Author: Linux Manual

QuantLib::HybridHestonHullWhiteProcess – Hybrid Heston Hull-White stochastic process. Synopsis const boost::shared_ptr< HullWhite > hullWhiteModel_ const Real corrEquityShortRate_ const Time T_ DiscountFactor endDiscount_ Inherits QuantLib::JointStochasticProcess. Public Member Functions HybridHestonHullWhiteProcess (const boost::shared_ptr< HestonProcess > &hestonProcess, const boost::shared_ptr< HullWhiteForwardProcess > &hullWhiteProcess, Real corrEquityShortRate, Size factors) void preEvolve (Time t0, const Array &x0, Time dt, const Array &dw) const Disposable<…

QuantLib::DiscretizedAsset – Discretized asset class used by numerical methods. Synopsis virtual void reset (Size size)=0 void preAdjustValues () void postAdjustValues () void adjustValues () virtual std::vector< Time > mandatoryTimes () const =0 Protected Member Functions Inherited by DiscretizedCallableFixedRateBond, DiscretizedCapFloor, DiscretizedConvertible, DiscretizedDiscountBond, DiscretizedOption, DiscretizedSwap, and DiscretizedVanillaOption. Public Member Functions inspectors Time time () const Time &…

QuantLib::DiscretizedAsset – Discretized asset class used by numerical methods. Synopsis virtual void reset (Size size)=0 void preAdjustValues () void postAdjustValues () void adjustValues () virtual std::vector< Time > mandatoryTimes () const =0 Protected Member Functions Inherited by DiscretizedCallableFixedRateBond, DiscretizedCapFloor, DiscretizedConvertible, DiscretizedDiscountBond, DiscretizedOption, DiscretizedSwap, and DiscretizedVanillaOption. Public Member Functions inspectors Time time () const Time &…

QuantLib::MarketModelMultiProduct – market-model product Synopsis virtual std::vector< Size > suggestedNumeraires () const =0 virtual const EvolutionDescription & evolution () const =0 virtual std::vector< Time > possibleCashFlowTimes () const =0 virtual Size numberOfProducts () const =0 virtual Size maxNumberOfCashFlowsPerProductPerStep () const =0 virtual void reset ()=0 during simulation put product at start of path virtual bool…

posix_spawn, posix_spawnp – spawn a process Synopsis #include <spawn.h> int posix_spawn(pid_t *pid, const char *path, const posix_spawn_file_actions_t *file_actions, const posix_spawnattr_t *attrp, char *const argv[], char *const envp[]); int posix_spawnp(pid_t *pid, const char *file, const posix_spawn_file_actions_t *file_actions, const posix_spawnattr_t *attrp, char *const argv[], char *const envp[]); Description The posix_spawn() and posix_spawnp() functions are used to create…

posix_spawn, posix_spawnp – spawn a process Synopsis #include <spawn.h> int posix_spawn(pid_t *pid, const char *path, const posix_spawn_file_actions_t *file_actions, const posix_spawnattr_t *attrp, char *const argv[], char *const envp[]); int posix_spawnp(pid_t *pid, const char *file, const posix_spawn_file_actions_t *file_actions, const posix_spawnattr_t *attrp, char *const argv[], char *const envp[]); Description The posix_spawn() and posix_spawnp() functions are used to create…

posix_openpt – open a pseudoterminal device Synopsis #include <fcntl.h> #include <stdlib.h> int posix_openpt(int flags); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): posix_openpt(): _XOPEN_SOURCE >= 600 Description The posix_openpt() function opens an unused pseudoterminal master device, returning a file descriptor that can be used to refer to that device. The flags argument is a bit mask that…

posix_memalign, aligned_alloc, memalign, valloc, pvalloc – allocate aligned memory Synopsis #include <stdlib.h> int posix_memalign(void **memptr, size_t alignment, size_t size); void *aligned_alloc(size_t alignment, size_t size); void *valloc(size_t size); #include <malloc.h> void *memalign(size_t alignment, size_t size); void *pvalloc(size_t size); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): posix_memalign(): _POSIX_C_SOURCE >= 200112L aligned_alloc(): _ISOC11_SOURCE valloc(): Since glibc 2.12: (_XOPEN_SOURCE >= 500) &&…

posix_madvise – give advice about patterns of memory usage Synopsis #include <sys/mman.h> int posix_madvise(void *addr, size_t len, int advice); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): posix_madvise(): _POSIX_C_SOURCE >= 200112L Description The posix_madvise() function allows an application to advise the system about its expected patterns of usage of memory in the address range starting…

posix_fallocate – allocate file space Synopsis #include <fcntl.h> int posix_fallocate(int fd, off_t offset, off_t len); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): posix_fallocate(): _POSIX_C_SOURCE >= 200112L Description The function posix_fallocate() ensures that disk space is allocated for the file referred to by the file descriptor fd for the bytes in the range starting at offset and…

position_mouse – Moves the mouse to the specified screen position. Allegro game programming library. Synopsis #include <allegro.h> void position_mouse(int x, int y); Description Moves the mouse to the specified screen position. It is safe to call even when a mouse pointer is being displayed. See Also install_mouse(3), position_mouse_z(3), set_mouse_range(3), set_mouse_speed(3), position_mouse_w(3)

