Linux Manuals session 3

nextafter, nextafterf, nextafterl, nexttoward, nexttowardf, nexttowardl – floating-point number manipulation Synopsis #include <math.h> double nextafter(double x, double y); float nextafterf(float x, float y); long double nextafterl(long double x, long double y); double nexttoward(double x, long double y); float nexttowardf(float x, long double y); long double nexttowardl(long double x, long double y); Link with -lm. Feature…

nextafter, nextafterf, nextafterl, nexttoward, nexttowardf, nexttowardl – floating-point number manipulation Synopsis #include <math.h> double nextafter(double x, double y); float nextafterf(float x, float y); long double nextafterl(long double x, long double y); double nexttoward(double x, long double y); float nexttowardf(float x, long double y); long double nexttowardl(long double x, long double y); Link with -lm. Feature…

next_fli_frame – Reads the next frame of the current animation file. Allegro game programming library. Synopsis #include <allegro.h> int next_fli_frame(int loop); Description Reads the next frame of the current animation file. If `loop’ is not zero, the player will cycle when it reaches the end of the file, otherwise it will return FLI_EOF. The frame…

QuantLib::Date – Concrete date class. Synopsis static Date todaysDate () today’s date. static Date minDate () earliest allowed date static Date maxDate () latest allowed date static bool isLeap (Year y) whether the given year is a leap one static Date endOfMonth (const Date &d) last day of the month to which the given date…

QuantLib::MarketModelMultiProduct – market-model product Synopsis virtual std::vector< Size > suggestedNumeraires () const =0 virtual const EvolutionDescription & evolution () const =0 virtual std::vector< Time > possibleCashFlowTimes () const =0 virtual Size numberOfProducts () const =0 virtual Size maxNumberOfCashFlowsPerProductPerStep () const =0 virtual void reset ()=0 during simulation put product at start of path virtual bool…

QuantLib::MarketModelVolProcess – Synopsis #include <ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp> Inherited by SquareRootAndersen. Public Member Functions virtual Size variatesPerStep ()=0 virtual Size numberSteps ()=0 virtual void nextPath ()=0 virtual Real nextstep (const std::vector< Real > &variates)=0 virtual Real stepSd () const =0 virtual std::vector< Real > & stateVariables () const =0 virtual Size numberStateVariables () const =0 Detailed Description Displaced…

QuantLib::RandomDefaultModel – Base class for random default models. Synopsis RandomDefaultModel (boost::shared_ptr< Pool > pool) virtual void nextSequence (Real tmax=QL_MAX_REAL)=0 Protected Attributes Inherited by GaussianRandomDefaultModel. Public Member Functions RandomDefaultModel (boost::shared_ptr< Pool > pool) virtual void nextSequence (Real tmax=QL_MAX_REAL)=0 Protected Attributes boost::shared_ptr< Pool > pool_ Detailed Description Base class for random default models. Provides sequences of random…

QuantLib::RandomizedLDS – Randomized (random shift) low-discrepancy sequence. Synopsis RandomizedLDS (const LDS &ldsg, const PRS &prsg) RandomizedLDS (const LDS &ldsg) RandomizedLDS (Size dimensionality, BigNatural ldsSeed=0, BigNatural prsSeed=0) const sample_type & nextSequence () const returns next sample using a given randomizing vector const sample_type & lastSequence () const void nextRandomizer () Size dimension () const Public Types…

QuantLib::MTBrownianGenerator – Mersenne-twister Brownian generator for market-model simulations. Synopsis MTBrownianGenerator (Size factors, Size steps, unsigned long seed=0) Real nextStep (std::vector< Real > &) Real nextPath () Size numberOfFactors () const Size numberOfSteps () const Inherits QuantLib::BrownianGenerator. Public Member Functions MTBrownianGenerator (Size factors, Size steps, unsigned long seed=0) Real nextStep (std::vector< Real > &) Real nextPath…

QuantLib::FaureRsg – Faure low-discrepancy sequence generator. Synopsis #include <ql/math/randomnumbers/faurersg.hpp> Public Types typedef Sample< std::vector< Real > > sample_type Public Member Functions FaureRsg (Size dimensionality) const std::vector< long int > & nextIntSequence () const const std::vector< long int > & lastIntSequence () const const sample_type & nextSequence () const const sample_type & lastSequence () const Size…

