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Tspi_Context_CloseObject – destroy resources associated with an object handle. Synopsis#include <tss/platform.h> #include <tss/tcpa_defines.h> #include <tss/tcpa_typedef.h> #include <tss/tcpa_struct.h> #include <tss/tss_typedef.h> #include <tss/tss_structs.h> #include <tss/tspi.h> TSS_RESULT Tspi_Context_CloseObject(TSS_HCONTEXT hContext, TSS_HOBJECT hObject);DescriptionTSS_Context_CloseObject destroys the object associated with the object handle. All allocated resources associated within the object are also released. ParametershContextThe handle of the context object. hObjectThe handle of…

Tspi_Context_Close – destroy a TSP context handle. Synopsis#include <tss/platform.h> #include <tss/tcpa_defines.h> #include <tss/tcpa_typedef.h> #include <tss/tcpa_struct.h> #include <tss/tss_typedef.h> #include <tss/tss_structs.h> #include <tss/tspi.h> TSS_RESULT Tspi_Context_Close(TSS_HCONTEXT hLocalContext);DescriptionTspi_Context_Close destroys a context by passing in the handle to that context. ParametershLocalContextThe handle to the context to be closed. Return CodesTspi_Context_Close returns TSS_SUCCESS on success, otherwise one of the following values…

Tspi_ChangeAuthAsym – change the authorization data of an entity using asymmetric change protocol. Synopsis#include <tss/platform.h> #include <tss/tcpa_defines.h> #include <tss/tcpa_typedef.h> #include <tss/tcpa_struct.h> #include <tss/tss_typedef.h> #include <tss/tss_structs.h> #include <tss/tspi.h> TSS_RESULT Tspi_ChangeAuthAsym(TSS_HOBJECT hObjectToChange, TSS_HOBJECT hParentObject, TSS_HKEY hIdentKey, TSS_HPOLICY hNewPolicy);DescriptionTspi_ChangeAuthAsym changes the authorization data (secret) of an entity (object) utilizing the asymmetric change protocol and assigns the object to…

Tspi_ChangeAuth – change the authorization data of an entity. Synopsis#include <tss/platform.h> #include <tss/tcpa_defines.h> #include <tss/tcpa_typedef.h> #include <tss/tcpa_struct.h> #include <tss/tss_typedef.h> #include <tss/tss_structs.h> #include <tss/tspi.h> TSS_RESULT Tspi_ChangeAuth(TSS_HOBJECT hObjectToChange, TSS_HOBJECT hParentObject, TSS_HPOLICY hNewPolicy );DescriptionTspi_ChangeAuth changes the authorization data (secret) of an entity (object) and assigns the object to the policy object. All classes using secrets provide this method…

QuantLib::TsiveriotisFernandesLattice – Binomial lattice approximating the Tsiveriotis-Fernandes model. Synopsis#include <ql/methods/lattices/tflattice.hpp> Inherits BlackScholesLattice< T >. Public Member FunctionsTsiveriotisFernandesLattice (const boost::shared_ptr< T > &tree, Rate riskFreeRate, Time end, Size steps, Real creditSpread, Volatility volatility, Spread divYield) Rate riskFreeRate () const Real creditSpread () const Real dt () const Protected Member Functionsvoid stepback (Size i, const Array &values,…

QuantLib::TrinomialTree – Recombining trinomial tree class. Synopsis#include <ql/methods/lattices/trinomialtree.hpp> Inherits Tree< TrinomialTree >. Public Typesenum Branches { branches = 3 } Public Member FunctionsTrinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, const TimeGrid &timeGrid, bool isPositive=false) Real dx (Size i) const const TimeGrid & timeGrid () const Size size (Size i) const Real underlying (Size i, Size index)…

QuantLib::Trigeorgis – Trigeorgis (additive equal jumps) binomial tree Synopsis#include <ql/methods/lattices/binomialtree.hpp> Inherits EqualJumpsBinomialTree< Trigeorgis >. Public Member FunctionsTrigeorgis (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) Detailed DescriptionTrigeorgis (additive equal jumps) binomial tree AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::TridiagonalOperator – Base implementation for tridiagonal operator. Synopsis#include <ql/methods/finitedifferences/tridiagonaloperator.hpp> Inherited by BSMOperator, DMinus, DPlus, DPlusDMinus, DZero, and PdeOperator< PdeClass >. Classesclass TimeSetter encapsulation of time-setting logic Public Typestypedef Array array_type Public Member FunctionsTridiagonalOperator (Size size=0) TridiagonalOperator (const Array &low, const Array &mid, const Array &high) TridiagonalOperator (const Disposable< TridiagonalOperator > &) TridiagonalOperator & operator= (const…

QuantLib::TreeVanillaSwapEngine – Numerical lattice engine for simple swaps. Synopsis#include <ql/pricingengines/swap/treeswapengine.hpp> Inherits LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >. Public Member Functionsvoid calculate () const Constructors Note: the term structure is only needed when the short-rate model cannot provide one itself. TreeVanillaSwapEngine (const boost::shared_ptr< ShortRateModel > &, Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) TreeVanillaSwapEngine (const boost::shared_ptr<…

