Section 3: library functions
gsl – GNU Scientific Library Synopsis#include <gsl/…> DescriptionThe GNU Scientific Library (GSL) is a collection of routines for numerical computing. The routines are written from scratch by the GSL team in C, and present a modern Applications Programming Interface (API) for C programmers, allowing wrappers to be written for very high level languages. The library…
gsignal, ssignal – software signal facility Synopsis#include <signal.h> typedef void (*sighandler_t)(int); int gsignal(int signum); sighandler_t ssignal(int signum, sighandler_t action);Feature Test Macro Requirements for glibc (see feature_test_macros(7)): gsignal(), ssignal(): Since glibc 2.19: _DEFAULT_SOURCE Glibc 2.19 and earlier: _SVID_SOURCE DescriptionDon’t use these functions under Linux. Due to a historical mistake, under Linux these functions are aliases for…
Types – Typedefstypedef void(* globus_xio_gsi_delegation_init_callback_t )(globus_result_t result, void *user_arg) typedef void(* globus_xio_gsi_delegation_accept_callback_t )(globus_result_t result, gss_cred_id_t delegated_cred, OM_uint32 time_rec, void *user_arg) Enumerationsenum globus_xio_gsi_protection_level_t { GLOBUS_XIO_GSI_PROTECTION_LEVEL_NONE, GLOBUS_XIO_GSI_PROTECTION_LEVEL_INTEGRITY, GLOBUS_XIO_GSI_PROTECTION_LEVEL_PRIVACY } enum globus_xio_gsi_delegation_mode_t { GLOBUS_XIO_GSI_DELEGATION_MODE_NONE, GLOBUS_XIO_GSI_DELEGATION_MODE_LIMITED, GLOBUS_XIO_GSI_DELEGATION_MODE_FULL } enum globus_xio_gsi_proxy_mode_t { GLOBUS_XIO_GSI_PROXY_MODE_FULL, GLOBUS_XIO_GSI_PROXY_MODE_LIMITED, GLOBUS_XIO_GSI_PROXY_MODE_MANY } enum globus_xio_gsi_authorization_mode_t { GLOBUS_XIO_GSI_NO_AUTHORIZATION, GLOBUS_XIO_GSI_SELF_AUTHORIZATION, GLOBUS_XIO_GSI_IDENTITY_AUTHORIZATION, GLOBUS_XIO_GSI_HOST_AUTHORIZATION } Typedef Documentationtypedef void(* globus_xio_gsi_delegation_init_callback_t)(globus_result_t result, void…
Server – globus_xio_server_create() causes a new transport-specific listener socket to be created to handle new GSI connections. globus_xio_server_create() causes a new transport-specific listener socket to be created to handle new GSI connections. globus_xio_server_register_accept() will accept a new connection for processing. globus_xio_server_register_close() cleans up the internal resources associated with the http server and calls close on…
Opening/Closing – An XIO handle with the gsi driver can be created with either globus_xio_handle_create() or globus_xio_server_register_accept(). An XIO handle with the gsi driver can be created with either globus_xio_handle_create() or globus_xio_server_register_accept(). If the handle is created with globus_xio_server_register_accept(), the globus_xio_register_open() call will proceed to accept a GSSAPI security context. Upon successful completion of the…
Error Types – The GSI driver uses mostly GSSAPI calls, so it generally just wraps the underlying GSSAPI errors or uses generic xio errors. Enumerationsenum globus_xio_gsi_error_t { GLOBUS_XIO_GSI_ERROR_INVALID_PROTECTION_LEVEL, GLOBUS_XIO_GSI_ERROR_WRAP_GSSAPI, GLOBUS_XIO_GSI_ERROR_EMPTY_TARGET_NAME, GLOBUS_XIO_GSI_ERROR_EMPTY_HOST_NAME, GLOBUS_XIO_GSI_AUTHORIZATION_FAILED, GLOBUS_XIO_GSI_ERROR_TOKEN_TOO_BIG } Detailed DescriptionThe GSI driver uses mostly GSSAPI calls, so it generally just wraps the underlying GSSAPI errors or uses generic xio…
