Linux Manuals session 3

QuantLib::Matrix – Matrix used in linear algebra. Synopsis const Matrix & operator+= (const Matrix &) const Matrix & operator-= (const Matrix &) const Matrix & operator*= (Real) const Matrix & operator/= (Real) Inherited by Disposable< Matrix >. Public Types typedef Real * iterator typedef const Real * const_iterator typedef boost::reverse_iterator< iterator > reverse_iterator typedef boost::reverse_iterator<…

QuantLib::TransformedGrid – transformed grid Synopsis #include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member Functions TransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray ()…

QuantLib::TransformedGrid – transformed grid Synopsis #include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member Functions TransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray ()…

QuantLib::SampledCurve – This class contains a sampled curve. Synopsis void swap (SampledCurve &) void setLogGrid (Real min, Real max) void regridLogGrid (Real min, Real max) void shiftGrid (Real s) void scaleGrid (Real s) void regrid (const Array &new_grid) template<class T > void regrid (const Array &new_grid, T func) template<class T > const SampledCurve & transform…

QuantLib::SampledCurve – This class contains a sampled curve. Synopsis void swap (SampledCurve &) void setLogGrid (Real min, Real max) void regridLogGrid (Real min, Real max) void shiftGrid (Real s) void scaleGrid (Real s) void regrid (const Array &new_grid) template<class T > void regrid (const Array &new_grid, T func) template<class T > const SampledCurve & transform…

QuantLib::Basket – Synopsis #include <ql/experimental/credit/basket.hpp> Public Member Functions Basket (const std::vector< std::string > &names, const std::vector< Real > &notionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0) Size size () const const std::vector< std::string > & names () const const std::vector< Real > & notionals () const Real notional () boost::shared_ptr< Pool > pool…

trampoline – closures as first-class C functions Synopsis #include <trampoline_r.h> function = alloc_trampoline_r(address, data0, data1); free_trampoline_r(function); is_trampoline_r(function) trampoline_r_address(function) trampoline_r_data0(function) trampoline_r_data1(function) Description These functions implement closures as first-class C functions. A closure consists of a regular C function and a piece of data which gets passed to the C function when the closure is called. Closures…

trampoline – closures as first-class C functions Synopsis #include <trampoline.h> function = alloc_trampoline(address, variable, data); free_trampoline(function); is_trampoline(function) trampoline_address(function) trampoline_variable(function) trampoline_data(function) Description These functions implement closures as first-class C functions. A closure consists of a regular C function and a piece of data which gets passed to the C function when the closure is called. Closures…

QuantLib::PiecewiseDefaultCurve – Piecewise default-probability term structure. Synopsis void update () Friends Inherits Traits::template curve::type<Interpolator>, and QuantLib::LazyObject. Public Types typedef Traits traits_type typedef Interpolator interpolator_type Public Member Functions Constructors void update () Friends DefaultTermStructure interface Date maxDate () const Inspectors void update () Friends Observer interface void update () Friends class Bootstrap< this_curve > class BootstrapError<…

QuantLib::CrankNicolson – Crank-Nicolson scheme for finite difference methods. Synopsis #include <ql/methods/finitedifferences/cranknicolson.hpp> Inherits MixedScheme< Operator >. 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 CrankNicolson (const operator_type &L, const bc_set &bcs) Detailed Description template<class Operator> class QuantLib::CrankNicolson< Operator > Crank-Nicolson scheme for…

trademgen-library – C++ Simulated Travel Demand Generation Library Synopsis #include <trademgen/…> Description TraDemGen aims at providing a clean API, and the corresponding C++ implementation, able to generate demand for travel solutions (e.g., from JFK to PEK on 25-05-2009) according to characteristics (e.g., Willingness-To-Pay, preferred airline, etc). TraDemGen makes an extensive use of existing open-source libraries…

QuantLib::EnergyFuture – Energy future. Synopsis void performCalculations () const Protected Attributes Inherits QuantLib::EnergyCommodity. Public Member Functions EnergyFuture (Integer buySell, const Quantity &quantity, const CommodityUnitCost &tradePrice, const boost::shared_ptr< CommodityIndex > &index, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts) bool isExpired () const returns whether the instrument is still tradable. Quantity quantity () const const CommodityUnitCost…

