Linux Manuals session 3

QuantLib::DefaultProbabilityTermStructure – default probability term structure Synopsis #include <ql/termstructures/defaulttermstructure.hpp> Inherits QuantLib::TermStructure. Inherited by DefaultDensityStructure, and HazardRateStructure. Public Member Functions Constructors See the TermStructure documentation for issues regarding constructors. DefaultProbabilityTermStructure (const DayCounter &dc=DayCounter()) default constructor DefaultProbabilityTermStructure (const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter()) initialize with a fixed reference date DefaultProbabilityTermStructure (Natural settlementDays, const Calendar…

QuantLib::CreditDefaultSwap – Credit default swap. Synopsis #include <ql/instruments/creditdefaultswap.hpp> Inherits QuantLib::Instrument. Public Member Functions Constructors CreditDefaultSwap (Protection::Side side, Real notional, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const boost::shared_ptr< Claim > &=boost::shared_ptr< Claim >()) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments…

QuantLib::CreditDefaultSwap – Credit default swap. Synopsis #include <ql/instruments/creditdefaultswap.hpp> Inherits QuantLib::Instrument. Public Member Functions Constructors CreditDefaultSwap (Protection::Side side, Real notional, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const boost::shared_ptr< Claim > &=boost::shared_ptr< Claim >()) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments…

QuantLib::HazardRateStructure – hazard-rate adapter for default-probability term structures Synopsis #include <ql/termstructures/credit/hazardratestructure.hpp> Inherits QuantLib::DefaultProbabilityTermStructure. Inherited by FlatHazardRate, and InterpolatedHazardRateCurve< Interpolator >. Public Member Functions Constructors See the TermStructure documentation for issues regarding constructors. HazardRateStructure (const DayCounter &dc=DayCounter()) default constructor HazardRateStructure (const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter()) initialize with a fixed reference date HazardRateStructure…

QuantLib::DefaultProbabilityTermStructure – default probability term structure Synopsis #include <ql/termstructures/defaulttermstructure.hpp> Inherits QuantLib::TermStructure. Inherited by DefaultDensityStructure, and HazardRateStructure. Public Member Functions Constructors See the TermStructure documentation for issues regarding constructors. DefaultProbabilityTermStructure (const DayCounter &dc=DayCounter()) default constructor DefaultProbabilityTermStructure (const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter()) initialize with a fixed reference date DefaultProbabilityTermStructure (Natural settlementDays, const Calendar…

QuantLib::InterpolatedDefaultDensityCurve – interpolated default-density curve Synopsis #include <ql/termstructures/credit/interpolateddefaultdensitycurve.hpp> Inherits QuantLib::DefaultDensityStructure, and boost::noncopyable. Public Member Functions InterpolatedDefaultDensityCurve (const std::vector< Date > &dates, const std::vector< Real > &densities, const DayCounter &dayCounter, const Calendar &calendar=Calendar(), const Interpolator &interpolator=Interpolator()) TermStructure interface Date maxDate () const the latest date for which the curve can return values other inspectors const std::vector<…

NAME ql/default.hpp – Classes for default-event handling. SYNOPSIS #include <ql/event.hpp> Classes class DefaultEvent Credit-default event. struct Protection information on a default-protection contract Enumerations enum Seniority { Senior, Subordinated, Secured, UpperTier, Tier1, PolicyClaims, AnySeniority } Seniority of a default event. enum Restructuring { NoRestructuring, ModifiedRestructuring, ModifiedModifiedRestructuring, FullRestructuring, AnyRestructuring } Restructuring of a default event. Detailed Description…

deductionguidesforstd::weak_ptr – deductionguidesforstd::weak_ptr Synopsis Defined in header <memory> template<class T> (since C++17) weak_ptr(std::shared_ptr<T>) -> weak_ptr<T>; One deduction_guide is provided for std::weak_ptr to account for the edge case missed by the implicit deduction guides. Example // Run this code   #include <memory>   int main()   {       auto p = std::make_shared<int>(42);       std::weak_ptr w{p}; // explicit deduction guide is used…

deductionguidesforstd::vector – deductionguidesforstd::vector Synopsis Defined in header <vector> template< class InputIt, class Alloc = std::allocator<typename std::iterator_traits<InputIt>::value_type>> (since C++17) vector(InputIt, InputIt, Alloc = Alloc()) -> vector<typename std::iterator_traits<InputIt>::value_type, Alloc>; This deduction_guide is provided for vector to allow deduction from an iterator range. This overload only participates in overload resolution if InputIt satisfies LegacyInputIterator and Alloc satisfies Allocator….

deductionguidesforstd::valarray – deductionguidesforstd::valarray Synopsis Defined in header <valarray> template<typename T, std::size_t cnt> (since C++17) valarray(const T(&)[cnt], std::size_t) -> valarray<T>; This deduction_guide is provided for std::valarray to allow deduction from array and size (note that deduction from pointer and size is covered by the implicit guides) Example // Run this code   #include <valarray>   int main() {…

deductionguidesforstd::unordered_set – deductionguidesforstd::unordered_set Synopsis Defined in header <unordered_set> template<class InputIt, class Hash = std::hash<typename std::iterator_traits<InputIt>::value_type>, class Pred = std::equal_to<typename std::iterator_traits<InputIt>::value_type>, class Alloc = std::allocator<typename std::iterator_traits<InputIt>::value_type>> (1) (since C++17) unordered_set(InputIt, InputIt, typename /*see below*/::size_type = /*see below*/, Hash = Hash(), Pred = Pred(), Alloc = Alloc()) -> unordered_set<typename std::iterator_traits<InputIt>::value_type, Hash, Pred, Alloc>; template<class T, class Hash…

