Linux Manuals session 3

XMLTV::Configure::Writer – Configuration file writer for XMLTV grabbers DescriptionUtility class that helps grabbers write configuration descriptions. Synopsis use XMLTV::Configure::Writer; my $result; my $writer = new XMLTV::Writer::Configure( OUTPUT => \$result, encoding => ‘iso-8859-1’ ); $writer->start( { grabber => ‘tv_grab_xxx’ } ); $writer->write_string( { id => ‘username’, title => [ [ ‘Username’, ‘en’ ], [ ‘Anva.ndarnamn’, ‘sv’…

XMLTV::Configure – Configuration file handling for XMLTV grabbers DescriptionUtility library that helps grabbers read from configuration files and implement a configuration method that can be run from the command-line. Exported FunctionsAll these functions are exported on demand. LoadConfig Takes the name of the configuration file to load as a parameter. Returns a hashref with configuration…

QuantLib::CompoundForward – compound-forward structure Synopsis#include <ql/legacy/termstructures/compoundforward.hpp> Inherits QuantLib::ForwardRateStructure. Public Member FunctionsCompoundForward (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 which the curve…

ql/quotes/compositequote.hpp – purely virtual base class for market observables Synopsis#include <ql/quote.hpp> #include <ql/types.hpp> #include <ql/handle.hpp> #include <ql/errors.hpp> Classesclass CompositeQuote< BinaryFunction > market element whose value depends on two other market element Detailed Descriptionpurely virtual base class for market observables AuthorGenerated automatically by Doxygen for QuantLib from the source code.

Composite — The Composite widget class Synopsis#include <Xm/Xm.h>DescriptionComposite widgets are intended to be containers for other widgets and can have an arbitrary number of children. Their responsibilities (implemented either directly by the widget class or indirectly by Intrinsics functions) include: • Overall management of children from creation to destruction. • Destruction of descendants when the…

QuantLib::CommodityCurve – Commodity term structure. Synopsis#include <ql/experimental/commodities/commoditycurve.hpp> Inherits QuantLib::TermStructure. Public Member FunctionsCommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, const std::vector< Date > &dates, const std::vector< Real > &prices, const DayCounter &dayCounter=Actual365Fixed()) CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar…

ql/experimental/commodities/commodityindex.hpp – Commodity index. Synopsis#include <ql/experimental/commodities/commoditycurve.hpp> #include <ql/indexes/indexmanager.hpp> Classesclass CommodityIndex base class for commodity indexes Functionsbool operator== (const CommodityIndex &i1, const CommodityIndex &i2) Detailed DescriptionCommodity index. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

ql/experimental/commodities/commoditycurve.hpp – Commodity curve. Synopsis#include <ql/termstructure.hpp> #include <ql/experimental/commodities/commoditytype.hpp> #include <ql/experimental/commodities/unitofmeasure.hpp> #include <ql/experimental/commodities/exchangecontract.hpp> #include <ql/currency.hpp> #include <ql/math/interpolations/forwardflatinterpolation.hpp> Classesclass CommodityCurve Commodity term structure. Functionsbool operator== (const CommodityCurve &c1, const CommodityCurve &c2) Detailed DescriptionCommodity curve. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

ql/experimental/commodities/commoditycashflow.hpp – Commodity cash flow. Synopsis#include <ql/cashflow.hpp> #include <ql/money.hpp> #include <map> Typedefstypedef std::map< Date, boost::shared_ptr< CommodityCashFlow > > CommodityCashFlows Functionsstd::ostream & operator<< (std::ostream &out, const SecondaryCostAmounts &secondaryCostAmounts) Detailed DescriptionCommodity cash flow. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

ql/experimental/commodities/commodity.hpp – Commodity base class. Synopsis#include <ql/instrument.hpp> #include <ql/money.hpp> #include <vector> #include <ostream> Classesclass Commodity Commodity base class. Typedefstypedef std::map< std::string, boost::any > SecondaryCosts typedef std::map< std::string, Money > SecondaryCostAmounts typedef std::vector< PricingError > PricingErrors Functionsstd::ostream & operator<< (std::ostream &out, const SecondaryCostAmounts &secondaryCostAmounts) std::ostream & operator<< (std::ostream &out, const PricingError &error) std::ostream & operator<< (std::ostream…

QuantLib::CmsRateBond – CMS-rate bond. Synopsis#include <ql/instruments/bonds/cmsratebond.hpp> Inherits QuantLib::Bond. Public Member FunctionsCmsRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const boost::shared_ptr< SwapIndex > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(),…

