Linux Manuals session 3

QuantLib::ProjectedCostFunction – Parameterized cost function. Synopsis #include <ql/math/optimization/projectedcostfunction.hpp> Inherits QuantLib::CostFunction. Public Member Functions ProjectedCostFunction (const CostFunction &costFunction, const Array &parametersValues, const std::vector< bool > &parametersFreedoms) virtual Disposable< Array > project (const Array &parameters) const returns the subset of free parameters corresponding virtual Disposable< Array > include (const Array &projectedParameters) const returns whole set of parameters…

program_invocation_name, program_invocation_short_name – obtain name used to invoke calling program Synopsis #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <errno.h> extern char *program_invocation_name; extern char *program_invocation_short_name; Description program_invocation_name contains the name that was used to invoke the calling program. This is the same as the value of argv[0] in main(), with the difference that the scope…

program_invocation_name, program_invocation_short_name – obtain name used to invoke calling program Synopsis #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <errno.h> extern char *program_invocation_name; extern char *program_invocation_short_name; Description program_invocation_name contains the name that was used to invoke the calling program. This is the same as the value of argv[0] in main(), with the difference that the scope…

profil – execution time profile Synopsis #include <unistd.h> int profil(unsigned short *buf, size_t bufsiz, size_t offset, unsigned int scale); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): profil(): 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 This…

QuantLib::MCBasketEngine – Pricing engine for basket options using Monte Carlo simulation. Synopsis #include <ql/pricingengines/basket/mcbasketengine.hpp> Inherits QuantLib::BasketOption::engine, and McSimulation< MultiVariate, RNG, S >. Public Types typedef McSimulation< MultiVariate, RNG, S >::path_generator_type path_generator_type typedef McSimulation< MultiVariate, RNG, S >::path_pricer_type path_pricer_type typedef McSimulation< MultiVariate, RNG, S >::stats_type stats_type Public Member Functions MCBasketEngine (const boost::shared_ptr< StochasticProcessArray > &, Size…

Stochastic processes – Classes class ExtendedBlackScholesMertonProcess experimental Black-Scholes-Merton stochastic process class LiborForwardModelProcess libor-forward-model process class BatesProcess Square-root stochastic-volatility Bates process. class GeneralizedBlackScholesProcess Generalized Black-Scholes stochastic process. class BlackScholesProcess Black-Scholes (1973) stochastic process. class BlackScholesMertonProcess Merton (1973) extension to the Black-Scholes stochastic process. class BlackProcess Black (1976) stochastic process. class GarmanKohlagenProcess Garman-Kohlhagen (1983) stochastic process. class…

QuantLib::LiborForwardModel – Libor forward model Synopsis #include <ql/legacy/libormarketmodels/liborforwardmodel.hpp> Inherits QuantLib::CalibratedModel, and QuantLib::AffineModel. Public Member Functions LiborForwardModel (const boost::shared_ptr< LiborForwardModelProcess > &process, const boost::shared_ptr< LmVolatilityModel > &volaModel, const boost::shared_ptr< LmCorrelationModel > &corrModel) Rate S_0 (Size alpha, Size beta) const virtual boost::shared_ptr< SwaptionVolatilityMatrix > getSwaptionVolatilityMatrix () const DiscountFactor discount (Time t) const Implied discount curve. Real discountBond…

QuantLib::GJRGARCHModel – GJR-GARCH model for the stochastic volatility of an asset. Synopsis void generateArguments () Protected Attributes Inherits QuantLib::CalibratedModel. Public Member Functions GJRGARCHModel (const boost::shared_ptr< GJRGARCHProcess > &process) Real omega () const Real alpha () const Real beta () const Real gamma () const Real lambda () const Real v0 () const boost::shared_ptr< GJRGARCHProcess >…

ql/termstructures/credit/probabilitytraits.hpp – default-probability bootstrap traits Synopsis #include <ql/termstructures/credit/interpolateddefaultdensitycurve.hpp> #include <ql/termstructures/credit/interpolatedhazardratecurve.hpp> #include <ql/termstructures/bootstraphelper.hpp> Classes struct HazardRate Hazard-rate-curve traits. struct DefaultDensity Default-density-curve traits. Detailed Description default-probability bootstrap traits Author Generated automatically by Doxygen for QuantLib from the source code.

QuantLib::LossDist – Probability formulas and algorithms. Synopsis virtual Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const =0 virtual Size buckets () const =0 virtual Real maximum () const =0 Static Public Member Functions static Real binomialProbabilityOfNEvents (int n, std::vector< Real > &p) static Real binomialProbabilityOfAtLeastNEvents (int n, std::vector< Real >…

QuantLib::LossDist – Probability formulas and algorithms. Synopsis virtual Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const =0 virtual Size buckets () const =0 virtual Real maximum () const =0 Static Public Member Functions static Real binomialProbabilityOfNEvents (int n, std::vector< Real > &p) static Real binomialProbabilityOfAtLeastNEvents (int n, std::vector< Real >…

