Linux Manuals session 3

NAME Tcl_Alloc, Tcl_Free, Tcl_Realloc, Tcl_AttemptAlloc, Tcl_AttemptRealloc, ckalloc, ckfree, ckrealloc, attemptckalloc, attemptckrealloc – allocate or free heap memory SYNOPSIS #include <tcl.h> char * Tcl_Alloc(size) void Tcl_Free(ptr) char *Tcl_Realloc(ptr, size) char * Tcl_AttemptAlloc(size) char * Tcl_AttemptRealloc(ptr, size) char * ckalloc(size) void ckfree(ptr) char *ckrealloc(ptr, size) char * attemptckalloc(size) char * attemptckrealloc(ptr, size) ARGUMENTS unsigned int size (in)…

NAME Tcl_Alloc, Tcl_Free, Tcl_Realloc, Tcl_AttemptAlloc, Tcl_AttemptRealloc, ckalloc, ckfree, ckrealloc, attemptckalloc, attemptckrealloc – allocate or free heap memory SYNOPSIS #include <tcl.h> char * Tcl_Alloc(size) void Tcl_Free(ptr) char *Tcl_Realloc(ptr, size) char * Tcl_AttemptAlloc(size) char * Tcl_AttemptRealloc(ptr, size) char * ckalloc(size) void ckfree(ptr) char *ckrealloc(ptr, size) char * attemptckalloc(size) char * attemptckrealloc(ptr, size) ARGUMENTS unsigned int size (in)…

QuantLib::Basket – Synopsis #include <ql/experimental/credit/basket.hpp> Public Member Functions Basket (const std::vector< std::string > &names, const std::vector< Real > &notionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0) Size size () const const std::vector< std::string > & names () const const std::vector< Real > & notionals () const Real notional () boost::shared_ptr< Pool > pool…

QuantLib::Basket – Synopsis #include <ql/experimental/credit/basket.hpp> Public Member Functions Basket (const std::vector< std::string > &names, const std::vector< Real > &notionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0) Size size () const const std::vector< std::string > & names () const const std::vector< Real > & notionals () const Real notional () boost::shared_ptr< Pool > pool…

NAME QuantLib::CDO – collateralized debt obligation SYNOPSIS #include <ql/experimental/credit/cdo.hpp> Inherits QuantLib::Instrument. Public Member Functions CDO (Real attachment, Real detachment, const std::vector< Real > &nominals, const std::vector< Handle< DefaultProbabilityTermStructure > > &basket, const Handle< OneFactorCopula > &copula, bool protectionSeller, const Schedule &premiumSchedule, Rate premiumRate, const DayCounter &dayCounter, Rate recoveryRate, Rate upfrontPremiumRate, const Handle< YieldTermStructure > &yieldTS,…

NAME atoi, atol, atoll – convert a string to an integer SYNOPSIS #include <stdlib.h> int atoi(const char *nptr); long atol(const char *nptr); long long atoll(const char *nptr); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atoll(): _ISOC99_SOURCE ||     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION The atoi() function converts the initial portion of the string pointed to by…

NAME atoi, atol, atoll – convert a string to an integer SYNOPSIS #include <stdlib.h> int atoi(const char *nptr); long atol(const char *nptr); long long atoll(const char *nptr); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atoll(): _ISOC99_SOURCE ||     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION The atoi() function converts the initial portion of the string pointed to by…

NAME atoi, atol, atoll – convert a string to an integer SYNOPSIS #include <stdlib.h> int atoi(const char *nptr); long atol(const char *nptr); long long atoll(const char *nptr); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atoll(): _ISOC99_SOURCE ||     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION The atoi() function converts the initial portion of the string pointed to by…

NAME atoi, atol, atoll – convert a string to an integer SYNOPSIS #include <stdlib.h> int atoi(const char *nptr); long atol(const char *nptr); long long atoll(const char *nptr); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atoll(): _ISOC99_SOURCE ||     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION The atoi() function converts the initial portion of the string pointed to by…

