Linux Manuals session 3

QuantLib::BMASwap – swap paying Libor against BMA coupons Synopsis#include <ql/instruments/bmaswap.hpp> Inherits QuantLib::Swap. Public Typesenum Type { Receiver = -1, Payer = 1 } Public Member FunctionsBMASwap (Type type, Real nominal, const Schedule &liborSchedule, Rate liborFraction, Rate liborSpread, const boost::shared_ptr< IborIndex > &liborIndex, const DayCounter &liborDayCount, const Schedule &bmaSchedule, const boost::shared_ptr< BMAIndex > &bmaIndex, const DayCounter…

QuantLib::HistoricalForwardRatesAnalysisImpl – Historical correlation class Synopsis#include <ql/models/marketmodels/historicalforwardratesanalysis.hpp> Inherits QuantLib::HistoricalForwardRatesAnalysis. Public Member FunctionsHistoricalForwardRatesAnalysisImpl (const boost::shared_ptr< SequenceStatistics > &stats, const Date &startDate, const Date &endDate, const Period &step, const boost::shared_ptr< InterestRateIndex > &fwdIndex, const Period &initialGap, const Period &horizon, const std::vector< boost::shared_ptr< IborIndex > > &iborIndexes, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const DayCounter &yieldCurveDayCounter, Real…

QuantLib::HistoricalForwardRatesAnalysisImpl – Historical correlation class Synopsis#include <ql/models/marketmodels/historicalforwardratesanalysis.hpp> Inherits QuantLib::HistoricalForwardRatesAnalysis. Public Member FunctionsHistoricalForwardRatesAnalysisImpl (const boost::shared_ptr< SequenceStatistics > &stats, const Date &startDate, const Date &endDate, const Period &step, const boost::shared_ptr< InterestRateIndex > &fwdIndex, const Period &initialGap, const Period &horizon, const std::vector< boost::shared_ptr< IborIndex > > &iborIndexes, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const DayCounter &yieldCurveDayCounter, Real…

fade_out_range – Gradually fades a part of the palette to black. Allegro game programming library. Synopsis#include <allegro.h> void fade_out_range(int speed, int from, int to); DescriptionGradually fades a part of the palette from the current palette to a black screen. The speed is from 1 (the slowest) up to 64 (instantaneous). This routine only affects colors…

fade_out – Gradually fades the palette to black. Allegro game programming library. Synopsis#include <allegro.h> void fade_out(int speed); DescriptionFades gradually from the current palette to a black screen. The speed is from 1 (the slowest) up to 64 (instantaneous). Note that this function will block your game while the fade is in effect, and it won’t…

fade_interpolate – Calculates a new palette interpolated between two others. Allegro game programming library. Synopsis#include <allegro.h> void fade_interpolate(const PALETTE source, const PALETTE dest, PALETTE output, int pos, int from, int to); DescriptionCalculates a temporary palette part way between source and dest, returning it in the output parameter. The position between the two extremes is specified…

fade_in_range – Gradually fades a part of the palette from black. Allegro game programming library. Synopsis#include <allegro.h> void fade_in_range(const PALETTE p, int speed, int from, int to); DescriptionGradually fades a part of the palette from a black screen to the specified palette. The speed is from 1 (the slowest) up to 64 (instantaneous). This routine…

fade_in – Gradually fades the palette from black. Allegro game programming library. Synopsis#include <allegro.h> void fade_in(const PALETTE p, int speed); DescriptionFades gradually from a black screen to the specified palette. The speed is from 1 (the slowest) up to 64 (instantaneous). Note that this function will block your game while the fade is in effect,…

fade_from_range – Gradually fades a part of the palette between two others. Allegro game programming library. Synopsis#include <allegro.h> void fade_from_range(const PALETTE source, const PALETTE dest, int speed, int from, int to); DescriptionGradually fades a part of the palette from the source palette to the dest palette. The speed is from 1 (the slowest) up to…

fade_from – Gradually fades the palette between two others. Allegro game programming library. Synopsis#include <allegro.h> void fade_from(const PALETTE source, const PALETTE dest, int speed); DescriptionFades gradually from the source palette to the dest palette. The speed is from 1 (the slowest) up to 64 (instantaneous). Note that this function will block your game while the…