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…

QuantLib::ExtendedEqualJumpsBinomialTree – Base class for equal jumps binomial tree. Synopsis virtual Real probUp (Time stepTime) const =0 virtual Real dxStep (Time stepTime) const =0 Protected Attributes Inherits ExtendedBinomialTree< T >. Public Member Functions ExtendedEqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Real underlying (Size i, Size index) const Real probability (Size i, Size,…

snmp_pdu_add_variable, snmp_varlist_add_variable, snmp_add_null_var, snmp_clone_varbind, snmp_set_var_objid, snmp_set_var_value, snmp_set_var_typed_value, snmp_set_var_typed_integer, print_variable, fprint_variable, snprint_variable, print_value, fprint_value, snprint_value, snmp_free_var, snmp_free_varbind – netsnmp_varbind_api functions Synopsis #include <net-snmp/varbind_api.h> Creation netsnmp_variable_list *snmp_pdu_add_variable( netsnmp_pdu *pdu, const oid *objid, size_t objidlen, u_char type, const void *value, size_t len); netsnmp_variable_list *snmp_varlist_add_variable( netsnmp_variable_list *varlist, const oid *objid, size_t objidlen, u_char type, const void *value, size_t len);…

snmp_pdu_add_variable, snmp_varlist_add_variable, snmp_add_null_var, snmp_clone_varbind, snmp_set_var_objid, snmp_set_var_value, snmp_set_var_typed_value, snmp_set_var_typed_integer, print_variable, fprint_variable, snprint_variable, print_value, fprint_value, snprint_value, snmp_free_var, snmp_free_varbind – netsnmp_varbind_api functions Synopsis #include <net-snmp/varbind_api.h> Creation netsnmp_variable_list *snmp_pdu_add_variable( netsnmp_pdu *pdu, const oid *objid, size_t objidlen, u_char type, const void *value, size_t len); netsnmp_variable_list *snmp_varlist_add_variable( netsnmp_variable_list *varlist, const oid *objid, size_t objidlen, u_char type, const void *value, size_t len);…

snmp_pdu_add_variable, snmp_varlist_add_variable, snmp_add_null_var, snmp_clone_varbind, snmp_set_var_objid, snmp_set_var_value, snmp_set_var_typed_value, snmp_set_var_typed_integer, print_variable, fprint_variable, snprint_variable, print_value, fprint_value, snprint_value, snmp_free_var, snmp_free_varbind – netsnmp_varbind_api functions Synopsis #include <net-snmp/varbind_api.h> Creation netsnmp_variable_list *snmp_pdu_add_variable( netsnmp_pdu *pdu, const oid *objid, size_t objidlen, u_char type, const void *value, size_t len); netsnmp_variable_list *snmp_varlist_add_variable( netsnmp_variable_list *varlist, const oid *objid, size_t objidlen, u_char type, const void *value, size_t len);…

parse_time print_time_table unparse_time unparse_time_approx – parse and unparse time intervals Library The roken library (libroken, -lroken) Synopsis Fd #include <parse_time.h> Ft int Fn parse_time const char *timespec const char *def_unit Ft void Fn print_time_table FILE *f Ft size_t Fn unparse_time int seconds char *buf size_t len Ft size_t Fn unparse_time_approx int seconds char *buf size_t…

add_mibdir, netsnmp_init_mib, shutdown_mib, netsnmp_read_module, read_mib, read_all_mibs, add_module_replacement, snmp_set_mib_errors, snmp_set_mib_warnings, snmp_set_save_descriptions, read_objid, snmp_parse_oid, get_module_node, print_mib, print_objid, fprint_objid, snprint_objid, print_description, fprint_description, snprint_description – netsnmp_mib_api functions Synopsis #include <net-snmp/mib_api.h> Initialisation and Shutdown int add_mibdir(const char *dirname); void netsnmp_init_mib(void); void shutdown_mib(void); Reading and Parsing MIBs struct tree * netsnmp_read_module(const char *name); struct tree *read_mib(const char *filename); struct tree *read_all_mibs(void);…

add_mibdir, netsnmp_init_mib, shutdown_mib, netsnmp_read_module, read_mib, read_all_mibs, add_module_replacement, snmp_set_mib_errors, snmp_set_mib_warnings, snmp_set_save_descriptions, read_objid, snmp_parse_oid, get_module_node, print_mib, print_objid, fprint_objid, snprint_objid, print_description, fprint_description, snprint_description – netsnmp_mib_api functions Synopsis #include <net-snmp/mib_api.h> Initialisation and Shutdown int add_mibdir(const char *dirname); void netsnmp_init_mib(void); void shutdown_mib(void); Reading and Parsing MIBs struct tree * netsnmp_read_module(const char *name); struct tree *read_mib(const char *filename); struct tree *read_all_mibs(void);…

add_mibdir, netsnmp_init_mib, shutdown_mib, netsnmp_read_module, read_mib, read_all_mibs, add_module_replacement, snmp_set_mib_errors, snmp_set_mib_warnings, snmp_set_save_descriptions, read_objid, snmp_parse_oid, get_module_node, print_mib, print_objid, fprint_objid, snprint_objid, print_description, fprint_description, snprint_description – netsnmp_mib_api functions Synopsis #include <net-snmp/mib_api.h> Initialisation and Shutdown int add_mibdir(const char *dirname); void netsnmp_init_mib(void); void shutdown_mib(void); Reading and Parsing MIBs struct tree * netsnmp_read_module(const char *name); struct tree *read_mib(const char *filename); struct tree *read_all_mibs(void);…