Linux Manuals session 3

QuantLib::Histogram – Histogram class. Synopsis#include <ql/math/statistics/histogram.hpp> Public Typesenum Algorithm { None, Sturges, FD, Scott } Public Member Functionsconstructors Histogram () template<class T > Histogram (T data_begin, T data_end, Size breaks) template<class T > Histogram (T data_begin, T data_end, Algorithm algorithm) template<class T , class U > Histogram (T data_begin, T data_end, U breaks_begin, U breaks_end)…

QuantLib::HimalayaOption – Himalaya option. Synopsis#include <ql/instruments/himalayaoption.hpp> Inherits QuantLib::MultiAssetOption. Public Member FunctionsHimalayaOption (const std::vector< Date > &fixingDates, Real strike) void setupArguments (PricingEngine::arguments *) const Detailed DescriptionHimalaya option. The payoff of a Himalaya option is computed in the following way: Given a basket of N assets, and N time periods, at the end of each period the…

QuantLib::HybridHestonHullWhiteProcess – Hybrid Heston Hull-White stochastic process. Synopsis#include <ql/processes/hybridhestonhullwhiteprocess.hpp> Inherits QuantLib::JointStochasticProcess. Public Member FunctionsHybridHestonHullWhiteProcess (const boost::shared_ptr< HestonProcess > &hestonProcess, const boost::shared_ptr< HullWhiteForwardProcess > &hullWhiteProcess, Real corrEquityShortRate, Size factors) void preEvolve (Time t0, const Array &x0, Time dt, const Array &dw) const Disposable< Array > postEvolve (Time t0, const Array &x0, Time dt, const Array &dw,…

QuantLib::HestonModelHelper – calibration helper for Heston model Synopsis#include <ql/models/equity/hestonmodelhelper.hpp> Inherits QuantLib::CalibrationHelper. Public Member FunctionsHestonModelHelper (const Period &maturity, const Calendar &calendar, const Real s0, const Real strikePrice, const Handle< Quote > &volatility, const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, bool calibrateVolatility=false) void addTimesTo (std::list< Time > &) const Real modelValue () const returns…

QuantLib::HestonModel – Heston model for the stochastic volatility of an asset. Synopsis#include <ql/models/equity/hestonmodel.hpp> Inherits QuantLib::CalibratedModel. Inherited by BatesDoubleExpModel, and BatesModel. Public Member FunctionsHestonModel (const boost::shared_ptr< HestonProcess > &process) Real theta () const Real kappa () const Real sigma () const Real rho () const Real v0 () const boost::shared_ptr< HestonProcess > process () const Protected…

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 Syntaxunsigned 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 *screen);…

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 Syntaxunsigned 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 *screen);…

QuantLib::HazardRateStructure – hazard-rate adapter for default-probability term structures Synopsis#include <ql/termstructures/credit/hazardratestructure.hpp> Inherits QuantLib::DefaultProbabilityTermStructure. Inherited by FlatHazardRate, and InterpolatedHazardRateCurve< Interpolator >. Public Member FunctionsConstructors See the TermStructure documentation for issues regarding constructors. HazardRateStructure (const DayCounter &dc=DayCounter()) default constructor HazardRateStructure (const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter()) initialize with a fixed reference date HazardRateStructure (Natural settlementDays,…

QuantLib::Handle – Shared handle to an observable. Synopsis#include <ql/handle.hpp> Public Member FunctionsHandle (const boost::shared_ptr< T > &h=boost::shared_ptr< T >(), bool registerAsObserver=true) const boost::shared_ptr< T > & currentLink () const dereferencing const boost::shared_ptr< T > & operator-> () const const boost::shared_ptr< T > & operator* () const bool empty () const checks if the contained shared…

QuantLib::HaltonRsg – Halton low-discrepancy sequence generator. Synopsis#include <ql/math/randomnumbers/haltonrsg.hpp> Public Typestypedef Sample< std::vector< Real > > sample_type Public Member FunctionsHaltonRsg (Size dimensionality, unsigned long seed=0, bool randomStart=true, bool randomShift=false) const sample_type & nextSequence () const const sample_type & lastSequence () const Size dimension () const Detailed DescriptionHalton low-discrepancy sequence generator. Halton algorithm for low-discrepancy sequence. For…

QuantLib::HaganPricer – CMS-coupon pricer. Synopsis#include <ql/cashflows/conundrumpricer.hpp> Inherits QuantLib::CmsCouponPricer. Inherited by AnalyticHaganPricer, and NumericHaganPricer. Public Member Functionsvirtual Real swapletPrice () const =0 virtual Rate swapletRate () const virtual Real capletPrice (Rate effectiveCap) const virtual Rate capletRate (Rate effectiveCap) const virtual Real floorletPrice (Rate effectiveFloor) const virtual Rate floorletRate (Rate effectiveFloor) const Real meanReversion () const void…

