Linux Manuals session 3

Callout Constants – Constants. Enumerations enum globus_callout_error_t { GLOBUS_CALLOUT_ERROR_SUCCESS = 0, GLOBUS_CALLOUT_ERROR_WITH_HASHTABLE = 1, GLOBUS_CALLOUT_ERROR_OPENING_CONF_FILE = 2, GLOBUS_CALLOUT_ERROR_PARSING_CONF_FILE = 3, GLOBUS_CALLOUT_ERROR_WITH_DL = 4, GLOBUS_CALLOUT_ERROR_OUT_OF_MEMORY = 5, GLOBUS_CALLOUT_ERROR_TYPE_NOT_REGISTERED = 6, GLOBUS_CALLOUT_ERROR_CALLOUT_ERROR = 7, GLOBUS_CALLOUT_ERROR_LAST = 8 } Detailed Description Constants. Enumeration Type Documentation enum globus_callout_error_t Globus Callout Error codes Enumerator GLOBUS_CALLOUT_ERROR_SUCCESS Success – never used GLOBUS_CALLOUT_ERROR_WITH_HASHTABLE…

Callout Constants – Constants. Enumerations enum globus_callout_error_t { GLOBUS_CALLOUT_ERROR_SUCCESS = 0, GLOBUS_CALLOUT_ERROR_WITH_HASHTABLE = 1, GLOBUS_CALLOUT_ERROR_OPENING_CONF_FILE = 2, GLOBUS_CALLOUT_ERROR_PARSING_CONF_FILE = 3, GLOBUS_CALLOUT_ERROR_WITH_DL = 4, GLOBUS_CALLOUT_ERROR_OUT_OF_MEMORY = 5, GLOBUS_CALLOUT_ERROR_TYPE_NOT_REGISTERED = 6, GLOBUS_CALLOUT_ERROR_CALLOUT_ERROR = 7, GLOBUS_CALLOUT_ERROR_LAST = 8 } Detailed Description Constants. Enumeration Type Documentation enum globus_callout_error_t Globus Callout Error codes Enumerator GLOBUS_CALLOUT_ERROR_SUCCESS Success – never used GLOBUS_CALLOUT_ERROR_WITH_HASHTABLE…

Callout Constants – Constants. Enumerations enum globus_callout_error_t { GLOBUS_CALLOUT_ERROR_SUCCESS = 0, GLOBUS_CALLOUT_ERROR_WITH_HASHTABLE = 1, GLOBUS_CALLOUT_ERROR_OPENING_CONF_FILE = 2, GLOBUS_CALLOUT_ERROR_PARSING_CONF_FILE = 3, GLOBUS_CALLOUT_ERROR_WITH_DL = 4, GLOBUS_CALLOUT_ERROR_OUT_OF_MEMORY = 5, GLOBUS_CALLOUT_ERROR_TYPE_NOT_REGISTERED = 6, GLOBUS_CALLOUT_ERROR_CALLOUT_ERROR = 7, GLOBUS_CALLOUT_ERROR_LAST = 8 } Detailed Description Constants. Enumeration Type Documentation enum globus_callout_error_t Globus Callout Error codes Enumerator GLOBUS_CALLOUT_ERROR_SUCCESS Success – never used GLOBUS_CALLOUT_ERROR_WITH_HASHTABLE…

Globus Callback Spaces – Macros #define GLOBUS_CALLBACK_GLOBAL_SPACE Global callback space. Enumerations enum globus_callback_space_behavior_t { GLOBUS_CALLBACK_SPACE_BEHAVIOR_SINGLE, GLOBUS_CALLBACK_SPACE_BEHAVIOR_SERIALIZED, GLOBUS_CALLBACK_SPACE_BEHAVIOR_THREADED } Callback space behaviors describe how a space behaves. Functions globus_result_t globus_callback_space_init (globus_callback_space_t *space, globus_callback_space_attr_t attr) Initialize a user space. globus_result_t globus_callback_space_reference (globus_callback_space_t space) Take a reference to a space. globus_result_t globus_callback_space_destroy (globus_callback_space_t space) Destroy a reference to…

Globus Callback Spaces – Macros #define GLOBUS_CALLBACK_GLOBAL_SPACE Global callback space. Enumerations enum globus_callback_space_behavior_t { GLOBUS_CALLBACK_SPACE_BEHAVIOR_SINGLE, GLOBUS_CALLBACK_SPACE_BEHAVIOR_SERIALIZED, GLOBUS_CALLBACK_SPACE_BEHAVIOR_THREADED } Callback space behaviors describe how a space behaves. Functions globus_result_t globus_callback_space_init (globus_callback_space_t *space, globus_callback_space_attr_t attr) Initialize a user space. globus_result_t globus_callback_space_reference (globus_callback_space_t space) Take a reference to a space. globus_result_t globus_callback_space_destroy (globus_callback_space_t space) Destroy a reference to…

Globus Callback Spaces – Macros #define GLOBUS_CALLBACK_GLOBAL_SPACE Global callback space. Enumerations enum globus_callback_space_behavior_t { GLOBUS_CALLBACK_SPACE_BEHAVIOR_SINGLE, GLOBUS_CALLBACK_SPACE_BEHAVIOR_SERIALIZED, GLOBUS_CALLBACK_SPACE_BEHAVIOR_THREADED } Callback space behaviors describe how a space behaves. Functions globus_result_t globus_callback_space_init (globus_callback_space_t *space, globus_callback_space_attr_t attr) Initialize a user space. globus_result_t globus_callback_space_reference (globus_callback_space_t space) Take a reference to a space. globus_result_t globus_callback_space_destroy (globus_callback_space_t space) Destroy a reference to…

