Linux Manuals session 3

calibrate_joystick – Calibrates the specified joystick. Allegro game programming library. Synopsis#include <allegro.h> int calibrate_joystick(int n); DescriptionMost joysticks need to be calibrated before they can provide full analogue input. This function performs the next operation in the calibration series for the specified stick, assuming that the joystick has been positioned in the manner described by a…

QuantLib::CompoundForward – compound-forward structure Synopsis#include <ql/legacy/termstructures/compoundforward.hpp> Inherits QuantLib::ForwardRateStructure. Public Member FunctionsCompoundForward (const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Rate > &forwards, const Calendar &calendar, const BusinessDayConvention conv, const Integer compounding, const DayCounter &dayCounter) BusinessDayConvention businessDayConvention () const Integer compounding () const Date maxDate () const the latest date for which the curve…

QuantLib::LongstaffSchwartzPathPricer – Longstaff-Schwarz path pricer for early exercise options. Synopsis#include <ql/methods/montecarlo/longstaffschwartzpathpricer.hpp> Inherits PathPricer< PathType >. Public Typestypedef EarlyExerciseTraits< PathType >::StateType StateType Public Member FunctionsLongstaffSchwartzPathPricer (const TimeGrid &times, const boost::shared_ptr< EarlyExercisePathPricer< PathType > > &, const boost::shared_ptr< YieldTermStructure > &termStructure) Real operator() (const PathType &path) const virtual void calibrate () Protected Attributesbool calibrationPhase_ const boost::shared_ptr< EarlyExercisePathPricer<…

Calendars – Classesclass Argentina Argentinian calendars. class Australia Australian calendar. class BespokeCalendar Bespoke calendar. class Brazil Brazilian calendar. class Canada Canadian calendar. class China Chinese calendar. class CzechRepublic Czech calendars. class Denmark Danish calendar. class Finland Finnish calendar. class Germany German calendars. class HongKong Hong Kong calendars. class Hungary Hungarian calendar. class Iceland Icelandic calendars….

QuantLib::CommodityIndex – base class for commodity indexes Synopsis#include <ql/experimental/commodities/commodityindex.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Public Member FunctionsCommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset) void addQuote (const Date &quoteDate, Real quote) void addQuotes (const…

QuantLib::LazyObject – Framework for calculation on demand and result caching. Synopsis#include <ql/patterns/lazyobject.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Inherited by AbcdAtmVolCurve, CapFloorTermVolCurve, CapFloorTermVolSurface, CmsMarket, EurodollarFuturesImpliedStdDevQuote, FdmBlackScholesSolver [private], FdmHestonSolver [private], FittedBondDiscountCurve, FlatForward, ForwardSwapQuote, ImpliedStdDevQuote, Instrument, InterpolatedSmileSection< Interpolator >, OneFactorCopula, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits…

QuantLib::CommodityPricingHelper – commodity index helper Synopsis#include <ql/experimental/commodities/commoditypricinghelpers.hpp> Static Public Member Functionsstatic Real calculateFxConversionFactor (const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate) static Real calculateUomConversionFactor (const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure) static Real calculateUnitCost (const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Currency &baseCurrency, const UnitOfMeasure &baseUnitOfMeasure, const Date &evaluationDate) static void createPricingPeriods…

QuantLib::CommodityPricingHelper – commodity index helper Synopsis#include <ql/experimental/commodities/commoditypricinghelpers.hpp> Static Public Member Functionsstatic Real calculateFxConversionFactor (const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate) static Real calculateUomConversionFactor (const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure) static Real calculateUnitCost (const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Currency &baseCurrency, const UnitOfMeasure &baseUnitOfMeasure, const Date &evaluationDate) static void createPricingPeriods…

QuantLib::EnergyCommodity – Energy commodity class. Synopsis#include <ql/experimental/commodities/energycommodity.hpp> Inherits QuantLib::Commodity. Inherited by EnergyFuture, and EnergySwap. Public Typesenum DeliverySchedule { Constant, Window, Hourly, Daily, Weekly, Monthly, Quarterly, Yearly } enum QuantityPeriodicity { Absolute, PerHour, PerDay, PerWeek, PerMonth, PerQuarter, PerYear } enum PaymentSchedule { WindowSettlement, MonthlySettlement, QuarterlySettlement, YearlySettlement } Public Member FunctionsEnergyCommodity (const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts…

