Linux Manuals session 3

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,…

QuantLib::SabrVolSurface – SABR volatility (smile) surface. Synopsis #include <ql/experimental/volatility/sabrvolsurface.hpp> Inherits QuantLib::InterestRateVolSurface. Public Member Functions SabrVolSurface (const boost::shared_ptr< InterestRateIndex > &, const Handle< BlackAtmVolCurve > &, const std::vector< Period > &optionTenors, const std::vector< Spread > &atmRateSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads) const Handle< BlackAtmVolCurve > & atmCurve () const std::vector< Volatility >…

QuantLib::OptionletStripper2 – Synopsis #include <ql/termstructures/volatility/optionlet/optionletstripper2.hpp> Inherits QuantLib::OptionletStripper. Public Member Functions OptionletStripper2 (const boost::shared_ptr< OptionletStripper1 > &optionletStripper1, const Handle< CapFloorTermVolCurve > &atmCapFloorTermVolCurve) std::vector< Rate > atmCapFloorStrikes () const std::vector< Real > atmCapFloorPrices () const std::vector< Volatility > spreadsVol () const LazyObject interface void performCalculations () const Detailed Description Helper class to extend an OptionletStripper1 object stripping…

QuantLib::OptionletStripper2 – Synopsis #include <ql/termstructures/volatility/optionlet/optionletstripper2.hpp> Inherits QuantLib::OptionletStripper. Public Member Functions OptionletStripper2 (const boost::shared_ptr< OptionletStripper1 > &optionletStripper1, const Handle< CapFloorTermVolCurve > &atmCapFloorTermVolCurve) std::vector< Rate > atmCapFloorStrikes () const std::vector< Real > atmCapFloorPrices () const std::vector< Volatility > spreadsVol () const LazyObject interface void performCalculations () const Detailed Description Helper class to extend an OptionletStripper1 object stripping…

NAME atexit – register a function to be called at normal process termination SYNOPSIS #include <stdlib.h> int atexit(void (*function)(void)); DESCRIPTION The atexit() function registers the given function to be called at normal process termination, either via exit(3) or via return from the program’s main(). Functions so registered are called in the reverse order of their…

NAME atan, atanf, atanl – arc tangent function SYNOPSIS #include <math.h> double atan(double x); float atanf(float x); long double atanl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atanf(), atanl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions calculate the principal value of the arc tangent…

NAME atanh, atanhf, atanhl – inverse hyperbolic tangent function SYNOPSIS #include <math.h> double atanh(double x); float atanhf(float x); long double atanhl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atanh(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || _XOPEN_SOURCE >= 500     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE atanhf(), atanhl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE…

NAME atanh, atanhf, atanhl – inverse hyperbolic tangent function SYNOPSIS #include <math.h> double atanh(double x); float atanhf(float x); long double atanhl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atanh(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || _XOPEN_SOURCE >= 500     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE atanhf(), atanhl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE…

NAME atanh, atanhf, atanhl – inverse hyperbolic tangent function SYNOPSIS #include <math.h> double atanh(double x); float atanhf(float x); long double atanhl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atanh(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || _XOPEN_SOURCE >= 500     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE atanhf(), atanhl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE…

NAME atan, atanf, atanl – arc tangent function SYNOPSIS #include <math.h> double atan(double x); float atanf(float x); long double atanl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atanf(), atanl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions calculate the principal value of the arc tangent…

NAME atan2, atan2f, atan2l – arc tangent function of two variables SYNOPSIS #include <math.h> double atan2(double y, double x); float atan2f(float y, float x); long double atan2l(long double y, long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atan2f(), atan2l(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION…

NAME atan2, atan2f, atan2l – arc tangent function of two variables SYNOPSIS #include <math.h> double atan2(double y, double x); float atan2f(float y, float x); long double atan2l(long double y, long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atan2f(), atan2l(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION…

NAME atan2, atan2f, atan2l – arc tangent function of two variables SYNOPSIS #include <math.h> double atan2(double y, double x); float atan2f(float y, float x); long double atan2l(long double y, long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atan2f(), atan2l(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION…

NAME atan, atanf, atanl – arc tangent function SYNOPSIS #include <math.h> double atan(double x); float atanf(float x); long double atanl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): atanf(), atanl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions calculate the principal value of the arc tangent…

NAME atalk_aton – AppleTalk address parsing SYNOPSIS #include <netatalk/at.h> #include <sys/types.h> atalk_aton(char * cp, struct at_addr * ata); DESCRIPTION The atalk_aton() routine converts an ASCII representation of an AppleTalk address to a format appropriate for system calls. Acceptable ASCII representations include both hex and base 10, in triples or doubles. For instance, the address `0x1f6b.77′ has a network part…

NAME QuantLib::Array – 1-D array used in linear algebra. SYNOPSIS #include <ql/math/array.hpp> Public Types typedef Real value_type typedef Real * iterator typedef const Real * const_iterator typedef boost::reverse_iterator< iterator > reverse_iterator typedef boost::reverse_iterator< const_iterator > const_reverse_iterator Public Member Functions Constructors, destructor, and assignment Array (Size size=0) creates the array with the given dimension Array (Size…

QuantLib::VegaBumpCollection – Synopsis #include <ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp> Public Member Functions VegaBumpCollection (const boost::shared_ptr< MarketModel > &volStructure, bool allowFactorwiseBumping=true) VegaBumpCollection (const std::vector< VegaBumpCluster > &allBumps, const boost::shared_ptr< MarketModel > &volStructure) Size numberBumps () const const boost::shared_ptr< MarketModel > & associatedModel () const const std::vector< VegaBumpCluster > & allBumps () const bool isFull () const bool isNonOverlapping () const…

QuantLib::MultiPath – Correlated multiple asset paths. Synopsis #include <ql/methods/montecarlo/multipath.hpp> Public Member Functions MultiPath (Size nAsset, const TimeGrid &timeGrid) MultiPath (const std::vector< Path > &multiPath) inspectors Size assetNumber () const Size pathSize () const read/write access to components const Path & operator[] (Size j) const const Path & at (Size j) const Path & operator[] (Size…

NAME assert_perror – test errnum and abort SYNOPSIS #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <assert.h> void assert_perror(int errnum); DESCRIPTION If the macro NDEBUG was defined at the moment <assert.h> was last included, the macro assert_perror() generates no code, and hence does nothing at all. Otherwise, the macro assert_perror() prints an error message to standard…

NAME asr_run, asr_run_sync, asr_abort, res_send_async, res_query_async, res_search_async, getrrsetbyname_async, gethostbyname_async, gethostbyname2_async, gethostbyaddr_async, getnetbyname_async, getnetbyaddr_async, getaddrinfo_async, getnameinfo_async – asynchronous resolver functions SYNOPSIS #include <sys/types.h> #include <sys/socket.h> #include <netdb.h> #include <asr.h> int asr_run(struct asr_query *aq, struct asr_result *ar); int asr_run_sync(struct asr_query *aq, struct asr_result *ar); void asr_abort(struct asr_query *aq); struct asr_query * res_send_async(const unsigned char *pkt, int pktlen, void *asr); struct asr_query * res_query_async(const char *name,…