Linux Manuals session 3

sgbequ.f – Synopsis Functions/Subroutines subroutine sgbequ (M, N, KL, KU, AB, LDAB, R, C, ROWCND, COLCND, AMAX, INFO) SGBEQU Function/Subroutine Documentation subroutine sgbequ (integerM, integerN, integerKL, integerKU, real, dimension( ldab, * )AB, integerLDAB, real, dimension( * )R, real, dimension( * )C, realROWCND, realCOLCND, realAMAX, integerINFO) SGBEQU Purpose: SGBEQU computes row and column scalings intended to…

sgbcon.f – Synopsis Functions/Subroutines subroutine sgbcon (NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND, WORK, IWORK, INFO) SGBCON Function/Subroutine Documentation subroutine sgbcon (characterNORM, integerN, integerKL, integerKU, real, dimension( ldab, * )AB, integerLDAB, integer, dimension( * )IPIV, realANORM, realRCOND, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO) SGBCON Purpose: SGBCON estimates the reciprocal of…

sgbbrd.f – Synopsis Functions/Subroutines subroutine sgbbrd (VECT, M, N, NCC, KL, KU, AB, LDAB, D, E, Q, LDQ, PT, LDPT, C, LDC, WORK, INFO) SGBBRD Function/Subroutine Documentation subroutine sgbbrd (characterVECT, integerM, integerN, integerNCC, integerKL, integerKU, real, dimension( ldab, * )AB, integerLDAB, real, dimension( * )D, real, dimension( * )E, real, dimension( ldq, * )Q, integerLDQ,…

sevmgr-library – C++ Simulation-Oriented Discrete Event Management Library Synopsis #include <sevmgr/…> Description SEvMgr is a C++ library of discrete event queue management classes and functions, exclusively targeting simulation purposes. SEvMgr makes an extensive use of existing open-source libraries for increased functionality, speed and accuracy. In particular the Boost (C++ Standard Extensions: http://www.boost.org) library is used….

setbuf, setbuffer, setlinebuf, setvbuf – stream buffering operations Synopsis #include <stdio.h> void setbuf(FILE *stream, char *buf); void setbuffer(FILE *stream, char *buf, size_t size); void setlinebuf(FILE *stream); int setvbuf(FILE *stream, char *buf, int mode, size_t size); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): setbuffer(), setlinebuf():     Since glibc 2.19:         _DEFAULT_SOURCE     Glibc 2.19 and earlier:         _BSD_SOURCE Description…

getutent, getutid, getutline, pututline, setutent, endutent, utmpname – access utmp file entries Synopsis #include <utmp.h> struct utmp *getutent(void); struct utmp *getutid(const struct utmp *ut); struct utmp *getutline(const struct utmp *ut); struct utmp *pututline(const struct utmp *ut); void setutent(void); void endutent(void); int utmpname(const char *file); Description New applications should use the POSIX.1-specified "utmpx" versions of these…

getutent, getutid, getutline, pututline, setutent, endutent, utmpname – access utmp file entries Synopsis #include <utmp.h> struct utmp *getutent(void); struct utmp *getutid(const struct utmp *ut); struct utmp *getutline(const struct utmp *ut); struct utmp *pututline(const struct utmp *ut); void setutent(void); void endutent(void); int utmpname(const char *file); Description New applications should use the POSIX.1-specified "utmpx" versions of these…

getusershell, setusershell, endusershell – get permitted user shells Synopsis #include <unistd.h> char *getusershell(void); void setusershell(void); void endusershell(void); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): getusershell(), setusershell(), endusershell(): Since glibc 2.21: _DEFAULT_SOURCE In glibc 2.19 and 2.20: _DEFAULT_SOURCE || (_XOPEN_SOURCE && _XOPEN_SOURCE < 500) Up to and including glibc 2.19: _BSD_SOURCE || (_XOPEN_SOURCE && _XOPEN_SOURCE < 500) Description The…

