Linux Manuals session 3

NAME ql/termstructures/yield/fittedbonddiscountcurve.hpp – discount curve fitted to a set of fixed-coupon bonds SYNOPSIS #include <ql/termstructures/yield/bondhelpers.hpp> #include <ql/patterns/lazyobject.hpp> #include <ql/math/array.hpp> #include <ql/utilities/clone.hpp> #include <vector> Classes class FittedBondDiscountCurve Discount curve fitted to a set of fixed-coupon bonds. class FittingMethod Base fitting method used to construct a fitted bond discount curve. Detailed Description discount curve fitted to a…

QuantLib::CubicInterpolation – Cubic interpolation between discrete points. Synopsis #include <ql/math/interpolations/cubicinterpolation.hpp> Inherits QuantLib::Interpolation. Inherited by MonotonicNaturalCubicInterpolation, and NaturalCubicInterpolation. Public Types enum DerivativeApprox { Spline, FourthOrder, Parabolic, ModifiedParabolic, FritschButland, Akima, Kruger } enum BoundaryCondition { NotAKnot, FirstDerivative, SecondDerivative, Periodic, Lagrange } Public Member Functions template<class I1 , class I2 > CubicInterpolation (const I1 &xBegin, const I1 &xEnd,…

NAME ql/methods/finitedifferences/finitedifferencemodel.hpp – generic finite difference model SYNOPSIS #include <ql/methods/finitedifferences/stepcondition.hpp> #include <ql/methods/finitedifferences/boundarycondition.hpp> #include <ql/methods/finitedifferences/operatortraits.hpp> Classes class FiniteDifferenceModel< Evolver > Generic finite difference model. Detailed Description generic finite difference model Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME ql/experimental/finitedifferences/fdhestonvanillaengine.hpp – Finite-Differences Heston vanilla option engine. SYNOPSIS #include <ql/instruments/dividendvanillaoption.hpp> #include <ql/models/equity/hestonmodel.hpp> #include <ql/pricingengines/genericmodelengine.hpp> Classes class FdHestonVanillaEngine Finite-Differences Heston Vanilla Option engine. Detailed Description Finite-Differences Heston vanilla option engine. Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME ql/experimental/finitedifferences/fdhestonrebateengine.hpp – Finite-Differences Heston barrier option rebate helper engine. SYNOPSIS #include <ql/experimental/finitedifferences/dividendbarrieroption.hpp> #include <ql/models/equity/hestonmodel.hpp> #include <ql/pricingengines/genericmodelengine.hpp> Classes class FdHestonRebateEngine Finite-Differences Heston Barrier Option rebate helper engine. Detailed Description Finite-Differences Heston barrier option rebate helper engine. Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME ql/experimental/finitedifferences/fdhestonbarrierengine.hpp – Finite-Differences Heston barrier option engine. SYNOPSIS #include <ql/experimental/finitedifferences/dividendbarrieroption.hpp> #include <ql/models/equity/hestonmodel.hpp> #include <ql/pricingengines/genericmodelengine.hpp> Classes class FdHestonBarrierEngine Finite-Differences Heston Barrier Option engine. Detailed Description Finite-Differences Heston barrier option engine. Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp – Finite-Differences Black Scholes vanilla option engine. SYNOPSIS #include <ql/pricingengine.hpp> #include <ql/instruments/dividendvanillaoption.hpp> #include <ql/processes/blackscholesprocess.hpp> Classes class FdBlackScholesVanillaEngine Finite-Differences Black Scholes vanilla option engine. Detailed Description Finite-Differences Black Scholes vanilla option engine. Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp – Finite-Differences Black Scholes barrier option rebate helper engine. SYNOPSIS #include <ql/experimental/finitedifferences/dividendbarrieroption.hpp> #include <ql/processes/blackscholesprocess.hpp> Classes class FdBlackScholesRebateEngine Finite-Differences Black Scholes barrier option rebate helper engine. Detailed Description Finite-Differences Black Scholes barrier option rebate helper engine. Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp – Finite-Differences Black Scholes barrier option engine. SYNOPSIS #include <ql/experimental/finitedifferences/dividendbarrieroption.hpp> #include <ql/processes/blackscholesprocess.hpp> Classes class FdBlackScholesBarrierEngine Finite-Differences Black Scholes barrier option engine. Detailed Description Finite-Differences Black Scholes barrier option engine. Author Generated automatically by Doxygen for QuantLib from the source code. Index

