Section 3: library functions
QuantLib::Italy – Italian calendars. Synopsis #include <ql/time/calendars/italy.hpp> Inherits QuantLib::Calendar. Public Types enum Market { Settlement, Exchange } Italian calendars. Public Member Functions Italy (Market market=Settlement) Detailed Description Italian calendars. Public holidays: * Saturdays * Sundays * New Year’s Day, January 1st * Epiphany, January 6th * Easter Monday * Liberation Day, April 25th * Labour…
IsCursorKey, IsFunctionKey, IsKeypadKey, IsMiscFunctionKey, IsModifierKey, IsPFKey, IsPrivateKeypadKey – keysym classification macros Syntax int IsCursorKey(KeySym keysym); int IsFunctionKey(KeySym keysym); int IsKeypadKey(KeySym keysym); int IsMiscFunctionKey(KeySym keysym); int IsModifierKey(KeySym keysym); int IsPFKey(KeySym keysym); int IsPrivateKeypadKey(KeySym keysym); Arguments keysym Specifies the KeySym that is to be tested. Description The IsCursorKey macro returns True if the specified KeySym is a…
IsCursorKey, IsFunctionKey, IsKeypadKey, IsMiscFunctionKey, IsModifierKey, IsPFKey, IsPrivateKeypadKey – keysym classification macros Syntax int IsCursorKey(KeySym keysym); int IsFunctionKey(KeySym keysym); int IsKeypadKey(KeySym keysym); int IsMiscFunctionKey(KeySym keysym); int IsModifierKey(KeySym keysym); int IsPFKey(KeySym keysym); int IsPrivateKeypadKey(KeySym keysym); Arguments keysym Specifies the KeySym that is to be tested. Description The IsCursorKey macro returns True if the specified KeySym is a…
IsCursorKey, IsFunctionKey, IsKeypadKey, IsMiscFunctionKey, IsModifierKey, IsPFKey, IsPrivateKeypadKey – keysym classification macros Syntax int IsCursorKey(KeySym keysym); int IsFunctionKey(KeySym keysym); int IsKeypadKey(KeySym keysym); int IsMiscFunctionKey(KeySym keysym); int IsModifierKey(KeySym keysym); int IsPFKey(KeySym keysym); int IsPrivateKeypadKey(KeySym keysym); Arguments keysym Specifies the KeySym that is to be tested. Description The IsCursorKey macro returns True if the specified KeySym is a…
IsCursorKey, IsFunctionKey, IsKeypadKey, IsMiscFunctionKey, IsModifierKey, IsPFKey, IsPrivateKeypadKey – keysym classification macros Syntax int IsCursorKey(KeySym keysym); int IsFunctionKey(KeySym keysym); int IsKeypadKey(KeySym keysym); int IsMiscFunctionKey(KeySym keysym); int IsModifierKey(KeySym keysym); int IsPFKey(KeySym keysym); int IsPrivateKeypadKey(KeySym keysym); Arguments keysym Specifies the KeySym that is to be tested. Description The IsCursorKey macro returns True if the specified KeySym is a…
IsCursorKey, IsFunctionKey, IsKeypadKey, IsMiscFunctionKey, IsModifierKey, IsPFKey, IsPrivateKeypadKey – keysym classification macros Syntax int IsCursorKey(KeySym keysym); int IsFunctionKey(KeySym keysym); int IsKeypadKey(KeySym keysym); int IsMiscFunctionKey(KeySym keysym); int IsModifierKey(KeySym keysym); int IsPFKey(KeySym keysym); int IsPrivateKeypadKey(KeySym keysym); Arguments keysym Specifies the KeySym that is to be tested. Description The IsCursorKey macro returns True if the specified KeySym is a…
IsCursorKey, IsFunctionKey, IsKeypadKey, IsMiscFunctionKey, IsModifierKey, IsPFKey, IsPrivateKeypadKey – keysym classification macros Syntax int IsCursorKey(KeySym keysym); int IsFunctionKey(KeySym keysym); int IsKeypadKey(KeySym keysym); int IsMiscFunctionKey(KeySym keysym); int IsModifierKey(KeySym keysym); int IsPFKey(KeySym keysym); int IsPrivateKeypadKey(KeySym keysym); Arguments keysym Specifies the KeySym that is to be tested. Description The IsCursorKey macro returns True if the specified KeySym is a…
IsCursorKey, IsFunctionKey, IsKeypadKey, IsMiscFunctionKey, IsModifierKey, IsPFKey, IsPrivateKeypadKey – keysym classification macros Syntax int IsCursorKey(KeySym keysym); int IsFunctionKey(KeySym keysym); int IsKeypadKey(KeySym keysym); int IsMiscFunctionKey(KeySym keysym); int IsModifierKey(KeySym keysym); int IsPFKey(KeySym keysym); int IsPrivateKeypadKey(KeySym keysym); Arguments keysym Specifies the KeySym that is to be tested. Description The IsCursorKey macro returns True if the specified KeySym is a…
QuantLib::InverseCumulativeStudent – Inverse cumulative Student t-distribution. Synopsis #include <ql/math/distributions/studenttdistribution.hpp> Inherits std::unary_function<Real,Real>. Public Member Functions InverseCumulativeStudent (Integer n, Real accuracy=1e-6, Size maxIterations=50) Real operator() (Real x) const Detailed Description Inverse cumulative Student t-distribution. Possible enhancements Find/implement an efficient algorithm for evaluating the cumulative Student t-distribution, replacing the Newton iteration Author Generated automatically by Doxygen for QuantLib…
QuantLib::InverseCumulativeRsg – Inverse cumulative random sequence generator. Synopsis #include <ql/math/randomnumbers/inversecumulativersg.hpp> Public Types typedef Sample< std::vector< Real > > sample_type Public Member Functions InverseCumulativeRsg (const USG &uniformSequenceGenerator) InverseCumulativeRsg (const USG &uniformSequenceGenerator, const IC &inverseCumulative) const sample_type & nextSequence () const returns next sample from the Gaussian distribution const sample_type & lastSequence () const Size dimension ()…