hwlocality_object_types – Object Types Typedefstypedef enum hwloc_obj_cache_type_e hwloc_obj_cache_type_t typedef enum hwloc_obj_bridge_type_e hwloc_obj_bridge_type_t typedef enum hwloc_obj_osdev_type_e hwloc_obj_osdev_type_t Enumerationsenum hwloc_obj_type_t { HWLOC_OBJ_SYSTEM, HWLOC_OBJ_MACHINE, HWLOC_OBJ_NUMANODE, HWLOC_OBJ_PACKAGE, HWLOC_OBJ_CACHE, HWLOC_OBJ_CORE, HWLOC_OBJ_PU, HWLOC_OBJ_GROUP, HWLOC_OBJ_MISC, HWLOC_OBJ_BRIDGE, HWLOC_OBJ_PCI_DEVICE, HWLOC_OBJ_OS_DEVICE, HWLOC_OBJ_TYPE_MAX } enum hwloc_obj_cache_type_e { HWLOC_OBJ_CACHE_UNIFIED, HWLOC_OBJ_CACHE_DATA, HWLOC_OBJ_CACHE_INSTRUCTION } enum hwloc_obj_bridge_type_e { HWLOC_OBJ_BRIDGE_HOST, HWLOC_OBJ_BRIDGE_PCI } enum hwloc_obj_osdev_type_e { HWLOC_OBJ_OSDEV_BLOCK, HWLOC_OBJ_OSDEV_GPU, HWLOC_OBJ_OSDEV_NETWORK, HWLOC_OBJ_OSDEV_OPENFABRICS, HWLOC_OBJ_OSDEV_DMA, HWLOC_OBJ_OSDEV_COPROC…

hwlocality_levels – Object levels, depths and types Enumerationsenum hwloc_get_type_depth_e { HWLOC_TYPE_DEPTH_UNKNOWN, HWLOC_TYPE_DEPTH_MULTIPLE, HWLOC_TYPE_DEPTH_BRIDGE, HWLOC_TYPE_DEPTH_PCI_DEVICE, HWLOC_TYPE_DEPTH_OS_DEVICE } Functionsunsigned hwloc_topology_get_depth (hwloc_topology_t restrict topology) int hwloc_get_type_depth (hwloc_topology_t topology, hwloc_obj_type_t type) static int hwloc_get_type_or_below_depth (hwloc_topology_t topology, hwloc_obj_type_t type) static int hwloc_get_type_or_above_depth (hwloc_topology_t topology, hwloc_obj_type_t type) hwloc_obj_type_t hwloc_get_depth_type (hwloc_topology_t topology, unsigned depth) unsigned hwloc_get_nbobjs_by_depth (hwloc_topology_t topology, unsigned depth) static int…

hwlocality_levels – Object levels, depths and types Enumerationsenum hwloc_get_type_depth_e { HWLOC_TYPE_DEPTH_UNKNOWN, HWLOC_TYPE_DEPTH_MULTIPLE, HWLOC_TYPE_DEPTH_BRIDGE, HWLOC_TYPE_DEPTH_PCI_DEVICE, HWLOC_TYPE_DEPTH_OS_DEVICE } Functionsunsigned hwloc_topology_get_depth (hwloc_topology_t restrict topology) int hwloc_get_type_depth (hwloc_topology_t topology, hwloc_obj_type_t type) static int hwloc_get_type_or_below_depth (hwloc_topology_t topology, hwloc_obj_type_t type) static int hwloc_get_type_or_above_depth (hwloc_topology_t topology, hwloc_obj_type_t type) hwloc_obj_type_t hwloc_get_depth_type (hwloc_topology_t topology, unsigned depth) unsigned hwloc_get_nbobjs_by_depth (hwloc_topology_t topology, unsigned depth) static int…

hwlocality_levels – Object levels, depths and types Enumerationsenum hwloc_get_type_depth_e { HWLOC_TYPE_DEPTH_UNKNOWN, HWLOC_TYPE_DEPTH_MULTIPLE, HWLOC_TYPE_DEPTH_BRIDGE, HWLOC_TYPE_DEPTH_PCI_DEVICE, HWLOC_TYPE_DEPTH_OS_DEVICE } Functionsunsigned hwloc_topology_get_depth (hwloc_topology_t restrict topology) int hwloc_get_type_depth (hwloc_topology_t topology, hwloc_obj_type_t type) static int hwloc_get_type_or_below_depth (hwloc_topology_t topology, hwloc_obj_type_t type) static int hwloc_get_type_or_above_depth (hwloc_topology_t topology, hwloc_obj_type_t type) hwloc_obj_type_t hwloc_get_depth_type (hwloc_topology_t topology, unsigned depth) unsigned hwloc_get_nbobjs_by_depth (hwloc_topology_t topology, unsigned depth) static int…

hwlocality_levels – Object levels, depths and types Enumerationsenum hwloc_get_type_depth_e { HWLOC_TYPE_DEPTH_UNKNOWN, HWLOC_TYPE_DEPTH_MULTIPLE, HWLOC_TYPE_DEPTH_BRIDGE, HWLOC_TYPE_DEPTH_PCI_DEVICE, HWLOC_TYPE_DEPTH_OS_DEVICE } Functionsunsigned hwloc_topology_get_depth (hwloc_topology_t restrict topology) int hwloc_get_type_depth (hwloc_topology_t topology, hwloc_obj_type_t type) static int hwloc_get_type_or_below_depth (hwloc_topology_t topology, hwloc_obj_type_t type) static int hwloc_get_type_or_above_depth (hwloc_topology_t topology, hwloc_obj_type_t type) hwloc_obj_type_t hwloc_get_depth_type (hwloc_topology_t topology, unsigned depth) unsigned hwloc_get_nbobjs_by_depth (hwloc_topology_t topology, unsigned depth) static int…