QuantLib::GarmanKlassAbstract – Garman-Klass volatility model. Synopsis#include <ql/models/volatility/garmanklass.hpp> Inherits QuantLib::LocalVolatilityEstimator<IntervalPrice>. Inherited by GarmanKlassSigma4, GarmanKlassSigma5, GarmanKlassSimpleSigma, and ParkinsonSigma. Public Member FunctionsGarmanKlassAbstract (Real y) TimeSeries< Volatility > calculate (const TimeSeries< IntervalPrice > &quoteSeries) Protected Member Functionsvirtual Real calculatePoint (const IntervalPrice &p)=0 Protected AttributesReal yearFraction_ Detailed DescriptionGarman-Klass volatility model. This class implements a concrete volatility model based on high…

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(),…

QuantLib::CommodityPricingHelper – commodity index helper Synopsis#include <ql/experimental/commodities/commoditypricinghelpers.hpp> Static Public Member Functionsstatic Real calculateFxConversionFactor (const Currency &fromCurrency, const Currency &toCurrency, const Date &evaluationDate) static Real calculateUomConversionFactor (const CommodityType &commodityType, const UnitOfMeasure &fromUnitOfMeasure, const UnitOfMeasure &toUnitOfMeasure) static Real calculateUnitCost (const CommodityType &commodityType, const CommodityUnitCost &unitCost, const Currency &baseCurrency, const UnitOfMeasure &baseUnitOfMeasure, const Date &evaluationDate) static void createPricingPeriods…

QuantLib::GaussLobattoIntegral – Integral of a one-dimensional function. Synopsis#include <ql/math/integrals/gausslobattointegral.hpp> Inherits QuantLib::Integrator. Public Member FunctionsGaussLobattoIntegral (Size maxIterations, Real absAccuracy, Real relAccuracy=Null< Real >(), bool useConvergenceEstimate=true) Protected Member FunctionsReal integrate (const boost::function< Real(Real)> &f, Real a, Real b) const Real adaptivGaussLobattoStep (const boost::function< Real(Real)> &f, Real a, Real b, Real fa, Real fb, Real is) const Real…

QuantLib::PerturbativeBarrierOptionEngine – perturbative barrier-option engine Synopsis#include <ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp> Inherits QuantLib::BarrierOption::engine. Public Member FunctionsPerturbativeBarrierOptionEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &, Natural order=1, bool zeroGamma=false) void calculate () const Detailed Descriptionperturbative barrier-option engine This engine implements the approach described in <http://www.econ.univpm.it/recchioni/finance/w3/>. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

calc_spline – Calculates a series of values along a Bezier spline. Allegro game programming library. Synopsis#include <allegro.h> void calc_spline(const int points[8], int npts, int *x, int *y); DescriptionCalculates a series of npts values along a Bezier spline, storing them in the output x and y arrays. The Bezier curve is specified by the four x/y…

cacos, cacosf, cacosl – complex arc cosine Synopsis#include <complex.h> double complex cacos(double complex z); float complex cacosf(float complex z); long double complex cacosl(long double complex z); Link with -lm. DescriptionThese functions calculate the complex arc cosine of z. If y = cacos(z), then z = ccos(y). The real part of y is chosen in the interval [0,pi]. One has:…

cacosh, cacoshf, cacoshl – complex arc hyperbolic cosine Synopsis#include <complex.h> double complex cacosh(double complex z); float complex cacoshf(float complex z); long double complex cacoshl(long double complex z); Link with -lm. DescriptionThese functions calculate the complex arc hyperbolic cosine of z. If y = cacosh(z), then z = ccosh(y). The imaginary part of y is chosen in the interval [-pi,pi]….

cacosh, cacoshf, cacoshl – complex arc hyperbolic cosine Synopsis#include <complex.h> double complex cacosh(double complex z); float complex cacoshf(float complex z); long double complex cacoshl(long double complex z); Link with -lm. DescriptionThese functions calculate the complex arc hyperbolic cosine of z. If y = cacosh(z), then z = ccosh(y). The imaginary part of y is chosen in the interval [-pi,pi]….

cacosh, cacoshf, cacoshl – complex arc hyperbolic cosine Synopsis#include <complex.h> double complex cacosh(double complex z); float complex cacoshf(float complex z); long double complex cacoshl(long double complex z); Link with -lm. DescriptionThese functions calculate the complex arc hyperbolic cosine of z. If y = cacosh(z), then z = ccosh(y). The imaginary part of y is chosen in the interval [-pi,pi]….

cacos, cacosf, cacosl – complex arc cosine Synopsis#include <complex.h> double complex cacos(double complex z); float complex cacosf(float complex z); long double complex cacosl(long double complex z); Link with -lm. DescriptionThese functions calculate the complex arc cosine of z. If y = cacos(z), then z = ccos(y). The real part of y is chosen in the interval [0,pi]. One has:…