Linux Manuals session 3

NAME ql/pricingengines/vanilla/binomialengine.hpp – Binomial option engine. SYNOPSIS #include <ql/methods/lattices/binomialtree.hpp> #include <ql/methods/lattices/bsmlattice.hpp> #include <ql/math/distributions/normaldistribution.hpp> #include <ql/pricingengines/vanilla/discretizedvanillaoption.hpp> #include <ql/pricingengines/greeks.hpp> #include <ql/processes/blackscholesprocess.hpp> #include <ql/termstructures/yield/flatforward.hpp> #include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp> Classes class BinomialVanillaEngine< T > Pricing engine for vanilla options using binomial trees. Detailed Description Binomial option engine. Author Generated automatically by Doxygen for QuantLib from the source code. Index

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 n,…

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 n,…

ql/math/distributions/binomialdistribution.hpp – Binomial distribution. Synopsis #include <ql/math/factorial.hpp> #include <ql/math/beta.hpp> Classes class BinomialDistribution Binomial probability distribution function. class CumulativeBinomialDistribution Cumulative binomial distribution function. Functions Real binomialCoefficientLn (BigNatural n, BigNatural k) Real binomialCoefficient (BigNatural n, BigNatural k) Real PeizerPrattMethod2Inversion (Real z, BigNatural n) Detailed Description Binomial distribution. Author Generated automatically by Doxygen for QuantLib from the source…

ql/math/distributions/binomialdistribution.hpp – Binomial distribution. Synopsis #include <ql/math/factorial.hpp> #include <ql/math/beta.hpp> Classes class BinomialDistribution Binomial probability distribution function. class CumulativeBinomialDistribution Cumulative binomial distribution function. Functions Real binomialCoefficientLn (BigNatural n, BigNatural k) Real binomialCoefficient (BigNatural n, BigNatural k) Real PeizerPrattMethod2Inversion (Real z, BigNatural n) Detailed Description Binomial distribution. Author Generated automatically by Doxygen for QuantLib from the source…

NAME bindtextdomain – set directory containing message catalogs SYNOPSIS #include <libintl.h> char *bindtextdomain(const char *domainname, const char *dirname); DESCRIPTION The bindtextdomain function sets the base directory of the hierarchy containing message catalogs for a given message domain. A message domain is a set of translatable msgid messages. Usually, every software package has its own message…

NAME bindresvport – bind a socket to a privileged IP port SYNOPSIS #include <netinet/in.h> #include <sys/types.h> int bindresvport(int sockfd, struct sockaddr_in *sin); DESCRIPTION bindresvport() is used to bind the socket referred to by the file descriptor sockfd to a privileged anonymous IP port, that is, a port number arbitrarily selected from the range 512 to…

NAME bind_textdomain_codeset – set encoding of message translations SYNOPSIS #include <libintl.h> char *bind_textdomain_codeset(const char *domainname, const char *codeset); DESCRIPTION The bind_textdomain_codeset function sets the output codeset for message catalogs for domain domainname. A message domain is a set of translatable msgid messages. Usually, every software package has its own message domain. By default, the gettext…

NAME ql/math/interpolations/bicubicsplineinterpolation.hpp – bicubic spline interpolation between discrete points SYNOPSIS #include <ql/math/interpolations/interpolation2d.hpp> #include <ql/math/interpolations/cubicinterpolation.hpp> Classes class BicubicSpline bicubic-spline interpolation between discrete points class Bicubic bicubic-spline-interpolation factory Detailed Description bicubic spline interpolation between discrete points Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME QuantLib::GaussLobattoIntegral – Integral of a one-dimensional function. SYNOPSIS #include <ql/math/integrals/gausslobattointegral.hpp> Inherits QuantLib::Integrator. Public Member Functions GaussLobattoIntegral (Size maxIterations, Real absAccuracy, Real relAccuracy=Null< Real >(), bool useConvergenceEstimate=true) Protected Member Functions Real integrate (const boost::function< Real(Real)> &f, Real a, Real b) const Real adaptivGaussLobattoStep (const boost::function< Real(Real)> &f, Real a, Real b, Real fa, Real fb,…

ql/math/beta.hpp – Beta and beta incomplete functions. Synopsis #include <ql/math/distributions/gammadistribution.hpp> Functions Real betaFunction (Real z, Real w) Real betaContinuedFraction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Real incompleteBetaFunction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Incomplete Beta function. Detailed Description Beta and beta incomplete functions. Author Generated automatically by…

ql/math/beta.hpp – Beta and beta incomplete functions. Synopsis #include <ql/math/distributions/gammadistribution.hpp> Functions Real betaFunction (Real z, Real w) Real betaContinuedFraction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Real incompleteBetaFunction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Incomplete Beta function. Detailed Description Beta and beta incomplete functions. Author Generated automatically by…

NAME ql/math/beta.hpp – Beta and beta incomplete functions. SYNOPSIS #include <ql/math/distributions/gammadistribution.hpp> Functions Real betaFunction (Real z, Real w) Real betaContinuedFraction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Real incompleteBetaFunction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Incomplete Beta function. Detailed Description Beta and beta incomplete functions. Author Generated automatically…

