Section 3: library functions
QuantLib::Date – Concrete date class. Synopsis #include <ql/time/date.hpp> Public Member Functions constructors Date () Default constructor returning a null date. Date (BigInteger serialNumber) Constructor taking a serial number as given by Applix or Excel. Date (Day d, Month m, Year y) More traditional constructor. inspectors Weekday weekday () const Day dayOfMonth () const Day dayOfYear…
QuantLib::FloatingRateCoupon – base floating-rate coupon class Synopsis #include <ql/cashflows/floatingratecoupon.hpp> Inherits QuantLib::Coupon, and QuantLib::Observer. Inherited by AverageBMACoupon, CappedFlooredCoupon, CmsCoupon, DigitalCoupon, IborCoupon, RangeAccrualFloatersCoupon, and SubPeriodsCoupon. Public Member Functions FloatingRateCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< InterestRateIndex > &index, const Real gearing=1.0, const Spread spread=0.0, const Date…
QuantLib::DayCounter – day counter class Synopsis #include <ql/time/daycounter.hpp> Inherited by Actual360, Actual365Fixed, ActualActual, Business252, OneDayCounter, SimpleDayCounter, and Thirty360. Classes class Impl abstract base class for day counter implementations Public Member Functions DayCounter () DayCounter interface bool empty () const Returns whether or not the day counter is initialized. std::string name () const Returns the name…
daxpy.f – Synopsis Functions/Subroutines subroutine daxpy (N, DA, DX, INCX, DY, INCY) DAXPY Function/Subroutine Documentation subroutine daxpy (integerN, double precisionDA, double precision, dimension(*)DX, integerINCX, double precision, dimension(*)DY, integerINCY) DAXPY Purpose: DAXPY constant times a vector plus a vector. uses unrolled loops for increments equal to one. Author: Univ. of Tennessee Univ. of California Berkeley…
NAME Date and time calculations – Classes class DateInterval Date interval described by a number of a given time unit. class PricingPeriod Time pricingperiod described by a number of a given time unit. class Calendar calendar class class Date Concrete date class. struct DateGeneration Date-generation rule. class DayCounter day counter class class Period Modules Calendars…
NAME QuantLib::Exercise – Base exercise class. SYNOPSIS #include <ql/exercise.hpp> Inherited by EarlyExercise, and EuropeanExercise. Public Types enum Type { American, Bermudan, European } Public Member Functions Exercise (Type type) Type type () const Date date (Size index) const const std::vector< Date > & dates () const Returns all exercise dates. Date lastDate () const Protected…
NAME QuantLib::Exercise – Base exercise class. SYNOPSIS #include <ql/exercise.hpp> Inherited by EarlyExercise, and EuropeanExercise. Public Types enum Type { American, Bermudan, European } Public Member Functions Exercise (Type type) Type type () const Date date (Size index) const const std::vector< Date > & dates () const Returns all exercise dates. Date lastDate () const Protected…
NAME QuantLib::Dividend – Predetermined cash flow. SYNOPSIS #include <ql/cashflows/dividend.hpp> Inherits QuantLib::CashFlow. Inherited by FixedDividend, and FractionalDividend. Public Member Functions Dividend (const Date &date) virtual Real amount (Real underlying) const =0 Event interface Date date () const CashFlow interface virtual Real amount () const =0 returns the amount of the cash flow Visitability virtual void accept…
NAME ql/utilities/dataformatters.hpp – output manipulators SYNOPSIS #include <ql/utilities/null.hpp> #include <ostream> Functions template<typename T > std::ostream & operator<< (std::ostream &, const null_checker< T > &) std::ostream & operator<< (std::ostream &, const ordinal_holder &) template<typename T > std::ostream & operator<< (std::ostream &, const power_of_two_holder< T > &) std::ostream & operator<< (std::ostream &, const percent_holder &) template<typename T…
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::Currency – Currency specification SYNOPSIS #include <ql/currency.hpp> Inherited by ARSCurrency, ATSCurrency, AUDCurrency, BDTCurrency, BEFCurrency, BGLCurrency, BRLCurrency, BYRCurrency, CADCurrency, CHFCurrency, CLPCurrency, CNYCurrency, COPCurrency, CYPCurrency, CZKCurrency, DEMCurrency, DKKCurrency, EEKCurrency, ESPCurrency, EURCurrency, FIMCurrency, FRFCurrency, GBPCurrency, GRDCurrency, HKDCurrency, HUFCurrency, IEPCurrency, ILSCurrency, INRCurrency, IQDCurrency, IRRCurrency, ISKCurrency, ITLCurrency, JPYCurrency, KRWCurrency, KWDCurrency, LTLCurrency, LUFCurrency, LVLCurrency, MTLCurrency, MXNCurrency, NLGCurrency, NOKCurrency, NPRCurrency, NZDCurrency,…
QuantLib::ConvexMonotone – Convex-monotone interpolation factory and traits. Synopsis #include <ql/math/interpolations/convexmonotoneinterpolation.hpp> Public Member Functions ConvexMonotone (Real quadraticity=0.3, Real monotonicity=0.7, bool forcePositive=true) template<class I1 , class I2 > Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const template<class I1 , class I2 > Interpolation localInterpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin,…
NAME ntlm_buf – SYNOPSIS #include <heimntlm.h> Data Fields size_t length void * data Detailed Description Buffer for storing data in the NTLM library. When filled in by the library it should be freed with heim_ntlm_free_buf(). Examples: test_ntlm.c. Field Documentation void* ntlm_buf::data pointer to the data itself Examples: test_ntlm.c. size_t ntlm_buf::length length buffer data Examples: test_ntlm.c….
