Linux Manuals session 3

globus_time.h – Time Types and Macros. Synopsis #include ‘globus_types.h’ #include <time.h> Macros #define GlobusTimeAbstimeSet(Abstime, Sec, USec) #define GlobusTimeAbstimeGet(Abstime, Sec, USec) #define GlobusTimeReltimeSet(Reltime, Sec, USec) #define GlobusTimeAbstimeDiff(Reltime, T1, T2) #define GlobusTimeReltimeToUSec(SlpInt, Reltime) #define GlobusTimeReltimeToMilliSec(Milliseconds, Reltime) #define GlobusTimeAbstimeInc(Abstime, Reltime) #define GlobusTimeAbstimeGetCurrent(Abstime) #define GlobusTimeAbstimeCopy(Dest, Src) #define GlobusTimeReltimeCopy(Dest, Src) #define GlobusTimeReltimeMultiply(Reltime, Factor) #define GlobusTimeReltimeDivide(Reltime, Factor) Functions globus_bool_t globus_time_has_expired (const…

globus_time.h – Time Types and Macros. Synopsis #include ‘globus_types.h’ #include <time.h> Macros #define GlobusTimeAbstimeSet(Abstime, Sec, USec) #define GlobusTimeAbstimeGet(Abstime, Sec, USec) #define GlobusTimeReltimeSet(Reltime, Sec, USec) #define GlobusTimeAbstimeDiff(Reltime, T1, T2) #define GlobusTimeReltimeToUSec(SlpInt, Reltime) #define GlobusTimeReltimeToMilliSec(Milliseconds, Reltime) #define GlobusTimeAbstimeInc(Abstime, Reltime) #define GlobusTimeAbstimeGetCurrent(Abstime) #define GlobusTimeAbstimeCopy(Dest, Src) #define GlobusTimeReltimeCopy(Dest, Src) #define GlobusTimeReltimeMultiply(Reltime, Factor) #define GlobusTimeReltimeDivide(Reltime, Factor) Functions globus_bool_t globus_time_has_expired (const…

globus_time.h – Time Types and Macros. Synopsis #include ‘globus_types.h’ #include <time.h> Macros #define GlobusTimeAbstimeSet(Abstime, Sec, USec) #define GlobusTimeAbstimeGet(Abstime, Sec, USec) #define GlobusTimeReltimeSet(Reltime, Sec, USec) #define GlobusTimeAbstimeDiff(Reltime, T1, T2) #define GlobusTimeReltimeToUSec(SlpInt, Reltime) #define GlobusTimeReltimeToMilliSec(Milliseconds, Reltime) #define GlobusTimeAbstimeInc(Abstime, Reltime) #define GlobusTimeAbstimeGetCurrent(Abstime) #define GlobusTimeAbstimeCopy(Dest, Src) #define GlobusTimeReltimeCopy(Dest, Src) #define GlobusTimeReltimeMultiply(Reltime, Factor) #define GlobusTimeReltimeDivide(Reltime, Factor) Functions globus_bool_t globus_time_has_expired (const…

globus_time.h – Time Types and Macros. Synopsis #include ‘globus_types.h’ #include <time.h> Macros #define GlobusTimeAbstimeSet(Abstime, Sec, USec) #define GlobusTimeAbstimeGet(Abstime, Sec, USec) #define GlobusTimeReltimeSet(Reltime, Sec, USec) #define GlobusTimeAbstimeDiff(Reltime, T1, T2) #define GlobusTimeReltimeToUSec(SlpInt, Reltime) #define GlobusTimeReltimeToMilliSec(Milliseconds, Reltime) #define GlobusTimeAbstimeInc(Abstime, Reltime) #define GlobusTimeAbstimeGetCurrent(Abstime) #define GlobusTimeAbstimeCopy(Dest, Src) #define GlobusTimeReltimeCopy(Dest, Src) #define GlobusTimeReltimeMultiply(Reltime, Factor) #define GlobusTimeReltimeDivide(Reltime, Factor) Functions globus_bool_t globus_time_has_expired (const…

