Linux Manuals session 3

QuantLib::ActualActual – Actual/Actual day count. Synopsis#include <ql/time/daycounters/actualactual.hpp> Inherits QuantLib::DayCounter. Public Typesenum Convention { ISMA, Bond, ISDA, Historical, Actual365, AFB, Euro } Public Member FunctionsActualActual (Convention c=ActualActual::ISDA) Detailed DescriptionActual/Actual day count. The day count can be calculated according to: * the ISDA convention, also known as ‘Actual/Actual (Historical)’, ‘Actual/Actual’, ‘Act/Act’, and according to ISDA also ‘Actual/365’,…

QuantLib::AccountingEngine – Engine collecting cash flows along a market-model simulation. Synopsis#include <ql/models/marketmodels/accountingengine.hpp> Public Member FunctionsAccountingEngine (const boost::shared_ptr< MarketModelEvolver > &evolver, const Clone< MarketModelMultiProduct > &product, Real initialNumeraireValue) void multiplePathValues (SequenceStatisticsInc &stats, Size numberOfPaths) Detailed DescriptionEngine collecting cash flows along a market-model simulation. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

abs, labs, llabs, imaxabs – compute the absolute value of an integer Synopsis#include <stdlib.h> int abs(int j); long labs(long j); long long llabs(long long j); #include <inttypes.h> intmax_t imaxabs(intmax_t j);Feature Test Macro Requirements for glibc (see feature_test_macros(7)): llabs(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112LDescriptionThe abs() function computes the absolute value of the integer argument j. The labs(), llabs(),…

QuantLib::AbcdVol – Abcd-interpolated volatility structure Synopsis#include <ql/models/marketmodels/models/abcdvol.hpp> Inherits QuantLib::MarketModel. Public Member FunctionsAbcdVol (Real a, Real b, Real c, Real d, const std::vector< Real > &ks, const boost::shared_ptr< PiecewiseConstantCorrelation > &corr, const EvolutionDescription &evolution, const Size numberOfFactors, const std::vector< Rate > &initialRates, const std::vector< Spread > &displacements) MarketModel interface const std::vector< Rate > & initialRates ()…

QuantLib::AbcdFunction – Abcd functional form for instantaneous volatility Synopsis#include <ql/termstructures/volatility/abcd.hpp> Inherits std::unary_function<Real, Real>. Public Member FunctionsAbcdFunction (Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17) Real operator() (Time u) const volatility function value at time u: [ f(u) ] Real maximumLocation () const time at which the volatility function reaches maximum (if any) Real maximumVolatility ()…

ql/experimental/volatility/abcdatmvolcurve.hpp – Abcd-interpolated at-the-money (no-smile) interest rate vol curve. Synopsis#include <ql/experimental/volatility/blackatmvolcurve.hpp> #include <ql/patterns/lazyobject.hpp> #include <ql/math/interpolations/abcdinterpolation.hpp> Classesclass AbcdAtmVolCurve Abcd-interpolated at-the-money (no-smile) volatility curve. Detailed DescriptionAbcd-interpolated at-the-money (no-smile) interest rate vol curve. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::AUDLibor – AUD LIBOR rate Synopsis#include <ql/indexes/ibor/audlibor.hpp> Inherits QuantLib::Libor. Public Member FunctionsAUDLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed DescriptionAUD LIBOR rate Australian Dollar LIBOR fixed by BBA. See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

AUDIOSTREAM – Stores an audiostream. Allegro game programming library. Synopsis#include <allegro.h> typedef struct AUDIOSTREAM Description int voice; – the hardware voice used for the sampleA structure holding an audiostream, which is a convenience wrapper around a SAMPLE structure to double buffer sounds too big to fit into memory, or do clever things like generating the…

assert – abort the program if assertion is false Synopsis#include <assert.h> void assert(scalar expression);DescriptionThis macro can help programmers find bugs in their programs, or handle exceptional cases via a crash that will produce limited debugging output. If expression is false (i.e., compares equal to zero), assert() prints an error message to standard error and terminates…