QuantLib::RandomSequenceGenerator – Random sequence generator based on a pseudo-random number generator. Synopsis RandomSequenceGenerator (Size dimensionality, const RNG &rng) RandomSequenceGenerator (Size dimensionality, BigNatural seed=0) const sample_type & nextSequence () const std::vector< BigNatural > nextInt32Sequence () const const sample_type & lastSequence () const Size dimension () const Public Types typedef Sample< std::vector< Real > > sample_type Public…

QuantLib::MersenneTwisterUniformRng – Uniform random number generator. Synopsis MersenneTwisterUniformRng (unsigned long seed=0) MersenneTwisterUniformRng (const std::vector< unsigned long > &seeds) sample_type next () const unsigned long nextInt32 () const return a random number on [0,0xffffffff]-interval Public Types typedef Sample< Real > sample_type Public Member Functions MersenneTwisterUniformRng (unsigned long seed=0) MersenneTwisterUniformRng (const std::vector< unsigned long > &seeds) sample_type…

QuantLib::LfmHullWhiteParameterization – Libor market model parameterization based on Hull White paper Synopsis LfmHullWhiteParameterization (const boost::shared_ptr< LiborForwardModelProcess > &process, const boost::shared_ptr< OptionletVolatilityStructure > &capletVol, const Matrix &correlation=Matrix(), Size factors=1) Disposable< Matrix > diffusion (Time t, const Array &x=Null< Array >()) const Disposable< Matrix > covariance (Time t, const Array &x=Null< Array >()) const Disposable< Matrix >…

QuantLib::IMM – Main cycle of the International Money Market (a.k.a. IMM) months. Synopsis enum Month { F = 1, G = 2, H = 3, J = 4, K = 5, M = 6, N = 7, Q = 8, U = 9, V = 10, X = 11, Z = 12 } Static Public…

QuantLib::CashFlows – cashflow-analysis functions Synopsis #include <ql/cashflows/cashflows.hpp> Static Public Member Functions static Leg::const_iterator previousCashFlow (const Leg &leg, Date refDate=Date()) static Leg::const_iterator nextCashFlow (const Leg &leg, Date refDate=Date()) static Rate previousCouponRate (const Leg &leg, const Date &refDate=Date()) static Rate nextCouponRate (const Leg &leg, const Date &refDate=Date()) static Date startDate (const Leg &leg) static Date maturityDate (const…

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::IMM – Main cycle of the International Money Market (a.k.a. IMM) months. Synopsis enum Month { F = 1, G = 2, H = 3, J = 4, K = 5, M = 6, N = 7, Q = 8, U = 9, V = 10, X = 11, Z = 12 } Static Public…

QuantLib::CashFlows – cashflow-analysis functions Synopsis #include <ql/cashflows/cashflows.hpp> Static Public Member Functions static Leg::const_iterator previousCashFlow (const Leg &leg, Date refDate=Date()) static Leg::const_iterator nextCashFlow (const Leg &leg, Date refDate=Date()) static Rate previousCouponRate (const Leg &leg, const Date &refDate=Date()) static Rate nextCouponRate (const Leg &leg, const Date &refDate=Date()) static Date startDate (const Leg &leg) static Date maturityDate (const…

QuantLib::BoxMullerGaussianRng – Gaussian random number generator. Synopsis #include <ql/math/randomnumbers/boxmullergaussianrng.hpp> Public Types typedef Sample< Real > sample_type typedef RNG urng_type Public Member Functions BoxMullerGaussianRng (const RNG &uniformGenerator) sample_type next () const returns a sample from a Gaussian distribution Detailed Description template<class RNG> class QuantLib::BoxMullerGaussianRng< RNG > Gaussian random number generator. It uses the well-known Box-Muller transformation…

newlocale, freelocale – create, modify, and free a locale object Synopsis #include <locale.h> locale_t newlocale(int category_mask, const char *locale, locale_t base); void freelocale(locale_t locobj); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): newlocale(), freelocale(): Since glibc 2.10: _XOPEN_SOURCE >= 700 Before glibc 2.10: _GNU_SOURCE Description The newlocale() function creates a new locale object, or modifies an existing…