Linux Manuals session 3

ql/qldefines.hpp – Global definitions and compiler switches. Synopsis #include <boost/config.hpp> #include <boost/version.hpp> #include <ql/config.ansi.hpp> #include <cmath> #include <boost/limits.hpp> Defines #define BOOST_ENABLE_ASSERT_HANDLER #define QL_INTEGER int #define QL_BIG_INTEGER long #define QL_REAL double #define QL_VERSION ‘0.9.7’ version string #define QL_HEX_VERSION 0x000907f0 version hexadecimal number #define QL_LIB_VERSION ‘0_9_7’ version string for output lib name #define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER…

ql/errors.hpp – Classes and functions for error handling. Synopsis #include <ql/qldefines.hpp> #include <boost/assert.hpp> #include <boost/current_function.hpp> #include <boost/shared_ptr.hpp> #include <exception> #include <sstream> Classes class Error Base error class. Defines #define QL_FAIL(message) throw an error (possibly with file and line information) #define QL_ASSERT(condition, message) throw an error if the given condition is not verified #define QL_REQUIRE(condition, message)…

Numeric limits – Defines #define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)()) #define QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)()) #define QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)()) #define QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)()) #define QL_NULL_INTEGER ((std::numeric_limits<int>::max)()) #define QL_NULL_REAL ((std::numeric_limits<float>::max)()) Detailed Description Some compilers do not give an implementation of <limits> yet. For the code to be portable these macros should be used instead of the corresponding…

ql/errors.hpp – Classes and functions for error handling. Synopsis #include <ql/qldefines.hpp> #include <boost/assert.hpp> #include <boost/current_function.hpp> #include <boost/shared_ptr.hpp> #include <exception> #include <sstream> Classes class Error Base error class. Defines #define QL_FAIL(message) throw an error (possibly with file and line information) #define QL_ASSERT(condition, message) throw an error if the given condition is not verified #define QL_REQUIRE(condition, message)…

ql/utilities/tracing.hpp – tracing facilities Synopsis #include <ql/types.hpp> #include <ql/errors.hpp> #include <ql/patterns/singleton.hpp> #include <boost/current_function.hpp> #include <iosfwd> Defines #define QL_DEFAULT_TRACER #define QL_TRACE_ENABLE enable tracing #define QL_TRACE_DISABLE disable tracing #define QL_TRACE_ON(out) set tracing stream #define QL_TRACE(message) output tracing information #define QL_TRACE_ENTER_FUNCTION output tracing information #define QL_TRACE_EXIT_FUNCTION output tracing information #define QL_TRACE_LOCATION output tracing information #define QL_TRACE_VARIABLE(variable) output tracing…

ql/qldefines.hpp – Global definitions and compiler switches. Synopsis #include <boost/config.hpp> #include <boost/version.hpp> #include <ql/config.ansi.hpp> #include <cmath> #include <boost/limits.hpp> Defines #define BOOST_ENABLE_ASSERT_HANDLER #define QL_INTEGER int #define QL_BIG_INTEGER long #define QL_REAL double #define QL_VERSION ‘0.9.7’ version string #define QL_HEX_VERSION 0x000907f0 version hexadecimal number #define QL_LIB_VERSION ‘0_9_7’ version string for output lib name #define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER…

ql/errors.hpp – Classes and functions for error handling. Synopsis #include <ql/qldefines.hpp> #include <boost/assert.hpp> #include <boost/current_function.hpp> #include <boost/shared_ptr.hpp> #include <exception> #include <sstream> Classes class Error Base error class. Defines #define QL_FAIL(message) throw an error (possibly with file and line information) #define QL_ASSERT(condition, message) throw an error if the given condition is not verified #define QL_REQUIRE(condition, message)…

AllPlanes, BlackPixel, WhitePixel, ConnectionNumber, DefaultColormap, DefaultDepth, XListDepths, DefaultGC, DefaultRootWindow, DefaultScreenOfDisplay, DefaultScreen, DefaultVisual, DisplayCells, DisplayPlanes, DisplayString, XMaxRequestSize, XExtendedMaxRequestSize, LastKnownRequestProcessed, NextRequest, ProtocolVersion, ProtocolRevision, QLength, RootWindow, ScreenCount, ScreenOfDisplay, ServerVendor, VendorRelease – Display macros and functions Syntax unsigned long AllPlanes; unsigned long BlackPixel(Display *display, int screen_number); unsigned long WhitePixel(Display *display, int screen_number); int ConnectionNumber(Display *display); Colormap DefaultColormap(Display *display, int…

AllPlanes, BlackPixel, WhitePixel, ConnectionNumber, DefaultColormap, DefaultDepth, XListDepths, DefaultGC, DefaultRootWindow, DefaultScreenOfDisplay, DefaultScreen, DefaultVisual, DisplayCells, DisplayPlanes, DisplayString, XMaxRequestSize, XExtendedMaxRequestSize, LastKnownRequestProcessed, NextRequest, ProtocolVersion, ProtocolRevision, QLength, RootWindow, ScreenCount, ScreenOfDisplay, ServerVendor, VendorRelease – Display macros and functions Syntax unsigned long AllPlanes; unsigned long BlackPixel(Display *display, int screen_number); unsigned long WhitePixel(Display *display, int screen_number); int ConnectionNumber(Display *display); Colormap DefaultColormap(Display *display, int…