ANTLR3_VECTOR_struct – Synopsis#include <antlr3collections.h> Public Member Functionsvoid (ANTLR3_CDECL *free)(struct ANTLR3_VECTOR_struct *vector) Data FieldsANTLR3_UINT32(* add )(struct ANTLR3_VECTOR_struct *vector, void *element, void(ANTLR3_CDECL *freeptr)(void *)) void(* clear )(struct ANTLR3_VECTOR_struct *vector) ANTLR3_UINT32 count Number of entries currently in the list;. void(* del )(struct ANTLR3_VECTOR_struct *vector, ANTLR3_UINT32 entry) pANTLR3_VECTOR_ELEMENT elements Array of pointers to vector elements. ANTLR3_UINT32 elementsSize Total number…

include/antlr3collections.h – Synopsis#include <antlr3defs.h> #include <antlr3bitset.h> Data Structuresstruct ANTLR3_HASH_BUCKET_struct Internal structure of a hash table bucket, which tracks all keys that hash to the same bucket. struct ANTLR3_HASH_ENTRY_struct Internal structure representing an element in a hash bucket. struct ANTLR3_HASH_ENUM_struct Internal structure representing an enumeration of a table. struct ANTLR3_HASH_KEY_struct struct ANTLR3_HASH_TABLE_struct Structure that tracks a…

ANTLR3_VECTOR_FACTORY_struct – Structure that tracks vectors in a vector and auto deletes the vectors in the vector factory when closed. Synopsis#include <antlr3collections.h> Data Fieldsvoid(* close )(struct ANTLR3_VECTOR_FACTORY_struct *factory) Function to close the vector factory. pANTLR3_STACK freeStack Consumers from the factory can release a factory produced vector back to the factory so that it may be…

ANTLR3_VECTOR_FACTORY – Vector Factory Class Definition – Typedefstypedef struct ANTLR3_VECTOR_FACTORY_struct * pANTLR3_VECTOR_FACTORY Pointer to an instantiation of ‘class’ ANTLR3_VECTOR_FACTORY. Typedef Documentationtypedef struct ANTLR3_VECTOR_FACTORY_struct* pANTLR3_VECTOR_FACTORYPointer to an instantiation of ‘class’ ANTLR3_VECTOR_FACTORY. AuthorGenerated automatically by Doxygen for ANTLR3C from the source code.

ANTLR3_VECTOR_ELEMENT_struct – Synopsis#include <antlr3collections.h> Public Member Functionsvoid (ANTLR3_CDECL *freeptr)(void *) Data Fieldsvoid * element Member Function DocumentationANTLR3_VECTOR_ELEMENT_struct::void (ANTLR3_CDECL * freeptr)Field Documentationvoid* ANTLR3_VECTOR_ELEMENT_struct::elementReferenced by antlr3VectorAdd(), antlr3VectorClear(), antlr3VectorDel(), antlr3VectorFree(), antlr3VectorGet(), antlr3VectorSet(), antlr3VectorSwap(), antrl3VectorRemove(), destroy(), freeNodeRS(), LB(), and tokLT(). AuthorGenerated automatically by Doxygen for ANTLR3C from the source code.

include/antlr3collections.h – Synopsis#include <antlr3defs.h> #include <antlr3bitset.h> Data Structuresstruct ANTLR3_HASH_BUCKET_struct Internal structure of a hash table bucket, which tracks all keys that hash to the same bucket. struct ANTLR3_HASH_ENTRY_struct Internal structure representing an element in a hash bucket. struct ANTLR3_HASH_ENUM_struct Internal structure representing an enumeration of a table. struct ANTLR3_HASH_KEY_struct struct ANTLR3_HASH_TABLE_struct Structure that tracks a…