NAME atof – convert a string to a double SYNOPSIS #include <stdlib.h> double atof(const char *nptr); DESCRIPTION The atof() function converts the initial portion of the string pointed to by nptr to double. The behavior is the same as strtod(nptr, NULL); except that atof() does not detect errors. RETURN VALUE The converted value. ATTRIBUTES For…

QuantLib::SwaptionVolatilityCube – swaption-volatility cube Synopsis #include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp> Inherits QuantLib::SwaptionVolatilityDiscrete. Inherited by SwaptionVolCube1, and SwaptionVolCube2. Public Member Functions SwaptionVolatilityCube (const Handle< SwaptionVolatilityStructure > &atmVolStructure, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< Spread > &strikeSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads, const boost::shared_ptr< SwapIndex > &swapIndexBase, const boost::shared_ptr< SwapIndex…

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 std::vector<…

QuantLib::BlackAtmVolCurve – Black at-the-money (no-smile) volatility curve. Synopsis #include <ql/experimental/volatility/blackatmvolcurve.hpp> Inherits QuantLib::VolatilityTermStructure. Inherited by AbcdAtmVolCurve, and BlackVolSurface. Public Member Functions Constructors See the TermStructure documentation for issues regarding constructors. BlackAtmVolCurve (const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) default constructor BlackAtmVolCurve (const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) initialize with a…

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 std::vector<…

QuantLib::BlackAtmVolCurve – Black at-the-money (no-smile) volatility curve. Synopsis #include <ql/experimental/volatility/blackatmvolcurve.hpp> Inherits QuantLib::VolatilityTermStructure. Inherited by AbcdAtmVolCurve, and BlackVolSurface. Public Member Functions Constructors See the TermStructure documentation for issues regarding constructors. BlackAtmVolCurve (const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) default constructor BlackAtmVolCurve (const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) initialize with a…

QuantLib::SwaptionVolatilityCube – swaption-volatility cube Synopsis #include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp> Inherits QuantLib::SwaptionVolatilityDiscrete. Inherited by SwaptionVolCube1, and SwaptionVolCube2. Public Member Functions SwaptionVolatilityCube (const Handle< SwaptionVolatilityStructure > &atmVolStructure, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< Spread > &strikeSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads, const boost::shared_ptr< SwapIndex > &swapIndexBase, const boost::shared_ptr< SwapIndex…

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 (const…

QuantLib::StrippedOptionlet – Synopsis #include <ql/termstructures/volatility/optionlet/strippedoptionlet.hpp> Inherits QuantLib::StrippedOptionletBase. Public Member Functions StrippedOptionlet (Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< Date > &optionletDates, const std::vector< Rate > &strikes, const std::vector< std::vector< Handle< Quote > > > &, const DayCounter &dc=Actual365Fixed()) StrippedOptionletBase interface const std::vector< Rate > & optionletStrikes (Size i)…

QuantLib::SmileSection – interest rate volatility smile section Synopsis #include <ql/termstructures/volatility/smilesection.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Inherited by FlatSmileSection, InterpolatedSmileSection< Interpolator >, SabrInterpolatedSmileSection, SabrSmileSection, and SpreadedSmileSection. Public Member Functions SmileSection (const Date &d, const DayCounter &dc=DayCounter(), const Date &referenceDate=Date()) SmileSection (Time exerciseTime, const DayCounter &dc=DayCounter()) virtual void update () virtual Real minStrike () const =0 virtual Real…

QuantLib::EquityFXVolSurface – Equity/FX volatility (smile) surface. Synopsis #include <ql/experimental/volatility/equityfxvolsurface.hpp> Inherits QuantLib::BlackVolSurface. Public Member Functions Constructors See the TermStructure documentation for issues regarding constructors. EquityFXVolSurface (const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) default constructor EquityFXVolSurface (const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) initialize with a fixed reference date EquityFXVolSurface (Natural settlementDays,…