Attributes and Cntls – GSI driver specific attrs and cntls. Enumerationsenum globus_xio_gsi_cmd_t { GLOBUS_XIO_GSI_SET_CREDENTIAL, GLOBUS_XIO_GSI_GET_CREDENTIAL, GLOBUS_XIO_GSI_SET_GSSAPI_REQ_FLAGS, GLOBUS_XIO_GSI_GET_GSSAPI_REQ_FLAGS, GLOBUS_XIO_GSI_SET_PROXY_MODE, GLOBUS_XIO_GSI_GET_PROXY_MODE, GLOBUS_XIO_GSI_SET_AUTHORIZATION_MODE, GLOBUS_XIO_GSI_GET_AUTHORIZATION_MODE, GLOBUS_XIO_GSI_SET_DELEGATION_MODE, GLOBUS_XIO_GSI_GET_DELEGATION_MODE, GLOBUS_XIO_GSI_SET_SSL_COMPATIBLE, GLOBUS_XIO_GSI_SET_ANON, GLOBUS_XIO_GSI_SET_WRAP_MODE, GLOBUS_XIO_GSI_GET_WRAP_MODE, GLOBUS_XIO_GSI_SET_BUFFER_SIZE, GLOBUS_XIO_GSI_GET_BUFFER_SIZE, GLOBUS_XIO_GSI_SET_PROTECTION_LEVEL, GLOBUS_XIO_GSI_GET_PROTECTION_LEVEL, GLOBUS_XIO_GSI_GET_TARGET_NAME, GLOBUS_XIO_GSI_SET_TARGET_NAME, GLOBUS_XIO_GSI_GET_CONTEXT, GLOBUS_XIO_GSI_GET_DELEGATED_CRED, GLOBUS_XIO_GSI_GET_PEER_NAME, GLOBUS_XIO_GSI_GET_LOCAL_NAME, GLOBUS_XIO_GSI_INIT_DELEGATION, GLOBUS_XIO_GSI_REGISTER_INIT_DELEGATION, GLOBUS_XIO_GSI_ACCEPT_DELEGATION, GLOBUS_XIO_GSI_REGISTER_ACCEPT_DELEGATION, GLOBUS_XIO_GSI_FORCE_SERVER_MODE } Functionsglobus_result_t globus_xio_attr_cntl (attr, driver, GLOBUS_XIO_GSI_SET_CREDENTIAL, gss_cred_id_t credential) globus_result_t globus_xio_handle_cntl (handle, driver, GLOBUS_XIO_GSI_SET_CREDENTIAL,…
grub-get-kernel-settings — Evaluate the system’s kernel installation settings for use while making a grub configuration file. Synopsisgrub-get-kernel-settings [OPTION] Descriptiongrub-get-kernel-settings reads the kernel installation settings on the host system, and emits a set of grub settings suitable for use when creating a grub configuration file. Options-h, –help Display program usage and exit. -v, –version Display the…
QuantLib::BlackScholesCalculator – Black-Scholes 1973 calculator class. Synopsis#include <ql/pricingengines/blackscholescalculator.hpp> Inherits QuantLib::BlackCalculator. Public Member FunctionsBlackScholesCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real spot, DiscountFactor growth, Real stdDev, DiscountFactor discount) Real delta () const Real elasticity () const Real gamma () const Real theta (Time maturity) const Real thetaPerDay (Time maturity) const Protected AttributesReal spot_ DiscountFactor growth_ Detailed DescriptionBlack-Scholes…
group_member – test whether a process is in a group Synopsis#include <unistd.h> int group_member(gid_t gid); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): group_member(): _GNU_SOURCE DescriptionThe group_member() function tests whether any of the caller’s supplementary group IDs (as returned by getgroups(2)) matches gid. Return ValueThe group_member() function returns nonzero if any of the caller’s supplementary…
QuantLib::TransformedGrid – transformed grid Synopsis#include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member FunctionsTransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray () const Real…
QuantLib::SampledCurve – This class contains a sampled curve. Synopsis#include <ql/math/sampledcurve.hpp> Public Member FunctionsSampledCurve (Size gridSize=0) SampledCurve (const Array &grid) SampledCurve & operator= (const SampledCurve &) inspectors const Array & grid () const Array & grid () const Array & values () const Array & values () Real gridValue (Size i) const Real & gridValue (Size…