include/antlr3exception.h – Contains the definition of a basic ANTLR3 exception structure created by a recognizer when errors are found/predicted. Synopsis#include <antlr3defs.h> Data Structuresstruct ANTLR3_EXCEPTION_struct Base structure for an ANTLR3 exception tracker. Defines#define ANTLR3_EARLY_EXIT_EXCEPTION 5 #define ANTLR3_EARLY_EXIT_NAME ‘Early exit’ #define ANTLR3_FAILED_PREDICATE_EXCEPTION 6 #define ANTLR3_FAILED_PREDICATE_NAME ‘Predicate failed!’ #define ANTLR3_MISMATCHED_EX_NAME ‘Mismatched Token Exception’ Name of ANTLR3_MISMATCHED_TOKEN_EXCEPTION. #define ANTLR3_MISMATCHED_SET_EXCEPTION…

include/antlr3exception.h – Contains the definition of a basic ANTLR3 exception structure created by a recognizer when errors are found/predicted. Synopsis#include <antlr3defs.h> Data Structuresstruct ANTLR3_EXCEPTION_struct Base structure for an ANTLR3 exception tracker. Defines#define ANTLR3_EARLY_EXIT_EXCEPTION 5 #define ANTLR3_EARLY_EXIT_NAME ‘Early exit’ #define ANTLR3_FAILED_PREDICATE_EXCEPTION 6 #define ANTLR3_FAILED_PREDICATE_NAME ‘Predicate failed!’ #define ANTLR3_MISMATCHED_EX_NAME ‘Mismatched Token Exception’ Name of ANTLR3_MISMATCHED_TOKEN_EXCEPTION. #define ANTLR3_MISMATCHED_SET_EXCEPTION…

include/antlr3defs.h – Basic type and constant definitions for ANTLR3 Runtime. Synopsis#include <antlr3errors.h> #include <antlr3config.h> #include <stdio.h> #include <antlr3interfaces.h> #include <antlr3convertutf.h> Defines#define _stat stat #define ANTLR3_API #define ANTLR3_API #define ANTLR3_AVERAGE #define ANTLR3_CALLOC(numEl, elSize) calloc (numEl, (size_t)(elSize)) Default definition of ANTLR3_CALLOC. #define ANTLR3_CDECL #define ANTLR3_CLOSESOCKET close #define ANTLR3_ENCODING_LATIN1 0 #define ANTLR3_ENCODING_UCS2 1 #define ANTLR3_ENCODING_UTF32 3 #define ANTLR3_ENCODING_UTF8…

include/antlr3defs.h – Basic type and constant definitions for ANTLR3 Runtime. Synopsis#include <antlr3errors.h> #include <antlr3config.h> #include <stdio.h> #include <antlr3interfaces.h> #include <antlr3convertutf.h> Defines#define _stat stat #define ANTLR3_API #define ANTLR3_API #define ANTLR3_AVERAGE #define ANTLR3_CALLOC(numEl, elSize) calloc (numEl, (size_t)(elSize)) Default definition of ANTLR3_CALLOC. #define ANTLR3_CDECL #define ANTLR3_CLOSESOCKET close #define ANTLR3_ENCODING_LATIN1 0 #define ANTLR3_ENCODING_UCS2 1 #define ANTLR3_ENCODING_UTF32 3 #define ANTLR3_ENCODING_UTF8…

include/antlr3defs.h – Basic type and constant definitions for ANTLR3 Runtime. Synopsis#include <antlr3errors.h> #include <antlr3config.h> #include <stdio.h> #include <antlr3interfaces.h> #include <antlr3convertutf.h> Defines#define _stat stat #define ANTLR3_API #define ANTLR3_API #define ANTLR3_AVERAGE #define ANTLR3_CALLOC(numEl, elSize) calloc (numEl, (size_t)(elSize)) Default definition of ANTLR3_CALLOC. #define ANTLR3_CDECL #define ANTLR3_CLOSESOCKET close #define ANTLR3_ENCODING_LATIN1 0 #define ANTLR3_ENCODING_UCS2 1 #define ANTLR3_ENCODING_UTF32 3 #define ANTLR3_ENCODING_UTF8…