Section 3: library functions
NAME cacos, cacosf, cacosl – complex arc cosine SYNOPSIS #include <complex.h> double complex cacos(double complex z); float complex cacosf(float complex z); long double complex cacosl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc cosine of z. If y = cacos(z), then z = ccos(y). The real part of y is chosen in the interval…
NAME cacos, cacosf, cacosl – complex arc cosine SYNOPSIS #include <complex.h> double complex cacos(double complex z); float complex cacosf(float complex z); long double complex cacosl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc cosine of z. If y = cacos(z), then z = ccos(y). The real part of y is chosen in the interval…
NAME cabs, cabsf, cabsl – absolute value of a complex number SYNOPSIS #include <complex.h> double cabs(double complex z); float cabsf(float complex z); long double cabsl(long double complex z); Link with -lm. DESCRIPTION These functions return the absolute value of the complex number z. The result is a real number. VERSIONS These functions first appeared in…
NAME cabs, cabsf, cabsl – absolute value of a complex number SYNOPSIS #include <complex.h> double cabs(double complex z); float cabsf(float complex z); long double cabsl(long double complex z); Link with -lm. DESCRIPTION These functions return the absolute value of the complex number z. The result is a real number. VERSIONS These functions first appeared in…
NAME cabs, cabsf, cabsl – absolute value of a complex number SYNOPSIS #include <complex.h> double cabs(double complex z); float cabsf(float complex z); long double cabsl(long double complex z); Link with -lm. DESCRIPTION These functions return the absolute value of the complex number z. The result is a real number. VERSIONS These functions first appeared in…
cWait – wait a condition variable signal. Synopsis #include <util/ulocks.h> NEOERR *cWait(pthread_cond_t *cond, pthread_mutex_t *mutex); Arguments cond – condition variable to wait on. mutex – locked mutex to protect <cond>. Description Waits for a signal on condition variable <cond>. The mutex <mutex> must be locked by the thread. MT-Level: Safe. Return Value None. See Also…
cSignal – send signal to one waiting thread. Synopsis #include <util/ulocks.h> NEOERR *cSignal(pthread_cond_t *cond); Arguments cond – condition variable to send signal on. Description Sends a signal to one thread waiting on condition variable <cond>. MT-Level: Safe. Return Value None. See Also mCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3),…
cDestroy – destroy a condition variable. Synopsis #include <util/ulocks.h> void cDestroy(pthread_cond_t *cond); Arguments cond – condition variable to destroy. Description Destroys the condition variable <cond> that was initialized by cCreate(). MT-Level: Safe for unique <cond>. Return Value None. See Also mCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3), mLock
cCreate – initialize a condition variable. Synopsis #include <util/ulocks.h> NEOERR *cCreate(pthread_cond_t *cond); Arguments cond – condition variable to initialize. Description Initializes the condition variable <cond>. MT-Level: Safe for unique <cond>. Return Value None. See Also mCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3), mLock
QuantLib::CubicInterpolation – Cubic interpolation between discrete points. Synopsis #include <ql/math/interpolations/cubicinterpolation.hpp> Inherits QuantLib::Interpolation. Inherited by MonotonicNaturalCubicInterpolation, and NaturalCubicInterpolation. Public Types enum DerivativeApprox { Spline, FourthOrder, Parabolic, ModifiedParabolic, FritschButland, Akima, Kruger } enum BoundaryCondition { NotAKnot, FirstDerivative, SecondDerivative, Periodic, Lagrange } Public Member Functions template<class I1 , class I2 > CubicInterpolation (const I1 &xBegin, const I1 &xEnd,…
cBroadcast – broadcast signal to all waiting threads. Synopsis #include <util/ulocks.h> NEOERR *cBroadcast(pthread_cond_t *cond); Arguments cond – condition variable to broadcast on. Description Broadcasts a signal to all threads waiting on condition variable <cond>. MT-Level: Safe. Return Value None. See Also mCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3), mLock
