Section 3: library functions
QuantLib::Coupon – coupon accruing over a fixed period Synopsis Real nominal () const const Date & accrualStartDate () const start of the accrual period const Date & accrualEndDate () const end of the accrual period const Date & referencePeriodStart () const start date of the reference period const Date & referencePeriodEnd () const end date…
QuantLib::Coupon – coupon accruing over a fixed period Synopsis Real nominal () const const Date & accrualStartDate () const start of the accrual period const Date & accrualEndDate () const end of the accrual period const Date & referencePeriodStart () const start date of the reference period const Date & referencePeriodEnd () const end date…
redland – Resource Description Framework (RDF) Library Version 1.0.16 Synopsis #include <redland.h> Description redland is a library providing support for the Resource Description Framework (RDF) written in ANSI C with APIs in several other languages. This manual page lists most of the redland public API functions but does not claim to be a complete summary…
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::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,…
recursive_key_scan – Apply a function to all keys in a keyring tree recursive_session_key_scan – Apply a function to all keys in the session keyring tree Synopsis #include <keyutils.h> typedef int (*recursive_key_scanner_t)(key_serial_t parent, key_serial_t key, char *desc, int desc_len, void *data); long recursive_key_scan(key_serial_t keyring, recursive_key_scanner_t func, void *data); long recursive_session_key_scan(recursive_key_scanner_t func, void *data); Description recursive_key_scan() performs…
rectfill – Draws a solid filled rectangle. Allegro game programming library. Synopsis #include <allegro.h> void rectfill(BITMAP *bmp, int x1, int y1, int x2, int y2, int color); Description Draws a solid, filled rectangle with the two points as its opposite corners. See Also rect(3), clear_bitmap(3), drawing_mode(3), makecol(3), exalpha(3), excolmap(3), exkeys(3), exmidi(3), expat(3), exscroll(3), exsprite(3), exstars(3),…
QuantLib::DefaultEvent – Credit-default event. Synopsis DefaultEvent (const Date &date, Real recoveryRate, Seniority seniority=AnySeniority, Restructuring restructuring=AnyRestructuring) Date date () const returns the date at which the event occurs Real recoveryRate () const Seniority seniority () const Restructuring restructuring () const Inherits QuantLib::Event. Public Member Functions DefaultEvent (const Date &date, Real recoveryRate, Seniority seniority=AnySeniority, Restructuring restructuring=AnyRestructuring) Date…
recno – record number database access method Synopsis #include <sys/types.h> #include <db.h> Description Note well: This page documents interfaces provided in glibc up until version 2.1. Since version 2.2, glibc no longer provides these interfaces. Probably, you are looking for the APIs provided by the libdb library instead. The routine dbopen(3) is the library interface…
QuantLib::EnergyBasisSwap – Energy basis swap. Synopsis void performCalculations () const Protected Attributes Inherits QuantLib::EnergySwap. Public Member Functions EnergyBasisSwap (const Calendar &calendar, const boost::shared_ptr< CommodityIndex > &spreadIndex, const boost::shared_ptr< CommodityIndex > &payIndex, const boost::shared_ptr< CommodityIndex > &receiveIndex, bool spreadToPayLeg, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityUnitCost &basis, const CommodityType &commodityType, const boost::shared_ptr<…
QuantLib::EnergyBasisSwap – Energy basis swap. Synopsis void performCalculations () const Protected Attributes Inherits QuantLib::EnergySwap. Public Member Functions EnergyBasisSwap (const Calendar &calendar, const boost::shared_ptr< CommodityIndex > &spreadIndex, const boost::shared_ptr< CommodityIndex > &payIndex, const boost::shared_ptr< CommodityIndex > &receiveIndex, bool spreadToPayLeg, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityUnitCost &basis, const CommodityType &commodityType, const boost::shared_ptr<…
QuantLib::EnergyBasisSwap – Energy basis swap. Synopsis void performCalculations () const Protected Attributes Inherits QuantLib::EnergySwap. Public Member Functions EnergyBasisSwap (const Calendar &calendar, const boost::shared_ptr< CommodityIndex > &spreadIndex, const boost::shared_ptr< CommodityIndex > &payIndex, const boost::shared_ptr< CommodityIndex > &receiveIndex, bool spreadToPayLeg, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityUnitCost &basis, const CommodityType &commodityType, const boost::shared_ptr<…
QuantLib::MakeVanillaSwap – helper class Synopsis MakeVanillaSwap (const Period &swapTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days) operator VanillaSwap () const operator boost::shared_ptr< VanillaSwap > () const MakeVanillaSwap & receiveFixed (bool flag=true) MakeVanillaSwap & withType (VanillaSwap::Type type) MakeVanillaSwap & withNominal (Real n) MakeVanillaSwap & withEffectiveDate (const Date &) MakeVanillaSwap &…
QuantLib::MakeCms – helper class for instantiating CMS Synopsis MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, const boost::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) operator Swap () const operator boost::shared_ptr< Swap > () const MakeCms &…
QuantLib::LazyObject – Framework for calculation on demand and result caching. Synopsis void update () Protected Attributes bool calculated_ bool frozen_ Calculations These methods do not modify the structure of the object and are therefore declared as const. Data members which will be calculated on demand need to be declared as mutable. void recalculate () void…
QuantLib::TimeBasket – Distribution over a number of dates. Synopsis TimeBasket & operator+= (const TimeBasket &other) TimeBasket & operator-= (const TimeBasket &other) Inherits std::map<Date,Real>. Public Member Functions TimeBasket (const std::vector< Date > &dates, const std::vector< Real > &values) Algebra TimeBasket & operator+= (const TimeBasket &other) TimeBasket & operator-= (const TimeBasket &other) Other methods TimeBasket rebin (const…
QuantLib::BarrierOption – Barrier option on a single asset. Synopsis BarrierOption (Barrier::Type barrierType, Real barrier, Real rebate, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) void setupArguments (PricingEngine::arguments *) const Volatility impliedVolatility (Real price, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const Protected Attributes Inherits QuantLib::OneAssetOption. Inherited by…
QuantLib::BarrierOption::arguments – Arguments for barrier option calculation Synopsis void validate () const Public Attributes Inherits OneAssetOption::arguments. Inherited by arguments. Public Member Functions void validate () const Public Attributes Barrier::Type barrierType Real barrier Real rebate Detailed Description Arguments for barrier option calculation Author Generated automatically by Doxygen for QuantLib from the source code.
realpath – return the canonicalized absolute pathname Synopsis #include <limits.h> #include <stdlib.h> char *realpath(const char *path, char *resolved_path); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): realpath(): _XOPEN_SOURCE >= 500 || /* Glibc since 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE Description realpath() expands all symbolic links and resolves references to /./, /../ and extra ‘/’ characters in the null-terminated string named by…