Section 3: library functions
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…
watcher – Watch a specified variable and process it as an instance or scalar object. Functions netsnmp_mib_handler * netsnmp_get_watcher_handler (void) netsnmp_watcher_info * netsnmp_create_watcher_info (void *data, size_t size, u_char type, int flags) int netsnmp_register_watched_instance (netsnmp_handler_registration *reginfo, netsnmp_watcher_info *watchinfo) int netsnmp_register_watched_scalar (netsnmp_handler_registration *reginfo, netsnmp_watcher_info *watchinfo) int netsnmp_watcher_helper_handler (netsnmp_mib_handler *handler, netsnmp_handler_registration *reginfo, netsnmp_agent_request_info *reqinfo, netsnmp_request_info *requests) netsnmp_mib_handler *…
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);…
utility_handlers – Simplify request processing A group of handlers intended to simplify certain aspects of processing a request for a MIB object. Modules bulk_to_next Convert GETBULK requests into GETNEXT requests for the handler. cache_handler Maintains a cache of data for use by lower level handlers. debug Print out debugging information about the handler chain being…
send_easy_trap, send_trap_vars, send_v2trap – send TRAPs or INFORMs from a Net-SNMP MIB module Synopsis #include <net-snmp/agent/agent_trap.h> void send_easy_trap(int trap, int specific); void send_trap_vars(int trap, int specific, struct variable_list *vars); void send_v2trap(struct variable_list *vars); Description These three routines may be used to send traps from a MIB module within the Net-SNMP agent (including an AgentX subagent)….
table_iterator – The table iterator helper is designed to simplify the task of writing a table handler for the net-snmp agent when the data being accessed is not in an oid sorted form and must be accessed externally. Data Structures struct ti_cache_info_s struct netsnmp_iterator_info_s Holds iterator information containing functions which should be called by the…
table_dataset – Helps you implement a table with automatted storage. Functions void netsnmp_init_table_dataset (void) netsnmp_table_data_set * netsnmp_create_table_data_set (const char *table_name) Create a netsnmp_table_data_set structure given a table_data definition. netsnmp_table_row * netsnmp_table_data_set_clone_row (netsnmp_table_row *row) clones a dataset row, including all data. NETSNMP_INLINE netsnmp_table_data_set_storage * netsnmp_table_dataset_delete_data (netsnmp_table_data_set_storage *data) deletes a single dataset table data. NETSNMP_INLINE void netsnmp_table_dataset_delete_all_data…
table_data – Helps you implement a table with datamatted storage. Modules table_dataset Helps you implement a table with automatted storage. Functions void netsnmp_table_data_generate_index_oid (netsnmp_table_row *row) netsnmp_table_data * netsnmp_create_table_data (const char *name) creates and returns a pointer to table data set netsnmp_table_row * netsnmp_create_table_data_row (void) creates and returns a pointer to table data set netsnmp_table_row *…
table_array – Helps you implement a table when data can be stored locally. Functions int netsnmp_table_container_register (netsnmp_handler_registration *reginfo, netsnmp_table_registration_info *tabreg, netsnmp_table_array_callbacks *cb, netsnmp_container *container, int group_rows) register specified callbacks for the specified table/oid. int netsnmp_table_array_register (netsnmp_handler_registration *reginfo, netsnmp_table_registration_info *tabreg, netsnmp_table_array_callbacks *cb, netsnmp_container *container, int group_rows) netsnmp_mib_handler * netsnmp_find_table_array_handler (netsnmp_handler_registration *reginfo) find the handler for the…
table – Helps you implement a table. Modules table_array Helps you implement a table when data can be stored locally. table_container Helps you implement a table when data can be found via a netsnmp_container. table_data Helps you implement a table with datamatted storage. generic_table_API General requirements for a table helper. table_iterator The table iterator helper…