hwlocality_levels – Object levels, depths and types Enumerationsenum hwloc_get_type_depth_e { HWLOC_TYPE_DEPTH_UNKNOWN, HWLOC_TYPE_DEPTH_MULTIPLE, HWLOC_TYPE_DEPTH_BRIDGE, HWLOC_TYPE_DEPTH_PCI_DEVICE, HWLOC_TYPE_DEPTH_OS_DEVICE } Functionsunsigned hwloc_topology_get_depth (hwloc_topology_t restrict topology) int hwloc_get_type_depth (hwloc_topology_t topology, hwloc_obj_type_t type) static int hwloc_get_type_or_below_depth (hwloc_topology_t topology, hwloc_obj_type_t type) static int hwloc_get_type_or_above_depth (hwloc_topology_t topology, hwloc_obj_type_t type) hwloc_obj_type_t hwloc_get_depth_type (hwloc_topology_t topology, unsigned depth) unsigned hwloc_get_nbobjs_by_depth (hwloc_topology_t topology, unsigned depth) static int…

hwlocality_configuration – Topology Detection Configuration and Query Data Structuresstruct hwloc_topology_discovery_support struct hwloc_topology_cpubind_support struct hwloc_topology_membind_support struct hwloc_topology_support Enumerationsenum hwloc_topology_flags_e { HWLOC_TOPOLOGY_FLAG_WHOLE_SYSTEM, HWLOC_TOPOLOGY_FLAG_IS_THISSYSTEM, HWLOC_TOPOLOGY_FLAG_IO_DEVICES, HWLOC_TOPOLOGY_FLAG_IO_BRIDGES, HWLOC_TOPOLOGY_FLAG_WHOLE_IO, HWLOC_TOPOLOGY_FLAG_ICACHES } Functionsint hwloc_topology_ignore_type (hwloc_topology_t topology, hwloc_obj_type_t type) int hwloc_topology_ignore_type_keep_structure (hwloc_topology_t topology, hwloc_obj_type_t type) int hwloc_topology_ignore_all_keep_structure (hwloc_topology_t topology) int hwloc_topology_set_flags (hwloc_topology_t topology, unsigned long flags) unsigned long hwloc_topology_get_flags (hwloc_topology_t topology) int…

hwlocality_configuration – Topology Detection Configuration and Query Data Structuresstruct hwloc_topology_discovery_support struct hwloc_topology_cpubind_support struct hwloc_topology_membind_support struct hwloc_topology_support Enumerationsenum hwloc_topology_flags_e { HWLOC_TOPOLOGY_FLAG_WHOLE_SYSTEM, HWLOC_TOPOLOGY_FLAG_IS_THISSYSTEM, HWLOC_TOPOLOGY_FLAG_IO_DEVICES, HWLOC_TOPOLOGY_FLAG_IO_BRIDGES, HWLOC_TOPOLOGY_FLAG_WHOLE_IO, HWLOC_TOPOLOGY_FLAG_ICACHES } Functionsint hwloc_topology_ignore_type (hwloc_topology_t topology, hwloc_obj_type_t type) int hwloc_topology_ignore_type_keep_structure (hwloc_topology_t topology, hwloc_obj_type_t type) int hwloc_topology_ignore_all_keep_structure (hwloc_topology_t topology) int hwloc_topology_set_flags (hwloc_topology_t topology, unsigned long flags) unsigned long hwloc_topology_get_flags (hwloc_topology_t topology) int…

hwlocality_configuration – Topology Detection Configuration and Query Data Structuresstruct hwloc_topology_discovery_support struct hwloc_topology_cpubind_support struct hwloc_topology_membind_support struct hwloc_topology_support Enumerationsenum hwloc_topology_flags_e { HWLOC_TOPOLOGY_FLAG_WHOLE_SYSTEM, HWLOC_TOPOLOGY_FLAG_IS_THISSYSTEM, HWLOC_TOPOLOGY_FLAG_IO_DEVICES, HWLOC_TOPOLOGY_FLAG_IO_BRIDGES, HWLOC_TOPOLOGY_FLAG_WHOLE_IO, HWLOC_TOPOLOGY_FLAG_ICACHES } Functionsint hwloc_topology_ignore_type (hwloc_topology_t topology, hwloc_obj_type_t type) int hwloc_topology_ignore_type_keep_structure (hwloc_topology_t topology, hwloc_obj_type_t type) int hwloc_topology_ignore_all_keep_structure (hwloc_topology_t topology) int hwloc_topology_set_flags (hwloc_topology_t topology, unsigned long flags) unsigned long hwloc_topology_get_flags (hwloc_topology_t topology) int…