Section 3: library functions
vline – Draws a vertical line onto the bitmap. Allegro game programming library. Synopsis #include <allegro.h> void vline(BITMAP *bmp, int x, int y1, int y2, int color); Description Draws a vertical line onto the bitmap, from point (x, y1) to (x, y2). Note: vline() is implemented as an alias to another function. See ALLEGRO_NO_VHLINE_ALIAS in…
getrlimit, setrlimit, prlimit – get/set resource limits Synopsis #include <sys/time.h> #include <sys/resource.h> int getrlimit(int resource, struct rlimit *rlim); int setrlimit(int resource, const struct rlimit *rlim); int prlimit(pid_t pid, int resource, const struct rlimit *new_limit, struct rlimit *old_limit); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): prlimit(): _GNU_SOURCE Description The getrlimit() and setrlimit() system calls get…
QuantLib::Visitor – Visitor for a specific class Synopsis virtual void visit (T &)=0 Public Member Functions virtual void visit (T &)=0 Detailed Description template<class T> class QuantLib::Visitor< T > Visitor for a specific class Author Generated automatically by Doxygen for QuantLib from the source code.
vis strvis strnvis strvisx – visually encode characters Library Lb libbsd Synopsis In stdlib.h In bsd/vis.h Ft char * Fn vis char *dst int c int flag int nextc Ft int Fn strvis char *dst const char *src int flag Ft int Fn strnvis char *dst const char *src size_t size int flag Ft int…
wprintf, fwprintf, swprintf, vwprintf, vfwprintf, vswprintf – formatted wide-character output conversion Synopsis #include <stdio.h> #include <wchar.h> int wprintf(const wchar_t *format, …); int fwprintf(FILE *stream, const wchar_t *format, …); int swprintf(wchar_t *wcs, size_t maxlen, const wchar_t *format, …); int vwprintf(const wchar_t *format, va_list args); int vfwprintf(FILE *stream, const wchar_t *format, va_list args); int vswprintf(wchar_t *wcs, size_t…
scanf, fscanf, sscanf, vscanf, vsscanf, vfscanf – input format conversion Synopsis #include <stdio.h> int scanf(const char *format, …); int fscanf(FILE *stream, const char *format, …); int sscanf(const char *str, const char *format, …); #include <stdarg.h> int vscanf(const char *format, va_list ap); int vsscanf(const char *str, const char *format, va_list ap); int vfscanf(FILE *stream, const char…
printf, fprintf, dprintf, sprintf, snprintf, vprintf, vfprintf, vdprintf, vsprintf, vsnprintf – formatted output conversion Synopsis #include <stdio.h> int printf(const char *format, …); int fprintf(FILE *stream, const char *format, …); int dprintf(int fd, const char *format, …); int sprintf(char *str, const char *format, …); int snprintf(char *str, size_t size, const char *format, …); #include <stdarg.h> int…
scandir, scandirat, alphasort, versionsort – scan a directory for matching entries Synopsis #include <dirent.h> int scandir(const char *dirp, struct dirent ***namelist, int (*filter)(const struct dirent *), int (*compar)(const struct dirent **, const struct dirent **)); int alphasort(const struct dirent **a, const struct dirent **b); int versionsort(const struct dirent **a, const struct dirent **b); #include <dirent.h>…
err, verr, errx, verrx, warn, vwarn, warnx, vwarnx – formatted error messages Synopsis #include <err.h> void err(int eval, const char *fmt, …); void errx(int eval, const char *fmt, …); void warn(const char *fmt, …); void warnx(const char *fmt, …); #include <stdarg.h> void verr(int eval, const char *fmt, va_list args); void verrx(int eval, const char *fmt,…
err, verr, errx, verrx, warn, vwarn, warnx, vwarnx – formatted error messages Synopsis #include <err.h> void err(int eval, const char *fmt, …); void errx(int eval, const char *fmt, …); void warn(const char *fmt, …); void warnx(const char *fmt, …); #include <stdarg.h> void verr(int eval, const char *fmt, va_list args); void verrx(int eval, const char *fmt,…
QuantLib::MultiAssetOption – Base class for options on multiple assets. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const…
