Section 3: library functions
fma, fmaf, fmal – floating-point multiply and add Synopsis#include <math.h> double fma(double x, double y, double z); float fmaf(float x, float y, float z); long double fmal(long double x, long double y, long double z);Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fma(), fmaf(), fmal(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112LDescriptionThese functions compute x *…
fma, fmaf, fmal – floating-point multiply and add Synopsis#include <math.h> double fma(double x, double y, double z); float fmaf(float x, float y, float z); long double fmal(long double x, long double y, long double z);Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fma(), fmaf(), fmal(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112LDescriptionThese functions compute x *…
fma, fmaf, fmal – floating-point multiply and add Synopsis#include <math.h> double fma(double x, double y, double z); float fmaf(float x, float y, float z); long double fmal(long double x, long double y, long double z);Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fma(), fmaf(), fmal(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112LDescriptionThese functions compute x *…
fltk – the fast light tool kit SynopsisThe Fast Light Tool Kit ("FLTK", pronounced "fulltick") is a C++ graphical user interface toolkit for the X Window System, MacOS(r), and Microsoft Windows(r) that supports OpenGL(r). It was originally developed by Mr. Bill Spitzak and is currently maintained by a small group of developers across the world…
flopen – reliably open and lock a file LibraryLb libbsd SynopsisIn sys/fcntl.h In bsd/libutil.h Ft int Fn flopen const char *path int flags Ft int Fn flopen const char *path int flags mode_t mode DescriptionThe Fn flopen function opens or creates a file and acquires an exclusive lock on it. It is essentially equivalent with…
QuantLib::HaganPricer – CMS-coupon pricer. Synopsis#include <ql/cashflows/conundrumpricer.hpp> Inherits QuantLib::CmsCouponPricer. Inherited by AnalyticHaganPricer, and NumericHaganPricer. Public Member Functionsvirtual Real swapletPrice () const =0 virtual Rate swapletRate () const virtual Real capletPrice (Rate effectiveCap) const virtual Rate capletRate (Rate effectiveCap) const virtual Real floorletPrice (Rate effectiveFloor) const virtual Rate floorletRate (Rate effectiveFloor) const Real meanReversion () const void…
QuantLib::HaganPricer – CMS-coupon pricer. Synopsis#include <ql/cashflows/conundrumpricer.hpp> Inherits QuantLib::CmsCouponPricer. Inherited by AnalyticHaganPricer, and NumericHaganPricer. Public Member Functionsvirtual Real swapletPrice () const =0 virtual Rate swapletRate () const virtual Real capletPrice (Rate effectiveCap) const virtual Rate capletRate (Rate effectiveCap) const virtual Real floorletPrice (Rate effectiveFloor) const virtual Rate floorletRate (Rate effectiveFloor) const Real meanReversion () const void…
floor, floorf, floorl – largest integral value not greater than argument Synopsis#include <math.h> double floor(double x); float floorf(float x); long double floorl(long double x);Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): floorf(), floorl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCEDescriptionThese functions return the largest integral value that is not greater…
floor, floorf, floorl – largest integral value not greater than argument Synopsis#include <math.h> double floor(double x); float floorf(float x); long double floorl(long double x);Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): floorf(), floorl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCEDescriptionThese functions return the largest integral value that is not greater…
QuantLib::CappedFlooredCoupon – Capped and/or floored floating-rate coupon. Synopsis#include <ql/cashflows/capflooredcoupon.hpp> Inherits QuantLib::FloatingRateCoupon. Inherited by CappedFlooredCmsCoupon, and CappedFlooredIborCoupon. Public Member FunctionsCappedFlooredCoupon (const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate cap=Null< Rate >(), Rate floor=Null< Rate >()) Rate cap () const cap Rate floor () const floor Rate effectiveCap () const effective cap of fixing Rate effectiveFloor () const effective…
QuantLib::CapFloor – Base class for cap-like instruments. Synopsis#include <ql/instruments/capfloor.hpp> Inherits QuantLib::Instrument. Inherited by Cap, Collar, and Floor. Classesclass arguments Arguments for cap/floor calculation class engine base class for cap/floor engines Public Typesenum Type { Cap, Floor, Collar } Public Member FunctionsCapFloor (Type type, const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate >…
