Section 3: library functions
QuantLib::Mexico – Mexican calendars Synopsis #include <ql/time/calendars/mexico.hpp> Inherits QuantLib::Calendar. Public Types enum Market { BMV } Public Member Functions Mexico (Market m=BMV) Detailed Description Mexican calendars Holidays for the Mexican stock exchange (data from <http://www.bmv.com.mx/>): * Saturdays * Sundays * New Year’s Day, January 1st * Constitution Day, February 5th * Birthday of Benito Juarez,…
QuantLib::BMASwapRateHelper – Rate helper for bootstrapping over BMA swap rates. Synopsis #include <ql/termstructures/yield/ratehelpers.hpp> Inherits QuantLib::RelativeDateRateHelper. Public Member Functions BMASwapRateHelper (const Handle< Quote > &liborFraction, const Period &tenor, Natural settlementDays, const Calendar &calendar, const Period &bmaPeriod, BusinessDayConvention bmaConvention, const DayCounter &bmaDayCount, const boost::shared_ptr< BMAIndex > &bmaIndex, const boost::shared_ptr< IborIndex > &index) RateHelper interface Real impliedQuote ()…
QuantLib::BMASwap – swap paying Libor against BMA coupons Synopsis #include <ql/instruments/bmaswap.hpp> Inherits QuantLib::Swap. Public Types enum Type { Receiver = -1, Payer = 1 } Public Member Functions BMASwap (Type type, Real nominal, const Schedule &liborSchedule, Rate liborFraction, Rate liborSpread, const boost::shared_ptr< IborIndex > &liborIndex, const DayCounter &liborDayCount, const Schedule &bmaSchedule, const boost::shared_ptr< BMAIndex >…
QuantLib::BMAIndex – Bond Market Association index. Synopsis #include <ql/indexes/bmaindex.hpp> Inherits QuantLib::InterestRateIndex. Public Member Functions BMAIndex (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Index interface std::string name () const bool isValidFixingDate (const Date &fixingDate) const returns TRUE if the fixing date is a valid one InterestRateIndex interface Handle< YieldTermStructure > termStructure () const Date maturityDate (const…
xerbla_array.f – Synopsis Functions/Subroutines subroutine xerbla_array (SRNAME_ARRAY, SRNAME_LEN, INFO) XERBLA_ARRAY Function/Subroutine Documentation subroutine xerbla_array (character(1), dimension(srname_len)SRNAME_ARRAY, integerSRNAME_LEN, integerINFO) XERBLA_ARRAY Purpose: XERBLA_ARRAY assists other languages in calling XERBLA, the LAPACK and BLAS error handler. Rather than taking a Fortran string argument as the function’s name, XERBLA_ARRAY takes an array of single characters along with the array’s…
xerbla_array.f – Synopsis Functions/Subroutines subroutine xerbla_array (SRNAME_ARRAY, SRNAME_LEN, INFO) XERBLA_ARRAY Function/Subroutine Documentation subroutine xerbla_array (character(1), dimension(srname_len)SRNAME_ARRAY, integerSRNAME_LEN, integerINFO) XERBLA_ARRAY Purpose: XERBLA_ARRAY assists other languages in calling XERBLA, the LAPACK and BLAS error handler. Rather than taking a Fortran string argument as the function’s name, XERBLA_ARRAY takes an array of single characters along with the array’s…
xerbla.f – Synopsis Functions/Subroutines subroutine xerbla (SRNAME, INFO) XERBLA Function/Subroutine Documentation subroutine xerbla (character*(*)SRNAME, integerINFO) XERBLA Purpose: XERBLA is an error handler for the LAPACK routines. It is called by an LAPACK routine if an input parameter has an invalid value. A message is printed and execution stops. Installers may consider modifying the STOP statement…
xerbla.f – Synopsis Functions/Subroutines subroutine xerbla (SRNAME, INFO) XERBLA Function/Subroutine Documentation subroutine xerbla (character*(*)SRNAME, integerINFO) XERBLA Purpose: XERBLA is an error handler for the LAPACK routines. It is called by an LAPACK routine if an input parameter has an invalid value. A message is printed and execution stops. Installers may consider modifying the STOP statement…
lsame.f – Synopsis Functions/Subroutines LOGICAL function lsame (CA, CB) LSAME Function/Subroutine Documentation LOGICAL function lsame (characterCA, characterCB) LSAME Purpose: LSAME returns .TRUE. if CA is the same letter as CB regardless of case. Parameters: CA CA is CHARACTER*1 CB CB is CHARACTER*1 CA and CB specify the single characters to be compared. Author:…
lsame.f – Synopsis Functions/Subroutines LOGICAL function lsame (CA, CB) LSAME Function/Subroutine Documentation LOGICAL function lsame (characterCA, characterCB) LSAME Purpose: LSAME returns .TRUE. if CA is the same letter as CB regardless of case. Parameters: CA CA is CHARACTER*1 CB CB is CHARACTER*1 CA and CB specify the single characters to be compared. Author:…
