Linux Manuals session 3

ql/termstructures/yield/zerocurve.hpp – interpolated zero-rates structure Synopsis #include <ql/termstructures/yield/zeroyieldstructure.hpp> #include <ql/math/interpolations/linearinterpolation.hpp> #include <ql/math/comparison.hpp> #include <boost/noncopyable.hpp> #include <vector> #include <utility> Classes class InterpolatedZeroCurve< Interpolator > Term structure based on interpolation of zero yields. Typedefs typedef InterpolatedZeroCurve< Linear > ZeroCurve Term structure based on linear interpolation of zero yields. Detailed Description interpolated zero-rates structure Author Generated automatically by…

QuantLib::CompoundForward – compound-forward structure Synopsis CompoundForward (const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Rate > &forwards, const Calendar &calendar, const BusinessDayConvention conv, const Integer compounding, const DayCounter &dayCounter) BusinessDayConvention businessDayConvention () const Integer compounding () const Date maxDate () const the latest date for which the curve can return values const std::vector<…

QuantLib::InterpolatedZeroCurve – Term structure based on interpolation of zero yields. Synopsis InterpolatedZeroCurve (const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter, const Interpolator &interpolator=Interpolator()) Inspectors std::vector< Date > dates_ std::vector< Time > times_ std::vector< Rate > data_ Interpolation interpolation_ Interpolator interpolator_ Date maxDate () const the latest date for which the…

QuantLib::InterpolatedZeroInflationCurve – Inflation term structure based on the interpolation of zero rates. Synopsis const std::vector< Date > & dates () const const std::vector< Time > & times () const const std::vector< Rate > & rates () const std::vector< std::pair< Date, Rate > > nodes () const Protected Member Functions InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar…

QuantLib::ZeroInflationTermStructure – Interface for zero inflation term structures. Synopsis Rate zeroRate (const Date &d, bool extrapolate=false) const zero-coupon inflation rate Rate zeroRate (Time t, bool extrapolate=false) const Protected Member Functions virtual Rate zeroRateImpl (Time t) const =0 to be defined in derived classes Inherits QuantLib::InflationTermStructure. Inherited by InterpolatedZeroInflationCurve< Interpolator >, and InterpolatedZeroInflationCurve< Interpolator >. Public…

QuantLib::ZeroInflationIndex – Base class for zero inflation indices. Synopsis ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency &currency, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >()) Always use the evaluation date as the reference date. Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const Handle< ZeroInflationTermStructure >…

zdscal.f – Synopsis Functions/Subroutines subroutine zdscal (N, DA, ZX, INCX) ZDSCAL Function/Subroutine Documentation subroutine zdscal (integerN, double precisionDA, complex*16, dimension(*)ZX, integerINCX) ZDSCAL Purpose: ZDSCAL scales a vector by a constant.   Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: jack dongarra, 3/11/78. modified 3/93…

zdscal.f – Synopsis Functions/Subroutines subroutine zdscal (N, DA, ZX, INCX) ZDSCAL Function/Subroutine Documentation subroutine zdscal (integerN, double precisionDA, complex*16, dimension(*)ZX, integerINCX) ZDSCAL Purpose: ZDSCAL scales a vector by a constant.   Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: jack dongarra, 3/11/78. modified 3/93…

zdrscl.f – Synopsis Functions/Subroutines subroutine zdrscl (N, SA, SX, INCX) ZDRSCL multiplies a vector by the reciprocal of a real scalar. Function/Subroutine Documentation subroutine zdrscl (integerN, double precisionSA, complex*16, dimension( * )SX, integerINCX) ZDRSCL multiplies a vector by the reciprocal of a real scalar. Purpose: ZDRSCL multiplies an n-element complex vector x by the real…

zdrscl.f – Synopsis Functions/Subroutines subroutine zdrscl (N, SA, SX, INCX) ZDRSCL multiplies a vector by the reciprocal of a real scalar. Function/Subroutine Documentation subroutine zdrscl (integerN, double precisionSA, complex*16, dimension( * )SX, integerINCX) ZDRSCL multiplies a vector by the reciprocal of a real scalar. Purpose: ZDRSCL multiplies an n-element complex vector x by the real…

