Section 3: library functions
NAME dirfile_add_spec, dirfile_madd_spec — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_spec(DIRFILE *dirfile, const char *line, int fragment_index); int dirfile_madd_spec(DIRFILE *dirfile, const char *line, const char *parent); DESCRIPTION The dirfile_add_spec() function adds the field described by the field specification line in line to the dirfile specified by dirfile. The dirfile_madd_spec() function behaves…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add_bit, dirfile_add_clincom, dirfile_add_const, dirfile_add_cpolynom, dirfile_add_lincom, dirfile_add_linterp, dirfile_add_multiply, dirfile_add_phase, dirfile_add_polynom, dirfile_add_raw, dirfile_add_sbit, dirfile_add_string — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add_bit(DIRFILE *dirfile, const char *field_name, const char *in_field, gd_bit_t bitnum, gd_bit_t numbits, int fragment_index); int dirfile_add_clincom(DIRFILE *dirfile, const char *field_name, int n_fields, const char **in_fields, const double complex *cm, const double…
NAME dirfile_add, dirfile_madd — add a field to a dirfile SYNOPSIS #include <getdata.h> int dirfile_add(DIRFILE *dirfile, const gd_entry_t *entry); int dirfile_madd(DIRFILE *dirfile, const gd_entry_t *entry, const char *parent); DESCRIPTION The dirfile_add() function adds the field described by entry to the dirfile specified by dirfile. The dirfile_madd() function behaves similarly, but adds the field as a…
NAME dirfd – get directory stream file descriptor SYNOPSIS #include <sys/types.h> #include <dirent.h> int dirfd(DIR *dirp); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): dirfd(): /* Since glibc 2.10: */ _POSIX_C_SOURCE >= 200809L || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION The function dirfd() returns the file descriptor associated with the directory stream dirp. This file descriptor is the one used…
NAME QuantLib::MultiCubicSpline – N-dimensional cubic spline interpolation between discrete points. SYNOPSIS #include <ql/math/interpolations/multicubicspline.hpp> Public Types typedef c_splint::argument_type argument_type typedef c_splint::result_type result_type typedef c_splint::data_table data_table typedef c_splint::return_type return_type typedef c_splint::output_data output_data typedef c_splint::dimensions dimensions typedef c_splint::data data Public Member Functions MultiCubicSpline (const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false)) result_type…
NAME QuantLib::GenericSequenceStatistics – Statistics analysis of N-dimensional (sequence) data. SYNOPSIS #include <ql/math/statistics/sequencestatistics.hpp> Public Types typedef StatisticsType statistics_type typedef std::vector< typename StatisticsType::value_type > value_type Public Member Functions GenericSequenceStatistics (Size dimension=0) inspectors Size size () const covariance and correlation Disposable< Matrix > covariance () const returns the covariance Matrix Disposable< Matrix > correlation () const returns the…
NAME QuantLib::FaureRsg – Faure low-discrepancy sequence generator. SYNOPSIS #include <ql/math/randomnumbers/faurersg.hpp> Public Types typedef Sample< std::vector< Real > > sample_type Public Member Functions FaureRsg (Size dimensionality) const std::vector< long int > & nextIntSequence () const const std::vector< long int > & lastIntSequence () const const sample_type & nextSequence () const const sample_type & lastSequence () const…
NAME digi_recorder – Hook notifying you when a new sample buffer becomes available. Allegro game programming library. SYNOPSIS #include <allegro.h> extern void (*digi_recorder)(); DESCRIPTION If set, this function is called by the input driver whenever a new sample buffer becomes available, at which point you can use read_sound_input() to copy the data into a more…
NAME QuantLib::LfmHullWhiteParameterization – Libor market model parameterization based on Hull White paper SYNOPSIS #include <ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp> Inherits QuantLib::LfmCovarianceParameterization. Public Member Functions LfmHullWhiteParameterization (const boost::shared_ptr< LiborForwardModelProcess > &process, const boost::shared_ptr< OptionletVolatilityStructure > &capletVol, const Matrix &correlation=Matrix(), Size factors=1) Disposable< Matrix > diffusion (Time t, const Array &x=Null< Array >()) const Disposable< Matrix > covariance (Time t, const…
NAME QuantLib::ExtendedBlackScholesMertonProcess – experimental Black-Scholes-Merton stochastic process SYNOPSIS #include <ql/experimental/processes/extendedblackscholesprocess.hpp> Inherits QuantLib::GeneralizedBlackScholesProcess. Public Types enum Discretization { Euler, Milstein, PredictorCorrector } Public Member Functions ExtendedBlackScholesMertonProcess (const Handle< Quote > &x0, const Handle< YieldTermStructure > ÷ndTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization), Discretization evolDisc=Milstein)…