FcWeightToOpenTypeDouble – Convert from fontconfig weight values to OpenType ones Synopsis #include <fontconfig/fontconfig.h> double FcWeightToOpenTypeDouble (doubleot_weight); Description FcWeightToOpenTypeDouble is the inverse of FcWeightFromOpenType. If the input is less than FC_WEIGHT_THIN or greater than FC_WEIGHT_EXTRABLACK, returns -1. Otherwise returns a number in the range 1 to 1000. Since version 2.12.92

FcWeightToOpenType – Convert from fontconfig weight values to OpenType ones Synopsis #include <fontconfig/fontconfig.h> int FcWeightToOpenType (intot_weight); Description FcWeightToOpenType is like FcWeightToOpenTypeDouble but with integer arguments. Use the other function instead. Since version 2.11.91

FcWeightFromOpenTypeDouble – Convert from OpenType weight values to fontconfig ones Synopsis #include <fontconfig/fontconfig.h> double FcWeightFromOpenTypeDouble (doubleot_weight); Description FcWeightFromOpenTypeDouble returns an double value to use with FC_WEIGHT, from an double in the 1..1000 range, resembling the numbers from OpenType specification’s OS/2 usWeight numbers, which are also similar to CSS font-weight numbers. If input is negative, zero,…

FcWeightFromOpenType – Convert from OpenType weight values to fontconfig ones Synopsis #include <fontconfig/fontconfig.h> int FcWeightFromOpenType (intot_weight); Description FcWeightFromOpenType is like FcWeightFromOpenTypeDouble but with integer arguments. Use the other function instead. Since version 2.11.91

FcValueSave – Copy a value Synopsis #include <fontconfig/fontconfig.h> FcValue FcValueSave (FcValue v); Description Returns a copy of v duplicating any object referenced by it so that v may be safely destroyed without harming the new value.

FcValuePrint – Print a value to stdout Synopsis #include <fontconfig/fontconfig.h> void FcValuePrint (FcValue v); Description Prints a human-readable representation of v to stdout. The format should not be considered part of the library specification as it may change in the future.

FcValueEqual – Test two values for equality Synopsis #include <fontconfig/fontconfig.h> FcBool FcValueEqual (FcValue v_a, FcValue v_b); Description Compares two values. Integers and Doubles are compared as numbers; otherwise the two values have to be the same type to be considered equal. Strings are compared ignoring case.

FcValueDestroy – Free a value Synopsis #include <fontconfig/fontconfig.h> void FcValueDestroy (FcValue v); Description Frees any memory referenced by v. Values of type FcTypeString, FcTypeMatrix and FcTypeCharSet reference memory, the other types do not.

FcUtf8ToUcs4 – convert UTF-8 to UCS4 Synopsis #include <fontconfig/fontconfig.h> int FcUtf8ToUcs4 (FcChar8 *src, FcChar32 *dst, int len); Description Converts the next Unicode char from src into dst and returns the number of bytes containing the char. src must be at least len bytes long.

FcUtf8Len – count UTF-8 encoded chars Synopsis #include <fontconfig/fontconfig.h> FcBool FcUtf8Len (FcChar8 *src, int len, int *nchar, int *wchar); Description Counts the number of Unicode chars in len bytes of src. Places that count in nchar. wchar contains 1, 2 or 4 depending on the number of bytes needed to hold the largest Unicode char…

FcUtf16ToUcs4 – convert UTF-16 to UCS4 Synopsis #include <fontconfig/fontconfig.h> int FcUtf16ToUcs4 (FcChar8 *src, FcEndian endian, FcChar32 *dst, int len); Description Converts the next Unicode char from src into dst and returns the number of bytes containing the char. src must be at least len bytes long. Bytes of src are combined into 16-bit units according…