Globus Callback – Globus Callback Function Interface. Modules Globus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros #define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefs typedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerations enum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024,…

Globus Callback Spaces – Macros #define GLOBUS_CALLBACK_GLOBAL_SPACE Global callback space. Enumerations enum globus_callback_space_behavior_t { GLOBUS_CALLBACK_SPACE_BEHAVIOR_SINGLE, GLOBUS_CALLBACK_SPACE_BEHAVIOR_SERIALIZED, GLOBUS_CALLBACK_SPACE_BEHAVIOR_THREADED } Callback space behaviors describe how a space behaves. Functions globus_result_t globus_callback_space_init (globus_callback_space_t *space, globus_callback_space_attr_t attr) Initialize a user space. globus_result_t globus_callback_space_reference (globus_callback_space_t space) Take a reference to a space. globus_result_t globus_callback_space_destroy (globus_callback_space_t space) Destroy a reference to…

Globus Callback – Globus Callback Function Interface. Modules Globus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros #define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefs typedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerations enum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024,…

Globus Callback – Globus Callback Function Interface. Modules Globus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros #define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefs typedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerations enum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024,…

Globus Callback – Globus Callback Function Interface. Modules Globus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros #define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefs typedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerations enum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024,…

Globus Callback – Globus Callback Function Interface. Modules Globus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros #define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefs typedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerations enum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024,…

Globus Callback – Globus Callback Function Interface. Modules Globus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros #define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefs typedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerations enum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024,…

Globus Callback – Globus Callback Function Interface. Modules Globus Callback API Globus Callback Spaces Globus Callback Signal Handling Macros #define GLOBUS_CALLBACK_MODULE Module descriptor. #define GLOBUS_POLL_MODULE Module descriptor. Typedefs typedef int globus_callback_handle_t Periodic callback handle. typedef int globus_callback_space_t Callback space handle. typedef struct globus_l_callback_space_attr_s * globus_callback_space_attr_t" Callback space attribute. Enumerations enum globus_callback_error_type_t { GLOBUS_CALLBACK_ERROR_INVALID_CALLBACK_HANDLE = 1024,…

ql/experimental/credit/syntheticcdoengines.hpp – Pricing engines for the Synthetic CDO instrument. Synopsis #include <ql/experimental/credit/syntheticcdo.hpp> #include <ql/experimental/credit/randomdefaultmodel.hpp> #include <ql/math/distributions/normaldistribution.hpp> #include <ql/math/distributions/bivariatenormaldistribution.hpp> Classes class engine CDO base engine. class MidPointCDOEngine CDO base engine taking schedule steps. class IntegralCDOEngine CDO base engine taking (possibly) small time steps. class MonteCarloCDOEngine1 CDO engine, Monte Carlo for the exptected tranche loss distribution. class…

ql/experimental/credit/syntheticcdoengines.hpp – Pricing engines for the Synthetic CDO instrument. Synopsis #include <ql/experimental/credit/syntheticcdo.hpp> #include <ql/experimental/credit/randomdefaultmodel.hpp> #include <ql/math/distributions/normaldistribution.hpp> #include <ql/math/distributions/bivariatenormaldistribution.hpp> Classes class engine CDO base engine. class MidPointCDOEngine CDO base engine taking schedule steps. class IntegralCDOEngine CDO base engine taking (possibly) small time steps. class MonteCarloCDOEngine1 CDO engine, Monte Carlo for the exptected tranche loss distribution. class…

QuantLib::GJRGARCHProcess – Stochastic-volatility GJR-GARCH(1,1) process. Synopsis #include <ql/processes/gjrgarchprocess.hpp> Inherits QuantLib::StochasticProcess. Public Types enum Discretization { PartialTruncation, FullTruncation, Reflection } Public Member Functions GJRGARCHProcess (const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, Real omega, Real alpha, Real beta, Real gamma, Real lambda, Real daysPerYear=252.0, Discretization d=FullTruncation) Size…

QuantLib::GJRGARCHModel – GJR-GARCH model for the stochastic volatility of an asset. Synopsis #include <ql/models/equity/gjrgarchmodel.hpp> Inherits QuantLib::CalibratedModel. Public Member Functions GJRGARCHModel (const boost::shared_ptr< GJRGARCHProcess > &process) Real omega () const Real alpha () const Real beta () const Real gamma () const Real lambda () const Real v0 () const boost::shared_ptr< GJRGARCHProcess > process () const…

NAME ql/indexes/ibor/gbplibor.hpp – GBP LIBOR rate SYNOPSIS #include <ql/indexes/ibor/libor.hpp> #include <ql/time/calendars/unitedkingdom.hpp> #include <ql/time/daycounters/actual365fixed.hpp> #include <ql/currencies/europe.hpp> Classes class GBPLibor GBP LIBOR rate class DailyTenorGBPLibor base class for the one day deposit BBA GBP LIBOR indexes class GBPLiborON Overnight GBP Libor index. Detailed Description GBP LIBOR rate Author Generated automatically by Doxygen for QuantLib from the source…

NAME ql/pricingengines/swaption/g2swaptionengine.hpp – Swaption pricing engine for two-factor additive Gaussian Model G2++. SYNOPSIS #include <ql/pricingengines/genericmodelengine.hpp> #include <ql/models/shortrate/twofactormodels/g2.hpp> #include <ql/pricingengines/swap/discountingswapengine.hpp> Classes class G2SwaptionEngine Swaption priced by means of the Black formula Detailed Description Swaption pricing engine for two-factor additive Gaussian Model G2++. Author Generated automatically by Doxygen for QuantLib from the source code. Index