Linux Manuals session 3

Globus Callback Spaces – Macros#define GLOBUS_CALLBACK_GLOBAL_SPACE Global callback space. Enumerationsenum globus_callback_space_behavior_t { GLOBUS_CALLBACK_SPACE_BEHAVIOR_SINGLE, GLOBUS_CALLBACK_SPACE_BEHAVIOR_SERIALIZED, GLOBUS_CALLBACK_SPACE_BEHAVIOR_THREADED } Callback space behaviors describe how a space behaves. Functionsglobus_result_t globus_callback_space_init (globus_callback_space_t *space, globus_callback_space_attr_t attr) Initialize a user space. globus_result_t globus_callback_space_reference (globus_callback_space_t space) Take a reference to a space. globus_result_t globus_callback_space_destroy (globus_callback_space_t space) Destroy a reference to a user space….

Globus Callback Spaces – Macros#define GLOBUS_CALLBACK_GLOBAL_SPACE Global callback space. Enumerationsenum globus_callback_space_behavior_t { GLOBUS_CALLBACK_SPACE_BEHAVIOR_SINGLE, GLOBUS_CALLBACK_SPACE_BEHAVIOR_SERIALIZED, GLOBUS_CALLBACK_SPACE_BEHAVIOR_THREADED } Callback space behaviors describe how a space behaves. Functionsglobus_result_t globus_callback_space_init (globus_callback_space_t *space, globus_callback_space_attr_t attr) Initialize a user space. globus_result_t globus_callback_space_reference (globus_callback_space_t space) Take a reference to a space. globus_result_t globus_callback_space_destroy (globus_callback_space_t space) Destroy a reference to a user space….

Globus Callback – Globus Callback Function Interface. ModulesGlobus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros#define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefstypedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerationsenum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024, GLOBUS_CALLBACK_ERROR_INVALID_SPACE, GLOBUS_CALLBACK_ERROR_MEMORY_ALLOC, GLOBUS_CALLBACK_ERROR_INVALID_ARGUMENT, GLOBUS_CALLBACK_ERROR_ALREADY_CANCELED,…

Globus Callback Spaces – Macros#define GLOBUS_CALLBACK_GLOBAL_SPACE Global callback space. Enumerationsenum globus_callback_space_behavior_t { GLOBUS_CALLBACK_SPACE_BEHAVIOR_SINGLE, GLOBUS_CALLBACK_SPACE_BEHAVIOR_SERIALIZED, GLOBUS_CALLBACK_SPACE_BEHAVIOR_THREADED } Callback space behaviors describe how a space behaves. Functionsglobus_result_t globus_callback_space_init (globus_callback_space_t *space, globus_callback_space_attr_t attr) Initialize a user space. globus_result_t globus_callback_space_reference (globus_callback_space_t space) Take a reference to a space. globus_result_t globus_callback_space_destroy (globus_callback_space_t space) Destroy a reference to a user space….

Globus Callback – Globus Callback Function Interface. ModulesGlobus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros#define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefstypedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerationsenum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024, GLOBUS_CALLBACK_ERROR_INVALID_SPACE, GLOBUS_CALLBACK_ERROR_MEMORY_ALLOC, GLOBUS_CALLBACK_ERROR_INVALID_ARGUMENT, GLOBUS_CALLBACK_ERROR_ALREADY_CANCELED,…

Globus Callback – Globus Callback Function Interface. ModulesGlobus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros#define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefstypedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerationsenum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024, GLOBUS_CALLBACK_ERROR_INVALID_SPACE, GLOBUS_CALLBACK_ERROR_MEMORY_ALLOC, GLOBUS_CALLBACK_ERROR_INVALID_ARGUMENT, GLOBUS_CALLBACK_ERROR_ALREADY_CANCELED,…

Globus Callback – Globus Callback Function Interface. ModulesGlobus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros#define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefstypedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerationsenum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024, GLOBUS_CALLBACK_ERROR_INVALID_SPACE, GLOBUS_CALLBACK_ERROR_MEMORY_ALLOC, GLOBUS_CALLBACK_ERROR_INVALID_ARGUMENT, GLOBUS_CALLBACK_ERROR_ALREADY_CANCELED,…

Globus Callback – Globus Callback Function Interface. ModulesGlobus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros#define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefstypedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerationsenum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024, GLOBUS_CALLBACK_ERROR_INVALID_SPACE, GLOBUS_CALLBACK_ERROR_MEMORY_ALLOC, GLOBUS_CALLBACK_ERROR_INVALID_ARGUMENT, GLOBUS_CALLBACK_ERROR_ALREADY_CANCELED,…

Globus Callback – Globus Callback Function Interface. ModulesGlobus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros#define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefstypedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerationsenum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024, GLOBUS_CALLBACK_ERROR_INVALID_SPACE, GLOBUS_CALLBACK_ERROR_MEMORY_ALLOC, GLOBUS_CALLBACK_ERROR_INVALID_ARGUMENT, GLOBUS_CALLBACK_ERROR_ALREADY_CANCELED,…

