Section 3: library functions
NAME desktop_color_depth – Finds out the desktop color depth. Allegro game programming library. SYNOPSIS #include <allegro.h> int desktop_color_depth(); DESCRIPTION Finds out the currently selected desktop color depth. You can use this information to make your program use the same color depth as the desktop, which will likely make it run faster because the graphic driver…
NAME QuantLib::PathPayoff – Abstract base class for path-dependent option payoffs. SYNOPSIS #include <ql/experimental/mcbasket/pathpayoff.hpp> Inherits std::unary_function<Matrix,Array>. Public Member Functions Payoff interface virtual std::string name () const =0 virtual std::string description () const =0 virtual Real operator() (const Matrix &values) const =0 Visitability virtual void accept (AcyclicVisitor &) Detailed Description Abstract base class for path-dependent option payoffs….
NAME QuantLib::ExtendedBinomialTree – Binomial tree base class. SYNOPSIS #include <ql/experimental/lattices/extendedbinomialtree.hpp> Inherits Tree< T >. Public Types enum Branches { branches = 2 } Public Member Functions ExtendedBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Size size (Size i) const Size descendant (Size, Size index, Size branch) const Protected Member Functions Real driftStep (Time…
NAME des_crypt, ecb_crypt, cbc_crypt, des_setparity, DES_FAILED – fast DES encryption SYNOPSIS #include <rpc/des_crypt.h> int ecb_crypt(char *key, char *data, unsigned datalen, unsigned mode); int cbc_crypt(char *key, char *data, unsigned datalen, unsigned mode, char *ivec); void des_setparity(char *key); int DES_FAILED(int status); DESCRIPTION ecb_crypt() and cbc_crypt() implement the NBS DES (Data Encryption Standard). These routines are faster and…
NAME des_crypt, ecb_crypt, cbc_crypt, des_setparity, DES_FAILED – fast DES encryption SYNOPSIS #include <rpc/des_crypt.h> int ecb_crypt(char *key, char *data, unsigned datalen, unsigned mode); int cbc_crypt(char *key, char *data, unsigned datalen, unsigned mode, char *ivec); void des_setparity(char *key); int DES_FAILED(int status); DESCRIPTION ecb_crypt() and cbc_crypt() implement the NBS DES (Data Encryption Standard). These routines are faster and…
NAME QuantLib::NormalDistribution – Normal distribution function. SYNOPSIS #include <ql/math/distributions/normaldistribution.hpp> Inherits std::unary_function<Real,Real>. Public Member Functions NormalDistribution (Real average=0.0, Real sigma=1.0) Real operator() (Real x) const Real derivative (Real x) const Detailed Description Normal distribution function. Given x, it returns its probability in a Gaussian normal distribution. It provides the first derivative too. Tests the correctness of…
NAME deprecated – Deprecated List Global dmlite_any_new_long_array (unsigned n, long *lv) Use dmlite_set_array instead. Global dmlite_any_new_string_array (unsigned n, const char **strv) Use dmlite_set_array instead. Index
NAME QuantLib::OneFactorCopula – Abstract base class for one-factor copula models. SYNOPSIS #include <ql/experimental/credit/onefactorcopula.hpp> Inherits QuantLib::LazyObject. Inherited by OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, and OneFactorStudentGaussianCopula. Public Member Functions OneFactorCopula (const Handle< Quote > &correlation, Real maximum=5, Size integrationSteps=50) virtual Real density (Real m) const =0 Density function of M. virtual Real cumulativeZ (Real z) const =0 Cumulative distribution…
NAME QuantLib::MultiAssetOption – Base class for options on multiple assets. SYNOPSIS #include <ql/instruments/multiassetoption.hpp> Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const…
QuantLib::OneAssetOption – Base class for options on a single asset. Synopsis #include <ql/instruments/oneassetoption.hpp> Inherits QuantLib::Option. Inherited by BarrierOption, CliquetOption, ContinuousAveragingAsianOption, ContinuousFixedLookbackOption, ContinuousFloatingLookbackOption, option, DiscreteAveragingAsianOption, DividendVanillaOption, ForwardVanillaOption, QuantoVanillaOption, and VanillaOption. Classes class results Results from single-asset option calculation Public Member Functions OneAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void fetchResults (const PricingEngine::results…