dasum.f – Synopsis Functions/Subroutines DOUBLE PRECISION function dasum (N, DX, INCX) DASUM Function/Subroutine Documentation DOUBLE PRECISION function dasum (integerN, double precision, dimension(*)DX, integerINCX) DASUM Purpose: DASUM takes the sum of the absolute values. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: jack dongarra,…
NAME daemon – run in the background SYNOPSIS #include <unistd.h> int daemon(int nochdir, int noclose); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): daemon(): Since glibc 2.21 : _DEFAULT_SOURCE In glibc 2.19 and 2.20 : _DEFAULT_SOURCE || (_XOPEN_SOURCE && _XOPEN_SOURCE & nbsp; < 500) Up to and including glibc 2.19 : _BSD_SOURCE || (_XOPEN_SOURCE…
daala/daalaenc.h – The libdaala C encoding API. Synopsis #include ‘codec.h’ Macros #define _daala_daalaenc_H (1) #define OD_SET_QUANT 4000 Set the quantizer scale. #define OD_SET_COMPLEXITY 4002 Configure the encoder’s computational complexity level. #define OD_GET_COMPLEXITY 4004 Get the encoder’s computational complexity level. #define OD_SET_ACTIVITY_MASKING 4006 Whether activity masking should be used or not. #define OD_SET_QM 4008 Which quantization…
daala/daaladec.h – The libdaala C decoding API. Synopsis #include ‘codec.h’ Data Structures struct od_acct_symbol struct od_accounting_dict Dictionary for translating strings into id. struct od_accounting Macros #define _daala_daaladec_H (1) #define OD_DECCTL_SET_BSIZE_BUFFER (7001) #define OD_DECCTL_SET_FLAGS_BUFFER (7003) #define OD_DECCTL_SET_MV_BUFFER (7005) #define OD_DECCTL_SET_MC_IMG (7007) Copy the motion compensated reference into a user supplied daala_image. #define OD_DECCTL_GET_ACCOUNTING (7009) #define OD_DECCTL_SET_ACCOUNTING_ENABLED…
NAME daala_plane_info – Subsampling factors for a plane as a power of 2. SYNOPSIS #include <codec.h> Data Fields unsigned char xdec unsigned char ydec Detailed Description Subsampling factors for a plane as a power of 2. 4:2:0 would have {0, 0} for Y and {1, 1} for Cb and Cr. Author Generated automatically by Doxygen…
NAME daala_packet – SYNOPSIS Data Fields unsigned char * packet long bytes long b_o_s long e_o_s int64_t granulepos int64_t packetno Author Generated automatically by Doxygen for daala from the source code. Index
NAME daala_info – Configuration parameters for a codec instance. SYNOPSIS #include <codec.h> Data Fields unsigned char version_major unsigned char version_minor unsigned char version_sub int32_t pic_width pic_width,_height form a region of interest to encode int32_t pic_height uint32_t pixel_aspect_numerator uint32_t pixel_aspect_denominator uint32_t timebase_numerator uint32_t timebase_denominator uint32_t frame_duration int keyframe_granule_shift The amount to shift to extract the last…