Section 3: library functions
NAME acl_cmp – compare two ACLs LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In acl/libacl.h Ft int Fn acl_cmp acl_t acl1 acl_t acl2 DESCRIPTION The Fn acl_cmp function compares the ACLs pointed to by the arguments acl1 and acl2 for equality. The two ACLs are considered equal if for each entry…
NAME acl_clear_perms – clear all permissions from an ACL permission set LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In sys/acl.h Ft int Fn acl_clear_perms acl_permset_t permset_d DESCRIPTION The Fn acl_clear_perms function clears all permissions from the permission set referred to by the argument permset_d Any existing descriptors that refer to permset_d…
NAME acl_check – check an ACL for validity LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In acl/libacl.h Ft int Fn acl_check acl_t acl int *last DESCRIPTION The Fn acl_check function checks the ACL referred to by the argument acl for validity. The three required entries ACL_USER_OBJ, ACL_GROUP_OBJ, and ACL_OTHER must exist…
NAME acl_calc_mask – calculate the file group class mask LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In sys/acl.h Ft int Fn acl_calc_mask acl_t *acl_p DESCRIPTION The Fn acl_calc_mask function calculates and sets the permissions associated with the ACL_MASK ACL entry of the ACL referred to by acl_p The value of the…
NAME acl_add_perm – add a permission to an ACL permission set LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In sys/acl.h Ft int Fn acl_add_perm acl_permset_t permset_d acl_perm_t perm DESCRIPTION The Fn acl_add_perm function adds the permission contained in the argument perm to the permission set referred to by the argument permset_d…
NAME QuantLib::EurodollarFuturesImpliedStdDevQuote – quote for the Eurodollar-future implied standard deviation SYNOPSIS #include <ql/quotes/eurodollarfuturesquote.hpp> Inherits QuantLib::Quote, and QuantLib::LazyObject. Public Member Functions EurodollarFuturesImpliedStdDevQuote (const Handle< Quote > &forward, const Handle< Quote > &callPrice, const Handle< Quote > &putPrice, Real strike, Real guess=.15, Real accuracy=1.0e-6, Natural maxIter=100) Quote interface Real value () const returns the current value bool…
QuantLib::CliquetOption::arguments – Arguments for cliquet option calculation Synopsis #include <ql/instruments/cliquetoption.hpp> Inherits QuantLib::Option::arguments. Public Member Functions void validate () const Public Attributes Real accruedCoupon Real lastFixing Real localCap Real localFloor Real globalCap Real globalFloor std::vector< Date > resetDates Detailed Description Arguments for cliquet option calculation Author Generated automatically by Doxygen for QuantLib from the source code.
QuantLib::Coupon – coupon accruing over a fixed period Synopsis #include <ql/cashflows/coupon.hpp> Inherits QuantLib::CashFlow. Inherited by FixedRateCoupon, and FloatingRateCoupon. Public Member Functions Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) Partial CashFlow interface Date date () const Inspectors Real nominal () const const Date & accrualStartDate…
QuantLib::CapFloor::arguments – Arguments for cap/floor calculation Synopsis #include <ql/instruments/capfloor.hpp> Inherits QuantLib::PricingEngine::arguments. Public Member Functions void validate () const Public Attributes CapFloor::Type type std::vector< Date > startDates std::vector< Date > fixingDates std::vector< Date > endDates std::vector< Time > accrualTimes std::vector< Rate > capRates std::vector< Rate > floorRates std::vector< Rate > forwards std::vector< Real > gearings std::vector<…
QuantLib::LiborForwardModelProcess – libor-forward-model process Synopsis #include <ql/legacy/libormarketmodels/lfmprocess.hpp> Inherits QuantLib::StochasticProcess. Public Member Functions LiborForwardModelProcess (Size size, const boost::shared_ptr< IborIndex > &index) Disposable< Array > initialValues () const returns the initial values of the state variables Disposable< Array > drift (Time t, const Array &x) const returns the drift part of the equation, i.e., $ mu(t, mathrm{x}_t)…
