Linux Manuals session 3

QuantLib::CalibratedModel – Calibrated model class. Synopsis#include <ql/models/model.hpp> Inherits QuantLib::Observer, and QuantLib::Observable. Inherited by GJRGARCHModel, HestonModel, LiborForwardModel, and ShortRateModel. Public Member FunctionsCalibratedModel (Size nArguments) void update () void calibrate (const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >()) Calibrate to a set of…

QuantLib::CalibratedModel – Calibrated model class. Synopsis#include <ql/models/model.hpp> Inherits QuantLib::Observer, and QuantLib::Observable. Inherited by GJRGARCHModel, HestonModel, LiborForwardModel, and ShortRateModel. Public Member FunctionsCalibratedModel (Size nArguments) void update () void calibrate (const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >()) Calibrate to a set of…

ql/time/calendar.hpp – calendar class Synopsis#include <ql/time/date.hpp> #include <ql/time/businessdayconvention.hpp> #include <boost/shared_ptr.hpp> #include <set> #include <vector> #include <string> Classesclass Calendar calendar class class Impl abstract base class for calendar implementations class WesternImpl partial calendar implementation class OrthodoxImpl partial calendar implementation Detailed Descriptioncalendar class AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis#include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member FunctionsBlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const virtual Real…

CURLOPT_XOAUTH2_BEARER – specify OAuth 2.0 access token Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_XOAUTH2_BEARER, char *token); DescriptionPass a char * as parameter, which should point to the zero terminated OAuth 2.0 Bearer Access Token for use with IMAP, POP3 and SMTP servers that support the OAuth 2.0 Authorization Framework. Note: The user name used to generate…

CURLOPT_XFERINFOFUNCTION – callback to progress meter function Synopsis#include <curl/curl.h> int progress_callback(void *clientp,                 curl_off_t dltotal,                 curl_off_t dlnow,                 curl_off_t ultotal,                 curl_off_t ulnow); CURLcode curl_easy_setopt(CURL *handle, CURLOPT_XFERINFOFUNCTION, progress_callback); DescriptionPass a pointer to your callback function, which should match the prototype shown above. This function gets called by libcurl instead of its internal equivalent with a frequent interval. While…

CURLOPT_XFERINFODATA – custom pointer passed to the progress callback Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_XFERINFODATA, void *pointer); DescriptionPass a pointer that will be untouched by libcurl and passed as the first argument in the progress callback set with CURLOPT_XFERINFOFUNCTION(3). This is an alias for CURLOPT_PROGRESSDATA(3). DefaultThe default value of this parameter is NULL. ProtocolsAll Examplehttp://curl.haxx.se/libcurl/c/progressfunc.html…

CURLOPT_WRITEFUNCTION – set callback for writing received data Synopsis#include <curl/curl.h> size_t write_callback(char *ptr, size_t size, size_t nmemb, void *userdata); CURLcode curl_easy_setopt(CURL *handle, CURLOPT_WRITEFUNCTION, write_callback);DescriptionPass a pointer to your callback function, which should match the prototype shown above. This callback function gets called by libcurl as soon as there is data received that needs to be…

CURLOPT_WRITEDATA – custom pointer passed to the write callback Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_WRITEDATA, void *pointer); DescriptionA data pointer to pass to the write callback. If you use the CURLOPT_WRITEFUNCTION(3) option, this is the pointer you’ll get in that callback’s 4th argument. If you don’t use a write callback, you must make pointer a…

CURLOPT_WILDCARDMATCH – enable directory wildcard transfers Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_WILDCARDMATCH, long onoff); DescriptionSet onoff to 1 if you want to transfer multiple files according to a file name pattern. The pattern can be specified as part of the CURLOPT_URL(3) option, using an fnmatch-like pattern (Shell Pattern Matching) in the last part of URL…

CURLOPT_VERBOSE – set verbose mode on/off Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_VERBOSE, long onoff); DescriptionSet the onoff parameter to 1 to make the library display a lot of verbose information about its operations on this handle. Very useful for libcurl and/or protocol debugging and understanding. The verbose information will be sent to stderr, or the…

CURLOPT_USE_SSL – request using SSL / TLS for the transfer Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_USE_SSL, long level); DescriptionPass a long using one of the values from below, to make libcurl use your desired level of SSL for the transfer. These are all protocols that start out plain text and get "upgraded" to SSL using…

CURLOPT_USERPWD – user name and password to use in authentication Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_USERPWD, char *userpwd); DescriptionPass a char * as parameter, pointing to a zero terminated login details string for the connection. The format of which is: [user name]:[password]. When using Kerberos V5 authentication with a Windows based server, you should specify…

CURLOPT_USERNAME – user name to use in authentication Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_USERNAME, char *username);DescriptionPass a char * as parameter, which should be pointing to the zero terminated user name to use for the transfer. CURLOPT_USERNAME(3) sets the user name to be used in protocol authentication. You should not use this option together with…

CURLOPT_USERAGENT – set HTTP user-agent header Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_USERAGENT, char *ua); DescriptionPass a pointer to a zero terminated string as parameter. It will be used to set the User-Agent: header in the HTTP request sent to the remote server. This can be used to fool servers or scripts. You can also set…

CURLOPT_URL – provide the URL to use in the request Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_URL, char *URL); DescriptionPass in a pointer to the URL to work with. The parameter should be a char * to a zero terminated string which must be URL-encoded in the following format: scheme://host:port/path For a greater explanation of the…

CURLOPT_UPLOAD – enable data upload Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_UPLOAD, long upload); DescriptionThe long parameter upload set to 1 tells the library to prepare for and perform an upload. The CURLOPT_READDATA(3) and CURLOPT_INFILESIZE(3) or CURLOPT_INFILESIZE_LARGE(3) options are also interesting for uploads. If the protocol is HTTP, uploading means using the PUT request unless you…

CURLOPT_UNRESTRICTED_AUTH – send credentials to other hosts too Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_UNRESTRICTED_AUTH, long goahead);DescriptionA long parameter set to 1 tells libcurl it can continue to send authentication (user+password) credentials when following locations, even when hostname changed. This option is meaningful only when setting CURLOPT_FOLLOWLOCATION(3). Default0 ProtocolsHTTP ExampleTODO AvailabilityAlong with HTTP Return ValueReturns CURLE_OK…

CURLOPT_UNIX_SOCKET_PATH – set Unix domain socket Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_UNIX_SOCKET_PATH, char *path); DescriptionEnables the use of Unix domain sockets as connection endpoint and sets the path to path. If path is NULL, then Unix domain sockets are disabled. An empty string will result in an error at some point, it will not disable…

CURLOPT_TRANSFER_ENCODING – ask for HTTP Transfer Encoding Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_TRANSFER_ENCODING, long enable); DescriptionPass a long set to 1 to enable or 0 to disable. Adds a request for compressed Transfer Encoding in the outgoing HTTP request. If the server supports this and so desires, it can respond with the HTTP response sent…