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Atlas::Funky::Tokens – Tokens representing beginnings and ends of maps/lists. Synopsis#include <FEncoder.h> Static Public Attributesstatic BeginMap begin_map static EndMap end_map static BeginList begin_list static EndList end_list Detailed DescriptionTokens representing beginnings and ends of maps/lists. Use these as parameters to operator<< for the Funky::Encoder classes. See also: Atlas Funky EncoderAuthorGenerated automatically by Doxygen for Atlas-C++ from the…

Atlas::Funky::FunkyEncoder – The root encoder in ‘stream’ state. Synopsis#include <FEncoder.h> Public Member FunctionsFunkyEncoder (B &b) EncMap< B, FunkyEncoder > operator<< (const BeginMap &) Start a message (as a map). template<typename Arg > FunkyEncoder< B > operator<< (const Arg &a) If the encoder supports it, send a different kind of message. Protected AttributesB & b The…

Atlas::Funky::EncMapValue – Encoder in map value state. Synopsis#include <FEncoder.h> Public Member FunctionsEncMapValue (B &b, const std::string &name) EncMap< B, T > operator<< (const BeginMap &) Begin a map. EncList< B, T > operator<< (const BeginList &) Begin a list. T operator<< (long i) Send an integer value. T operator<< (double d) Send a double value….

Atlas::Funky::EncMap – Encoder in Map state. Synopsis#include <FEncoder.h> Public Member FunctionsEncMap (B &b) EncMapValue< B, EncMap< B, T > > operator<< (const std::string &name) Start a value with its name. T operator<< (EndMap) End this map. Protected AttributesB & b The bridge or encoder that is written to. Detailed Descriptiontemplate<class B, class T> class Atlas::Funky::EncMap<…

Atlas::Funky::EncList – Encoder in List state. Synopsis#include <FEncoder.h> Public Member FunctionsEncList (B &b) EncMap< B, EncList< B, T > > operator<< (const BeginMap &) Start a map. EncList< B, EncList< B, T > > operator<< (const BeginList &) Start a list. EncList< B, T > operator<< (long i) Send an integer value. EncList< B, T…

Atlas::Formatter – Atlas stream formatter. Synopsis#include <Formatter.h> Inherits Atlas::Bridge. Public Member FunctionsFormatter (std::iostream &s, Atlas::Bridge &b) virtual void streamBegin () Begin an Atlas stream. virtual void streamMessage () Start a message in an Atlas stream. virtual void streamEnd () Ends the Atlas stream. virtual void mapMapItem (const std::string &name) Starts a map object to the…

Atlas::Filter – Atlas stream filter. Synopsis#include <Filter.h> Inherited by Atlas::Filters::Bzip2, and Atlas::Filters::Gzip. Public Typesenum Type { CHECKSUM, COMPRESSION, ENCRYPTION } Public Member FunctionsFilter (Filter *=0) virtual void begin ()=0 virtual void end ()=0 virtual std::string encode (const std::string &)=0 virtual std::string decode (const std::string &)=0 Protected AttributesFilter * m_next Detailed DescriptionAtlas stream filter. Filters are…

Atlas::Exception – Base class for all exceptions thrown by Atlas-C++. Synopsis#include <Exception.h> Inherited by Atlas::Message::WrongTypeException, Atlas::Objects::DefaultLoadingException, Atlas::Objects::NoSuchAttrException, Atlas::Objects::NoSuchFactoryException, and Atlas::Objects::NullSmartPtrDereference. Public Member FunctionsException (const std::string &d=’UNKNOWN ERROR’) const std::string & getDescription () const virtual const char * what () const throw () Protected Attributesstd::string m_description Detailed DescriptionBase class for all exceptions thrown by Atlas-C++. All…

Atlas::EncoderBase – Base class forwarding to Atlas::Bridge as skeleton for other encoders. Synopsis#include <EncoderBase.h> Inherited by Atlas::Message::Encoder, and Atlas::Objects::ObjectsEncoder. Public Member FunctionsEncoderBase (Atlas::Bridge &b) You will need to implement this in subclasses. void streamBegin () void streamMessage () void streamEnd () void mapMapItem (const std::string &name) void mapListItem (const std::string &name) void mapIntItem (const std::string…

Atlas::Codec – Atlas stream codec. Synopsis#include <Codec.h> Inherits Atlas::Bridge. Inherited by Atlas::Codecs::Bach, Atlas::Codecs::Packed, and Atlas::Codecs::XML. Public Member Functionsvirtual void poll (bool can_get=true)=0 Detailed DescriptionAtlas stream codec. This class presents an interface for sending and receiving Atlas messages. Each outgoing message is converted to a byte stream and piped through an optional chain of filters for…

