Section 3: library functions
lgamma, lgammaf, lgammal, lgamma_r, lgammaf_r, lgammal_r, signgam – log gamma function Synopsis#include <math.h> double lgamma(double x); float lgammaf(float x); long double lgammal(long double x); double lgamma_r(double x, int *signp); float lgammaf_r(float x, int *signp); long double lgammal_r(long double x, int *signp); extern int signgam;Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): lgamma():…
ql/legacy/libormarketmodels/lfmprocess.hpp – stochastic process of a libor forward model Synopsis#include <ql/cashflow.hpp> #include <ql/indexes/iborindex.hpp> #include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp> #include <ql/stochasticprocess.hpp> #include <ql/legacy/libormarketmodels/lfmcovarparam.hpp> Classesclass LiborForwardModelProcess libor-forward-model process Detailed Descriptionstochastic process of a libor forward model AuthorGenerated automatically by Doxygen for QuantLib from the source code.
ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp – libor market model parameterization based on Hull White Synopsis#include <ql/legacy/libormarketmodels/lfmprocess.hpp> #include <ql/legacy/libormarketmodels/lfmcovarparam.hpp> Classesclass LfmHullWhiteParameterization Libor market model parameterization based on Hull White paper Detailed Descriptionlibor market model parameterization based on Hull White AuthorGenerated automatically by Doxygen for QuantLib from the source code.
ql/legacy/libormarketmodels/lfmcovarproxy.hpp – proxy for libor forward covariance parameterization Synopsis#include <ql/legacy/libormarketmodels/lfmcovarparam.hpp> #include <ql/legacy/libormarketmodels/lmvolmodel.hpp> #include <ql/legacy/libormarketmodels/lmcorrmodel.hpp> Classesclass LfmCovarianceProxy proxy for a libor forward model covariance parameterization Detailed Descriptionproxy for libor forward covariance parameterization AuthorGenerated automatically by Doxygen for QuantLib from the source code.
lfind, lsearch – linear search of an array Synopsis#include <search.h> void *lfind(const void *key, const void *base, size_t *nmemb, size_t size, int(*compar)(const void *, const void *)); void *lsearch(const void *key, void *base, size_t *nmemb, size_t size, int(*compar)(const void *, const void *));Descriptionlfind() and lsearch() perform a linear search for key in the array base…
QuantLib::OrnsteinUhlenbeckProcess – Ornstein-Uhlenbeck process class. Synopsis#include <ql/processes/ornsteinuhlenbeckprocess.hpp> Inherits QuantLib::StochasticProcess1D. Public Member FunctionsOrnsteinUhlenbeckProcess (Real speed, Volatility vol, Real x0=0.0, Real level=0.0) StochasticProcess interface Real x0 () const returns the initial value of the state variable Real speed () const Real volatility () const Real level () const Real drift (Time t, Real x) const returns the…
ntlm_buf – Synopsis#include <heimntlm.h> Data Fieldssize_t length void * data Detailed DescriptionBuffer for storing data in the NTLM library. When filled in by the library it should be freed with heim_ntlm_free_buf(). Examples: test_ntlm.c. Field Documentationvoid* ntlm_buf::datapointer to the data itself Examples: test_ntlm.c. size_t ntlm_buf::lengthlength buffer data Examples: test_ntlm.c. AuthorGenerated automatically by Doxygen for Heimdalntlmlibrary from…
QuantLib::Swap – Interest rate swap. Synopsis#include <ql/instruments/swap.hpp> Inherits QuantLib::Instrument. Inherited by AssetSwap, BMASwap, and VanillaSwap. Public Member FunctionsConstructors Swap (const Leg &firstLeg, const Leg &secondLeg) Swap (const std::vector< Leg > &legs, const std::vector< bool > &payer) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const void…
QuantLib::CreditDefaultSwap – Credit default swap. Synopsis#include <ql/instruments/creditdefaultswap.hpp> Inherits QuantLib::Instrument. Public Member FunctionsConstructors CreditDefaultSwap (Protection::Side side, Real notional, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const boost::shared_ptr< Claim > &=boost::shared_ptr< Claim >()) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *)…
QuantLib::Swap – Interest rate swap. Synopsis#include <ql/instruments/swap.hpp> Inherits QuantLib::Instrument. Inherited by AssetSwap, BMASwap, and VanillaSwap. Public Member FunctionsConstructors Swap (const Leg &firstLeg, const Leg &secondLeg) Swap (const std::vector< Leg > &legs, const std::vector< bool > &payer) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const void…
QuantLib::Swap – Interest rate swap. Synopsis#include <ql/instruments/swap.hpp> Inherits QuantLib::Instrument. Inherited by AssetSwap, BMASwap, and VanillaSwap. Public Member FunctionsConstructors Swap (const Leg &firstLeg, const Leg &secondLeg) Swap (const std::vector< Leg > &legs, const std::vector< bool > &payer) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const void…