Globus Callback – Globus Callback Function Interface. ModulesGlobus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros#define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefstypedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerationsenum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024, GLOBUS_CALLBACK_ERROR_INVALID_SPACE, GLOBUS_CALLBACK_ERROR_MEMORY_ALLOC, GLOBUS_CALLBACK_ERROR_INVALID_ARGUMENT, GLOBUS_CALLBACK_ERROR_ALREADY_CANCELED,…

ql/experimental/credit/syntheticcdoengines.hpp – Pricing engines for the Synthetic CDO instrument. Synopsis#include <ql/experimental/credit/syntheticcdo.hpp> #include <ql/experimental/credit/randomdefaultmodel.hpp> #include <ql/math/distributions/normaldistribution.hpp> #include <ql/math/distributions/bivariatenormaldistribution.hpp> Classesclass engine CDO base engine. class MidPointCDOEngine CDO base engine taking schedule steps. class IntegralCDOEngine CDO base engine taking (possibly) small time steps. class MonteCarloCDOEngine1 CDO engine, Monte Carlo for the exptected tranche loss distribution. class MonteCarloCDOEngine2 CDO…

ql/experimental/credit/syntheticcdoengines.hpp – Pricing engines for the Synthetic CDO instrument. Synopsis#include <ql/experimental/credit/syntheticcdo.hpp> #include <ql/experimental/credit/randomdefaultmodel.hpp> #include <ql/math/distributions/normaldistribution.hpp> #include <ql/math/distributions/bivariatenormaldistribution.hpp> Classesclass engine CDO base engine. class MidPointCDOEngine CDO base engine taking schedule steps. class IntegralCDOEngine CDO base engine taking (possibly) small time steps. class MonteCarloCDOEngine1 CDO engine, Monte Carlo for the exptected tranche loss distribution. class MonteCarloCDOEngine2 CDO…

QuantLib::GJRGARCHProcess – Stochastic-volatility GJR-GARCH(1,1) process. Synopsis#include <ql/processes/gjrgarchprocess.hpp> Inherits QuantLib::StochasticProcess. Public Typesenum Discretization { PartialTruncation, FullTruncation, Reflection } Public Member FunctionsGJRGARCHProcess (const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, Real omega, Real alpha, Real beta, Real gamma, Real lambda, Real daysPerYear=252.0, Discretization d=FullTruncation) Size size () const…

QuantLib::GJRGARCHModel – GJR-GARCH model for the stochastic volatility of an asset. Synopsis#include <ql/models/equity/gjrgarchmodel.hpp> Inherits QuantLib::CalibratedModel. Public Member FunctionsGJRGARCHModel (const boost::shared_ptr< GJRGARCHProcess > &process) Real omega () const Real alpha () const Real beta () const Real gamma () const Real lambda () const Real v0 () const boost::shared_ptr< GJRGARCHProcess > process () const Protected Member…

ql/indexes/ibor/gbplibor.hpp – GBP LIBOR rate Synopsis#include <ql/indexes/ibor/libor.hpp> #include <ql/time/calendars/unitedkingdom.hpp> #include <ql/time/daycounters/actual365fixed.hpp> #include <ql/currencies/europe.hpp> Classesclass GBPLibor GBP LIBOR rate class DailyTenorGBPLibor base class for the one day deposit BBA GBP LIBOR indexes class GBPLiborON Overnight GBP Libor index. Detailed DescriptionGBP LIBOR rate AuthorGenerated automatically by Doxygen for QuantLib from the source code.

ql/pricingengines/swaption/g2swaptionengine.hpp – Swaption pricing engine for two-factor additive Gaussian Model G2++. Synopsis#include <ql/pricingengines/genericmodelengine.hpp> #include <ql/models/shortrate/twofactormodels/g2.hpp> #include <ql/pricingengines/swap/discountingswapengine.hpp> Classesclass G2SwaptionEngine Swaption priced by means of the Black formula Detailed DescriptionSwaption pricing engine for two-factor additive Gaussian Model G2++. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::G2Process – G2 stochastic process Synopsis#include <ql/processes/g2process.hpp> Inherits QuantLib::StochasticProcess. Public Member FunctionsG2Process (Real a, Real sigma, Real b, Real eta, Real rho) Real x0 () const Real y0 () const Real a () const Real sigma () const Real b () const Real eta () const Real rho () const StochasticProcess interface Size size ()…

QuantLib::G2ForwardProcess – Forward G2 stochastic process Synopsis#include <ql/processes/g2process.hpp> Inherits QuantLib::ForwardMeasureProcess. Public Member FunctionsG2ForwardProcess (Real a, Real sigma, Real b, Real eta, Real rho) StochasticProcess interface Size size () const returns the number of dimensions of the stochastic process Disposable< Array > initialValues () const returns the initial values of the state variables Disposable< Array >…

ql/models/shortrate/twofactormodels/g2.hpp – Two-factor additive Gaussian Model G2++. Synopsis#include <ql/models/shortrate/twofactormodel.hpp> #include <ql/processes/ornsteinuhlenbeckprocess.hpp> #include <ql/instruments/swaption.hpp> Classesclass G2 Two-additive-factor gaussian model class. class FittingParameter Analytical term-structure fitting parameter $ iled Description" Detailed DescriptionTwo-factor additive Gaussian Model G2++. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::FuturesRateHelper – Rate helper for bootstrapping over IborIndex futures prices. Synopsis#include <ql/termstructures/yield/ratehelpers.hpp> Inherits BootstrapHelper< YieldTermStructure >. Public Member FunctionsFuturesRateHelper (const Handle< Quote > &price, const Date &immDate, Natural lengthInMonths, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, const DayCounter &dayCounter, const Handle< Quote > &convexityAdjustment=Handle< Quote >()) FuturesRateHelper (Real price, const Date &immDate, Natural lengthInMonths, const…