Atlas::Bridge – Atlas stream bridge. Synopsis#include <Bridge.h> Inherited by Atlas::Codec, Atlas::Formatter, Atlas::Message::DecoderBase, DebugBridge, and DebugBridge. Public Member Functionsvirtual void streamBegin ()=0 Begin an Atlas stream. virtual void streamMessage ()=0 Start a message in an Atlas stream. virtual void streamEnd ()=0 Ends the Atlas stream. virtual void mapMapItem (const std::string &name)=0 Starts a map object to…

Atlas – The Atlas namespace. SynopsisNamespacesnamespace Net The Atlas network communication namespace. namespace Objects The Atlas high level Objects namespace. Classesclass Bridge Atlas stream bridge. class Codec Atlas stream codec. class EncoderBase Base class forwarding to Atlas::Bridge as skeleton for other encoders. class Exception Base class for all exceptions thrown by Atlas-C++. class Filter Atlas…

ql/instruments/assetswap.hpp – Bullet bond vs Libor swap. Synopsis#include <ql/instruments/swap.hpp> #include <ql/instruments/bond.hpp> #include <ql/time/schedule.hpp> Classesclass AssetSwap Bullet bond vs Libor swap. class arguments Arguments for asset swap calculation class results Results from simple swap calculation Detailed DescriptionBullet bond vs Libor swap. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::AssetOrNothingPayoff – Binary asset-or-nothing payoff. Synopsis#include <ql/instruments/payoffs.hpp> Inherits QuantLib::StrikedTypePayoff. Public Member FunctionsAssetOrNothingPayoff (Option::Type type, Real strike) Payoff interface std::string name () const Real operator() (Real price) const virtual void accept (AcyclicVisitor &) Detailed DescriptionBinary asset-or-nothing payoff. Definitions of Binary path-independent payoffs used below, can be found in M. Rubinstein, E. Reiner:’Unscrambling The Binary Code’, Risk,…

ql/math/array.hpp – 1-D array used in linear algebra. Synopsis#include <ql/types.hpp> #include <ql/errors.hpp> #include <ql/utilities/disposable.hpp> #include <boost/iterator/reverse_iterator.hpp> #include <boost/scoped_array.hpp> #include <functional> #include <numeric> #include <vector> #include <iomanip> Classesclass Array 1-D array used in linear algebra. Detailed Description1-D array used in linear algebra. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::ArmijoLineSearch – Armijo line search. Synopsis#include <ql/math/optimization/armijo.hpp> Inherits QuantLib::LineSearch. Public Member FunctionsArmijoLineSearch (Real eps=1e-8, Real alpha=0.05, Real beta=0.65) Default constructor. Real operator() (Problem &P, EndCriteria::Type &ecType, const EndCriteria &, const Real t_ini) Perform line search. Detailed DescriptionArmijo line search. Let $ lpha $ and $ 2 scalars in $ [0,1] $. Let $ x $…

QuantLib::Argentina – Argentinian calendars. Synopsis#include <ql/time/calendars/argentina.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { Merval } Public Member FunctionsArgentina (Market m=Merval) Detailed DescriptionArgentinian calendars. Holidays for the Buenos Aires stock exchange (data from <http://www.merval.sba.com.ar/>): * Saturdays * Sundays * New Year’s Day, January 1st * Holy Thursday * Good Friday * Labour Day, May 1st * May…

ApplicationShell — The ApplicationShell widget class Synopsis#include <Xm/Xm.h> #include <X11/Shell.h>DescriptionApplicationShell is used as the main top-level window for an application. An application should have more than one ApplicationShell only if it implements multiple logical applications. ClassesApplicationShell inherits behavior and resources from Core, Composite, Shell, WMShell, VendorShell, and TopLevelShell. The class pointer is applicationShellWidgetClass. The class…

Date and time calculations – Classesclass DateInterval Date interval described by a number of a given time unit. class PricingPeriod Time pricingperiod described by a number of a given time unit. class Calendar calendar class class Date Concrete date class. struct DateGeneration Date-generation rule. class DayCounter day counter class class Period ModulesCalendars Day counters Typedefstypedef…

QuantLib::AnalyticPerformanceEngine – Pricing engine for performance options using analytical formulae. Synopsis#include <ql/pricingengines/cliquet/analyticperformanceengine.hpp> Inherits QuantLib::CliquetOption::engine. Public Member FunctionsAnalyticPerformanceEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process) void calculate () const Detailed DescriptionPricing engine for performance options using analytical formulae. Tests the correctness of the returned greeks is tested by reproducing numerical derivatives.AuthorGenerated automatically by Doxygen for QuantLib from the…