QuantLib::Swap – Interest rate swap. Synopsis#include <ql/instruments/swap.hpp> Inherits QuantLib::Instrument. Inherited by AssetSwap, BMASwap, and VanillaSwap. Public Member FunctionsConstructors Swap (const Leg &firstLeg, const Leg &secondLeg) Swap (const std::vector< Leg > &legs, const std::vector< bool > &payer) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const void…
QuantLib::Swap – Interest rate swap. Synopsis#include <ql/instruments/swap.hpp> Inherits QuantLib::Instrument. Inherited by AssetSwap, BMASwap, and VanillaSwap. Public Member FunctionsConstructors Swap (const Leg &firstLeg, const Leg &secondLeg) Swap (const std::vector< Leg > &legs, const std::vector< bool > &payer) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const void…
ql/math/optimization/leastsquare.hpp – Least square cost function. Synopsis#include <ql/math/optimization/problem.hpp> #include <ql/math/optimization/conjugategradient.hpp> #include <ql/math/matrix.hpp> Classesclass LeastSquareProblem Base class for least square problem. class LeastSquareFunction Cost function for least-square problems. class NonLinearLeastSquare Non-linear least-square method. Detailed DescriptionLeast square cost function. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
htobe16, htole16, be16toh, le16toh, htobe32, htole32, be32toh, le32toh, htobe64, htole64, be64toh, le64toh – convert values between host and big-/little-endian byte order Synopsis#include <endian.h> uint16_t htobe16(uint16_t host_16bits); uint16_t htole16(uint16_t host_16bits); uint16_t be16toh(uint16_t big_endian_16bits); uint16_t le16toh(uint16_t little_endian_16bits); uint32_t htobe32(uint32_t host_32bits); uint32_t htole32(uint32_t host_32bits); uint32_t be32toh(uint32_t big_endian_32bits); uint32_t le32toh(uint32_t little_endian_32bits); uint64_t htobe64(uint64_t host_64bits); uint64_t htole64(uint64_t host_64bits); uint64_t be64toh(uint64_t…
htobe16, htole16, be16toh, le16toh, htobe32, htole32, be32toh, le32toh, htobe64, htole64, be64toh, le64toh – convert values between host and big-/little-endian byte order Synopsis#include <endian.h> uint16_t htobe16(uint16_t host_16bits); uint16_t htole16(uint16_t host_16bits); uint16_t be16toh(uint16_t big_endian_16bits); uint16_t le16toh(uint16_t little_endian_16bits); uint32_t htobe32(uint32_t host_32bits); uint32_t htole32(uint32_t host_32bits); uint32_t be32toh(uint32_t big_endian_32bits); uint32_t le32toh(uint32_t little_endian_32bits); uint64_t htobe64(uint64_t host_64bits); uint64_t htole64(uint64_t host_64bits); uint64_t be64toh(uint64_t…
htobe16, htole16, be16toh, le16toh, htobe32, htole32, be32toh, le32toh, htobe64, htole64, be64toh, le64toh – convert values between host and big-/little-endian byte order Synopsis#include <endian.h> uint16_t htobe16(uint16_t host_16bits); uint16_t htole16(uint16_t host_16bits); uint16_t be16toh(uint16_t big_endian_16bits); uint16_t le16toh(uint16_t little_endian_16bits); uint32_t htobe32(uint32_t host_32bits); uint32_t htole32(uint32_t host_32bits); uint32_t be32toh(uint32_t big_endian_32bits); uint32_t le32toh(uint32_t little_endian_32bits); uint64_t htobe64(uint64_t host_64bits); uint64_t htole64(uint64_t host_64bits); uint64_t be64toh(uint64_t…
ldns_zone_sort, ldns_zone_glue_rr_list Synopsis#include <stdint.h> #include <stdbool.h> #include <ldns/ldns.h> void ldns_zone_sort(ldns_zone *zone); ldns_rr_list* ldns_zone_glue_rr_list(const ldns_zone *z); Description ldns_zone_sort() Sort the rrs in a zone, with the current impl. this is slow .br zone: the zone to sort ldns_zone_glue_rr_list() Retrieve all resource records from the zone that are glue records. The resulting list does are pointer references…
ldns_zone_rrs, ldns_zone_soa Synopsis#include <stdint.h> #include <stdbool.h> #include <ldns/ldns.h> ldns_rr_list * ldns_zone_rrs(const ldns_zone *z); ldns_rr * ldns_zone_soa(const ldns_zone *z); Description ldns_zone_rrs() Get a list of a zone’s content. Note that the SOA isn’t included in this list. You need to get the with ldns_zone_soa. .br z: the zone to read from .br Returns the rrs from…
ldns_zone_set_rrs, ldns_zone_set_soa Synopsis#include <stdint.h> #include <stdbool.h> #include <ldns/ldns.h> void ldns_zone_set_rrs(ldns_zone *z, ldns_rr_list *rrlist); void ldns_zone_set_soa(ldns_zone *z, ldns_rr *soa); Description ldns_zone_set_rrs() Set the zone’s contents .br z: the zone to put the new soa in .br rrlist: the rrlist to use ldns_zone_set_soa() Set the zone’s soa record .br z: the zone to put the new soa…