The tevent helper functiions – Functions int tevent_timeval_compare (const struct timeval *tv1, const struct timeval *tv2) Compare two timeval values. struct timeval tevent_timeval_zero (void) Get a zero timval value. struct timeval tevent_timeval_current (void) Get a timeval value for the current time. struct timeval tevent_timeval_set (uint32_t secs, uint32_t usecs) Get a timeval structure with the given…
tevent_events – Chapter 2: Tevent events Tevent events Ok, after reading previous chapter we can start doing something useful. So, the way of creating events is similar for all types – signals, file descriptors, time or immediate events. At the beginning it is good to know about some typedefs which are set in tevent library…
tevent_data – Chapter 3: Accessing data Accessing data with tevent A tevent request is (usually) created together with a structure for storing the data necessary for an asynchronous computation. For these private data, tevent library uses void (generic) pointers, therefore any data type can be very simply pointed at. However, this attitude requires clear and…
tevent_context – Chapter 1: Tevent context Tevent with threads Tevent context is an essential logical unit of tevent library. For working with events at least one such context has to be created – allocated, initialized. Then, events which are meant to be caught and handled have to be registered within this specific context. Reason for…
The tevent compatibility functions – The following definitions are usueful only for compatibility with the implementation originally developed within the samba4 code and will be soon removed. The following definitions are usueful only for compatibility with the implementation originally developed within the samba4 code and will be soon removed. Please NEVER use in new code….
The tevent API – The tevent low-level API. Modules The tevent request functions. A tevent_req represents an asynchronous computation. The tevent helper functiions The tevent queue functions A tevent_queue is used to queue up async requests that must be serialized. The tevent operation functions The following structure and registration functions are exclusively needed for people…
QuantLib::Parameter – Base class for model arguments. Synopsis const Array & params () const void setParam (Size i, Real x) bool testParams (const Array ¶ms) const Size size () const Real operator() (Time t) const const boost::shared_ptr< Impl > & implementation () const Protected Member Functions Inherited by ConstantParameter, NullParameter, PiecewiseConstantParameter, and TermStructureFittingParameter. Classes class…
QuantLib::OneFactorGaussianCopula – One-factor Gaussian Copula. Synopsis OneFactorGaussianCopula (const Handle< Quote > &correlation, Real maximum=5, Size integrationSteps=50) Real density (Real m) const Density function of M. Real cumulativeZ (Real z) const Cumulative distribution of Z. Real cumulativeY (Real y) const Real testCumulativeY (Real y) const Real inverseCumulativeY (Real p) const Inherits QuantLib::OneFactorCopula. Public Member Functions OneFactorGaussianCopula…
test – Test Suite Class ActualActual the correctness of the results is checked against known good values. Class AnalyticBarrierEngine the correctness of the returned value is tested by reproducing results available in literature. Class AnalyticBSMHullWhiteEngine the correctness of the returned value is tested by reproducing results available in web/literature Class AnalyticCliquetEngine…
termios, tcgetattr, tcsetattr, tcsendbreak, tcdrain, tcflush, tcflow, cfmakeraw, cfgetospeed, cfgetispeed, cfsetispeed, cfsetospeed, cfsetspeed – get and set terminal attributes, line control, get and set baud rate Synopsis #include <termios.h> #include <unistd.h> int tcgetattr(int fd, struct termios *termios_p); int tcsetattr(int fd, int optional_actions, const struct termios *termios_p); int tcsendbreak(int fd, int duration); int tcdrain(int fd); int…
QuantLib::Schedule – Payment schedule. Synopsis typedef std::vector< Date >::const_iterator const_iterator const_iterator begin () const const_iterator end () const const_iterator lower_bound (const Date &d=Date()) const Public Member Functions typedef std::vector< Date >::const_iterator const_iterator const_iterator begin () const const_iterator end () const const_iterator lower_bound (const Date &d=Date()) const Date access Size size () const const Date &…
QuantLib::BMAIndex – Bond Market Association index. Synopsis BMAIndex (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Inherits QuantLib::InterestRateIndex. Public Member Functions BMAIndex (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Index interface std::string name () const bool isValidFixingDate (const Date &fixingDate) const returns TRUE if the fixing date is a valid one InterestRateIndex interface Handle< YieldTermStructure >…
QuantLib::FixedRateBondHelper – fixed-coupon bond helper Synopsis void accept (AcyclicVisitor &) Protected Attributes Inherits BootstrapHelper< YieldTermStructure >. Public Member Functions void accept (AcyclicVisitor &) Protected Attributes BootstrapHelper interface Real impliedQuote () const void setTermStructure (YieldTermStructure *) sets the term structure to be used for pricing additional inspectors boost::shared_ptr< FixedRateBond > bond () const Visitability void accept…
QuantLib::InterestRateIndex – base class for interest rate indexes Synopsis virtual Date valueDate (const Date &fixingDate) const virtual Date maturityDate (const Date &valueDate) const =0 Protected Member Functions virtual Rate forecastFixing (const Date &fixingDate) const =0 Protected Attributes Inherits QuantLib::Index, and QuantLib::Observer. Inherited by BMAIndex, IborIndex, and SwapIndex. Public Member Functions InterestRateIndex (const std::string &familyName, const…
QuantLib::InterestRateIndex – base class for interest rate indexes Synopsis virtual Date valueDate (const Date &fixingDate) const virtual Date maturityDate (const Date &valueDate) const =0 Protected Member Functions virtual Rate forecastFixing (const Date &fixingDate) const =0 Protected Attributes Inherits QuantLib::Index, and QuantLib::Observer. Inherited by BMAIndex, IborIndex, and SwapIndex. Public Member Functions InterestRateIndex (const std::string &familyName, const…
tempnam – create a name for a temporary file Synopsis #include <stdio.h> char *tempnam(const char *dir, const char *pfx); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): tempnam(): Since glibc 2.19: _DEFAULT_SOURCE Glibc 2.19 and earlier: _BSD_SOURCE || _SVID_SOURCE Description Never use this function. Use mkstemp(3) or tmpfile(3) instead. The tempnam() function returns a pointer to…
QuantLib::Interpolation::templateImpl – basic template implementation Synopsis #include <ql/math/interpolation.hpp> Inherits QuantLib::Interpolation::Impl. Public Member Functions templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) Real xMin () const Real xMax () const std::vector< Real > xValues () const std::vector< Real > yValues () const bool isInRange (Real x) const Protected Member Functions Size locate (Real x)…
telldir – return current location in directory stream Synopsis #include <dirent.h> long telldir(DIR *dirp); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): telldir(): _XOPEN_SOURCE || /* Glibc since 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE Description The telldir() function returns the current location associated with the directory stream dirp. Return Value On success, the telldir() function returns the current location…
tsearch, tfind, tdelete, twalk, tdestroy – manage a binary search tree Synopsis #include <search.h> typedef enum { preorder, postorder, endorder, leaf } VISIT; void *tsearch(const void *key, void **rootp, int (*compar)(const void *, const void *)); void *tfind(const void *key, void *const *rootp, int (*compar)(const void *, const void *)); void *tdelete(const void *key, void…
tsearch, tfind, tdelete, twalk, tdestroy – manage a binary search tree Synopsis #include <search.h> typedef enum { preorder, postorder, endorder, leaf } VISIT; void *tsearch(const void *key, void **rootp, int (*compar)(const void *, const void *)); void *tfind(const void *key, void *const *rootp, int (*compar)(const void *, const void *)); void *tdelete(const void *key, void…