Author: Linux Manual

Heimdal wind library – Functions int wind_punycode_label_toascii (const uint32_t *in, size_t in_len, char *out, size_t *out_len) int wind_stringprep (const uint32_t *in, size_t in_len, uint32_t *out, size_t *out_len, wind_profile_flags flags) int wind_profile (const char *name, wind_profile_flags *flags) int wind_utf8ucs4 (const char *in, uint32_t *out, size_t *out_len) int wind_utf8ucs4_length (const char *in, size_t *out_len) int wind_ucs4utf8 (const…

Heimdal wind library – Functions int wind_punycode_label_toascii (const uint32_t *in, size_t in_len, char *out, size_t *out_len) int wind_stringprep (const uint32_t *in, size_t in_len, uint32_t *out, size_t *out_len, wind_profile_flags flags) int wind_profile (const char *name, wind_profile_flags *flags) int wind_utf8ucs4 (const char *in, uint32_t *out, size_t *out_len) int wind_utf8ucs4_length (const char *in, size_t *out_len) int wind_ucs4utf8 (const…

Heimdal wind library – Functions int wind_punycode_label_toascii (const uint32_t *in, size_t in_len, char *out, size_t *out_len) int wind_stringprep (const uint32_t *in, size_t in_len, uint32_t *out, size_t *out_len, wind_profile_flags flags) int wind_profile (const char *name, wind_profile_flags *flags) int wind_utf8ucs4 (const char *in, uint32_t *out, size_t *out_len) int wind_utf8ucs4_length (const char *in, size_t *out_len) int wind_ucs4utf8 (const…

Heimdal wind library – Functions int wind_punycode_label_toascii (const uint32_t *in, size_t in_len, char *out, size_t *out_len) int wind_stringprep (const uint32_t *in, size_t in_len, uint32_t *out, size_t *out_len, wind_profile_flags flags) int wind_profile (const char *name, wind_profile_flags *flags) int wind_utf8ucs4 (const char *in, uint32_t *out, size_t *out_len) int wind_utf8ucs4_length (const char *in, size_t *out_len) int wind_ucs4utf8 (const…

Heimdal wind library – Functions int wind_punycode_label_toascii (const uint32_t *in, size_t in_len, char *out, size_t *out_len) int wind_stringprep (const uint32_t *in, size_t in_len, uint32_t *out, size_t *out_len, wind_profile_flags flags) int wind_profile (const char *name, wind_profile_flags *flags) int wind_utf8ucs4 (const char *in, uint32_t *out, size_t *out_len) int wind_utf8ucs4_length (const char *in, size_t *out_len) int wind_ucs4utf8 (const…

Heimdal wind library – Functions int wind_punycode_label_toascii (const uint32_t *in, size_t in_len, char *out, size_t *out_len) int wind_stringprep (const uint32_t *in, size_t in_len, uint32_t *out, size_t *out_len, wind_profile_flags flags) int wind_profile (const char *name, wind_profile_flags *flags) int wind_utf8ucs4 (const char *in, uint32_t *out, size_t *out_len) int wind_utf8ucs4_length (const char *in, size_t *out_len) int wind_ucs4utf8 (const…

Heimdal wind library – Functions int wind_punycode_label_toascii (const uint32_t *in, size_t in_len, char *out, size_t *out_len) int wind_stringprep (const uint32_t *in, size_t in_len, uint32_t *out, size_t *out_len, wind_profile_flags flags) int wind_profile (const char *name, wind_profile_flags *flags) int wind_utf8ucs4 (const char *in, uint32_t *out, size_t *out_len) int wind_utf8ucs4_length (const char *in, size_t *out_len) int wind_ucs4utf8 (const…

Heimdal wind library – Functions int wind_punycode_label_toascii (const uint32_t *in, size_t in_len, char *out, size_t *out_len) int wind_stringprep (const uint32_t *in, size_t in_len, uint32_t *out, size_t *out_len, wind_profile_flags flags) int wind_profile (const char *name, wind_profile_flags *flags) int wind_utf8ucs4 (const char *in, uint32_t *out, size_t *out_len) int wind_utf8ucs4_length (const char *in, size_t *out_len) int wind_ucs4utf8 (const…