deductionguidesforstd::unordered_multiset – deductionguidesforstd::unordered_multiset Synopsis Defined in header <unordered_set> template<class InputIt, class Hash = std::hash<typename std::iterator_traits<InputIt>::value_type>, class Pred = std::equal_to<typename std::iterator_traits<InputIt>::value_type>, class Alloc = std::allocator<typename std::iterator_traits<InputIt>::value_type>> (1) (since C++17) unordered_multiset(InputIt, InputIt, typename /*see below*/::size_type = /*see below*/, Hash = Hash(), Pred = Pred(), Alloc = Alloc()) -> unordered_multiset<typename std::iterator_traits<InputIt>::value_type, Hash, Pred, Alloc>; template<class T, class Hash…

deductionguidesforstd::unordered_multimap – deductionguidesforstd::unordered_multimap Synopsis Defined in header <unordered_map> template<class InputIt, class Hash = std::hash<iter_key_t<InputIt>>, class Pred = std::equal_to<iter_key_t<InputIt>>, class Alloc = std::allocator<iter_to_alloc_t<InputIt>>> (1) (since C++17) unordered_multimap(InputIt, InputIt, typename /*see below*/::size_type = /*see below*/, Hash = Hash(), Pred = Pred(), Alloc = Alloc()) -> unordered_multimap<iter_key_t<InputIt>, iter_val_t<InputIt>, Hash, Pred, Alloc>; template<class Key, class T, class Hash =…

deductionguidesforstd::unordered_map – deductionguidesforstd::unordered_map Synopsis Defined in header <unordered_map> template<class InputIt, class Hash = std::hash<iter_key_t<InputIt>>, class Pred = std::equal_to<iter_key_t<InputIt>>, class Alloc = std::allocator<iter_to_alloc_t<InputIt>>> (1) (since C++17) unordered_map(InputIt, InputIt, typename /*see below*/::size_type = /*see below*/, Hash = Hash(), Pred = Pred(), Alloc = Alloc()) -> unordered_map<iter_key_t<InputIt>, iter_val_t<InputIt>, Hash, Pred, Alloc>; template<class Key, class T, class Hash =…

deductionguidesforstd::tuple – deductionguidesforstd::tuple Synopsis Defined in header <tuple> template<class… UTypes> (1) (since C++17) tuple(UTypes…) -> tuple<UTypes…>; template<class T1, class T2> (2) (since C++17) tuple(std::pair<T1, T2>) -> tuple<T1, T2>; template<class Alloc, class… UTypes> (3) (since C++17) tuple(std::allocator_arg_t, Alloc, UTypes…) -> tuple<UTypes…>; template<class Alloc, class T1, class T2> (4) (since C++17) tuple(std::allocator_arg_t, Alloc, std::pair<T1, T2>) -> tuple<T1,…

deductionguidesforstd::stack – deductionguidesforstd::stack Synopsis Defined in header <stack> template<class Container> stack(Container) (1) (since C++17) -> stack<typename Container::value_type, Container>; template<class Container, class Allocator> stack(Container, Allocator) (2) (since C++17) -> stack<typename Container::value_type, Container>; These deduction_guides are provided for stack to allow deduction from underlying container type. This overload only participates in overload resolution if Alloc satisfies Allocator,…

deductionguidesforstd::span – deductionguidesforstd::span Synopsis Defined in header <span> template<class T, std::size_t N> (1) span(T (&)[N]) -> span<T, N>; template<class T, std::size_t N> (2) span(std::array<T, N>&) -> span<T, N>; template<class T, std::size_t N> (3) span(const std::array<T, N>&) -> span<const T, N>; template<class Container> (4) span(Container&) -> span<typename Container::value_type>; template<class Container> (5) span(const Container&) -> span<const typename…

deductionguidesforstd::shared_ptr – deductionguidesforstd::shared_ptr Synopsis Defined in header <memory> template <class T> (1) (since C++17) shared_ptr(std::weak_ptr<T>) -> shared_ptr<T>; template <class T, class D> (2) (since C++17) shared_ptr(std::unique_ptr<T, D>) -> shared_ptr<T>; These deduction_guides are provided for std::shared_ptr to account for the edge cases missed by the implicit deduction guides. Note that there is no class template argument…

deductionguidesforstd::set – deductionguidesforstd::set Synopsis Defined in header <set> template<class InputIt, class Comp = std::less<typename std::iterator_traits<InputIt>::value_type>, class Alloc = std::allocator<typename std::iterator_traits<InputIt>::value_type>> (1) (since C++17) set(InputIt, InputIt, Comp = Comp(), Alloc = Alloc()) -> set<typename std::iterator_traits<InputIt>::value_type, Comp, Alloc>; template<class Key, class Comp = std::less<Key>, class Alloc = std::allocator<Key>> set(std::initializer_list<Key>, Comp = Comp(), Alloc = Alloc()) (2) (since…

deductionguidesforstd::scoped_allocator_adaptor – deductionguidesforstd::scoped_allocator_adaptor Synopsis Defined in header <scoped_allocator> template<class OuterAlloc, class… InnerAllocs> scoped_allocator_adaptor(OuterAlloc, InnerAllocs…) (since C++17) -> scoped_allocator_adaptor<OuterAllocator, InnerAllocs…>; One deduction_guide is provided for std::scoped_allocator_adaptor to make it possible to deduce its outer allocator. Example  This section is incomplete  Reason: no example