QuantLib::VarianceSwap – Variance swap. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Instrument. Classes class arguments Arguments for forward fair-variance calculation class engine base class for variance-swap engines class results Results from variance-swap calculation Public Member Functions VarianceSwap (Position::Type position, Real strike, Real notional, const Date &startDate, const Date &maturityDate) void setupArguments (PricingEngine::arguments *args) const…

popt – Parse command line options Synopsis #include <popt.h> poptContext poptGetContext(const char *name, int argc, const char **argv, const struct poptOption *options, int flags); void poptFreeContext(poptContext con); void poptResetContext(poptContext con); int poptGetNextOpt(poptContext con); const char *poptGetOptArg(poptContext con); const char *poptGetArg(poptContext con); const char *poptPeekArg(poptContext con); const char **poptGetArgs(poptContext con); const char *const poptStrerror(const int error);…

popen, pclose – pipe stream to or from a process Synopsis #include <stdio.h> FILE *popen(const char *command, const char *type); int pclose(FILE *stream); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): popen(), pclose(): _POSIX_C_SOURCE >= 2     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE Description The popen() function opens a process by creating a pipe, forking, and invoking the shell. Since a…

QuantLib::RandomDefaultModel – Base class for random default models. Synopsis RandomDefaultModel (boost::shared_ptr< Pool > pool) virtual void nextSequence (Real tmax=QL_MAX_REAL)=0 Protected Attributes Inherited by GaussianRandomDefaultModel. Public Member Functions RandomDefaultModel (boost::shared_ptr< Pool > pool) virtual void nextSequence (Real tmax=QL_MAX_REAL)=0 Protected Attributes boost::shared_ptr< Pool > pool_ Detailed Description Base class for random default models. Provides sequences of random…

pool.h – C wrapper for DMLite Pool API. Synopsis #include ‘dmlite.h’ #include ‘any.h’ #include ‘inode.h’ #include ‘utils.h’ Data Structures struct dmlite_pool Pool data. struct dmlite_chunk Chunk of data. struct dmlite_location Collection of chunks that form a replica. Macros #define POOL_TYPE_MAX 16 #define POOL_MAX 16 Typedefs typedef struct dmlite_pool dmlite_pool Pool data. typedef struct dmlite_chunk dmlite_chunk…

polygon_z_normal, polygon_z_normal_f – Finds the Z component of the normal vector to three vertices. Allegro game programming library. Synopsis #include <allegro.h> fixed polygon_z_normal(const V3D *v1, const V3D *v2, const V3D *v3); float polygon_z_normal_f(const V3D_f *v1, const V3D_f *v2, const V3D_f *v3); Description Finds the Z component of the normal vector to the specified three vertices…

polygon_z_normal, polygon_z_normal_f – Finds the Z component of the normal vector to three vertices. Allegro game programming library. Synopsis #include <allegro.h> fixed polygon_z_normal(const V3D *v1, const V3D *v2, const V3D *v3); float polygon_z_normal_f(const V3D_f *v1, const V3D_f *v2, const V3D_f *v3); Description Finds the Z component of the normal vector to the specified three vertices…

polygon3d, polygon3d_f – Draws a 3d polygon onto the specified bitmap. Allegro game programming library. Synopsis #include <allegro.h> void polygon3d(BITMAP *bmp, int type, BITMAP *texture, int vc, V3D *vtx[]); void polygon3d_f(BITMAP *bmp, int type, BITMAP *texture, int vc, V3D_f *vtx[]); Description Draw 3d polygons onto the specified bitmap, using the specified rendering mode. Unlike the…

polygon3d, polygon3d_f – Draws a 3d polygon onto the specified bitmap. Allegro game programming library. Synopsis #include <allegro.h> void polygon3d(BITMAP *bmp, int type, BITMAP *texture, int vc, V3D *vtx[]); void polygon3d_f(BITMAP *bmp, int type, BITMAP *texture, int vc, V3D_f *vtx[]); Description Draw 3d polygons onto the specified bitmap, using the specified rendering mode. Unlike the…