Section 3: library functions
Linked List Creation Functions – Functions that add data to an Evas_List. FunctionsEAPI Evas_List * evas_list_append (Evas_List *list, const void *data) Appends the given data to the given linked list. EAPI Evas_List * evas_list_prepend (Evas_List *list, const void *data) Prepends the given data to the given linked list. EAPI Evas_List * evas_list_append_relative (Evas_List *list, const…
Line Functions – Functions used to deal with evas line objects. FunctionsEAPI Evas_Object * evas_object_line_add (Evas *e) Adds a new evas line object to the given evas. EAPI void evas_object_line_xy_set (Evas_Object *obj, Evas_Coord x1, Evas_Coord y1, Evas_Coord x2, Evas_Coord y2) Sets the coordinates of the end points of the given evas line object. EAPI void…
Hash General Functions – Miscellaneous functions that operate on hash objects. FunctionsEAPI int evas_hash_size (const Evas_Hash *hash) Retrieves the number of buckets available in the given hash table. EAPI void evas_hash_free (Evas_Hash *hash) Free an entire hash table. EAPI void evas_hash_foreach (const Evas_Hash *hash, Evas_Bool(*func)(const Evas_Hash *hash, const char *key, void *data, void *fdata), const…
Hash Data Functions – Functions that add, access or remove data from hashes. FunctionsEAPI Evas_Hash * evas_hash_add (Evas_Hash *hash, const char *key, const void *data) Adds an entry to the given hash table. EAPI Evas_Hash * evas_hash_direct_add (Evas_Hash *hash, const char *key, const void *data) Adds an entry to the given hash table and does…
Font Path Functions – Functions that edit the paths being used to load fonts. FunctionsEAPI void evas_font_path_clear (Evas *e) Removes all font paths loaded into memory for the given evas. EAPI void evas_font_path_append (Evas *e, const char *path) Appends a font path to the list of font paths used by the given evas. EAPI void…
Evas Event Freezing Functions – Functions that deal with the freezing of event processing of an evas. FunctionsEAPI void evas_event_freeze (Evas *e) Freeze all event processing. EAPI void evas_event_thaw (Evas *e) Thaw a canvas out after freezing. EAPI int evas_event_freeze_get (const Evas *e) Return the freeze count of a given canvas. Detailed DescriptionFunctions that deal…
Evas_Data.h – These routines are used for Evas data types. SynopsisData Structuresstruct _Evas_Array An array of data. struct _Evas_List A linked list node. Typedefstypedef struct _Evas_Array Evas_Array A generic vector. typedef struct _Evas_Hash Evas_Hash A Hash table handle. typedef struct _Evas_List Evas_List A generic linked list node handle. FunctionsEAPI Evas_Hash * evas_hash_add (Evas_Hash *hash, const…
Evas Coordinate Mapping Functions – Functions that are used to map coordinates from the canvas to the screen or the screen to the canvas. FunctionsEAPI Evas_Coord evas_coord_screen_x_to_world (const Evas *e, int x) Convert/scale an ouput screen co-ordinate into canvas co-ordinates. EAPI Evas_Coord evas_coord_screen_y_to_world (const Evas *e, int y) Convert/scale an ouput screen co-ordinate into canvas…
Clip Functions – Functions that manage the clipping of objects by other objects. FunctionsEAPI void evas_object_clip_set (Evas_Object *obj, Evas_Object *clip) Clip one object to another. EAPI Evas_Object * evas_object_clip_get (const Evas_Object *obj) Get the object clipping this one (if any). EAPI void evas_object_clip_unset (Evas_Object *obj) Disable clipping for an object. EAPI const Evas_List * evas_object_clipees_get…
Evas Canvas – Functions that deal with the basic evas object. FunctionsEAPI Evas * evas_new (void) Creates a new empty evas. EAPI void evas_free (Evas *e) Frees the given evas and any objects created on it. Detailed DescriptionFunctions that deal with the basic evas object. They are the functions you need to use at a…
Evas.h – These routines are used for Evas library interaction. SynopsisData Structuresstruct _Evas_Transform An affine or projective coordinate transformation matrix. struct _Evas_Rectangle A rectangle. struct _Evas_Coord_Rectangle A rectangle in Evas_Coord. struct _Evas_Smart_Class a smart object class struct _Evas_Engine_Info Generic engine information. struct _Evas_Event_Mouse_Down Mouse button press event. struct _Evas_Event_Mouse_Up Mouse button release event. struct _Evas_Event_Mouse_In…