NAME bestfit_color – Finds a palette color fitting the requested RGB values. Allegro game programming library. SYNOPSIS #include <allegro.h> int bestfit_color(const PALETTE pal, int r, int g, int b); DESCRIPTION Searches the specified palette for the closest match to the requested color, which are specified in the VGA hardware 0-63 format. Normally you should call…

NAME ber_int_t, ber_uint_t, ber_len_t, ber_slen_t, ber_tag_t, struct berval, BerValue, BerVarray, BerElement, ber_bvfree, ber_bvecfree, ber_bvecadd, ber_bvarray_free, ber_bvarray_add, ber_bvdup, ber_dupbv, ber_bvstr, ber_bvstrdup, ber_str2bv, ber_alloc_t, ber_init, ber_init2, ber_free – OpenLDAP LBER types and allocation functions LIBRARY OpenLDAP LBER (liblber, -llber) SYNOPSIS #include <lber.h> typedef impl_tag_t ber_tag_t; typedef impl_int_t ber_int_t; typedef impl_uint_t ber_uint_t; typedef impl_len_t ber_len_t; typedef impl_slen_t ber_slen_t;…

NAME ber_alloc_t, ber_flush, ber_flush2, ber_printf, ber_put_int, ber_put_enum, ber_put_ostring, ber_put_string, ber_put_null, ber_put_boolean, ber_put_bitstring, ber_start_seq, ber_start_set, ber_put_seq, ber_put_set – OpenLDAP LBER simplified Basic Encoding Rules library routines for encoding LIBRARY OpenLDAP LBER (liblber, -llber) SYNOPSIS #include <lber.h> BerElement *ber_alloc_t(int options); int ber_flush(Sockbuf *sb, BerElement *ber, int freeit); int ber_flush2(Sockbuf *sb, BerElement *ber, int freeit); int ber_printf(BerElement *ber,…

NAME ber_get_next, ber_skip_tag, ber_peek_tag, ber_scanf, ber_get_int, ber_get_enum, ber_get_stringb, ber_get_stringa, ber_get_stringal, ber_get_stringbv, ber_get_null, ber_get_boolean, ber_get_bitstring, ber_first_element, ber_next_element – OpenLDAP LBER simplified Basic Encoding Rules library routines for decoding LIBRARY OpenLDAP LBER (liblber, -llber) SYNOPSIS #include <lber.h> ber_tag_t ber_get_next(Sockbuf *sb, ber_len_t *len, BerElement *ber); ber_tag_t ber_skip_tag(BerElement *ber, ber_len_t *len); ber_tag_t ber_peek_tag(BerElement *ber, ber_len_t *len); ber_tag_t ber_scanf(BerElement *ber,…

NAME ber_get_next, ber_skip_tag, ber_peek_tag, ber_scanf, ber_get_int, ber_get_enum, ber_get_stringb, ber_get_stringa, ber_get_stringal, ber_get_stringbv, ber_get_null, ber_get_boolean, ber_get_bitstring, ber_first_element, ber_next_element – OpenLDAP LBER simplified Basic Encoding Rules library routines for decoding LIBRARY OpenLDAP LBER (liblber, -llber) SYNOPSIS #include <lber.h> ber_tag_t ber_get_next(Sockbuf *sb, ber_len_t *len, BerElement *ber); ber_tag_t ber_skip_tag(BerElement *ber, ber_len_t *len); ber_tag_t ber_peek_tag(BerElement *ber, ber_len_t *len); ber_tag_t ber_scanf(BerElement *ber,…

NAME ber_alloc_t, ber_flush, ber_flush2, ber_printf, ber_put_int, ber_put_enum, ber_put_ostring, ber_put_string, ber_put_null, ber_put_boolean, ber_put_bitstring, ber_start_seq, ber_start_set, ber_put_seq, ber_put_set – OpenLDAP LBER simplified Basic Encoding Rules library routines for encoding LIBRARY OpenLDAP LBER (liblber, -llber) SYNOPSIS #include <lber.h> BerElement *ber_alloc_t(int options); int ber_flush(Sockbuf *sb, BerElement *ber, int freeit); int ber_flush2(Sockbuf *sb, BerElement *ber, int freeit); int ber_printf(BerElement *ber,…

NAME ber_alloc_t, ber_flush, ber_flush2, ber_printf, ber_put_int, ber_put_enum, ber_put_ostring, ber_put_string, ber_put_null, ber_put_boolean, ber_put_bitstring, ber_start_seq, ber_start_set, ber_put_seq, ber_put_set – OpenLDAP LBER simplified Basic Encoding Rules library routines for encoding LIBRARY OpenLDAP LBER (liblber, -llber) SYNOPSIS #include <lber.h> BerElement *ber_alloc_t(int options); int ber_flush(Sockbuf *sb, BerElement *ber, int freeit); int ber_flush2(Sockbuf *sb, BerElement *ber, int freeit); int ber_printf(BerElement *ber,…