Linux Manuals session 3

QuantLib::UnitedKingdom – United Kingdom calendars. Synopsis #include <ql/time/calendars/unitedkingdom.hpp> Inherits QuantLib::Calendar. Public Types enum Market { Settlement, Exchange, Metals } UK calendars. Public Member Functions UnitedKingdom (Market market=Settlement) Detailed Description United Kingdom calendars. Public holidays (data from http://www.dti.gov.uk/er/bankhol.htm): * Saturdays * Sundays * New Year’s Day, January 1st (possibly moved to Monday) * Good Friday *…

QuantLib::CommodityCurve – Commodity term structure. Synopsis std::ostream & operator<< (std::ostream &out, const CommodityCurve &curve) std::string name_ CommodityType commodityType_ UnitOfMeasure unitOfMeasure_ Currency currency_ std::vector< Date > dates_ std::vector< Time > times_ std::vector< Real > data_ Interpolation interpolation_ ForwardFlat interpolator_ boost::shared_ptr< CommodityCurve > basisOfCurve_ Real basisOfCurveUomConversionFactor_ const std::string & name () const const CommodityType & commodityType ()…

Date and time calculations – Classes class 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 Modules Calendars Day…

UnNamedObj – widget from X tookit Synopsis #include <X11/Intrinsic.h> Description UnNamedObj is a widget which is defined in the X Toolkit. We document its existence here for completeness. Please refer to the X Window System documentation for the real information regarding this widget. Class Hierarchy Object(3) Rect(3) UnNamedObj(3) See Also Object(3) Rect(3) UnNamedObj(3) Core(3)

QuantLib::Ukraine – Ukrainian calendars. Synopsis #include <ql/time/calendars/ukraine.hpp> Inherits QuantLib::Calendar. Public Types enum Market { USE } Public Member Functions Ukraine (Market m=USE) Detailed Description Ukrainian calendars. Holidays for the Ukrainian stock exchange (data from <http://www.ukrse.kiev.ua/eng/>): * Saturdays * Sundays * New Year’s Day, January 1st * Orthodox Christmas, January 7th * International Women’s Day, March…

UilDumpSymbolTable — Dumps the contents of a named UIL symbol table to standard output Synopsis #include <uil/UilDef.h> void UilDumpSymbolTable( sym_entry_type *root_ptr); Description The UilDumpSymbolTable function dumps the contents of a UIL symbol table pointer to standard output. root_ptr Specifies a pointer to the the symbol table root entry. This value can be taken from the…

Uil — Invokes the UIL compiler from within an application Synopsis #include <uil/UilDef.h> Uil_status_type Uil( Uil_command_type *command_desc, Uil_compile_desc_type **compile_desc, Uil_continue_type (*message_cb) (), char *message_data, Uil_continue_type (*status_cb) (), char *status_data); Description The Uil function provides a callable entry point for the UIL compiler. The Uil callable interface can be used to process a UIL source file…

QuantLib::Ukraine – Ukrainian calendars. Synopsis #include <ql/time/calendars/ukraine.hpp> Inherits QuantLib::Calendar. Public Types enum Market { USE } Public Member Functions Ukraine (Market m=USE) Detailed Description Ukrainian calendars. Holidays for the Ukrainian stock exchange (data from <http://www.ukrse.kiev.ua/eng/>): * Saturdays * Sundays * New Year’s Day, January 1st * Orthodox Christmas, January 7th * International Women’s Day, March…

ql/indexes/ibor/usdlibor.hpp – USD LIBOR rate Synopsis #include <ql/indexes/ibor/libor.hpp> #include <ql/time/calendars/unitedstates.hpp> #include <ql/time/daycounters/actual360.hpp> #include <ql/currencies/america.hpp> Classes class USDLibor USD LIBOR rate class DailyTenorUSDLibor base class for the one day deposit BBA USD LIBOR indexes class USDLiborON Overnight USD Libor index. Detailed Description USD LIBOR rate Author Generated automatically by Doxygen for QuantLib from the source code.

ql/indexes/inflation/ukrpi.hpp – UKRPI index Synopsis #include <ql/indexes/inflationindex.hpp> #include <ql/currencies/europe.hpp> Classes class UKRPI UK Retail Price Inflation Index. class YYUKRPI Genuine year-on-year UK RPI (i.e. not a ratio of UK RPI). class YYUKRPIr Fake year-on-year UK RPI (i.e. a ratio of UK RPI). Detailed Description UKRPI index Author Generated automatically by Doxygen for QuantLib from the…

QuantLib::SVD – Singular value decomposition. Synopsis #include <ql/math/matrixutilities/svd.hpp> Public Member Functions SVD (const Matrix &) const Matrix & U () const const Matrix & V () const const Array & singularValues () const Disposable< Matrix > S () const Real norm2 () Real cond () Integer rank () Disposable< Array > solveFor (const Array &)…

QuantLib::TypePayoff – Intermediate class for put/call payoffs. Synopsis #include <ql/instruments/payoffs.hpp> Inherits QuantLib::Payoff. Inherited by FloatingTypePayoff, and StrikedTypePayoff. Public Member Functions TypePayoff (Option::Type type) Option::Type optionType () const Payoff interface std::string description () const Protected Attributes Option::Type type_ Detailed Description Intermediate class for put/call payoffs. Author Generated automatically by Doxygen for QuantLib from the source code.

QuantLib::ExchangeRate – exchange rate between two currencies Synopsis const Currency & source () const the source currency. const Currency & target () const the target currency. Type type () const the type Decimal rate () const the exchange rate (when available) Utility methods Public Types enum Type { Direct, Derived } Public Member Functions Constructors…

ql/models/shortrate/twofactormodel.hpp – Abstract two-factor interest rate model class. Synopsis #include <ql/models/model.hpp> #include <ql/methods/lattices/lattice2d.hpp> Classes class TwoFactorModel Abstract base-class for two-factor models. class ShortRateDynamics Class describing the dynamics of the two state variables. class ShortRateTree Recombining two-dimensional tree discretizing the state variable. Detailed Description Abstract two-factor interest rate model class. Author Generated automatically by Doxygen for…

QuantLib::DateGeneration – Date-generation rule. Synopsis #include <ql/time/dategenerationrule.hpp> Public Types enum Rule { Backward, Forward, Zero, ThirdWednesday, Twentieth, TwentiethIMM } Related Functions (Note that these are not member functions.) std::ostream & operator<< (std::ostream &, DateGeneration::Rule) Detailed Description Date-generation rule. These conventions specify the rule used to generate dates in a Schedule. Member Enumeration Documentation enum Rule…

QuantLib::DateGeneration – Date-generation rule. Synopsis #include <ql/time/dategenerationrule.hpp> Public Types enum Rule { Backward, Forward, Zero, ThirdWednesday, Twentieth, TwentiethIMM } Related Functions (Note that these are not member functions.) std::ostream & operator<< (std::ostream &, DateGeneration::Rule) Detailed Description Date-generation rule. These conventions specify the rule used to generate dates in a Schedule. Member Enumeration Documentation enum Rule…

Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis #include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width,…

Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis #include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width,…

Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis #include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width,…

Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis #include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width,…