* abuf, int alen, struct ares_srv_reply** srv_out);DescriptionThe ares_parse_srv_reply function parses the response to a query of type SRV into a linked list of struct ares_srv_reply The parameters abuf and alen give the contents of the response. The result…

ares_parse_soa_reply – Parse a reply to a DNS query of type SOA Synopsis#include <ares.h> int ares_parse_soa_reply(const unsigned char* abuf, int alen,DescriptionThe ares_parse_soa_reply function parses the response to a query of type SOA into a struct ares_soa_reply. The parameters abuf and alen give the contents of the response. The result is stored in allocated memory and…

ares_parse_ptr_reply – Parse a reply to a DNS query of type PTR into a hostent Synopsis#include <ares.h> int ares_parse_ptr_reply(const unsigned char *abuf, int alen, const void *addr, int addrlen, int family,DescriptionThe ares_parse_ptr_reply function parses the response to a query of type PTR into a struct hostent. The parameters abuf and alen give the contents of…