QuantLib::LfmCovarianceParameterization – Libor market model parameterization Synopsis#include <ql/legacy/libormarketmodels/lfmcovarparam.hpp> Inherited by LfmCovarianceProxy, and LfmHullWhiteParameterization. Public Member FunctionsLfmCovarianceParameterization (Size size, Size factors) Size size () const Size factors () const virtual Disposable< Matrix > diffusion (Time t, const Array &x=Null< Array >()) const =0 virtual Disposable< Matrix > covariance (Time t, const Array &x=Null< Array >()) const…

QuantLib::Bond – Base bond class. Synopsis#include <ql/instruments/bond.hpp> Inherits QuantLib::Instrument. Inherited by AmortizingCmsRateBond, AmortizingFixedRateBond, AmortizingFloatingRateBond, CallableBond, CmsRateBond, ConvertibleBond, FixedRateBond, FloatingRateBond, and ZeroCouponBond. Public Member FunctionsBond (Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) constructor for amortizing or non-amortizing bonds. Bond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(),…

fabs, fabsf, fabsl – absolute value of floating-point number Synopsis#include <math.h> double fabs(double x); float fabsf(float x); long double fabsl(long double x);Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fabsf(), fabsl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCEDescriptionThese functions return the absolute value of the floating-point number x. Return ValueThese…

fabs, fabsf, fabsl – absolute value of floating-point number Synopsis#include <math.h> double fabs(double x); float fabsf(float x); long double fabsl(long double x);Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fabsf(), fabsl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCEDescriptionThese functions return the absolute value of the floating-point number x. Return ValueThese…

fabs, fabsf, fabsl – absolute value of floating-point number Synopsis#include <math.h> double fabs(double x); float fabsf(float x); long double fabsl(long double x);Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fabsf(), fabsl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCEDescriptionThese functions return the absolute value of the floating-point number x. Return ValueThese…

QuantLib::LiborForwardModel – Libor forward model Synopsis#include <ql/legacy/libormarketmodels/liborforwardmodel.hpp> Inherits QuantLib::CalibratedModel, and QuantLib::AffineModel. Public Member FunctionsLiborForwardModel (const boost::shared_ptr< LiborForwardModelProcess > &process, const boost::shared_ptr< LmVolatilityModel > &volaModel, const boost::shared_ptr< LmCorrelationModel > &corrModel) Rate S_0 (Size alpha, Size beta) const virtual boost::shared_ptr< SwaptionVolatilityMatrix > getSwaptionVolatilityMatrix () const DiscountFactor discount (Time t) const Implied discount curve. Real discountBond (Time now,…

fUnlock – release file lock. Synopsis#include <util/ulocks.h>void fUnlock(int lock);Argumentslock – Lock to release. DescriptionReleases the lock identified by <lock>. MT-Level: Safe. Return ValueNone. See AlsomCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3), mLock

fLock – acquire file lock. Synopsis#include <util/ulocks.h>NEOERR *fLock(int lock);Argumentslock – Lock to acquire. DescriptionAcquires the lock identified by <lock>. This call blocks until the lock is acquired. MT-Level: Safe. Return ValueNone. See AlsomCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3), mLock

fFind – find a file lock. Synopsis#include <util/ulocks.h>NEOERR *fFind(int *plock, const char *file);Argumentsplock – place for lock. file – path of file to use as lock. DescriptionFind a file identified by the path <file>, and returns a lock identifier for it in <plock>. If the file doesn’t exist, returns true. MT-Level: Safe. Return Valueplock –…

fDestroy – destroy a lock. Synopsis#include <util/ulocks.h>void fDestroy(int lock);Argumentslock – Lock to destroy. DescriptionDestroys the lock <lock> that was created by fCreate() or fFind(). MT-Level: Safe for unique <lock>. Return ValueNone. See AlsomCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3), mLock