Author: Linux Manual

Asian option engines – Classesclass AnalyticContinuousGeometricAveragePriceAsianEngine Pricing engine for European continuous geometric average price Asian. class AnalyticDiscreteGeometricAveragePriceAsianEngine Pricing engine for European discrete geometric average price Asian. class MCDiscreteArithmeticAPEngine< RNG, S > Monte Carlo pricing engine for discrete arithmetic average price Asian. class MCDiscreteArithmeticASEngine< RNG, S > Monte Carlo pricing engine for discrete arithmetic average-strike Asian….

ql/currencies/asia.hpp – Asian currencies. Synopsis#include <ql/currency.hpp> Classesclass BDTCurrency Bangladesh taka. class CNYCurrency Chinese yuan. class HKDCurrency Honk Kong dollar. class ILSCurrency Israeli shekel. class INRCurrency Indian rupee. class IQDCurrency Iraqi dinar. class IRRCurrency Iranian rial. class JPYCurrency Japanese yen. class KRWCurrency South-Korean won. class KWDCurrency Kuwaiti dinar. class NPRCurrency Nepal rupee. class PKRCurrency Pakistani rupee….

asctime, ctime, gmtime, localtime, mktime, asctime_r, ctime_r, gmtime_r, localtime_r – transform date and time to broken-down time or ASCII Synopsis#include <time.h> char *asctime(const struct tm *tm); char *asctime_r(const struct tm *tm, char *buf); char *ctime(const time_t *timep); char *ctime_r(const time_t *timep, char *buf); struct tm *gmtime(const time_t *timep); struct tm *gmtime_r(const time_t *timep, struct tm…

asctime, ctime, gmtime, localtime, mktime, asctime_r, ctime_r, gmtime_r, localtime_r – transform date and time to broken-down time or ASCII Synopsis#include <time.h> char *asctime(const struct tm *tm); char *asctime_r(const struct tm *tm, char *buf); char *ctime(const time_t *timep); char *ctime_r(const time_t *timep, char *buf); struct tm *gmtime(const time_t *timep); struct tm *gmtime_r(const time_t *timep, struct tm…

QuantLib::BoundaryCondition – Abstract boundary condition class for finite difference problems. Synopsis#include <ql/methods/finitedifferences/boundarycondition.hpp> Public Typesenum Side { None, Upper, Lower } typedef Operator operator_type typedef Operator::array_type array_type Public Member Functionsvirtual void applyBeforeApplying (operator_type &) const =0 virtual void applyAfterApplying (array_type &) const =0 virtual void applyBeforeSolving (operator_type &, array_type &rhs) const =0 virtual void applyAfterSolving (array_type…

arm_update_transaction – get transaction status Synopsis#include <arm4.h> arm_error_t arm_update_transaction(  const arm_tran_start_handle_t tran_handle,   const arm_int32_t flags,  const arm_buffer4_t *buffer4); Descriptionarm_update_transaction() signals that a transaction is still processing. arm_update_transaction() is useful as a heartbeat. It is also used to pass additional data about a transaction. It can be called from any thread in the process that executed the arm_start_transaction(). buffer4…

arm_unblock_transaction – unblock transaction Synopsis#include <arm4.h> arm_error_t arm_unblock_transaction(  const arm_tran_start_handle_t tran_handle,   const arm_tran_block_handle_t block_handle,   const arm_int32_t flags,  const arm_buffer4_t *buffer4); Descriptionarm_unblock_transaction() indicates that the suspension indicated by the block_handle for the transaction identified by the start handle is no longer waiting for a downstream transaction to complete. Call arm_unblock_transaction() when a transaction is no longer blocked on an external…

arm_unbind_thread – unbind a thread Synopsis#include <arm4.h> arm_error_t arm_unbind_thread(  const arm_tran_start_handle_t tran_handle,   const arm_int32_t flags,  const arm_buffer4_t *buffer4); Descriptionarm_unbind_thread() indicates that the thread from which it is called is no longer performing on behalf of the transaction identified by the start handle.   Call arm_unbind_thread() when a thread is no longer executing a transaction. The thread binding is…

arm_stop_transaction – stop transaction Synopsis#include <arm4.h> arm_error_t arm_stop_transaction(  const arm_tran_start_handle_t tran_handle,   const arm_tran_status_t tran_status,   const arm_int32_t flags,  const arm_buffer4_t *buffer4); Descriptionarm_stop_transaction() signals the end of a transaction.   Call arm_stop_transaction() just after a transaction completes. arm_start_transaction() signals the ARM library to start timing the transaction response time. arm_stop_transaction() signals the ARM library to stop timing the transaction response time….

