Section 3: library functions
cBroadcast – broadcast signal to all waiting threads. Synopsis#include <util/ulocks.h>NEOERR *cBroadcast(pthread_cond_t *cond);Argumentscond – condition variable to broadcast on. DescriptionBroadcasts a signal to all threads waiting on condition variable <cond>. 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
QuantLib::AbcdAtmVolCurve – Abcd-interpolated at-the-money (no-smile) volatility curve. Synopsis#include <ql/experimental/volatility/abcdatmvolcurve.hpp> Inherits QuantLib::BlackAtmVolCurve, and QuantLib::LazyObject. Public Member FunctionsAbcdAtmVolCurve (Natural settlementDays, const Calendar &cal, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &volsHandles, const std::vector< bool > inclusionInInterpolationFlag=std::vector< bool >(1, true), BusinessDayConvention bdc=Following, const DayCounter &dc=Actual365Fixed()) floating reference date, floating market data std::vector< Real >…
bzip2, bunzip2 – a block-sorting file compressor, v1.0.6 bzcat – decompresses files to stdout bzip2recover – recovers data from damaged bzip2 files Synopsisbzip2 [ -cdfkqstvzVL123456789 ] [ filenames … ] bunzip2 [ -fkvsVL ] [ filenames … ] bzcat [ -s ] [ filenames … ] bzip2recover filename Descriptionbzip2 compresses files using the Burrows-Wheeler block…
bzero, explicit_bzero – zero a byte string Synopsis#include <strings.h> void bzero(void *s, size_t n); #include <string.h> void explicit_bzero(void *s, size_t n);DescriptionThe bzero() function erases the data in the n bytes of the memory starting at the location pointed to by s, by writing zeros (bytes containing ‘\0’) to that area. The explicit_bzero() function performs the…
htonl, htons, ntohl, ntohs – convert values between host and network byte order Synopsis#include <arpa/inet.h> uint32_t htonl(uint32_t hostlong); uint16_t htons(uint16_t hostshort); uint32_t ntohl(uint32_t netlong); uint16_t ntohs(uint16_t netshort);DescriptionThe htonl() function converts the unsigned integer hostlong from host byte order to network byte order. The htons() function converts the unsigned short integer hostshort from host byte order…
QuantLib::EnergyFuture – Energy future. Synopsis#include <ql/experimental/commodities/energyfuture.hpp> Inherits QuantLib::EnergyCommodity. Public Member FunctionsEnergyFuture (Integer buySell, const Quantity &quantity, const CommodityUnitCost &tradePrice, const boost::shared_ptr< CommodityIndex > &index, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts) bool isExpired () const returns whether the instrument is still tradable. Quantity quantity () const const CommodityUnitCost & tradePrice () const const boost::shared_ptr<…
QuantLib::Calendar – calendar class Synopsis#include <ql/time/calendar.hpp> Inherited by Argentina, Australia, BespokeCalendar, Brazil, Canada, China, CzechRepublic, Denmark, Finland, Germany, HongKong, Hungary, Iceland, India, Indonesia, Italy, Japan, JointCalendar, Mexico, NewZealand, Norway, NullCalendar, Poland, SaudiArabia, Singapore, Slovakia, SouthAfrica, SouthKorea, Sweden, Switzerland, Taiwan, TARGET, Turkey, Ukraine, UnitedKingdom, and UnitedStates. Classesclass Impl abstract base class for calendar implementations class OrthodoxImpl…
QuantLib::Forward – Abstract base forward class. Synopsis#include <ql/instruments/forward.hpp> Inherits QuantLib::Instrument. Inherited by FixedRateBondForward, and ForwardRateAgreement. Public Member Functionsvirtual Real spotValue () const =0 returns spot value/price of an underlying financial instrument virtual Real spotIncome (const Handle< YieldTermStructure > &incomeDiscountCurve) const =0 NPV of income/dividends/storage-costs etc. of underlying instrument. Inspectors virtual Date settlementDate () const const…
bug – Known Bugs Class AssetSwap fair prices are not calculated correctly when using indexed coupons. Class BlackCalculator When the variance is null, division by zero occur during the calculation of delta, delta forward, gamma, gamma forward, rho, dividend rho, vega, and strike sensitivity. Class CapHelper This helper does not register with…
QuantLib::LossDist – Probability formulas and algorithms. Synopsis#include <ql/experimental/credit/lossdistribution.hpp> Inherited by LossDistBinomial, LossDistBucketing, LossDistHomogeneous, and LossDistMonteCarlo. Public Member Functionsvirtual Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const =0 virtual Size buckets () const =0 virtual Real maximum () const =0 Static Public Member Functionsstatic Real binomialProbabilityOfNEvents (int n, std::vector< Real >…
btree – btree database access method Synopsis#include <sys/types.h> #include <db.h> DescriptionNote well: This page documents interfaces provided in glibc up until version 2.1. Since version 2.2, glibc no longer provides these interfaces. Probably, you are looking for the APIs provided by the libdb library instead. The routine dbopen(3) is the library interface to database files….
