Section 3: library functions
QuantLib::CurveState – Curve state for market-model simulations Synopsis Size numberOfRates () const const std::vector< Time > & rateTimes () const const std::vector< Time > & rateTaus () const virtual Real discountRatio (Size i, Size j) const =0 virtual Rate forwardRate (Size i) const =0 virtual Rate coterminalSwapAnnuity (Size numeraire, Size i) const =0 virtual Rate…
QuantLib::SwaptionVolatilityStructure – Swaption-volatility structure Synopsis virtual const Period & maxSwapTenor () const =0 the largest length for which the term structure can return vols Time maxSwapLength () const the largest swapLength for which the term structure can return vols Protected Member Functions virtual boost::shared_ptr< SmileSection > smileSectionImpl (const Date &optionDate, const Period &swapTenor) const virtual…
QuantLib::ForwardSwapQuote – Quote for a forward starting swap. Synopsis void update () Protected Member Functions void initializeDates () void performCalculations () const Protected Attributes Inherits QuantLib::Quote, and QuantLib::LazyObject. Public Member Functions ForwardSwapQuote (const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread, const Period &fwdStart) const Date & valueDate () const const Date & startDate…
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 >…
swab – swap adjacent bytes Synopsis #define _XOPEN_SOURCE /* See feature_test_macros(7) */ #include <unistd.h> void swab(const void *from, void *to, ssize_t n); Description The swab() function copies n bytes from the array pointed to by from to the array pointed to by to, exchanging adjacent even and odd bytes. This function is used to exchange…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…
rpc – library routines for remote procedure calls Synopsis And Description These routines allow C programs to make procedure calls on other machines across the network. First, the client calls a procedure to send a data packet to the server. Upon receipt of the packet, the server calls a dispatch routine to perform the requested…