Heimdal wind library – Functions int wind_punycode_label_toascii (const uint32_t *in, size_t in_len, char *out, size_t *out_len) int wind_stringprep (const uint32_t *in, size_t in_len, uint32_t *out, size_t *out_len, wind_profile_flags flags) int wind_profile (const char *name, wind_profile_flags *flags) int wind_utf8ucs4 (const char *in, uint32_t *out, size_t *out_len) int wind_utf8ucs4_length (const char *in, size_t *out_len) int wind_ucs4utf8 (const…

Heimdal wind library – Functions int wind_punycode_label_toascii (const uint32_t *in, size_t in_len, char *out, size_t *out_len) int wind_stringprep (const uint32_t *in, size_t in_len, uint32_t *out, size_t *out_len, wind_profile_flags flags) int wind_profile (const char *name, wind_profile_flags *flags) int wind_utf8ucs4 (const char *in, uint32_t *out, size_t *out_len) int wind_utf8ucs4_length (const char *in, size_t *out_len) int wind_ucs4utf8 (const…

QuantLib::Error – Base error class. Synopsis #include <ql/errors.hpp> Inherits std::exception. Public Member Functions Error (const std::string &file, long line, const std::string &functionName, const std::string &message=”) ~Error () throw () const char * what () const throw () returns the error message. Detailed Description Base error class. Constructor & Destructor Documentation Error (const std::string & file,…

QuantLib::ReplicatingVarianceSwapEngine – Variance-swap pricing engine using replicating cost,. Synopsis ReplicatingVarianceSwapEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real dk=5.0, const std::vector< Real > &callStrikes=std::vector< Real >(), const std::vector< Real > &putStrikes=std::vector< Real >()) void calculate () const Protected Member Functions void computeOptionWeights (const std::vector< Real > &, const Option::Type, weights_type &optionWeights) const Real computeLogPayoff (const Real, const…

QuantLib::GaussianOrthogonalPolynomial – orthogonal polynomial for Gaussian quadratures Synopsis virtual Real mu_0 () const =0 virtual Real alpha (Size i) const =0 virtual Real beta (Size i) const =0 virtual Real w (Real x) const =0 Real value (Size i, Real x) const Real weightedValue (Size i, Real x) const Inherited by GaussHermitePolynomial, GaussHyperbolicPolynomial, GaussJacobiPolynomial, and…

QuantLib::CmsMarket – set of CMS quotes Synopsis void update () Inherits QuantLib::LazyObject. Public Member Functions CmsMarket (const std::vector< Period > &swapLengths, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< HaganPricer > > &pricers, const Handle< YieldTermStructure > &discountingTS) void…

QuantLib::CmsMarket – set of CMS quotes Synopsis void update () Inherits QuantLib::LazyObject. Public Member Functions CmsMarket (const std::vector< Period > &swapLengths, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< HaganPricer > > &pricers, const Handle< YieldTermStructure > &discountingTS) void…

QuantLib::CmsMarket – set of CMS quotes Synopsis void update () Inherits QuantLib::LazyObject. Public Member Functions CmsMarket (const std::vector< Period > &swapLengths, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< HaganPricer > > &pricers, const Handle< YieldTermStructure > &discountingTS) void…

QuantLib::CmsMarket – set of CMS quotes Synopsis void update () Inherits QuantLib::LazyObject. Public Member Functions CmsMarket (const std::vector< Period > &swapLengths, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< HaganPricer > > &pricers, const Handle< YieldTermStructure > &discountingTS) void…

QuantLib::CmsMarket – set of CMS quotes Synopsis void update () Inherits QuantLib::LazyObject. Public Member Functions CmsMarket (const std::vector< Period > &swapLengths, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< HaganPricer > > &pricers, const Handle< YieldTermStructure > &discountingTS) void…

QuantLib::CmsMarket – set of CMS quotes Synopsis void update () Inherits QuantLib::LazyObject. Public Member Functions CmsMarket (const std::vector< Period > &swapLengths, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< HaganPricer > > &pricers, const Handle< YieldTermStructure > &discountingTS) void…

QuantLib::GeneralStatistics – Statistics tool. Synopsis void add (Real value, Real weight=1.0) adds a datum to the set, possibly with a weight template<class DataIterator > void addSequence (DataIterator begin, DataIterator end) adds a sequence of data to the set, with default weight template<class DataIterator , class WeightIterator > void addSequence (DataIterator begin, DataIterator end, WeightIterator wbegin)…