QuantLib::OneAssetOption – Base class for options on a single asset. Synopsis #include <ql/instruments/oneassetoption.hpp> Inherits QuantLib::Option. Inherited by BarrierOption, CliquetOption, ContinuousAveragingAsianOption, ContinuousFixedLookbackOption, ContinuousFloatingLookbackOption, option, DiscreteAveragingAsianOption, DividendVanillaOption, ForwardVanillaOption, QuantoVanillaOption, and VanillaOption. Classes class results Results from single-asset option calculation Public Member Functions OneAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void fetchResults (const PricingEngine::results…
daala_image – Representation of an image or video frame. Synopsis #include <codec.h> Data Fields daala_image_plane planes [OD_NPLANES_MAX] Typical 3 planes for Y, Cb, and Cr. int nplanes Number of planes (1 for greyscale, 3 for YCbCr, 4 for YCbCr+Alpha ) int32_t width Width and height in pixels. int32_t height Detailed Description Representation of an image…
NAME QuantLib::MultiAssetOption – Base class for options on multiple assets. SYNOPSIS #include <ql/instruments/multiassetoption.hpp> Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const…
NAME dehumanize_number humanize_number – format a number into a human readable form and viceversa LIBRARY Lb libbsd SYNOPSIS In bsd/stdlib.h Ft int Fn dehumanize_number const char *str int64_t *result Ft int Fn humanize_number char *buf size_t len int64_t number const char *suffix int scale int flags DESCRIPTION The Fn humanize_number function formats the signed 64…
NAME libmaxminddb – a library for working with MaxMind DB files SYNOPSIS #include < maxminddb.h> int MMDB_open( const char *const filename, uint32_t flags, MMDB_s & nbsp; *const mmdb); void MMDB_close(MMDB_s *const mmdb); MMDB_lookup_result_s MMDB_lookup_string( MMDB_s &…
NAME ql/termstructures/defaulttermstructure.hpp – default-probability term structure SYNOPSIS #include <ql/termstructure.hpp> Classes class DefaultProbabilityTermStructure default probability term structure Typedefs typedef Real Probability probability Detailed Description default-probability term structure Author Generated automatically by Doxygen for QuantLib from the source code. Index
NAME ql/termstructures/credit/defaultprobabilityhelpers.hpp – bootstrap helpers for default-probability term structures SYNOPSIS #include <ql/termstructures/defaulttermstructure.hpp> #include <ql/termstructures/bootstraphelper.hpp> #include <ql/time/dategenerationrule.hpp> Classes class CdsHelper Default-probability bootstrap helper based on quoted CDS spreads. Typedefs typedef BootstrapHelper< DefaultProbabilityTermStructure > DefaultProbabilityHelper alias for default-probability bootstrap helpers Detailed Description bootstrap helpers for default-probability term structures Author Generated automatically by Doxygen for QuantLib from the…
NAME default_store – generic storage of global data. SYNOPSIS #include <net-snmp/net-snmp-config.h> #include <net-snmp/config_api.h> int netsnmp_ds_set_boolean(int store, int which, int val); int netsnmp_ds_get_boolean(int store, int which); int netsnmp_ds_set_int(int store, int which, int val); int netsnmp_ds_get_int(int store, int which); int netsnmp_ds_set_string(int store, int which, const char *val); char *netsnmp_ds_get_string(int store, int which); int netsnmp_ds_register_config(u_char type, const char…
NAME default_palette – The default IBM BIOS palette. Allegro game programming library. SYNOPSIS #include <allegro.h> extern PALETTE default_palette; DESCRIPTION The default IBM BIOS palette. This will be automatically selected whenever you set a new graphics mode. The palette contains 16 basic colors plus many gradients between them. If you want to see the values, you…
ql/pricingengines/greeks.hpp – default greek calculations Synopsis #include <ql/processes/blackscholesprocess.hpp> Functions Real blackScholesTheta (const boost::shared_ptr< GeneralizedBlackScholesProcess > &, Real value, Real delta, Real gamma) default theta calculation for Black-Scholes options Real defaultThetaPerDay (Real theta) default theta-per-day calculation Detailed Description default greek calculations Author Generated automatically by Doxygen for QuantLib from the source code.