Linux Manuals session 3

QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis#include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member FunctionsBlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const virtual Real…

QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis#include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member FunctionsBlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const virtual Real…

QuantLib::SwaptionVolatilityCube – swaption-volatility cube Synopsis#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp> Inherits QuantLib::SwaptionVolatilityDiscrete. Inherited by SwaptionVolCube1, and SwaptionVolCube2. Public Member FunctionsSwaptionVolatilityCube (const Handle< SwaptionVolatilityStructure > &atmVolStructure, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< Spread > &strikeSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads, const boost::shared_ptr< SwapIndex > &swapIndexBase, const boost::shared_ptr< SwapIndex > &shortSwapIndexBase,…

QuantLib::MCLongstaffSchwartzEngine – Longstaff-Schwarz Monte Carlo engine for early exercise options. Synopsis#include <ql/pricingengines/mclongstaffschwartzengine.hpp> Inherits QuantLib::GenericEngine, and McSimulation< MC, RNG, S >. Public Typestypedef MC< RNG >::path_type path_type typedef McSimulation< MC, RNG, S >::stats_type stats_type typedef McSimulation< MC, RNG, S >::path_pricer_type path_pricer_type typedef McSimulation< MC, RNG, S >::path_generator_type path_generator_type Public Member FunctionsMCLongstaffSchwartzEngine (const boost::shared_ptr< StochasticProcess > &process,…

QuantLib::HomogeneousPoolCDOEngine – CDO engine, loss distribution convolution for finite homogeneous pool. Synopsis#include <ql/experimental/credit/syntheticcdoengines.hpp> Inherits CDOEngine. Public Member FunctionsHomogeneousPoolCDOEngine (const Handle< OneFactorCopula > copula, Size nBuckets, Period stepSize=1 *Days) Protected Attributesconst Handle< OneFactorCopula > copula_ Size nBuckets_ Detailed Descriptiontemplate<class CDOEngine> class QuantLib::HomogeneousPoolCDOEngine< CDOEngine >CDO engine, loss distribution convolution for finite homogeneous pool. AuthorGenerated automatically by Doxygen…

mxml – Mini-XML API Include File#include <mxml.h> Library-lmxml DescriptionMini-XML is a small XML parsing library that you can use to read XML and XML-like data files in your application without requiring large non-standard libraries. Mini-XML only requires an ANSI C compatible compiler (GCC works, as do most vendors’ ANSI C compilers) and a "make" program….

mtrace, muntrace – malloc tracing Synopsis#include <mcheck.h> void mtrace(void); void muntrace(void); DescriptionThe mtrace() function installs hook functions for the memory-allocation functions (malloc(3), realloc(3) memalign(3), free(3)). These hook functions record tracing information about memory allocation and deallocation. The tracing information can be used to discover memory leaks and attempts to free nonallocated memory in a program….

munge_enum_is_valid, munge_enum_int_to_str, munge_enum_str_to_int – MUNGE enumeration functions Synopsis#include <munge.h> int munge_enum_is_valid (munge_enum_t type, int val); const char * munge_enum_int_to_str (munge_enum_t type, int val); int munge_enum_str_to_int (munge_enum_t type, const char *str); cc `pkg-config –cflags –libs munge` -o foo foo.cDescriptionThe munge_enum_is_valid() function checks if the given value val is a valid MUNGE enumeration of the specified type…

munge_ctx_create, munge_ctx_copy, munge_ctx_destroy, munge_ctx_strerror, munge_ctx_get, munge_ctx_set – MUNGE context functions Synopsis#include <munge.h> munge_ctx_t munge_ctx_create (void); munge_ctx_t munge_ctx_copy (munge_ctx_t ctx); void munge_ctx_destroy (munge_ctx_t ctx); const char * munge_ctx_strerror (munge_ctx_t ctx); munge_err_t munge_ctx_get (munge_ctx_t ctx, munge_opt_t opt, …); munge_err_t munge_ctx_set (munge_ctx_t ctx, munge_opt_t opt, …); cc `pkg-config –cflags –libs munge` -o foo foo.cDescriptionThe munge_ctx_create() function creates and…

munge_encode, munge_decode, munge_strerror – MUNGE core functions Synopsis#include <munge.h> munge_err_t munge_encode (char **cred, munge_ctx_t ctx, const void *buf, int len); munge_err_t munge_decode (const char *cred, munge_ctx_t ctx, void **buf, int *len, uid_t *uid, gid_t *gid); const char * munge_strerror (munge_err_t e); cc `pkg-config –cflags –libs munge` -o foo foo.cDescriptionThe munge_encode() function creates a credential contained…

QuantLib::MarketModelComposite – Composition of two or more market-model products. Synopsis#include <ql/models/marketmodels/products/compositeproduct.hpp> Inherits QuantLib::MarketModelMultiProduct. Inherited by MultiProductComposite, and SingleProductComposite. Public Member FunctionsMarketModelMultiProduct interface const EvolutionDescription & evolution () const std::vector< Size > suggestedNumeraires () const std::vector< Time > possibleCashFlowTimes () const void reset () during simulation put product at start of path Composite facilities void add…

