Linux Manuals session 3

dbbcsd.f – SynopsisFunctions/Subroutinessubroutine dbbcsd (JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q, THETA, PHI, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T, LDV2T, B11D, B11E, B12D, B12E, B21D, B21E, B22D, B22E, WORK, LWORK, INFO) DBBCSD Function/Subroutine Documentationsubroutine dbbcsd (characterJOBU1, characterJOBU2, characterJOBV1T, characterJOBV2T, characterTRANS, integerM, integerP, integerQ, double precision, dimension( * )THETA, double precision, dimension( * )PHI,…

dbopen – database access methods Synopsis#include <sys/types.h> #include <limits.h> #include <db.h> #include <fcntl.h> DB *dbopen(const char *file, int flags, int mode, DBTYPE type, const void *openinfo);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…

QuantLib::GJRGARCHProcess – Stochastic-volatility GJR-GARCH(1,1) process. Synopsis#include <ql/processes/gjrgarchprocess.hpp> Inherits QuantLib::StochasticProcess. Public Typesenum Discretization { PartialTruncation, FullTruncation, Reflection } Public Member FunctionsGJRGARCHProcess (const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, const Handle< Quote > &s0, Real v0, Real omega, Real alpha, Real beta, Real gamma, Real lambda, Real daysPerYear=252.0, Discretization d=FullTruncation) Size size () const…

QuantLib::Period – Synopsis#include <ql/time/period.hpp> Public Member FunctionsPeriod (Integer n, TimeUnit units) Period (Frequency f) Integer length () const TimeUnit units () const Frequency frequency () const Period & operator+= (const Period &) Period & operator-= (const Period &) Period & operator/= (Integer) void normalize () Related Functions(Note that these are not member functions.) Real years…

tzset, tzname, timezone, daylight – initialize time conversion information Synopsis#include <time.h> void tzset (void); extern char *tzname[2]; extern long timezone; extern int daylight;Feature Test Macro Requirements for glibc (see feature_test_macros(7)): tzset(): _POSIX_C_SOURCE tzname: _POSIX_C_SOURCE timezone, daylight: _XOPEN_SOURCE     || /* Glibc since 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _SVID_SOURCE DescriptionThe tzset() function initializes the tzname variable from the TZ environment variable. This…

Day counters – Classesclass Actual360 Actual/360 day count convention. class Actual365Fixed Actual/365 (Fixed) day count convention. class ActualActual Actual/Actual day count. class Business252 Business/252 day count convention. class OneDayCounter 1/1 day count convention class SimpleDayCounter Simple day counter for reproducing theoretical calculations. class Thirty360 30/360 day count convention Detailed DescriptionThe class QuantLib::DayCounter provides more advanced…

QuantLib::Date – Concrete date class. Synopsis#include <ql/time/date.hpp> Public Member Functionsconstructors Date () Default constructor returning a null date. Date (BigInteger serialNumber) Constructor taking a serial number as given by Applix or Excel. Date (Day d, Month m, Year y) More traditional constructor. inspectors Weekday weekday () const Day dayOfMonth () const Day dayOfYear () const…

QuantLib::Date – Concrete date class. Synopsis#include <ql/time/date.hpp> Public Member Functionsconstructors Date () Default constructor returning a null date. Date (BigInteger serialNumber) Constructor taking a serial number as given by Applix or Excel. Date (Day d, Month m, Year y) More traditional constructor. inspectors Weekday weekday () const Day dayOfMonth () const Day dayOfYear () const…

QuantLib::FloatingRateCoupon – base floating-rate coupon class Synopsis#include <ql/cashflows/floatingratecoupon.hpp> Inherits QuantLib::Coupon, and QuantLib::Observer. Inherited by AverageBMACoupon, CappedFlooredCoupon, CmsCoupon, DigitalCoupon, IborCoupon, RangeAccrualFloatersCoupon, and SubPeriodsCoupon. Public Member FunctionsFloatingRateCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< InterestRateIndex > &index, const Real gearing=1.0, const Spread spread=0.0, const Date &refPeriodStart=Date(), const…

QuantLib::DayCounter – day counter class Synopsis#include <ql/time/daycounter.hpp> Inherited by Actual360, Actual365Fixed, ActualActual, Business252, OneDayCounter, SimpleDayCounter, and Thirty360. Classesclass Impl abstract base class for day counter implementations Public Member FunctionsDayCounter () DayCounter interface bool empty () const Returns whether or not the day counter is initialized. std::string name () const Returns the name of the day…

daxpy.f – SynopsisFunctions/Subroutinessubroutine daxpy (N, DA, DX, INCX, DY, INCY) DAXPY Function/Subroutine Documentationsubroutine daxpy (integerN, double precisionDA, double precision, dimension(*)DX, integerINCX, double precision, dimension(*)DY, integerINCY)DAXPY Purpose: DAXPY constant times a vector plus a vector. uses unrolled loops for increments equal to one.  Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG…