BITMAP – Stores the contents of a bitmap. Allegro game programming library. Synopsis #include <allegro.h> typedef struct BITMAP Description int w, h; – size of the bitmap in pixels int clip; – non-zero if clipping is turned on int cl, cr, ct, cb; – clip rectangle left, right, top, and bottom unsigned char *line[]; -…
QuantLib::Indonesia – Indonesian calendars Synopsis #include <ql/time/calendars/indonesia.hpp> Inherits QuantLib::Calendar. Public Types enum Market { BEJ, JSX } Public Member Functions Indonesia (Market m=BEJ) Detailed Description Indonesian calendars Holidays for the Jakarta stock exchange (data from <http://www.jsx.co.id/>): * Saturdays * Sundays * New Year’s Day, January 1st * Good Friday * Ascension of Jesus Christ *…
NAME QuantLib::MixedScheme – Mixed (explicit/implicit) scheme for finite difference methods. SYNOPSIS #include <ql/methods/finitedifferences/mixedscheme.hpp> Public Types typedef OperatorTraits< Operator > traits typedef traits::operator_type operator_type typedef traits::array_type array_type typedef traits::bc_set bc_set typedef traits::condition_type condition_type Public Member Functions MixedScheme (const operator_type &L, Real theta, const bc_set &bcs) void step (array_type &a, Time t) void setStep (Time dt) Protected…
NAME QuantLib::AbcdAtmVolCurve – Abcd-interpolated at-the-money (no-smile) volatility curve. SYNOPSIS #include <ql/experimental/volatility/abcdatmvolcurve.hpp> Inherits QuantLib::BlackAtmVolCurve, and QuantLib::LazyObject. Public Member Functions AbcdAtmVolCurve (Natural settlementDays, const Calendar &cal, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &volsHandles, const std::vector< bool > inclusionInInterpolationFlag=std::vector< bool >(1, true), BusinessDayConvention bdc=Following, const DayCounter &dc=Actual365Fixed()) floating reference date, floating market data…
QuantLib::AverageBMALeg – helper class building a sequence of average BMA coupons Synopsis #include <ql/cashflows/averagebmacoupon.hpp> Public Member Functions AverageBMALeg (const Schedule &schedule, const boost::shared_ptr< BMAIndex > &index) AverageBMALeg & withNotionals (Real notional) AverageBMALeg & withNotionals (const std::vector< Real > ¬ionals) AverageBMALeg & withPaymentDayCounter (const DayCounter &) AverageBMALeg & withPaymentAdjustment (BusinessDayConvention) AverageBMALeg & withGearings (Real gearing) AverageBMALeg…
NAME ql/cashflows/averagebmacoupon.hpp – coupon paying a weighted average of BMA-index fixings SYNOPSIS #include <ql/cashflows/floatingratecoupon.hpp> #include <ql/indexes/bmaindex.hpp> Classes class AverageBMACoupon Average BMA coupon. class AverageBMALeg helper class building a sequence of average BMA coupons Detailed Description coupon paying a weighted average of BMA-index fixings Author Generated automatically by Doxygen for QuantLib from the source code. Index
Available_Native_Calls_Page – Available Calls Embryo provides a minimal set of native calls that can be used within any Embryo script. Those calls are detailed here. Note: Some of the ‘core’ functions here are also described in the full Small documentation given Todo Finish this section. Argument Functions numargs Returns the number of arguments passed to…
QuantLib::Quantity – Amount of a commodity. Synopsis #include <ql/experimental/commodities/quantity.hpp> Public Member Functions Constructors Quantity () Quantity (const CommodityType &commodityType, const UnitOfMeasure &unitOfMeasure, Real amount) Inspectors const CommodityType & commodityType () const const UnitOfMeasure & unitOfMeasure () const Real amount () const Quantity rounded () const Quantity arithmetics See below for non-member functions and for settings…
Atlas::Objects::RootData – All objects inherit from this. Synopsis #include <Root.h> Inherits Atlas::Objects::BaseObjectData. Inherited by Atlas::Objects::Entity::RootEntityData, and Atlas::Objects::Operation::RootOperationData. Public Member Functions virtual RootData * copy () const Copy this object. virtual bool instanceOf (int classNo) const Is this instance of some class? virtual int copyAttr (const std::string &name, Atlas::Message::Element &attr) const Retrieve the attribute ‘name’. virtual…
Atlas::Objects::Operation::WieldData – Attach a tool to the character entity at a pre-defined location so that the character can use it. Synopsis #include <Operation.h> Inherits Atlas::Objects::Operation::SetData. Public Member Functions virtual WieldData * copy () const Copy this object. virtual bool instanceOf (int classNo) const Is this instance of some class? virtual void iterate (int ¤t_class, std::string…