arm_stop_application – stop application Synopsis#include <arm4.h> arm_error_t arm_stop_application(  const arm_app_start_handle_t app_handle,   const arm_int32_t flags,  const arm_buffer4_t *buffer4); Descriptionarm_stop_application() indicates that the application instance has finished making ARM calls. It typically means that the instance is ending, such as just prior to the process exiting or a thread that represents an application instance terminating.   For any transactions that…

arm_start_transaction – start transaction Synopsis#include <arm4.h> arm_error_t arm_start_transaction(  const arm_app_start_handle_t app_handle,   const arm_id_t *tran_id,   const arm_correlator_t *parent_correlator,   const arm_int32_t flags,   const arm_buffer4_t *buffer4,   arm_tran_start_handle_t *tran_handle,  arm_correlator_t *current_correlator); Descriptionarm_start_transaction() is used to indicate that a transaction is beginning execution. Call arm_start_transaction() just prior to a transaction beginning execution. arm_start_transaction() signals the ARM library to start timing the transaction response time. There is one…

arm_start_application – check application is running Synopsis#include <arm4.h> arm_error_t arm_start_application(  const arm_id_t *app_id,   const arm_char_t *app_group,   const arm_char_t *app_instance,   const arm_int32_t flags,  const arm_buffer4_t *buffer4,   arm_app_start_handle_t *app_handle); Descriptionarm_start_application() indicates that an instance of an application has started running and is prepared to make ARM calls. In many cases, there will be only one application instance in a process, but there are…

arm_report_transaction – report transaction statistics Synopsis#include <arm4.h> arm_error_t arm_report_transaction(  const arm_app_start_handle_t app_handle,   const arm_id_t *tran_id,   const arm_tran_status_t tran_status,   const arm_response_time_t response_time,   const arm_stop_time_t stop_time,   const arm_correlator_t *parent_correlator,   const arm_correlator_t *current_correlator,   const arm_int32_t flags,   const arm_buffer4_t *buffer4); Descriptionarm_report_transaction() is used to report statistics about a transaction that has already completed.   arm_report_transaction() may be used instead of a paired arm_start_transaction() and arm_stop_transaction() call. The application…

arm_register_transaction – describe transaction Synopsis#include <arm4.h> arm_error_t arm_register_transaction(  const arm_id_t *app_id,   const arm_char_t *tran_name,   const arm_id_t *input_tran_id,   const arm_int32_t flags,  const arm_buffer4_t *buffer4,  arm_id_t *output_tran_id);  Descriptionarm_register_transaction() describes metadata about a transaction.   The application uses arm_register_transaction() to inform the ARM library of metadata about the transaction measured by the application. This metadata does not change from one application instance to another….

arm_register_metric – describe metrics Synopsis#include <arm4.h> arm_error_t arm_register_metric(  const arm_id_t *app_id,   const arm_char_t *name,   const arm_metric_format_t format,   const arm_metric_usage_t usage,   const arm_char_t *unit,   const arm_id_t *input_metric_id,   const arm_int32_t flags,  const arm_buffer4_t *buffer4,  arm_id_t *output_metric_id); Descriptionarm_register_metric() describes metadata about a metric. The application uses arm_register_metric() to inform the ARM library of metadata about each metric the application provides. ARM generates an ID that is passed…

arm_register_application – describe application Synopsis#include <arm4.h> arm_error_t arm_register_application(  const arm_char_t *app_name,   const arm_id_t *input_app_id,   const arm_int32_t flags,  const arm_buffer4_t *buffer4,  arm_id_t *output_app_id); Descriptionarm_register_application() describes metadata about an application. The application uses arm_register_application() to inform the ARM library of metadata about the application. This metadata does not change from one application instance to another. It contains part of the function of…

arm_is_charset_supported – check character encoding Synopsis#include <arm4.h> arm_error_t arm_is_charset_supported(  const arm_charset_t charset,  arm_boolean_t *supported); Descriptionarm_is_charset_supported() indicates whether an ARM library supports a specified character encoding. The default encoding for all strings provided by the application on all operating systems is UTF-8. An application may specify an alternate encoding when executing arm_register_application(), and then use it for all…

arm_get_error_message – get error message Synopsis#include <arm4.h> arm_error_t arm_get_error_message(  const arm_charset_t charset,  const arm_error_t code,   arm_message_buffer_t msg); Descriptionarm_get_error_message() stores a string containing an error message for the specified error code. ARM implementations return values that are specific to the implementation. The only enforced convention is that a return code of zero indicates that no errors are reported (though…

arm_get_correlator_length – get length of correlator Synopsis#include <arm4.h> arm_error_t arm_get_correlator_length(  const arm_correlator_t *correlator,   arm_correlator_length_t *length); Descriptionarm_get_correlator_length() returns the length of a correlator, based on the length field within the correlator header. Note that this length is not necessarily the length of the buffer containing the correlator. A correlator header contains a length field. arm_get_correlator_length() is used to…

arm_get_correlator_flags – get value of flag Synopsis#include <arm4.h> arm_error_t arm_get_correlator_flags(  const arm_correlator_t *correlator,   const arm_int32_t corr_flag_num,   arm_boolean_t *flag); Descriptionarm_get_correlator_flags() returns the value of a specified flag in the correlator header. A correlator header contains bit flags. arm_get_correlator_flags() is used to test the value of those flags. See arm_generate_correlator() for a description of a correlator. corr_flag_num is an enumerated…