Section 3: library functions
pbs_fbserver – get the pbs fall-back server name Synopsis #include <pbs_error.h> #include <pbs_ifl.h> int pbs_fbserver() Description A character string is returned containing the name of the fall-back PBS server. The fall-back server is the second server listed when configured to run in high-availability mode. See Also qsub(1B), pbs_connect(3B), pbs_default(3B), pbs_fbserver(3B), pbs_disconnect(3B), and the PBS External…
pbs_disconnect – disconnect from a pbs batch server Synopsis #include <pbs_error.h> #include <pbs_ifl.h> int pbs_disconnect(int connect) Description The virtual stream connection specified by which was established with a server by a call to pbs_connect(), is closed. See Also pbs_connect(3B) Diagnostics When the connection to batch server has been successfully closed, the routine will return zero….
pbs_deljob – delete a pbs batch job Synopsis #include <pbs_error.h> #include <pbs_ifl.h> int pbs_deljob(int connect, char *job_id, char *extend) Description Issue a batch request to delete a batch job. If the batch job is running, the execution server will send the SIGTERM signal followed by SIGKILL . A Delete Job batch request is generated and sent to…
pbs_default – return the pbs default server name Synopsis #include <pbs_error.h> #include <pbs_ifl.h> int pbs_default() Description A character string is returned containing the name of the default PBS server. The default server is defined by (a) the setting of the environment variable PBS_DEFAULT which contains a destination, or (b) the destination in the batch administrator…
pbs_connect – connect to a pbs batch server Synopsis #include <pbs_error.h> #include <pbs_ifl.h> int pbs_connect(char *server) extern char *pbs_server; Description A virtual stream (TCP/IP) connection is established with the server specified by This function must be called before any of the other pbs_ functions. They will transmit their batch requests over the connection established by…
pbs_checkpointjob – checkpoint a pbs batch job Synopsis #include <pbs_error.h> #include <pbs_ifl.h> int pbs_checkpointjob(int connect, char *job_id, char *extend) Description Issue a batch request to checkpoint a batch job. For pbs_checkpointjob() a "Checkpoint Job" batch request is generated and sent to the server over the connection specified by which is the return value of pbs_connect(). The server…
pbs_attrib – Synopsis Author Generated automatically by Doxygen for torque from the source code.
pbs_alterjob – alter pbs batch job Synopsis #include <pbs_error.h> #include <pbs_ifl.h> int pbs_alterjob(int connect, char *job_id, struct attrl *attrib, char *extend) int pbs_alterjob_async(int connect, char *job_id, struct attrl *attrib, char *extend) Description Issue a batch request to alter a batch job. A Modify Job batch request is generated and sent to the server over the connection specified by which is 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…
ql/instruments/payoffs.hpp – Payoffs for various options. Synopsis #include <ql/option.hpp> #include <ql/payoff.hpp> Classes class NullPayoff Dummy payoff class. class TypePayoff Intermediate class for put/call payoffs. class FloatingTypePayoff Payoff based on a floating strike class StrikedTypePayoff Intermediate class for payoffs based on a fixed strike. class PlainVanillaPayoff Plain-vanilla payoff. class PercentageStrikePayoff Payoff with strike expressed as percentage…
QuantLib::VarianceOption – Variance option. Synopsis #include <ql/experimental/varianceoption/varianceoption.hpp> Inherits QuantLib::Instrument. Classes class arguments Arguments for forward fair-variance calculation class engine base class for variance-option engines class results Results from variance-option calculation Public Member Functions VarianceOption (const boost::shared_ptr< Payoff > &payoff, Real notional, const Date &startDate, const Date &maturityDate) void setupArguments (PricingEngine::arguments *args) const Instrument interface bool…
QuantLib::EarlyExercise – Early-exercise base class. Synopsis EarlyExercise (Type type, bool payoffAtExpiry=false) bool payoffAtExpiry () const Inherits QuantLib::Exercise. Inherited by AmericanExercise, and BermudanExercise. Public Member Functions EarlyExercise (Type type, bool payoffAtExpiry=false) bool payoffAtExpiry () const Detailed Description Early-exercise base class. The payoff can be at exercise (the default) or at expiry Author Generated automatically by Doxygen…
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::YearOnYearInflationSwap – Year-on-year inflation-indexed swap. Synopsis void setupExpired () const void performCalculations () const Protected Attributes Inherits QuantLib::InflationSwap. Public Member Functions void setupExpired () const void performCalculations () const Protected Attributes Instrument interface bool isExpired () const returns whether the instrument is still tradable. InflationSwap interface void setupExpired () const void performCalculations () const Protected…
QuantLib::YearOnYearInflationSwap – Year-on-year inflation-indexed swap. Synopsis void setupExpired () const void performCalculations () const Protected Attributes Inherits QuantLib::InflationSwap. Public Member Functions void setupExpired () const void performCalculations () const Protected Attributes Instrument interface bool isExpired () const returns whether the instrument is still tradable. InflationSwap interface void setupExpired () const void performCalculations () const Protected…
QuantLib::HaganPricer – CMS-coupon pricer. Synopsis virtual Real swapletPrice () const =0 virtual Rate swapletRate () const virtual Real capletPrice (Rate effectiveCap) const virtual Rate capletRate (Rate effectiveCap) const virtual Real floorletPrice (Rate effectiveFloor) const virtual Rate floorletRate (Rate effectiveFloor) const Real meanReversion () const void setMeanReversion (const Handle< Quote > &meanReversion) Protected Member Functions HaganPricer…
QuantLib::PricingPeriod – Time pricingperiod described by a number of a given time unit. Synopsis #include <ql/experimental/commodities/pricingperiod.hpp> Inherits QuantLib::DateInterval. Public Member Functions PricingPeriod (const Date &startDate, const Date &endDate, const Date &paymentDate, const Quantity &quantity) const Date & paymentDate () const const Quantity & quantity () const Detailed Description Time pricingperiod described by a number of…
QuantLib::ZciisInflationHelper – Zero-coupon inflation-swap bootstrap helper. Synopsis #include <ql/termstructures/inflation/inflationhelpers.hpp> Inherits BootstrapHelper< ZeroInflationTermStructure >. Public Member Functions ZciisInflationHelper (const Handle< Quote > "e, const Period &lag, const Date &maturity, Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dayCounter, Frequency frequency) void setTermStructure (ZeroInflationTermStructure *) sets the term structure to be used for pricing Real impliedQuote…
QuantLib::VanillaSwap – Plain-vanilla swap. Synopsis enum Type { Receiver = -1, Payer = 1 } Public Member Functions VanillaSwap(Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &floatSchedule, const boost::shared_ptr<IborIndex> &iborIndex, Spread spread, const DayCounter &floatingDayCount, BusinessDayConvention paymentConvention = Following) Real fixedLegBPS() const Real fixedLegNPV() const Rate fairRate() const Real…