Linux Manuals session 3

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

TAILQ_CONCAT, TAILQ_EMPTY, TAILQ_ENTRY, TAILQ_FIRST, TAILQ_FOREACH, TAILQ_FOREACH_REVERSE, TAILQ_HEAD, TAILQ_HEAD_INITIALIZER, TAILQ_INIT, TAILQ_INSERT_AFTER, TAILQ_INSERT_BEFORE, TAILQ_INSERT_HEAD, TAILQ_INSERT_TAIL, TAILQ_LAST, TAILQ_NEXT, TAILQ_PREV, TAILQ_REMOVE – implementation of a doubly linked tail queue Synopsis#include <sys/queue.h> void TAILQ_CONCAT(TAILQ_HEAD *head1, TAILQ_HEAD *head2, TAILQ_ENTRY NAME); int TAILQ_EMPTY(TAILQ_HEAD *head); TAILQ_ENTRY(TYPE); struct TYPE *TAILQ_FIRST(TAILQ_HEAD *head); TAILQ_FOREACH(struct TYPE *var, TAILQ_HEAD *head, TAILQ_ENTRY NAME); TAILQ_FOREACH_REVERSE(struct TYPE *var, TAILQ_HEAD *head, HEADNAME,…

QuantLib::SyntheticCDO – Synthetic Collateralized Debt Obligation. Synopsis#include <ql/experimental/credit/syntheticcdo.hpp> Inherits QuantLib::Instrument. Classesclass engine CDO base engine. Public Member FunctionsSyntheticCDO (const boost::shared_ptr< Basket > basket, Protection::Side side, const Schedule &schedule, Rate upfrontRate, Rate runningRate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, const Handle< YieldTermStructure > &yieldTS) boost::shared_ptr< Basket > basket () const bool isExpired () const returns whether the…

QuantLib::SymmetricSchurDecomposition – symmetric threshold Jacobi algorithm. Synopsis#include <ql/math/matrixutilities/symmetricschurdecomposition.hpp> Public Member FunctionsSymmetricSchurDecomposition (const Matrix &s) const Array & eigenvalues () const const Matrix & eigenvectors () const Detailed Descriptionsymmetric threshold Jacobi algorithm. Given a real symmetric matrix S, the Schur decomposition finds the eigenvalues and eigenvectors of S. If D is the diagonal matrix formed by…

QuantLib::SwaptionVolatilityStructure – Swaption-volatility structure Synopsis#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp> Inherits QuantLib::VolatilityTermStructure. Inherited by ConstantSwaptionVolatility, SpreadedSwaptionVolatility, and SwaptionVolatilityDiscrete. Public Member FunctionsTime swapLength (const Period &swapTenor) const implements the conversion between swap tenor and swap (time) length Time swapLength (const Date &start, const Date &end) const implements the conversion between swap dates and swap (time) length Constructors See the TermStructure…

QuantLib::SwaptionVolatilityMatrix – At-the-money swaption-volatility matrix. Synopsis#include <ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp> Inherits QuantLib::SwaptionVolatilityDiscrete, and boost::noncopyable. Public Member FunctionsSwaptionVolatilityMatrix (const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< std::vector< Handle< Quote > > > &vols, const DayCounter &dayCounter) floating reference date, floating market data SwaptionVolatilityMatrix (const Date &referenceDate, const Calendar &calendar, BusinessDayConvention…

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::G2 – Two-additive-factor gaussian model class. Synopsis#include <ql/models/shortrate/twofactormodels/g2.hpp> Inherits QuantLib::TwoFactorModel, QuantLib::AffineModel, and QuantLib::TermStructureConsistentModel. Classesclass FittingParameter Analytical term-structure fitting parameter $ ndle< YieldTermStructure > &termStructure, Real a=0.1, Real sigma=0.01, Real b=0.1, Real eta=0.01, Real rho=-0.75)" Public Member FunctionsG2 (const Handle< YieldTermStructure > &termStructure, Real a=0.1, Real sigma=0.01, Real b=0.1, Real eta=0.01, Real rho=-0.75) boost::shared_ptr< ShortRateDynamics >…

QuantLib::SwaptionHelper – calibration helper for ATM swaption Synopsis#include <ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp> Inherits QuantLib::CalibrationHelper. Public Member FunctionsSwaptionHelper (const Period &maturity, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, bool calibrateVolatility=false) virtual void addTimesTo (std::list< Time > &times) const virtual…

QuantLib::Swaption – Swaption class Synopsis#include <ql/instruments/swaption.hpp> Inherits QuantLib::Option. Classesclass arguments Arguments for swaption calculation class engine base class for swaption engines Public Member FunctionsSwaption (const boost::shared_ptr< VanillaSwap > &swap, const boost::shared_ptr< Exercise > &exercise, Settlement::Type delivery=Settlement::Physical) Volatility impliedVolatility (Real price, const Handle< YieldTermStructure > &discountCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0)…