Linux Manuals session 3

QuantLib::MixedScheme – Mixed (explicit/implicit) scheme for finite difference methods. Synopsis#include <ql/methods/finitedifferences/mixedscheme.hpp> Public Typestypedef OperatorTraits< Operator > traits typedef traits::operator_type operator_type typedef traits::array_type array_type typedef traits::bc_set bc_set typedef traits::condition_type condition_type Public Member FunctionsMixedScheme (const operator_type &L, Real theta, const bc_set &bcs) void step (array_type &a, Time t) void setStep (Time dt) Protected Attributesoperator_type L_ operator_type I_…

lsamen.f – SynopsisFunctions/SubroutinesLOGICAL function lsamen (N, CA, CB) LSAMEN Function/Subroutine DocumentationLOGICAL function lsamen (integerN, character*( * )CA, character*( * )CB)LSAMEN Purpose: LSAMEN tests if the first N letters of CA are the same as the first N letters of CB, regardless of case. LSAMEN returns .TRUE. if CA and CB are equivalent except for case…

lsame.f – SynopsisFunctions/SubroutinesLOGICAL function lsame (CA, CB) LSAME Function/Subroutine DocumentationLOGICAL function lsame (characterCA, characterCB)LSAME Purpose: LSAME returns .TRUE. if CA is the same letter as CB regardless of case.  Parameters: CA CB CA and CB specify the single characters to be compared.  Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG…

LOGIMPORT – introduction to the library for importing data and creating a PCP archive C Synopsis #include <pcp/pmapi.h> #include <pcp/impl.h> #include <pcp/import.h> cc … -lpcp_import -lpcp Perl SYNOPSIS use PCP::LogImport; DescriptionThe Performance Co-Pilot Log Import (LOGIMPORT) API is a library (and Perl wrapper) that supports the creation of PCP archives from external sources of performance…

LOCK_VARIABLE – Locks the memory of a variable used by a timer. Allegro game programming library. Synopsis#include <allegro.h> Macro LOCK_VARIABLE(variable_name); DescriptionDue to interrupts, you are required to lock all the memory used by your timer routines. See the description of install_int_ex() for a more detailed explanation and usage example. See Alsoinstall_int(3), install_int_ex(3), exscn3d(3), exsprite(3), exswitch(3),…

LOCK_FUNCTION – Locks the memory of a function used by a timer. Allegro game programming library. Synopsis#include <allegro.h> Macro LOCK_FUNCTION(function_name); DescriptionDue to interrupts, you are required to lock all the memory used by your timer routines. See the description of install_int_ex() for a more detailed explanation and usage example. See Alsoinstall_int(3), install_int_ex(3), exkeys(3), exscn3d(3), exsprite(3),…

ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp – Drift computation for normal Libor market model. Synopsis#include <ql/math/matrix.hpp> #include <ql/models/marketmodels/curvestates/lmmcurvestate.hpp> #include <vector> Classesclass LMMNormalDriftCalculator Drift computation for normal Libor market models. Detailed DescriptionDrift computation for normal Libor market model. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::LMMDriftCalculator – Drift computation for log-normal Libor market models. Synopsis#include <ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp> Public Member FunctionsLMMDriftCalculator (const Matrix &pseudo, const std::vector< Spread > &displacements, const std::vector< Time > &taus, Size numeraire, Size alive) void compute (const LMMCurveState &cs, std::vector< Real > &drifts) const Computes the drifts. void compute (const std::vector< Rate > &fwds, std::vector< Real > &drifts)…

QuantLib::LMMCurveState – Curve state for Libor market models Synopsis#include <ql/models/marketmodels/curvestates/lmmcurvestate.hpp> Inherits QuantLib::CurveState. Public Member FunctionsLMMCurveState (const std::vector< Time > &rateTimes) std::auto_ptr< CurveState > clone () const Modifiers void setOnForwardRates (const std::vector< Rate > &fwdRates, Size firstValidIndex=0) void setOnDiscountRatios (const std::vector< DiscountFactor > &discRatios, Size firstValidIndex=0) Inspectors Real discountRatio (Size i, Size j) const Rate forwardRate…

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