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Reading key presses – How to read key presses from the braille terminal. Data Structures struct brlapi_expandedKeyCode_t struct brlapi_describedKeyCode_t struct brlapi_range_t Macros #define brlapi_ignoreAllKeys() brlapi_ignoreKeys(brlapi_rangeType_all, NULL, 0) #define brlapi_acceptAllKeys() brlapi_acceptKeys(brlapi_rangeType_all, NULL, 0) #define BRLAPI_UC_ROW 0x2800UL #define brlapi__ignoreAllKeys(handle) brlapi__ignoreKeys(handle, brlapi_rangeType_all, NULL, 0) #define brlapi__acceptAllKeys(handle) brlapi__acceptKeys(handle, brlapi_rangeType_all, NULL, 0) Enumerations enum brlapi_rangeType_t { brlapi_rangeType_all, brlapi_rangeType_type, brlapi_rangeType_command, brlapi_rangeType_key,…

Reading key presses – How to read key presses from the braille terminal. Data Structures struct brlapi_expandedKeyCode_t struct brlapi_describedKeyCode_t struct brlapi_range_t Macros #define brlapi_ignoreAllKeys() brlapi_ignoreKeys(brlapi_rangeType_all, NULL, 0) #define brlapi_acceptAllKeys() brlapi_acceptKeys(brlapi_rangeType_all, NULL, 0) #define BRLAPI_UC_ROW 0x2800UL #define brlapi__ignoreAllKeys(handle) brlapi__ignoreKeys(handle, brlapi_rangeType_all, NULL, 0) #define brlapi__acceptAllKeys(handle) brlapi__acceptKeys(handle, brlapi_rangeType_all, NULL, 0) Enumerations enum brlapi_rangeType_t { brlapi_rangeType_all, brlapi_rangeType_type, brlapi_rangeType_command, brlapi_rangeType_key,…

NAME QuantLib::Histogram – Histogram class. SYNOPSIS #include <ql/math/statistics/histogram.hpp> Public Types enum Algorithm { None, Sturges, FD, Scott } Public Member Functions constructors Histogram () template<class T > Histogram (T data_begin, T data_end, Size breaks) template<class T > Histogram (T data_begin, T data_end, Algorithm algorithm) template<class T , class U > Histogram (T data_begin, T data_end,…

NAME QuantLib::TrinomialTree – Recombining trinomial tree class. SYNOPSIS #include <ql/methods/lattices/trinomialtree.hpp> Inherits Tree< TrinomialTree >. Public Types enum Branches { branches = 3 } Public Member Functions TrinomialTree (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…

NAME QuantLib::CashFlows – cashflow-analysis functions SYNOPSIS #include <ql/cashflows/cashflows.hpp> Static Public Member Functions static Leg::const_iterator previousCashFlow (const Leg &leg, Date refDate=Date()) static Leg::const_iterator nextCashFlow (const Leg &leg, Date refDate=Date()) static Rate previousCouponRate (const Leg &leg, const Date &refDate=Date()) static Rate nextCouponRate (const Leg &leg, const Date &refDate=Date()) static Date startDate (const Leg &leg) static Date maturityDate…

NAME ql/termstructures/yield/bootstraptraits.hpp – bootstrap traits SYNOPSIS #include <ql/termstructures/yield/discountcurve.hpp> #include <ql/termstructures/yield/zerocurve.hpp> #include <ql/termstructures/yield/forwardcurve.hpp> #include <ql/termstructures/bootstraphelper.hpp> Classes struct Discount Discount-curve traits. struct ZeroYield Zero-curve traits. struct ForwardRate Forward-curve traits. Variables const Rate avgRate = 0.05 Detailed Description bootstrap traits Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME QuantLib::CompoundForward – compound-forward structure SYNOPSIS #include <ql/legacy/termstructures/compoundforward.hpp> Inherits QuantLib::ForwardRateStructure. Public Member Functions CompoundForward (const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Rate > &forwards, const Calendar &calendar, const BusinessDayConvention conv, const Integer compounding, const DayCounter &dayCounter) BusinessDayConvention businessDayConvention () const Integer compounding () const Date maxDate () const the latest date for…

NAME boolstuff – Disjunctive Normal Form boolean expression C++ library SYNOPSIS g++ prog.cpp -lboolstuff DESCRIPTION boolstuff is a C++ library that contains an algorithm to convert a boolean expression binary tree into the Disjunctive Normal Form. The NOT operator is supported. A C API covers most of the library’s functionality. The Disjunctive Normal Form is…

NAME QuantLib::FixedRateBondHelper – fixed-coupon bond helper SYNOPSIS #include <ql/termstructures/yield/bondhelpers.hpp> Inherits BootstrapHelper< YieldTermStructure >. Public Member Functions FixedRateBondHelper (const Handle< Quote > &cleanPrice, Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &dayCounter, BusinessDayConvention paymentConv=Following, Real redemption=100.0, const Date &issueDate=Date()) FixedRateBondHelper (const Handle< Quote > &cleanPrice, const boost::shared_ptr< FixedRateBond > &bond)…

QuantLib::AssetSwap – Bullet bond vs Libor swap. Synopsis #include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap. Classes class arguments Arguments for asset swap calculation class results Results from simple swap calculation Public Member Functions AssetSwap (bool payFixedRate, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, const boost::shared_ptr< IborIndex > &index, Spread spread, const Handle< YieldTermStructure > &discountCurve, const Schedule &floatSchedule=Schedule(),…