QuantLib::CmsMarket – set of CMS quotes Synopsis#include <ql/termstructures/volatility/swaption/cmsmarket.hpp> Inherits QuantLib::LazyObject. Public Member FunctionsCmsMarket (const std::vector< Period > &swapLengths, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< HaganPricer > > &pricers, const Handle< YieldTermStructure > &discountingTS) void reprice (const Handle<…

QuantLib::CmsLeg – helper class building a sequence of capped/floored cms-rate coupons Synopsis#include <ql/cashflows/cmscoupon.hpp> Public Member FunctionsCmsLeg (const Schedule &schedule, const boost::shared_ptr< SwapIndex > &swapIndex) CmsLeg & withNotionals (Real notional) CmsLeg & withNotionals (const std::vector< Real > &notionals) CmsLeg & withPaymentDayCounter (const DayCounter &) CmsLeg & withPaymentAdjustment (BusinessDayConvention) CmsLeg & withFixingDays (Natural fixingDays) CmsLeg & withFixingDays…

QuantLib::CmsCouponPricer – base pricer for vanilla CMS coupons Synopsis#include <ql/cashflows/couponpricer.hpp> Inherits QuantLib::FloatingRateCouponPricer. Inherited by HaganPricer. Public Member FunctionsCmsCouponPricer (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) Handle< SwaptionVolatilityStructure > swaptionVolatility () const void setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) Detailed Descriptionbase pricer for vanilla CMS coupons AuthorGenerated automatically by Doxygen for QuantLib from the…

QuantLib::CmsCoupon – CMS coupon class. Synopsis#include <ql/cashflows/cmscoupon.hpp> Inherits QuantLib::FloatingRateCoupon. Public Member FunctionsCmsCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< SwapIndex > &index, const Real gearing=1.0, const Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) Inspectors const boost::shared_ptr< SwapIndex > &…

QuantLib::Rounding – basic rounding class Synopsis#include <ql/math/rounding.hpp> Inherited by CeilingTruncation, ClosestRounding, DownRounding, FloorTruncation, and UpRounding. Public Typesenum Type { None, Up, Down, Closest, Floor, Ceiling } rounding methods Public Member FunctionsRounding () default constructor Rounding (Integer precision, Type type=Closest, Integer digit=5) Decimal operator() (Decimal value) const perform rounding InspectorsInteger precision () const Type type ()…

QuantLib::Clone – cloning proxy to an underlying object Synopsis#include <ql/utilities/clone.hpp> Public Member FunctionsClone (std::auto_ptr< T >) Clone (const T &) Clone (const Clone< T > &) Clone< T > & operator= (const T &) Clone< T > & operator= (const Clone< T > &) T & operator* () const T * operator-> () const bool…

ql/instruments/cliquetoption.hpp – Cliquet option. Synopsis#include <ql/instruments/oneassetoption.hpp> #include <ql/instruments/payoffs.hpp> #include <ql/time/date.hpp> #include <vector> Classesclass CliquetOption cliquet (Ratchet) option class arguments Arguments for cliquet option calculation class engine Cliquet engine base class. Detailed DescriptionCliquet option. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

DisplayOfCCC, VisualOfCCC, ScreenNumberOfCCC, ScreenWhitePointOfCCC, ClientWhitePointOfCCC – Color Conversion Context macros SyntaxDisplay *DisplayOfCCC(XcmsCCC ccc); Visual *VisualOfCCC(XcmsCCC ccc); int ScreenNumberOfCCC(XcmsCCC ccc); XcmsColor *ScreenWhitePointOfCCC(XcmsCCC ccc); XcmsColor *ClientWhitePointOfCCC(XcmsCCC ccc);Argumentsccc Specifies the CCC.DescriptionThe DisplayOfCCC macro returns the display associated with the specified CCC. The VisualOfCCC macro returns the visual associated with the specified CCC. The ScreenNumberOfCCC macro returns the number…

QuantLib::Matrix – Matrix used in linear algebra. Synopsis#include <ql/math/matrix.hpp> Inherited by Disposable< Matrix >. Public Typestypedef Real * iterator typedef const Real * const_iterator typedef boost::reverse_iterator< iterator > reverse_iterator typedef boost::reverse_iterator< const_iterator > const_reverse_iterator typedef Real * row_iterator typedef const Real * const_row_iterator typedef boost::reverse_iterator< row_iterator > reverse_row_iterator typedef boost::reverse_iterator< const_row_iterator > const_reverse_row_iterator typedef step_iterator<…