zdrot.f – Synopsis Functions/Subroutines subroutine zdrot (N, CX, INCX, CY, INCY, C, S) ZDROT Function/Subroutine Documentation subroutine zdrot (integerN, complex*16, dimension( * )CX, integerINCX, complex*16, dimension( * )CY, integerINCY, double precisionC, double precisionS) ZDROT Purpose: Applies a plane rotation, where the cos and sin (c and s) are real and the vectors cx and cy…

zdrot.f – Synopsis Functions/Subroutines subroutine zdrot (N, CX, INCX, CY, INCY, C, S) ZDROT Function/Subroutine Documentation subroutine zdrot (integerN, complex*16, dimension( * )CX, integerINCX, complex*16, dimension( * )CY, integerINCY, double precisionC, double precisionS) ZDROT Purpose: Applies a plane rotation, where the cos and sin (c and s) are real and the vectors cx and cy…

zdotu.f – Synopsis Functions/Subroutines COMPLEX *16 function zdotu (N, ZX, INCX, ZY, INCY) ZDOTU Function/Subroutine Documentation COMPLEX*16 function zdotu (integerN, complex*16, dimension(*)ZX, integerINCX, complex*16, dimension(*)ZY, integerINCY) ZDOTU Purpose: ZDOTU forms the dot product of two vectors.   Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further…

zdotu.f – Synopsis Functions/Subroutines COMPLEX *16 function zdotu (N, ZX, INCX, ZY, INCY) ZDOTU Function/Subroutine Documentation COMPLEX*16 function zdotu (integerN, complex*16, dimension(*)ZX, integerINCX, complex*16, dimension(*)ZY, integerINCY) ZDOTU Purpose: ZDOTU forms the dot product of two vectors.   Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further…

zdotc.f – Synopsis Functions/Subroutines COMPLEX *16 function zdotc (N, ZX, INCX, ZY, INCY) ZDOTC Function/Subroutine Documentation COMPLEX*16 function zdotc (integerN, complex*16, dimension(*)ZX, integerINCX, complex*16, dimension(*)ZY, integerINCY) ZDOTC Purpose: ZDOTC forms the dot product of a vector.   Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further…

zdotc.f – Synopsis Functions/Subroutines COMPLEX *16 function zdotc (N, ZX, INCX, ZY, INCY) ZDOTC Function/Subroutine Documentation COMPLEX*16 function zdotc (integerN, complex*16, dimension(*)ZX, integerINCX, complex*16, dimension(*)ZY, integerINCY) ZDOTC Purpose: ZDOTC forms the dot product of a vector.   Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further…

zdir_patch – work with directory patches Synopsis typedef enum { ZDIR_PATCH_CREATE = 1, ZDIR_PATCH_DELETE = 2 } zdir_patch_op_t; // Create new patch CZMQ_EXPORT zdir_patch_t * zdir_patch_new(const char *path, zfile_t *file, zdir_patch_op_t op, const char *alias); // Destroy a patch CZMQ_EXPORT void zdir_patch_destroy(zdir_patch_t **self_p); // Create copy of a patch. If the patch is null, or…

zdir – work with file-system directories Synopsis // Create a new directory item that loads in the full tree of the specified // path, optionally located under some parent path. If parent is "-", then // loads only the top-level directory, and does not use parent as a path. CZMQ_EXPORT zdir_t * zdir_new(const char *path,…

zdigest – provides hashing functions (SHA-1 at present) Synopsis // Constructor – creates new digest object, which you use to build up a // digest by repeatedly calling zdigest_update() on chunks of data. CZMQ_EXPORT zdigest_t * zdigest_new (void); // Destroy a digest object CZMQ_EXPORT void zdigest_destroy (zdigest_t **self_p); // Add buffer into digest calculation CZMQ_EXPORT…

zctx – working with 0MQ contexts (deprecated) Synopsis // Create new context, returns context object, replaces zmq_init CZMQ_EXPORT zctx_t * zctx_new (void); // Destroy context and all sockets in it, replaces zmq_term CZMQ_EXPORT void zctx_destroy (zctx_t **self_p); // Create new shadow context, returns context object CZMQ_EXPORT zctx_t * zctx_shadow (zctx_t *self); // Raise default I/O…