globus_time.h – Time Types and Macros. Synopsis #include ‘globus_types.h’ #include <time.h> Macros #define GlobusTimeAbstimeSet(Abstime, Sec, USec) #define GlobusTimeAbstimeGet(Abstime, Sec, USec) #define GlobusTimeReltimeSet(Reltime, Sec, USec) #define GlobusTimeAbstimeDiff(Reltime, T1, T2) #define GlobusTimeReltimeToUSec(SlpInt, Reltime) #define GlobusTimeReltimeToMilliSec(Milliseconds, Reltime) #define GlobusTimeAbstimeInc(Abstime, Reltime) #define GlobusTimeAbstimeGetCurrent(Abstime) #define GlobusTimeAbstimeCopy(Dest, Src) #define GlobusTimeReltimeCopy(Dest, Src) #define GlobusTimeReltimeMultiply(Reltime, Factor) #define GlobusTimeReltimeDivide(Reltime, Factor) Functions globus_bool_t globus_time_has_expired (const…

globus_time.h – Time Types and Macros. Synopsis #include ‘globus_types.h’ #include <time.h> Macros #define GlobusTimeAbstimeSet(Abstime, Sec, USec) #define GlobusTimeAbstimeGet(Abstime, Sec, USec) #define GlobusTimeReltimeSet(Reltime, Sec, USec) #define GlobusTimeAbstimeDiff(Reltime, T1, T2) #define GlobusTimeReltimeToUSec(SlpInt, Reltime) #define GlobusTimeReltimeToMilliSec(Milliseconds, Reltime) #define GlobusTimeAbstimeInc(Abstime, Reltime) #define GlobusTimeAbstimeGetCurrent(Abstime) #define GlobusTimeAbstimeCopy(Dest, Src) #define GlobusTimeReltimeCopy(Dest, Src) #define GlobusTimeReltimeMultiply(Reltime, Factor) #define GlobusTimeReltimeDivide(Reltime, Factor) Functions globus_bool_t globus_time_has_expired (const…

Gridmap Authorization – Gridmap Authorization and Local User Mapping. Macros #define GlobusGssAssistFreeDNArray(dn_a) Free array of distinguished names. Functions int globus_gss_assist_gridmap (char *globusidp, char **useridp) Look up the default mapping for a Grid identity in a gridmap file. int globus_gss_assist_userok (char *globusid, char *userid) Gridmap entry existence check. int globus_gss_assist_map_local_user (char *local_user, char **globusidp) Look up…

globus_extension.h – Globus Extension Modules. Synopsis #include ‘globus_common_include.h’ #include ‘globus_module.h’ #include ‘globus_hashtable.h’ Macros #define GlobusExtensionDefineModule(name) globus_module_descriptor_t name##_module Functions int globus_extension_activate (const char *extension_name) void * globus_extension_lookup (globus_extension_handle_t *handle, globus_extension_registry_t *registry, void *symbol) int globus_extension_register_builtin (const char *extension_name, globus_module_descriptor_t *module_descriptor) Detailed Description Globus Extension Modules. Macro Definition Documentation #define GlobusExtensionDefineModule(name) globus_module_descriptor_t name##_module Declare your module with…

Globus::GRAM::JobState – GRAM Protocol JobState Constants Description The Globus::GRAM::JobState module defines symbolic names for the JobState constants in the GRAM Protocol. Methods $value = Globus::GRAM::PENDING() Return the value of the PENDING constant. $value = Globus::GRAM::ACTIVE() Return the value of the ACTIVE constant. $value = Globus::GRAM::FAILED() Return the value of the FAILED constant. $value = Globus::GRAM::DONE()…

Globus::GRAM::JobSignal – GRAM Protocol JobSignal Constants Description The Globus::GRAM::JobSignal module defines symbolic names for the JobSignal constants in the GRAM Protocol. Methods $value = Globus::GRAM::CANCEL() Return the value of the CANCEL constant. $value = Globus::GRAM::SUSPEND() Return the value of the SUSPEND constant. $value = Globus::GRAM::RESUME() Return the value of the RESUME constant. $value = Globus::GRAM::PRIORITY()…

Globus::GRAM::Error – GRAM Protocol Error Constants Description The Globus::GRAM::Error module defines symbolic names for the Error constants in the GRAM Protocol. The Globus::GRAM::Error module methods return an object consisting of an integer erorr code, and (optionally) a string explaining the error. Methods $error = new Globus::GRAM::Error($number, $string); Create a new error object with the given…