Date and time calculations – Classesclass DateInterval Date interval described by a number of a given time unit. class PricingPeriod Time pricingperiod described by a number of a given time unit. class Calendar calendar class class Date Concrete date class. struct DateGeneration Date-generation rule. class DayCounter day counter class class Period ModulesCalendars Day counters Typedefstypedef…

QuantLib::Exercise – Base exercise class. Synopsis#include <ql/exercise.hpp> Inherited by EarlyExercise, and EuropeanExercise. Public Typesenum Type { American, Bermudan, European } Public Member FunctionsExercise (Type type) Type type () const Date date (Size index) const const std::vector< Date > & dates () const Returns all exercise dates. Date lastDate () const Protected Attributesstd::vector< Date > dates_…

QuantLib::Exercise – Base exercise class. Synopsis#include <ql/exercise.hpp> Inherited by EarlyExercise, and EuropeanExercise. Public Typesenum Type { American, Bermudan, European } Public Member FunctionsExercise (Type type) Type type () const Date date (Size index) const const std::vector< Date > & dates () const Returns all exercise dates. Date lastDate () const Protected Attributesstd::vector< Date > dates_…

QuantLib::Dividend – Predetermined cash flow. Synopsis#include <ql/cashflows/dividend.hpp> Inherits QuantLib::CashFlow. Inherited by FixedDividend, and FractionalDividend. Public Member FunctionsDividend (const Date &date) virtual Real amount (Real underlying) const =0 Event interface Date date () const CashFlow interface virtual Real amount () const =0 returns the amount of the cash flow Visitability virtual void accept (AcyclicVisitor &) Protected…

ql/utilities/dataformatters.hpp – output manipulators Synopsis#include <ql/utilities/null.hpp> #include <ostream> Functionstemplate<typename T > std::ostream & operator<< (std::ostream &, const null_checker< T > &) std::ostream & operator<< (std::ostream &, const ordinal_holder &) template<typename T > std::ostream & operator<< (std::ostream &, const power_of_two_holder< T > &) std::ostream & operator<< (std::ostream &, const percent_holder &) template<typename T > detail::null_checker< T…

QuantLib::MultiCubicSpline – N-dimensional cubic spline interpolation between discrete points. Synopsis#include <ql/math/interpolations/multicubicspline.hpp> Public Typestypedef c_splint::argument_type argument_type typedef c_splint::result_type result_type typedef c_splint::data_table data_table typedef c_splint::return_type return_type typedef c_splint::output_data output_data typedef c_splint::dimensions dimensions typedef c_splint::data data Public Member FunctionsMultiCubicSpline (const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false)) result_type operator() (const argument_type &x)…

QuantLib::Currency – Currency specification Synopsis#include <ql/currency.hpp> Inherited by ARSCurrency, ATSCurrency, AUDCurrency, BDTCurrency, BEFCurrency, BGLCurrency, BRLCurrency, BYRCurrency, CADCurrency, CHFCurrency, CLPCurrency, CNYCurrency, COPCurrency, CYPCurrency, CZKCurrency, DEMCurrency, DKKCurrency, EEKCurrency, ESPCurrency, EURCurrency, FIMCurrency, FRFCurrency, GBPCurrency, GRDCurrency, HKDCurrency, HUFCurrency, IEPCurrency, ILSCurrency, INRCurrency, IQDCurrency, IRRCurrency, ISKCurrency, ITLCurrency, JPYCurrency, KRWCurrency, KWDCurrency, LTLCurrency, LUFCurrency, LVLCurrency, MTLCurrency, MXNCurrency, NLGCurrency, NOKCurrency, NPRCurrency, NZDCurrency, PEHCurrency, PEICurrency,…

QuantLib::ConvexMonotone – Convex-monotone interpolation factory and traits. Synopsis#include <ql/math/interpolations/convexmonotoneinterpolation.hpp> Public Member FunctionsConvexMonotone (Real quadraticity=0.3, Real monotonicity=0.7, bool forcePositive=true) template<class I1 , class I2 > Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const template<class I1 , class I2 > Interpolation localInterpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size localisation,…

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…