NAME QuantLib::AbcdAtmVolCurve – Abcd-interpolated at-the-money (no-smile) volatility curve. SYNOPSIS #include <ql/experimental/volatility/abcdatmvolcurve.hpp> Inherits QuantLib::BlackAtmVolCurve, and QuantLib::LazyObject. Public Member Functions AbcdAtmVolCurve (Natural settlementDays, const Calendar &cal, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &volsHandles, const std::vector< bool > inclusionInInterpolationFlag=std::vector< bool >(1, true), BusinessDayConvention bdc=Following, const DayCounter &dc=Actual365Fixed()) floating reference date, floating market data…
NAME bzip2, bunzip2 – a block-sorting file compressor, v1.0.6 bzcat – decompresses files to stdout bzip2recover – recovers data from damaged bzip2 files SYNOPSIS bzip2 [ -cdfkqstvzVL123456789 ] [ filenames … ] bunzip2 [ -fkvsVL ] [ filenames … ] bzcat [ -s ] [ filenames … ] bzip2recover filename DESCRIPTION bzip2 compresses files using…
NAME bzero, explicit_bzero – zero a byte string SYNOPSIS #include <strings.h> void bzero(void *s, size_t n); #include <string.h> void explicit_bzero(void *s, size_t n); DESCRIPTION The bzero() function erases the data in the n bytes of the memory starting at the location pointed to by s, by writing zeros (bytes containing ‘
NAME htonl, htons, ntohl, ntohs – convert values between host and network byte order SYNOPSIS #include <arpa/inet.h> uint32_t htonl(uint32_t hostlong); uint16_t htons(uint16_t hostshort); uint32_t ntohl(uint32_t netlong); uint16_t ntohs(uint16_t netshort); DESCRIPTION The htonl() function converts the unsigned integer hostlong from host byte order to network byte order. The htons() function converts the unsigned short integer hostshort…
QuantLib::EnergyFuture – Energy future. Synopsis #include <ql/experimental/commodities/energyfuture.hpp> Inherits QuantLib::EnergyCommodity. Public Member Functions EnergyFuture (Integer buySell, const Quantity &quantity, const CommodityUnitCost &tradePrice, const boost::shared_ptr< CommodityIndex > &index, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts) bool isExpired () const returns whether the instrument is still tradable. Quantity quantity () const const CommodityUnitCost & tradePrice () const…
QuantLib::Calendar – calendar class Synopsis #include <ql/time/calendar.hpp> Inherited by Argentina, Australia, BespokeCalendar, Brazil, Canada, China, CzechRepublic, Denmark, Finland, Germany, HongKong, Hungary, Iceland, India, Indonesia, Italy, Japan, JointCalendar, Mexico, NewZealand, Norway, NullCalendar, Poland, SaudiArabia, Singapore, Slovakia, SouthAfrica, SouthKorea, Sweden, Switzerland, Taiwan, TARGET, Turkey, Ukraine, UnitedKingdom, and UnitedStates. Classes class Impl abstract base class for calendar implementations…
QuantLib::Forward – Abstract base forward class. Synopsis #include <ql/instruments/forward.hpp> Inherits QuantLib::Instrument. Inherited by FixedRateBondForward, and ForwardRateAgreement. Public Member Functions virtual Real spotValue () const =0 returns spot value/price of an underlying financial instrument virtual Real spotIncome (const Handle< YieldTermStructure > &incomeDiscountCurve) const =0 NPV of income/dividends/storage-costs etc. of underlying instrument. Inspectors virtual Date settlementDate ()…
NAME bug – Known Bugs Class AssetSwap fair prices are not calculated correctly when using indexed coupons. Class BlackCalculator When the variance is null, division by zero occur during the calculation of delta, delta forward, gamma, gamma forward, rho, dividend rho, vega, and strike sensitivity. Class CapHelper This helper does not register…
NAME QuantLib::LossDist – Probability formulas and algorithms. SYNOPSIS #include <ql/experimental/credit/lossdistribution.hpp> Inherited by LossDistBinomial, LossDistBucketing, LossDistHomogeneous, and LossDistMonteCarlo. Public Member Functions virtual Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const =0 virtual Size buckets () const =0 virtual Real maximum () const =0 Static Public Member Functions static Real binomialProbabilityOfNEvents (int…