QuantLib::EnergyFuture – Energy future. Synopsis void performCalculations () const Protected Attributes Inherits QuantLib::EnergyCommodity. Public Member Functions EnergyFuture (Integer buySell, const Quantity &quantity, const CommodityUnitCost &tradePrice, const boost::shared_ptr< CommodityIndex > &index, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts) bool isExpired () const returns whether the instrument is still tradable. Quantity quantity () const const CommodityUnitCost…

ql/utilities/tracing.hpp – tracing facilities Synopsis #define QL_DEFAULT_TRACER #define QL_TRACE_ENABLE enable tracing #define QL_TRACE_DISABLE disable tracing #define QL_TRACE_ON(out) set tracing stream #define QL_TRACE(message) output tracing information #define QL_TRACE_ENTER_FUNCTION output tracing information #define QL_TRACE_EXIT_FUNCTION output tracing information #define QL_TRACE_LOCATION output tracing information #define QL_TRACE_VARIABLE(variable) output tracing information Defines #define QL_DEFAULT_TRACER #define QL_TRACE_ENABLE enable tracing #define QL_TRACE_DISABLE disable…

TPM Management – tpmUnsealFile, tpmUnsealShred, tpmUnsealStrerror Name tpmUnsealFile, tpmUnsealShred, tpmUnsealStrerror – unseal routines Synopsis #include <tpm_unseal/tpm_unseal.h> int tpmUnsealFile(char *file, char **data, int *size); void tpmUnsealShred(char *data, int size); char *tpmUnsealStrerror(int rc); Description The functions in the tpmUnseal family allow access to a piece of sensitive data that has been sealed to the TPM configuration of…

TPM Management – tpmUnsealFile, tpmUnsealShred, tpmUnsealStrerror Name tpmUnsealFile, tpmUnsealShred, tpmUnsealStrerror – unseal routines Synopsis #include <tpm_unseal/tpm_unseal.h> int tpmUnsealFile(char *file, char **data, int *size); void tpmUnsealShred(char *data, int size); char *tpmUnsealStrerror(int rc); Description The functions in the tpmUnseal family allow access to a piece of sensitive data that has been sealed to the TPM configuration of…

TPM Management – tpmUnsealFile, tpmUnsealShred, tpmUnsealStrerror Name tpmUnsealFile, tpmUnsealShred, tpmUnsealStrerror – unseal routines Synopsis #include <tpm_unseal/tpm_unseal.h> int tpmUnsealFile(char *file, char **data, int *size); void tpmUnsealShred(char *data, int size); char *tpmUnsealStrerror(int rc); Description The functions in the tpmUnseal family allow access to a piece of sensitive data that has been sealed to the TPM configuration of…

towupper, towupper_l – convert a wide character to uppercase Synopsis #include <wctype.h> wint_t towupper(wint_t wc); wint_t towupper_l(wint_t wc, locale_t locale); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): towupper_l(): Since glibc 2.10: _XOPEN_SOURCE >= 700 Before glibc 2.10: _GNU_SOURCE Description The towupper() function is the wide-character equivalent of the toupper(3) function. If wc is a lowercase wide…

towupper, towupper_l – convert a wide character to uppercase Synopsis #include <wctype.h> wint_t towupper(wint_t wc); wint_t towupper_l(wint_t wc, locale_t locale); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): towupper_l(): Since glibc 2.10: _XOPEN_SOURCE >= 700 Before glibc 2.10: _GNU_SOURCE Description The towupper() function is the wide-character equivalent of the toupper(3) function. If wc is a lowercase wide…

towlower, towlower_l – convert a wide character to lowercase Synopsis #include <wctype.h> wint_t towlower(wint_t wc); wint_t towlower_l(wint_t wc, locale_t locale); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): towlower_l(): Since glibc 2.10: _XOPEN_SOURCE >= 700 Before glibc 2.10: _GNU_SOURCE Description The towlower() function is the wide-character equivalent of the tolower(3) function. If wc is an uppercase wide…