QuantLib::Coupon – coupon accruing over a fixed period Synopsis #include <ql/cashflows/coupon.hpp> Inherits QuantLib::CashFlow. Inherited by FixedRateCoupon, and FloatingRateCoupon. Public Member Functions Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) Partial CashFlow interface Date date () const Inspectors Real nominal () const const Date & accrualStartDate…
QuantLib::Coupon – coupon accruing over a fixed period Synopsis #include <ql/cashflows/coupon.hpp> Inherits QuantLib::CashFlow. Inherited by FixedRateCoupon, and FloatingRateCoupon. Public Member Functions Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) Partial CashFlow interface Date date () const Inspectors Real nominal () const const Date & accrualStartDate…
QuantLib::LiborForwardModel – Libor forward model Synopsis #include <ql/legacy/libormarketmodels/liborforwardmodel.hpp> Inherits QuantLib::CalibratedModel, and QuantLib::AffineModel. Public Member Functions LiborForwardModel (const boost::shared_ptr< LiborForwardModelProcess > &process, const boost::shared_ptr< LmVolatilityModel > &volaModel, const boost::shared_ptr< LmCorrelationModel > &corrModel) Rate S_0 (Size alpha, Size beta) const virtual boost::shared_ptr< SwaptionVolatilityMatrix > getSwaptionVolatilityMatrix () const DiscountFactor discount (Time t) const Implied discount curve. Real discountBond…
QuantLib::Coupon – coupon accruing over a fixed period Synopsis #include <ql/cashflows/coupon.hpp> Inherits QuantLib::CashFlow. Inherited by FixedRateCoupon, and FloatingRateCoupon. Public Member Functions Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) Partial CashFlow interface Date date () const Inspectors Real nominal () const const Date & accrualStartDate…
QuantLib::DoubleStickyRatchetPayoff – Intermediate class for single/double sticky/ratchet payoffs. Synopsis #include <ql/instruments/stickyratchet.hpp> Inherits QuantLib::Payoff. Inherited by RatchetMaxPayoff, RatchetMinPayoff, RatchetPayoff, StickyMaxPayoff, StickyMinPayoff, and StickyPayoff. Public Member Functions DoubleStickyRatchetPayoff (Real type1, Real type2, Real gearing1, Real gearing2, Real gearing3, Real spread1, Real spread2, Real spread3, Real initialValue1, Real initialValue2, Real accrualFactor) Payoff interface std::string name () const Real…
QuantLib::LiborForwardModelProcess – libor-forward-model process Synopsis #include <ql/legacy/libormarketmodels/lfmprocess.hpp> Inherits QuantLib::StochasticProcess. Public Member Functions LiborForwardModelProcess (Size size, const boost::shared_ptr< IborIndex > &index) Disposable< Array > initialValues () const returns the initial values of the state variables Disposable< Array > drift (Time t, const Array &x) const returns the drift part of the equation, i.e., $ mu(t, mathrm{x}_t)…
QuantLib::Coupon – coupon accruing over a fixed period Synopsis #include <ql/cashflows/coupon.hpp> Inherits QuantLib::CashFlow. Inherited by FixedRateCoupon, and FloatingRateCoupon. Public Member Functions Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) Partial CashFlow interface Date date () const Inspectors Real nominal () const const Date & accrualStartDate…
QuantLib::Coupon – coupon accruing over a fixed period Synopsis #include <ql/cashflows/coupon.hpp> Inherits QuantLib::CashFlow. Inherited by FixedRateCoupon, and FloatingRateCoupon. Public Member Functions Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) Partial CashFlow interface Date date () const Inspectors Real nominal () const const Date & accrualStartDate…
QuantLib::Coupon – coupon accruing over a fixed period Synopsis #include <ql/cashflows/coupon.hpp> Inherits QuantLib::CashFlow. Inherited by FixedRateCoupon, and FloatingRateCoupon. Public Member Functions Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) Partial CashFlow interface Date date () const Inspectors Real nominal () const const Date & accrualStartDate…
NAME QuantLib::CashFlow – Base class for cash flows. SYNOPSIS #include <ql/cashflow.hpp> Inherits QuantLib::Event. Inherited by CommodityCashFlow, Coupon, Dividend, and SimpleCashFlow. Public Member Functions Event interface virtual Date date () const =0 CashFlow interface virtual Real amount () const =0 returns the amount of the cash flow Visitability virtual void accept (AcyclicVisitor &) Detailed Description Base…