QuantLib::BMASwapRateHelper – Rate helper for bootstrapping over BMA swap rates. Synopsis #include <ql/termstructures/yield/ratehelpers.hpp> Inherits QuantLib::RelativeDateRateHelper. Public Member Functions BMASwapRateHelper (const Handle< Quote > &liborFraction, const Period &tenor, Natural settlementDays, const Calendar &calendar, const Period &bmaPeriod, BusinessDayConvention bmaConvention, const DayCounter &bmaDayCount, const boost::shared_ptr< BMAIndex > &bmaIndex, const boost::shared_ptr< IborIndex > &index) RateHelper interface Real impliedQuote ()…

QuantLib::BMASwap – swap paying Libor against BMA coupons Synopsis #include <ql/instruments/bmaswap.hpp> Inherits QuantLib::Swap. Public Types enum Type { Receiver = -1, Payer = 1 } Public Member Functions BMASwap (Type type, Real nominal, const Schedule &liborSchedule, Rate liborFraction, Rate liborSpread, const boost::shared_ptr< IborIndex > &liborIndex, const DayCounter &liborDayCount, const Schedule &bmaSchedule, const boost::shared_ptr< BMAIndex >…

QuantLib::BMASwap – swap paying Libor against BMA coupons Synopsis #include <ql/instruments/bmaswap.hpp> Inherits QuantLib::Swap. Public Types enum Type { Receiver = -1, Payer = 1 } Public Member Functions BMASwap (Type type, Real nominal, const Schedule &liborSchedule, Rate liborFraction, Rate liborSpread, const boost::shared_ptr< IborIndex > &liborIndex, const DayCounter &liborDayCount, const Schedule &bmaSchedule, const boost::shared_ptr< BMAIndex >…

QuantLib::BMASwap – swap paying Libor against BMA coupons Synopsis #include <ql/instruments/bmaswap.hpp> Inherits QuantLib::Swap. Public Types enum Type { Receiver = -1, Payer = 1 } Public Member Functions BMASwap (Type type, Real nominal, const Schedule &liborSchedule, Rate liborFraction, Rate liborSpread, const boost::shared_ptr< IborIndex > &liborIndex, const DayCounter &liborDayCount, const Schedule &bmaSchedule, const boost::shared_ptr< BMAIndex >…

QuantLib::BMASwapRateHelper – Rate helper for bootstrapping over BMA swap rates. Synopsis #include <ql/termstructures/yield/ratehelpers.hpp> Inherits QuantLib::RelativeDateRateHelper. Public Member Functions BMASwapRateHelper (const Handle< Quote > &liborFraction, const Period &tenor, Natural settlementDays, const Calendar &calendar, const Period &bmaPeriod, BusinessDayConvention bmaConvention, const DayCounter &bmaDayCount, const boost::shared_ptr< BMAIndex > &bmaIndex, const boost::shared_ptr< IborIndex > &index) RateHelper interface Real impliedQuote ()…

QuantLib::BMASwapRateHelper – Rate helper for bootstrapping over BMA swap rates. Synopsis #include <ql/termstructures/yield/ratehelpers.hpp> Inherits QuantLib::RelativeDateRateHelper. Public Member Functions BMASwapRateHelper (const Handle< Quote > &liborFraction, const Period &tenor, Natural settlementDays, const Calendar &calendar, const Period &bmaPeriod, BusinessDayConvention bmaConvention, const DayCounter &bmaDayCount, const boost::shared_ptr< BMAIndex > &bmaIndex, const boost::shared_ptr< IborIndex > &index) RateHelper interface Real impliedQuote ()…

QuantLib::BMASwapRateHelper – Rate helper for bootstrapping over BMA swap rates. Synopsis #include <ql/termstructures/yield/ratehelpers.hpp> Inherits QuantLib::RelativeDateRateHelper. Public Member Functions BMASwapRateHelper (const Handle< Quote > &liborFraction, const Period &tenor, Natural settlementDays, const Calendar &calendar, const Period &bmaPeriod, BusinessDayConvention bmaConvention, const DayCounter &bmaDayCount, const boost::shared_ptr< BMAIndex > &bmaIndex, const boost::shared_ptr< IborIndex > &index) RateHelper interface Real impliedQuote ()…

NAME blit – Copies a rectangular area from one bitmap to another. Allegro game programming library. SYNOPSIS #include <allegro.h> void blit(BITMAP *source, BITMAP *dest, int source_x, int source_y, int dest_x, int dest_y, int width, int height); DESCRIPTION Copies a rectangular area of the source bitmap to the destination bitmap. The source_x and source_y parameters are…

NAME ql/pricingengines/blackformula.hpp – Black formula. SYNOPSIS #include <ql/option.hpp> #include <ql/instruments/payoffs.hpp> Functions Real blackFormula (Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0, Real displacement=0.0) Real blackFormula (const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real stdDev, Real discount=1.0, Real displacement=0.0) Real blackFormulaImpliedStdDevApproximation (Option::Type optionType, Real strike, Real forward, Real blackPrice, Real discount=1.0, Real displacement=0.0) Real…

NAME ql/experimental/callablebonds/blackcallablebondengine.hpp – Black-formula callable bond engines. SYNOPSIS #include <ql/experimental/callablebonds/callablebond.hpp> #include <ql/experimental/callablebonds/callablebondvolstructure.hpp> Classes class BlackCallableFixedRateBondEngine Black-formula callable fixed rate bond engine. class BlackCallableZeroCouponBondEngine Black-formula callable zero coupon bond engine. Detailed Description Black-formula callable bond engines. Author Generated automatically by Doxygen for QuantLib from the source code. Index