QuantLib::OrthogonalizedBumpFinder – Synopsis #include <ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp> Public Member Functions OrthogonalizedBumpFinder (const VegaBumpCollection &bumps, const std::vector< VolatilityBumpInstrumentJacobian::Swaption > &swaptions, const std::vector< VolatilityBumpInstrumentJacobian::Cap > &caps, Real multiplierCutOff, Real tolerance) void GetVegaBumps (std::vector< std::vector< Matrix > > &theBumps) const Detailed Description Pass in a market model, a list of instruments, and possible bumps. Get out pseudo-root bumps that shift…

QuantLib::OrthogonalProjections – Synopsis #include <ql/math/matrixutilities/basisincompleteordered.hpp> Public Member Functions OrthogonalProjections (const Matrix &originalVectors, Real multiplierCutOff, Real tolerance) const std::vector< bool > & validVectors () const const std::vector< Real > & GetVector (Size index) const Size numberValidVectors () const Detailed Description Given a collection of vectors, w_i, find a collection of vectors x_i such that x_i is…

QuantLib::Germany – German calendars. Synopsis #include <ql/time/calendars/germany.hpp> Inherits QuantLib::Calendar. Public Types enum Market { Settlement, FrankfurtStockExchange, Xetra, Eurex } German calendars. Public Member Functions Germany (Market market=FrankfurtStockExchange) Detailed Description German calendars. Public holidays: * Saturdays * Sundays * New Year’s Day, January 1st * Good Friday * Easter Monday * Ascension Thursday * Whit Monday…

QuantLib::GeometricBrownianMotionProcess – Geometric brownian-motion process. Synopsis #include <ql/processes/geometricbrownianprocess.hpp> Inherits QuantLib::StochasticProcess1D. Public Member Functions GeometricBrownianMotionProcess (double initialValue, double mue, double sigma) Real x0 () const returns the initial value of the state variable Real drift (Time t, Real x) const returns the drift part of the equation, i.e. $ mu(t, x_t) $ Real diffusion (Time t,…

QuantLib::GenericSequenceStatistics – Statistics analysis of N-dimensional (sequence) data. Synopsis #include <ql/math/statistics/sequencestatistics.hpp> Public Types typedef StatisticsType statistics_type typedef std::vector< typename StatisticsType::value_type > value_type Public Member Functions GenericSequenceStatistics (Size dimension=0) inspectors Size size () const covariance and correlation Disposable< Matrix > covariance () const returns the covariance Matrix Disposable< Matrix > correlation () const returns the correlation…

QuantLib::GenericModelEngine – Base class for some pricing engine on a particular model. Synopsis #include <ql/pricingengines/genericmodelengine.hpp> Inherits GenericEngine< ArgumentsType, ResultsType >. Public Member Functions GenericModelEngine (const boost::shared_ptr< ModelType > &model) void setModel (const boost::shared_ptr< ModelType > &model) Protected Attributes boost::shared_ptr< ModelType > model_ Detailed Description template<class ModelType, class ArgumentsType, class ResultsType> class QuantLib::GenericModelEngine< ModelType, ArgumentsType, ResultsType…

QuantLib::GenericGaussianStatistics – Statistics tool for gaussian-assumption risk measures. Synopsis #include <ql/math/statistics/gaussianstatistics.hpp> Inherits Stat. Public Types typedef Stat::value_type value_type Public Member Functions GenericGaussianStatistics (const Stat &s) Gaussian risk measures Real gaussianDownsideVariance () const Real gaussianDownsideDeviation () const Real gaussianRegret (Real target) const Real gaussianPercentile (Real percentile) const Real gaussianTopPercentile (Real percentile) const Real gaussianPotentialUpside (Real percentile)…

QuantLib::GeneralizedBlackScholesProcess – Generalized Black-Scholes stochastic process. Synopsis #include <ql/processes/blackscholesprocess.hpp> Inherits QuantLib::StochasticProcess1D. Inherited by BlackProcess, BlackScholesMertonProcess, BlackScholesProcess, ExtendedBlackScholesMertonProcess, and GarmanKohlagenProcess. Public Member Functions GeneralizedBlackScholesProcess (const Handle< Quote > &x0, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization)) Time time (const Date…

QuantLib::GbpLiborSwapIsdaFix – GbpLiborSwapIsdaFix index base class Synopsis #include <ql/indexes/swap/gbpliborswap.hpp> Inherits QuantLib::SwapIndex. Public Member Functions GbpLiborSwapIsdaFix (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed Description GbpLiborSwapIsdaFix index base class GBP Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am London. Semiannual Actual/365F vs 6M Libor, 1Y Annual…