QuantLib::ProjectedCostFunction – Parameterized cost function. Synopsis #include <ql/math/optimization/projectedcostfunction.hpp> Inherits QuantLib::CostFunction. Public Member Functions ProjectedCostFunction (const CostFunction &costFunction, const Array &parametersValues, const std::vector< bool > &parametersFreedoms) virtual Disposable< Array > project (const Array &parameters) const returns the subset of free parameters corresponding virtual Disposable< Array > include (const Array &projectedParameters) const returns whole set of parameters…

QuantLib::Problem – Constrained optimization problem. Synopsis #include <ql/math/optimization/problem.hpp> Public Member Functions Problem (CostFunction &costFunction, Constraint &constraint, const Array &initialValue=Array()) default constructor void reset () Real value (const Array &x) call cost function computation and increment evaluation counter Disposable< Array > values (const Array &x) call cost values computation and increment evaluation counter void gradient (Array…

QuantLib::LossDistBinomial – Binomial loss distribution. Synopsis #include <ql/experimental/credit/lossdistribution.hpp> Inherits QuantLib::LossDist. Public Member Functions LossDistBinomial (Size nBuckets, Real maximum) Distribution operator() (Size n, Real volume, Real probability) const Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const Size buckets () const Real maximum () const Real volume () const Size size ()…

ql/experimental/commodities/pricingperiod.hpp – Pricing period. Synopsis #include <ql/experimental/commodities/dateinterval.hpp> #include <ql/experimental/commodities/quantity.hpp> #include <vector> Classes class PricingPeriod Time pricingperiod described by a number of a given time unit. Typedefs typedef std::vector< boost::shared_ptr< PricingPeriod > > PricingPeriods Detailed Description Pricing period. Author Generated automatically by Doxygen for QuantLib from the source code.

ql/experimental/commodities/pricingperiod.hpp – Pricing period. Synopsis #include <ql/experimental/commodities/dateinterval.hpp> #include <ql/experimental/commodities/quantity.hpp> #include <vector> Classes class PricingPeriod Time pricingperiod described by a number of a given time unit. Typedefs typedef std::vector< boost::shared_ptr< PricingPeriod > > PricingPeriods Detailed Description Pricing period. Author Generated automatically by Doxygen for QuantLib from the source code.

QuantLib::Commodity – Commodity base class. Synopsis Commodity (const boost::shared_ptr< SecondaryCosts > &secondaryCosts) const boost::shared_ptr< SecondaryCosts > & secondaryCosts () const const SecondaryCostAmounts & secondaryCostAmounts () const const PricingErrors & pricingErrors () const void addPricingError (PricingError::Level errorLevel, const std::string &error, const std::string &detail=”) const Protected Attributes Inherits QuantLib::Instrument. Inherited by EnergyCommodity. Public Member Functions Commodity (const…

QuantLib::FloatingRateCoupon – base floating-rate coupon class Synopsis void update () Inherits QuantLib::Coupon, and QuantLib::Observer. Inherited by AverageBMACoupon, CappedFlooredCoupon, CmsCoupon, DigitalCoupon, IborCoupon, RangeAccrualFloatersCoupon, and SubPeriodsCoupon. Public Member Functions void update () CashFlow interface Real amount () const returns the amount of the cash flow Coupon interface Rate rate () const accrued rate Real price (const Handle<…

XMLTV::PreferredMethod – Adds a preferredmethod argument to XMLTV grabbers Description Add a –preferredmethod argument to your program, eg use XMLTV::PreferredMethod ‘allatonce’; If a –preferredmethod parameter is supplied on the command-line, it will be caught already by the “use” statement, the string supplied in the use-line will be printed to STDOUT and the program will exit….

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…

ql/math/distributions/poissondistribution.hpp – Poisson distribution. Synopsis #include <ql/math/factorial.hpp> #include <ql/math/incompletegamma.hpp> Classes class PoissonDistribution Normal distribution function. class CumulativePoissonDistribution Cumulative Poisson distribution function. class InverseCumulativePoisson Inverse cumulative Poisson distribution function. Detailed Description Poisson distribution. Author Generated automatically by Doxygen for QuantLib from the source code.

BlackPixelOfScreen, WhitePixelOfScreen, CellsOfScreen, DefaultColormapOfScreen, DefaultDepthOfScreen, DefaultGCOfScreen, DefaultVisualOfScreen, DoesBackingStore, DoesSaveUnders, DisplayOfScreen, XScreenNumberOfScreen, EventMaskOfScreen, HeightOfScreen, HeightMMOfScreen, MaxCmapsOfScreen, MinCmapsOfScreen, PlanesOfScreen, RootWindowOfScreen, WidthOfScreen, WidthMMOfScreen – screen information functions and macros Syntax unsigned long BlackPixelOfScreen(Screen *screen); unsigned long WhitePixelOfScreen(Screen *screen); int CellsOfScreen(Screen *screen); Colormap DefaultColormapOfScreen(Screen *screen); int DefaultDepthOfScreen(Screen *screen); GC DefaultGCOfScreen(Screen *screen); Visual *DefaultVisualOfScreen(Screen *screen); int DoesBackingStore(Screen *screen); Bool DoesSaveUnders(Screen…