QuantLib::PathMultiAssetOption – Base class for path-dependent options on multiple assets. Synopsis PathMultiAssetOption (const boost::shared_ptr< StochasticProcess > &, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) Instrument interface boost::shared_ptr< StochasticProcess > stochasticProcess_ bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const virtual boost::shared_ptr< PathPayoff > pathPayoff () const =0 virtual…

QuantLib::CallableBond – Callable bond base class. Synopsis CallableBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const DayCounter &paymentDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule()) Protected Attributes Inherits QuantLib::Bond. Inherited by CallableFixedRateBond. Classes class engine base class for callable fixed rate bond engine class results results for a callable bond calculation Public…

QuantLib::ForwardVanillaEngine – Forward engine for vanilla options Synopsis void setup () const void getOriginalResults () const Protected Attributes Inherits GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >. Public Member Functions ForwardVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) void calculate () const Protected Member Functions void setup () const void getOriginalResults () const Protected Attributes boost::shared_ptr< GeneralizedBlackScholesProcess > process_…

getttyent, getttynam, setttyent, endttyent – get ttys file entry Synopsis #include <ttyent.h> struct ttyent *getttyent(void); struct ttyent *getttynam(const char *name); int setttyent(void); int endttyent(void); Description These functions provide an interface to the file _PATH_TTYS (e.g., /etc/ttys). The function setttyent() opens the file or rewinds it if already open. The function endttyent() closes the file. The…

getttyent, getttynam, setttyent, endttyent – get ttys file entry Synopsis #include <ttyent.h> struct ttyent *getttyent(void); struct ttyent *getttynam(const char *name); int setttyent(void); int endttyent(void); Description These functions provide an interface to the file _PATH_TTYS (e.g., /etc/ttys). The function setttyent() opens the file or rewinds it if already open. The function endttyent() closes the file. The…

QuantLib::CreditDefaultSwap – Credit default swap. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Instrument. Public Member Functions Constructors void setupExpired () const Protected Attributes Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const Inspectors Protection::Side side () const Real notional…

QuantLib::CreditDefaultSwap – Credit default swap. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Instrument. Public Member Functions Constructors void setupExpired () const Protected Attributes Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const Inspectors Protection::Side side () const Real notional…

QuantLib::CreditDefaultSwap – Credit default swap. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Instrument. Public Member Functions Constructors void setupExpired () const Protected Attributes Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const Inspectors Protection::Side side () const Real notional…

QuantLib::Bond – Base bond class. Synopsis Real cleanPrice () const theoretical clean price Real dirtyPrice () const theoretical dirty price Real settlementValue () const theoretical settlement value Rate yield (const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const theoretical bond yield Real cleanPrice (Rate yield, const DayCounter &dc, Compounding comp, Frequency freq,…

QuantLib::Bond – Base bond class. Synopsis Real cleanPrice () const theoretical clean price Real dirtyPrice () const theoretical dirty price Real settlementValue () const theoretical settlement value Rate yield (const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const theoretical bond yield Real cleanPrice (Rate yield, const DayCounter &dc, Compounding comp, Frequency freq,…

QuantLib::Swaption – Swaption class Synopsis Swaption (const boost::shared_ptr< VanillaSwap > &swap, const boost::shared_ptr< Exercise > &exercise, Settlement::Type delivery=Settlement::Physical) Volatility impliedVolatility (Real price, const Handle< YieldTermStructure > &discountCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const implied volatility Inherits QuantLib::Option. Classes class arguments Arguments for swaption calculation class engine base class for swaption…

QuantLib::Bond – Base bond class. Synopsis Real cleanPrice () const theoretical clean price Real dirtyPrice () const theoretical dirty price Real settlementValue () const theoretical settlement value Rate yield (const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const theoretical bond yield Real cleanPrice (Rate yield, const DayCounter &dc, Compounding comp, Frequency freq,…