QuantLib::AccountingEngine – Engine collecting cash flows along a market-model simulation. Synopsis#include <ql/models/marketmodels/accountingengine.hpp> Public Member FunctionsAccountingEngine (const boost::shared_ptr< MarketModelEvolver > &evolver, const Clone< MarketModelMultiProduct > &product, Real initialNumeraireValue) void multiplePathValues (SequenceStatisticsInc &stats, Size numberOfPaths) Detailed DescriptionEngine collecting cash flows along a market-model simulation. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

ibv_rate_to_mult – convert IB rate enumeration to multiplier of 2.5 Gbit/sec mult_to_ibv_rate – convert multiplier of 2.5 Gbit/sec to an IB rate enumeration Synopsis#include <infiniband/verbs.h> int ibv_rate_to_mult(enum ibv_rate rate); enum ibv_rate mult_to_ibv_rate(int mult);Descriptionibv_rate_to_mult() converts the IB transmission rate enumeration rate to a multiple of 2.5 Gbit/sec (the base rate). For example, if rate is IBV_RATE_5_GBPS,…

QuantLib::GeometricBrownianMotionProcess – Geometric brownian-motion process. Synopsis#include <ql/processes/geometricbrownianprocess.hpp> Inherits QuantLib::StochasticProcess1D. Public Member FunctionsGeometricBrownianMotionProcess (double initialValue, double mue, double sigma) Real x0 () const returns the initial value of the state variable Real drift (Time t, Real x) const returns the drift part of the equation, i.e. $ mu(t, x_t) $ Real diffusion (Time t, Real x)…

QuantLib::GaussianOrthogonalPolynomial – orthogonal polynomial for Gaussian quadratures Synopsis#include <ql/math/integrals/gaussianorthogonalpolynomial.hpp> Inherited by GaussHermitePolynomial, GaussHyperbolicPolynomial, GaussJacobiPolynomial, and GaussLaguerrePolynomial. Public Member Functionsvirtual Real mu_0 () const =0 virtual Real alpha (Size i) const =0 virtual Real beta (Size i) const =0 virtual Real w (Real x) const =0 Real value (Size i, Real x) const Real weightedValue (Size…

mtrace, muntrace – malloc tracing Synopsis#include <mcheck.h> void mtrace(void); void muntrace(void); DescriptionThe mtrace() function installs hook functions for the memory-allocation functions (malloc(3), realloc(3) memalign(3), free(3)). These hook functions record tracing information about memory allocation and deallocation. The tracing information can be used to discover memory leaks and attempts to free nonallocated memory in a program….

msgpuck.h – MsgPuck is a simple and efficient MsgPack encoder/decoder library in a single self-contained file. Synopsis#include <stdlib.h> #include <stdint.h> #include <stddef.h> #include <stdbool.h> #include <string.h> #include <assert.h> #include <stdarg.h> #include <stdio.h> Enumerationsenum mp_type { MP_NIL = 0, MP_UINT, MP_INT, MP_STR, MP_BIN, MP_ARRAY, MP_MAP, MP_BOOL, MP_FLOAT, MP_DOUBLE, MP_EXT } MsgPack data types. FunctionsMP_PROTO enum mp_type…

drand48_r, erand48_r, lrand48_r, nrand48_r, mrand48_r, jrand48_r, srand48_r, seed48_r, lcong48_r – generate uniformly distributed pseudo-random numbers reentrantly Synopsis#include <stdlib.h> int drand48_r(struct drand48_data *buffer, double *result); int erand48_r(unsigned short xsubi[3], struct drand48_data *buffer, double *result); int lrand48_r(struct drand48_data *buffer, long *result); int nrand48_r(unsigned short xsubi[3], struct drand48_data *buffer, long *result); int mrand48_r(struct drand48_data *buffer,long *result); int jrand48_r(unsigned…

drand48, erand48, lrand48, nrand48, mrand48, jrand48, srand48, seed48, lcong48 – generate uniformly distributed pseudo-random numbers Synopsis#include <stdlib.h> double drand48(void); double erand48(unsigned short xsubi[3]); long lrand48(void); long nrand48(unsigned short xsubi[3]); long mrand48(void); long jrand48(unsigned short xsubi[3]); void srand48(long seedval); unsigned short *seed48(unsigned short seed16v[3]); void lcong48(unsigned short param[7]);Feature Test Macro Requirements for glibc (see feature_test_macros(7)): All…

mq_unlink – remove a message queue Synopsis#include <mqueue.h> int mq_unlink(const char *name);Link with -lrt. Descriptionmq_unlink() removes the specified message queue name. The message queue name is removed immediately. The queue itself is destroyed once any other processes that have the queue open close their descriptors referring to the queue. Return ValueOn success mq_unlink() returns 0;…