QuantLib::SwaptionVolatilityCube – swaption-volatility cube Synopsis void registerWithVolatilitySpread () Volatility volatilityImpl (Time optionTime, Time swapLength, Rate strike) const Volatility volatilityImpl (const Date &optionDate, const Period &swapTenor, Rate strike) const Protected Attributes Inherits QuantLib::SwaptionVolatilityDiscrete. Inherited by SwaptionVolCube1, and SwaptionVolCube2. Public Member Functions SwaptionVolatilityCube (const Handle< SwaptionVolatilityStructure > &atmVolStructure, const std::vector< Period > &optionTenors, const std::vector< Period >…
QuantLib::SingleAssetOption – Black-Scholes-Merton option. Synopsis static const Real dVolMultiplier_ static const Real dRMultiplier_ Friends Inherited by DiscreteGeometricASO. Public Member Functions static const Real dVolMultiplier_ static const Real dRMultiplier_ Friends Real underlying_ PlainVanillaPayoff payoff_ Spread dividendYield_ Rate riskFreeRate_ Time residualTime_ Volatility volatility_ bool hasBeenCalculated_ Real rho_ Real dividendRho_ Real vega_ Real theta_ bool rhoComputed_ bool dividendRhoComputed_…
QuantLib::MultiAssetOption – Base class for options on multiple assets. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const…
printf, fprintf, dprintf, sprintf, snprintf, vprintf, vfprintf, vdprintf, vsprintf, vsnprintf – formatted output conversion Synopsis #include <stdio.h> int printf(const char *format, …); int fprintf(FILE *stream, const char *format, …); int dprintf(int fd, const char *format, …); int sprintf(char *str, const char *format, …); int snprintf(char *str, size_t size, const char *format, …); #include <stdarg.h> int…
asprintf, vasprintf – print to allocated string Synopsis #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <stdio.h> int asprintf(char **strp, const char *fmt, …); int vasprintf(char **strp, const char *fmt, va_list ap); Description The functions asprintf() and vasprintf() are analogs of sprintf(3) and vsprintf(3), except that they allocate a string large enough to hold the output…
QuantLib::MarketModelVolProcess – Synopsis #include <ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp> Inherited by SquareRootAndersen. Public Member Functions virtual Size variatesPerStep ()=0 virtual Size numberSteps ()=0 virtual void nextPath ()=0 virtual Real nextstep (const std::vector< Real > &variates)=0 virtual Real stepSd () const =0 virtual std::vector< Real > & stateVariables () const =0 virtual Size numberStateVariables () const =0 Detailed Description Displaced…
QuantLib::CovarianceDecomposition – Covariance decomposition into correlation and variances. Synopsis CovarianceDecomposition (const Matrix &covarianceMatrix, Real tolerance=1.0e-12, SalvagingAlgorithm::Type sa=SalvagingAlgorithm::None) const Array & variances () const const Array & standardDeviations () const const Matrix & correlationMatrix () const Public Member Functions CovarianceDecomposition (const Matrix &covarianceMatrix, Real tolerance=1.0e-12, SalvagingAlgorithm::Type sa=SalvagingAlgorithm::None) const Array & variances () const const Array &…
QuantLib::VarianceSwap – Variance swap. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Instrument. Classes class arguments Arguments for forward fair-variance calculation class engine base class for variance-swap engines class results Results from variance-swap calculation Public Member Functions VarianceSwap (Position::Type position, Real strike, Real notional, const Date &startDate, const Date &maturityDate) void setupArguments (PricingEngine::arguments *args) const…
QuantLib::SmileSection – interest rate volatility smile section Synopsis SmileSection (const Date &d, const DayCounter &dc=DayCounter(), const Date &referenceDate=Date()) SmileSection (Time exerciseTime, const DayCounter &dc=DayCounter()) virtual void update () virtual Real minStrike () const =0 virtual Real maxStrike () const =0 Real variance (Rate strike=Null< Rate >()) const Volatility volatility (Rate strike=Null< Rate >()) const virtual…