floor, floorf, floorl – largest integral value not greater than argument Synopsis#include <math.h> double floor(double x); float floorf(float x); long double floorl(long double x);Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): floorf(), floorl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCEDescriptionThese functions return the largest integral value that is not greater…
flockfile, ftrylockfile, funlockfile – lock FILE for stdio Synopsis#include <stdio.h> void flockfile(FILE *filehandle); int ftrylockfile(FILE *filehandle); void funlockfile(FILE *filehandle);Feature Test Macro Requirements for glibc (see feature_test_macros(7)): All functions shown above: /* Since glibc 2.24: */ _POSIX_C_SOURCE >= 199309L || /* Glibc versions <= 2.23: */ _POSIX_C_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCEDescriptionThe stdio functions are thread-safe. This is achieved by assigning to each FILE object a…
QuantLib::AssetSwap::arguments – Arguments for asset swap calculation Synopsis#include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap::arguments. Public Member Functionsvoid validate () const Public AttributesReal nominal Date settlementDate std::vector< Date > fixedResetDates std::vector< Date > fixedPayDates std::vector< Real > fixedCoupons std::vector< Time > floatingAccrualTimes std::vector< Date > floatingResetDates std::vector< Date > floatingFixingDates std::vector< Date > floatingPayDates std::vector< Spread > floatingSpreads Rate…
QuantLib::VanillaSwap – Plain-vanilla swap. Synopsis#include <ql/instruments/vanillaswap.hpp> Inherits QuantLib::Swap. Classesclass arguments Arguments for simple swap calculation class results Results from simple swap calculation Public Typesenum Type { Receiver = -1, Payer = 1 } Public Member FunctionsVanillaSwap (Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &floatSchedule, const boost::shared_ptr< IborIndex >…
QuantLib::AssetSwap::arguments – Arguments for asset swap calculation Synopsis#include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap::arguments. Public Member Functionsvoid validate () const Public AttributesReal nominal Date settlementDate std::vector< Date > fixedResetDates std::vector< Date > fixedPayDates std::vector< Real > fixedCoupons std::vector< Time > floatingAccrualTimes std::vector< Date > floatingResetDates std::vector< Date > floatingFixingDates std::vector< Date > floatingPayDates std::vector< Spread > floatingSpreads Rate…
QuantLib::AssetSwap::arguments – Arguments for asset swap calculation Synopsis#include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap::arguments. Public Member Functionsvoid validate () const Public AttributesReal nominal Date settlementDate std::vector< Date > fixedResetDates std::vector< Date > fixedPayDates std::vector< Real > fixedCoupons std::vector< Time > floatingAccrualTimes std::vector< Date > floatingResetDates std::vector< Date > floatingFixingDates std::vector< Date > floatingPayDates std::vector< Spread > floatingSpreads Rate…
QuantLib::VanillaSwap – Plain-vanilla swap. Synopsis#include <ql/instruments/vanillaswap.hpp> Inherits QuantLib::Swap. Classesclass arguments Arguments for simple swap calculation class results Results from simple swap calculation Public Typesenum Type { Receiver = -1, Payer = 1 } Public Member FunctionsVanillaSwap (Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &floatSchedule, const boost::shared_ptr< IborIndex >…
QuantLib::AssetSwap – Bullet bond vs Libor swap. Synopsis#include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap. Classesclass arguments Arguments for asset swap calculation class results Results from simple swap calculation Public Member FunctionsAssetSwap (bool payFixedRate, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, const boost::shared_ptr< IborIndex > &index, Spread spread, const Handle< YieldTermStructure > &discountCurve, const Schedule &floatSchedule=Schedule(), const DayCounter &floatingDayCount=DayCounter(),…
QuantLib::AssetSwap::arguments – Arguments for asset swap calculation Synopsis#include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap::arguments. Public Member Functionsvoid validate () const Public AttributesReal nominal Date settlementDate std::vector< Date > fixedResetDates std::vector< Date > fixedPayDates std::vector< Real > fixedCoupons std::vector< Time > floatingAccrualTimes std::vector< Date > floatingResetDates std::vector< Date > floatingFixingDates std::vector< Date > floatingPayDates std::vector< Spread > floatingSpreads Rate…