btowc – convert single byte to wide character Synopsis#include <wchar.h> wint_t btowc(int c);DescriptionThe btowc() function converts c, interpreted as a multibyte sequence of length 1, starting in the initial shift state, to a wide character and returns it. If c is EOF or not a valid multibyte sequence of length 1, the btowc() function returns…
bswap_16, bswap_32, bswap_64 – reverse order of bytes Synopsis#include <byteswap.h> bswap_16(x); bswap_32(x); bswap_64(x);DescriptionThese macros return a value in which the order of the bytes in their 2-, 4-, or 8-byte arguments is reversed. Return ValueThese macros return the value of their argument with the bytes reversed. ErrorsThese macros always succeed. Conforming ToThese macros are GNU…
bswap_16, bswap_32, bswap_64 – reverse order of bytes Synopsis#include <byteswap.h> bswap_16(x); bswap_32(x); bswap_64(x);DescriptionThese macros return a value in which the order of the bytes in their 2-, 4-, or 8-byte arguments is reversed. Return ValueThese macros return the value of their argument with the bytes reversed. ErrorsThese macros always succeed. Conforming ToThese macros are GNU…
bswap_16, bswap_32, bswap_64 – reverse order of bytes Synopsis#include <byteswap.h> bswap_16(x); bswap_32(x); bswap_64(x);DescriptionThese macros return a value in which the order of the bytes in their 2-, 4-, or 8-byte arguments is reversed. Return ValueThese macros return the value of their argument with the bytes reversed. ErrorsThese macros always succeed. Conforming ToThese macros are GNU…
bswap_16, bswap_32, bswap_64 – reverse order of bytes Synopsis#include <byteswap.h> bswap_16(x); bswap_32(x); bswap_64(x);DescriptionThese macros return a value in which the order of the bytes in their 2-, 4-, or 8-byte arguments is reversed. Return ValueThese macros return the value of their argument with the bytes reversed. ErrorsThese macros always succeed. Conforming ToThese macros are GNU…
bcmp, bcopy, bzero, memccpy, memchr, memcmp, memcpy, memfrob, memmem, memmove, memset – byte string operations Synopsis#include <string.h> int bcmp(const void *s1, const void *s2, size_t n); void bcopy(const void *src, void *dest, size_t n); void bzero(void *s, size_t n); void *memccpy(void *dest, const void *src, int c, size_t n); void *memchr(const void *s, int c,…
bson_zero_free() – This function behaves like bson_free() except that it zeroes the memory first. This can be useful if you are storing passwords or other similarly important data. Note that if it truly is important, you probably want a page protected with mlock() as well to prevent it swapping to disk. Synopsisvoid bson_zero_free (void *mem,…
bson_writer_t – Bulk BSON serialization Abstraction Synopsis#include <bson.h> typedef struct _bson_writer_t bson_writer_t; bson_writer_t *bson_writer_new (uint8_t **buf, size_t *buflen, size_t offset, bson_realloc_func realloc_func, void *realloc_func_ctx); void bson_writer_destroy (bson_writer_t *writer);DescriptionThe bson_writer_t API provides an abstraction for serializing many BSON documents to a single memory region. The memory region may be dynamically allocated and re-allocated as more memory…
bson_writer_rollback() – Abort the appending of the current bson_t to the memory region managed by writer. This is useful if you detected that you went past a particular memory limit. For example, MongoDB has 48MB message limits. Synopsisvoid bson_writer_rollback (bson_writer_t *writer);Parameterswriter A bson_writer_t \&.DescriptionAbort the appending of the current bson_t to the memory region managed…