QuantLib::EuropeanOption – European option on a single asset. Synopsis#include <ql/instruments/europeanoption.hpp> Inherits QuantLib::VanillaOption. Public Member FunctionsEuropeanOption (const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &) Detailed DescriptionEuropean option on a single asset. Examples: Replication.cpp. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
QuantLib::EuropeanExercise – European exercise. Synopsis#include <ql/exercise.hpp> Inherits QuantLib::Exercise. Public Member FunctionsEuropeanExercise (const Date &date) Detailed DescriptionEuropean exercise. A European option can only be exercised at one (expiry) date. Examples: ConvertibleBonds.cpp, EquityOption.cpp, and Replication.cpp. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
QuantLib::EurodollarFuturesImpliedStdDevQuote – quote for the Eurodollar-future implied standard deviation Synopsis#include <ql/quotes/eurodollarfuturesquote.hpp> Inherits QuantLib::Quote, and QuantLib::LazyObject. Public Member FunctionsEurodollarFuturesImpliedStdDevQuote (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 isValid () const…
QuantLib::EuriborSwapIsdaFixB – EuriborSwapIsdaFixB index base class Synopsis#include <ql/indexes/swap/euriborswap.hpp> Inherits QuantLib::SwapIndex. Public Member FunctionsEuriborSwapIsdaFixB (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed DescriptionEuriborSwapIsdaFixB index base class Euribor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 12am Frankfurt. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. Reuters page…
QuantLib::EuriborSwapIsdaFixA – EuriborSwapIsdaFixA index base class Synopsis#include <ql/indexes/swap/euriborswap.hpp> Inherits QuantLib::SwapIndex. Public Member FunctionsEuriborSwapIsdaFixA (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed DescriptionEuriborSwapIsdaFixA index base class Euribor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am Frankfurt. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. Reuters page…
QuantLib::EuriborSwapIfrFix – EuriborSwapIfrFix index base class Synopsis#include <ql/indexes/swap/euriborswap.hpp> Inherits QuantLib::SwapIndex. Public Member FunctionsEuriborSwapIfrFix (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed DescriptionEuriborSwapIfrFix index base class Euribor Swap indexes published by IFR Markets and distributed by Reuters page TGM42281 and by Telerate. Annual 30/360 vs 6M Euribor, 1Y vs 3M Euribor. For more…
QuantLib::Euribor6M – 6-months Euribor index Synopsis#include <ql/indexes/ibor/euribor.hpp> Inherits QuantLib::Euribor. Public Member FunctionsEuribor6M (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed Description6-months Euribor index Examples: BermudanSwaption.cpp, Bonds.cpp, and swapvaluation.cpp. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
QuantLib::Euribor365 – Actual/365 Euribor index. Synopsis#include <ql/indexes/ibor/euribor.hpp> Inherits QuantLib::IborIndex. Inherited by Euribor365_10M, Euribor365_11M, Euribor365_1M, Euribor365_1Y, Euribor365_2M, Euribor365_2W, Euribor365_3M, Euribor365_3W, Euribor365_4M, Euribor365_5M, Euribor365_6M, Euribor365_7M, Euribor365_8M, Euribor365_9M, and Euribor365_SW. Public Member FunctionsEuribor365 (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed DescriptionActual/365 Euribor index. Euribor rate adjusted for the mismatch between the actual/360 convention used…
ql/indexes/ibor/euribor.hpp – Euribor index Synopsis#include <ql/indexes/iborindex.hpp> Classesclass Euribor Euribor index class Euribor365 Actual/365 Euribor index. class DailyTenorEuribor Daily tenor Euribor index. class DailyTenorEuribor365 Daily tenor Actual/365 Euribor index. class EuriborSW 1-week Euribor index class Euribor2W 2-weeks Euribor index class Euribor3W 3-weeks Euribor index class Euribor1M 1-month Euribor index class Euribor2M 2-months Euribor index class Euribor3M…