QuantLib::InverseCumulativeRng – Inverse cumulative random number generator. Synopsis #include <ql/math/randomnumbers/inversecumulativerng.hpp> Public Types typedef Sample< Real > sample_type typedef RNG urng_type Public Member Functions InverseCumulativeRng (const RNG &uniformGenerator) sample_type next () const returns a sample from a Gaussian distribution Detailed Description template<class RNG, class IC> class QuantLib::InverseCumulativeRng< RNG, IC > Inverse cumulative random number generator. It…
QuantLib::InverseCumulativePoisson – Inverse cumulative Poisson distribution function. Synopsis #include <ql/math/distributions/poissondistribution.hpp> Inherits std::unary_function<Real,Real>. Public Member Functions InverseCumulativePoisson (Real lambda=1.0) Real operator() (Real x) const Detailed Description Inverse cumulative Poisson distribution function. Tests the correctness of the returned value is tested by checking it against known good results. Author Generated automatically by Doxygen for QuantLib from the…
QuantLib::InverseCumulativeNormal – Inverse cumulative normal distribution function. Synopsis #include <ql/math/distributions/normaldistribution.hpp> Inherits std::unary_function<Real,Real>. Public Member Functions InverseCumulativeNormal (Real average=0.0, Real sigma=1.0) Real operator() (Real x) const Detailed Description Inverse cumulative normal distribution function. Given x between zero and one as the integral value of a gaussian normal distribution this class provides the value y such that…
ql/math/distributions/normaldistribution.hpp – normal, cumulative and inverse cumulative distributions Synopsis #include <ql/math/errorfunction.hpp> #include <ql/errors.hpp> Classes class NormalDistribution Normal distribution function. class CumulativeNormalDistribution Cumulative normal distribution function. class InverseCumulativeNormal Inverse cumulative normal distribution function. class MoroInverseCumulativeNormal Moro Inverse cumulative normal distribution class. Typedefs typedef NormalDistribution GaussianDistribution typedef InverseCumulativeNormal InvCumulativeNormalDistribution Detailed Description normal, cumulative and inverse cumulative distributions…
QuantLib::IntervalPrice – interval price Synopsis #include <ql/prices.hpp> Public Types enum Type { Open, Close, High, Low } Public Member Functions IntervalPrice (Real open, Real close, Real high, Real low) Inspectors Real open () const Real close () const Real high () const Real low () const Real value (IntervalPrice::Type) const Modifiers void setValue (Real value,…
NAME ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp – Inflation term structure based on the interpolation of zero rates. SYNOPSIS #include <ql/termstructures/inflationtermstructure.hpp> #include <ql/math/interpolations/linearinterpolation.hpp> #include <ql/math/comparison.hpp> #include <boost/noncopyable.hpp> Classes class InterpolatedZeroInflationCurve< Interpolator > Inflation term structure based on the interpolation of zero rates. Typedefs typedef InterpolatedZeroInflationCurve< Linear > ZeroInflationCurve Detailed Description Inflation term structure based on the interpolation of zero rates….
QuantLib::InterpolatedZeroCurve – Term structure based on interpolation of zero yields. Synopsis #include <ql/termstructures/yield/zerocurve.hpp> Inherits QuantLib::ZeroYieldStructure, and boost::noncopyable. Public Member Functions InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Interpolator &interpolator=Interpolator()) Inspectors std::vector< Date > dates_ std::vector< Time > times_ std::vector< Rate > data_ Interpolation interpolation_ Interpolator interpolator_ Date…
NAME ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp – Inflation term structure based on the interpolation of year-on-year rates. SYNOPSIS #include <ql/termstructures/inflationtermstructure.hpp> #include <ql/math/interpolations/linearinterpolation.hpp> #include <ql/math/comparison.hpp> #include <boost/noncopyable.hpp> Classes class InterpolatedYoYInflationCurve< Interpolator > Inflation term structure based on interpolated year-on-year rates. Typedefs typedef InterpolatedYoYInflationCurve< Linear > YoYInflationCurve Detailed Description Inflation term structure based on the interpolation of year-on-year rates. Author Generated…
NAME ql/termstructures/credit/interpolatedhazardratecurve.hpp – interpolated hazard-rate term structure SYNOPSIS #include <ql/termstructures/credit/hazardratestructure.hpp> #include <ql/math/interpolation.hpp> #include <boost/noncopyable.hpp> Classes class InterpolatedHazardRateCurve< Interpolator > interpolated hazard-rate curve Detailed Description interpolated hazard-rate term structure Author Generated automatically by Doxygen for QuantLib from the source code. Index
QuantLib::InterpolatedForwardCurve – Term structure based on interpolation of forward rates. Synopsis #include <ql/termstructures/yield/forwardcurve.hpp> Inherits QuantLib::ForwardRateStructure, and boost::noncopyable. Public Member Functions InterpolatedForwardCurve (const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter, const Interpolator &interpolator=Interpolator()) Inspectors std::vector< Date > dates_ std::vector< Time > times_ std::vector< Rate > data_ Interpolation interpolation_ Interpolator interpolator_ Date…