QuantLib::FDVanillaEngine – Finite-differences pricing engine for BSM one asset options. Synopsis#include <ql/pricingengines/vanilla/fdvanillaengine.hpp> Inherited by FDEuropeanEngine, FDMultiPeriodEngine, and FDStepConditionEngine. Public Member FunctionsFDVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) const Array & grid () const Protected Typestypedef BoundaryCondition< TridiagonalOperator > bc_type Protected Member Functionsvirtual void setupArguments (const PricingEngine::arguments *) const virtual void…
QuantLib::TransformedGrid – transformed grid Synopsis#include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member FunctionsTransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray () const Real…
ql/pricingengines/greeks.hpp – default greek calculations Synopsis#include <ql/processes/blackscholesprocess.hpp> FunctionsReal blackScholesTheta (const boost::shared_ptr< GeneralizedBlackScholesProcess > &, Real value, Real delta, Real gamma) default theta calculation for Black-Scholes options Real defaultThetaPerDay (Real theta) default theta-per-day calculation Detailed Descriptiondefault greek calculations AuthorGenerated automatically by Doxygen for QuantLib from the source code.
libgraph – abstract graph library Synopsis#include <graphviz/graph.h> void aginit(); Agraph_t *agread(FILE*); int agwrite(Agraph_t*, FILE*); int agerrors(); Agraph_t *agopen(char *name, int kind); void agclose(Agraph_t *g); Agraph_t *agsubg(Agraph_t *g, char *name); Agraph_t *agfindsubg(Agraph_t *g, char *name); Agnode_t *agmetanode(Agraph_t *g); Agraph_t *agusergraph(Agnode_t *metanode); int agnnodes(Agraph_t *g), agnedges(Agraph_t *g); int agcontains(Agraph_t *g, void *obj); int aginsert(Agraph_t *g, void *obj);…
grantpt – grant access to the slave pseudoterminal Synopsis#include <stdlib.h> int grantpt(int fd); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): grantpt(): Since glibc 2.24: _XOPEN_SOURCE >= 500 || (_XOPEN_SOURCE && _XOPEN_SOURCE_EXTENDED) Glibc 2.23 and earlier: _XOPEN_SOURCEDescriptionThe grantpt() function changes the mode and owner of the slave pseudoterminal device corresponding to the master pseudoterminal referred to by the file…
QuantLib::LineSearch – Base class for line search. Synopsis#include <ql/math/optimization/linesearch.hpp> Inherited by ArmijoLineSearch. Public Member FunctionsLineSearch (Real=0.0) Default constructor. virtual ~LineSearch () Destructor. const Array & lastX () return last x value Real lastFunctionValue () return last cost function value const Array & lastGradient () return last gradient Real lastGradientNorm2 () return square norm of last…
QuantLib::Problem – Constrained optimization problem. Synopsis#include <ql/math/optimization/problem.hpp> Public Member FunctionsProblem (CostFunction &costFunction, Constraint &constraint, const Array &initialValue=Array()) default constructor void reset () Real value (const Array &x) call cost function computation and increment evaluation counter Disposable< Array > values (const Array &x) call cost values computation and increment evaluation counter void gradient (Array &grad_f, const…
QuantLib::EndCriteria – Criteria to end optimization process:. Synopsis#include <ql/math/optimization/endcriteria.hpp> Public Typesenum Type { None, MaxIterations, StationaryPoint, StationaryFunctionValue, StationaryFunctionAccuracy, ZeroGradientNorm, Unknown } Public Member FunctionsEndCriteria (Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) Initialization constructor. Size maxIterations () const Size maxStationaryStateIterations () const Real rootEpsilon () const Real functionEpsilon () const Real gradientNormEpsilon ()…