QuantLib::TreeSwaptionEngine – Numerical lattice engine for swaptions. Synopsis#include <ql/pricingengines/swaption/treeswaptionengine.hpp> Inherits LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >. Public Member Functionsvoid calculate () const Constructors Note: the term structure is only needed when the short-rate model cannot provide one itself. TreeSwaptionEngine (const boost::shared_ptr< ShortRateModel > &, Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) TreeSwaptionEngine (const boost::shared_ptr< ShortRateModel…

QuantLib::TreeLattice2D – Two-dimensional tree-based lattice. Synopsis#include <ql/methods/lattices/lattice2d.hpp> Inherits TreeLattice< Impl >. Public Member FunctionsTreeLattice2D (const boost::shared_ptr< T > &tree1, const boost::shared_ptr< T > &tree2, Real correlation) Size size (Size i) const Size descendant (Size i, Size index, Size branch) const Real probability (Size i, Size index, Size branch) const Protected Member FunctionsDisposable< Array > grid…

QuantLib::TreeLattice1D – One-dimensional tree-based lattice. Synopsis#include <ql/methods/lattices/lattice1d.hpp> Inherits TreeLattice< Impl >. Public Member FunctionsTreeLattice1D (const TimeGrid &timeGrid, Size n) Disposable< Array > grid (Time t) const Real underlying (Size i, Size index) const Detailed Descriptiontemplate<class Impl> class QuantLib::TreeLattice1D< Impl >One-dimensional tree-based lattice. Derived classes must implement the following interface: Real underlying(Size i, Size index) const; …

QuantLib::TreeLattice – Tree-based lattice-method base class. Synopsis#include <ql/methods/lattices/lattice.hpp> Inherits QuantLib::Lattice, and CuriouslyRecurringTemplate< Impl >. Public Member FunctionsTreeLattice (const TimeGrid &timeGrid, Size n) const Array & statePrices (Size i) const void stepback (Size i, const Array &values, Array &newValues) const Lattice interface void initialize (DiscretizedAsset &, Time t) const initialize an asset at the given time….

QuantLib::TreeCapFloorEngine – Numerical lattice engine for cap/floors. Synopsis#include <ql/pricingengines/capfloor/treecapfloorengine.hpp> Inherits LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >. Public Member Functionsvoid calculate () const Constructors Note: the term structure is only needed when the short-rate model cannot provide one itself. TreeCapFloorEngine (const boost::shared_ptr< ShortRateModel > &model, Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) TreeCapFloorEngine (const boost::shared_ptr< ShortRateModel…

QuantLib::TreeCallableZeroCouponBondEngine – Numerical lattice engine for callable zero coupon bonds. Synopsis#include <ql/experimental/callablebonds/treecallablebondengine.hpp> Inherits QuantLib::TreeCallableFixedRateBondEngine. Public Member FunctionsTreeCallableZeroCouponBondEngine (const boost::shared_ptr< ShortRateModel > &model, const Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) TreeCallableZeroCouponBondEngine (const boost::shared_ptr< ShortRateModel > &model, const TimeGrid &timeGrid, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) Detailed DescriptionNumerical lattice engine for callable zero…

QuantLib::TreeCallableFixedRateBondEngine – Numerical lattice engine for callable fixed rate bonds. Synopsis#include <ql/experimental/callablebonds/treecallablebondengine.hpp> Inherits LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >. Inherited by TreeCallableZeroCouponBondEngine. Public Member Functionsvoid calculate () const Constructors Note: the term structure is only needed when the short-rate model cannot provide one itself. TreeCallableFixedRateBondEngine (const boost::shared_ptr< ShortRateModel > &, const Size timeSteps, const Handle< YieldTermStructure >…

QuantLib::Tree – Tree approximating a single-factor diffusion Synopsis#include <ql/methods/lattices/tree.hpp> Inherits CuriouslyRecurringTemplate< T >. Public Member FunctionsTree (Size columns) Size columns () const Detailed Descriptiontemplate<class T> class QuantLib::Tree< T >Tree approximating a single-factor diffusion Derived classes must implement the following interface: public: Real underlying(Size i, Size index) const; Size size(Size i) const; Size descendant(Size i, Size…

QuantLib::TrapezoidIntegral – Integral of a one-dimensional function. Synopsis#include <ql/math/integrals/trapezoidintegral.hpp> Inherits QuantLib::Integrator. Public Member FunctionsTrapezoidIntegral (Real accuracy, Size maxIterations) Protected Member FunctionsReal integrate (const boost::function< Real(Real)> &f, Real a, Real b) const Detailed Descriptiontemplate<class IntegrationPolicy> class QuantLib::TrapezoidIntegral< IntegrationPolicy >Integral of a one-dimensional function. Given a target accuracy $ \psilon $, the integral of a function $…

TransientShell — The TransientShell widget class Synopsis#include <Xm/Xm.h> #include <X11/Shell.h>DescriptionTransientShell is used for shell windows that can be manipulated by the window manager, but are not allowed to be iconified separately. For example, DialogBoxes make no sense without their associated application. They are iconified by the window manager only if the main application shell is…

QuantLib::TransformedGrid – transformed grid Synopsis#include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member FunctionsTransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray () const Real…