Section 3: library functions
VIRTUAL_W, VIRTUAL_H – Global define to obtain the virtual size of the screen. Allegro game programming library. Synopsis#include <allegro.h> #define VIRTUAL_W; #define VIRTUAL_H; DescriptionGlobal defines that return the width and height of the virtual screen, or zero if the screen has not been initialised yet. Example: char buf[100]; … uszprintf(buf, sizeof(buf), "The virtual screen size…
V3D_f – Floating point vertex structure used by 3d functions. Allegro game programming library. Synopsis#include <allegro.h> typedef struct V3D_f Description float x, y, z; – position float u, v; – texture map coordinates int c; – colorLike V3D but using float values instead of fixed ones. Read the description of polygon3d_f() for a description on…
V3D – Fixed point vertex structure used by 3d functions. Allegro game programming library. Synopsis#include <allegro.h> typedef struct V3D Description fixed x, y, z; – position fixed u, v; – texture map coordinates int c; – colorA vertex structure used by polygon3d and other polygon rendering functions. Read the description of polygon3d() for a description…
QuantLib::SVD – Singular value decomposition. Synopsis#include <ql/math/matrixutilities/svd.hpp> Public Member FunctionsSVD (const Matrix &) const Matrix & U () const const Matrix & V () const const Array & singularValues () const Disposable< Matrix > S () const Real norm2 () Real cond () Integer rank () Disposable< Array > solveFor (const Array &) const Detailed…
QuantLib::UsdLiborSwapIsdaFixPm – UsdLiborSwapIsdaFixPm index base class Synopsis#include <ql/indexes/swap/usdliborswap.hpp> Inherits QuantLib::SwapIndex. Public Member FunctionsUsdLiborSwapIsdaFixPm (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed DescriptionUsdLiborSwapIsdaFixPm index base class USD Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 3pm New York. Semiannual 30/360 vs 3M Libor. Reuters page ISDAFIX1 or…
QuantLib::UsdLiborSwapIsdaFixAm – UsdLiborSwapIsdaFixAm index base class Synopsis#include <ql/indexes/swap/usdliborswap.hpp> Inherits QuantLib::SwapIndex. Public Member FunctionsUsdLiborSwapIsdaFixAm (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed DescriptionUsdLiborSwapIsdaFixAm index base class USD Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 11am New York. Semiannual 30/360 vs 3M Libor. Reuters page ISDAFIX1 or…
QuantLib::UpperBoundEngine – Market-model engine for upper-bound estimation. Synopsis#include <ql/models/marketmodels/callability/upperboundengine.hpp> Public Member FunctionsUpperBoundEngine (const boost::shared_ptr< MarketModelEvolver > &evolver, const std::vector< boost::shared_ptr< MarketModelEvolver > > &innerEvolvers, const MarketModelMultiProduct &underlying, const MarketModelExerciseValue &rebate, const MarketModelMultiProduct &hedge, const MarketModelExerciseValue &hedgeRebate, const ExerciseStrategy< CurveState > &hedgeStrategy, Real initialNumeraireValue) void multiplePathValues (Statistics &stats, Size outerPaths, Size innerPaths) std::pair< Real, Real >…
QuantLib::Rounding – basic rounding class Synopsis#include <ql/math/rounding.hpp> Inherited by CeilingTruncation, ClosestRounding, DownRounding, FloorTruncation, and UpRounding. Public Typesenum Type { None, Up, Down, Closest, Floor, Ceiling } rounding methods Public Member FunctionsRounding () default constructor Rounding (Integer precision, Type type=Closest, Integer digit=5) Decimal operator() (Decimal value) const perform rounding InspectorsInteger precision () const Type type ()…
QuantLib::UnitedStates – United States calendars. Synopsis#include <ql/time/calendars/unitedstates.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { Settlement, NYSE, GovernmentBond, NERC } US calendars. Public Member FunctionsUnitedStates (Market market=Settlement) Detailed DescriptionUnited States calendars. Public holidays (see: http://www.opm.gov/fedhol/): * Saturdays * Sundays * New Year’s Day, January 1st (possibly moved to Monday if actually on Sunday, or to Friday if…
QuantLib::UnitedKingdom – United Kingdom calendars. Synopsis#include <ql/time/calendars/unitedkingdom.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { Settlement, Exchange, Metals } UK calendars. Public Member FunctionsUnitedKingdom (Market market=Settlement) Detailed DescriptionUnited Kingdom calendars. Public holidays (data from http://www.dti.gov.uk/er/bankhol.htm): * Saturdays * Sundays * New Year’s Day, January 1st (possibly moved to Monday) * Good Friday * Easter Monday * Early…
QuantLib::UnitOfMeasure – Unit of measure specification Synopsis#include <ql/experimental/commodities/unitofmeasure.hpp> Inherited by BarrelUnitOfMeasure, GallonUnitOfMeasure, KilolitreUnitOfMeasure, LitreUnitOfMeasure, LotUnitOfMeasure, MBUnitOfMeasure, MTUnitOfMeasure, and TokyoKilolitreUnitOfMeasure. Public Typesenum Type { Mass, Volume, Energy, Quantity } Public Member FunctionsUnitOfMeasure () default constructor UnitOfMeasure (const std::string &name, const std::string &code, Type unitType) Inspectors const std::string & name () const name, e.g, ‘Barrels’ const std::string…
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…
UnNamedObj – widget from X tookit Synopsis#include <X11/Intrinsic.h> DescriptionUnNamedObj is a widget which is defined in the X Toolkit. We document its existence here for completeness. Please refer to the X Window System documentation for the real information regarding this widget. Class HierarchyObject(3) Rect(3) UnNamedObj(3) See AlsoObject(3) Rect(3) UnNamedObj(3) Core(3)
QuantLib::Ukraine – Ukrainian calendars. Synopsis#include <ql/time/calendars/ukraine.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { USE } Public Member FunctionsUkraine (Market m=USE) Detailed DescriptionUkrainian calendars. Holidays for the Ukrainian stock exchange (data from <http://www.ukrse.kiev.ua/eng/>): * Saturdays * Sundays * New Year’s Day, January 1st * Orthodox Christmas, January 7th * International Women’s Day, March 8th * Easter Monday…
UilDumpSymbolTable — Dumps the contents of a named UIL symbol table to standard output Synopsis#include <uil/UilDef.h> void UilDumpSymbolTable( sym_entry_type *root_ptr);DescriptionThe UilDumpSymbolTable function dumps the contents of a UIL symbol table pointer to standard output. root_ptr Specifies a pointer to the the symbol table root entry. This value can be taken from the parse_tree_root part of…
Uil — Invokes the UIL compiler from within an application Synopsis#include <uil/UilDef.h> Uil_status_type Uil( Uil_command_type *command_desc, Uil_compile_desc_type **compile_desc, Uil_continue_type (*message_cb) (), char *message_data, Uil_continue_type (*status_cb) (), char *status_data);DescriptionThe Uil function provides a callable entry point for the UIL compiler. The Uil callable interface can be used to process a UIL source file and to generate…
QuantLib::Ukraine – Ukrainian calendars. Synopsis#include <ql/time/calendars/ukraine.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { USE } Public Member FunctionsUkraine (Market m=USE) Detailed DescriptionUkrainian calendars. Holidays for the Ukrainian stock exchange (data from <http://www.ukrse.kiev.ua/eng/>): * Saturdays * Sundays * New Year’s Day, January 1st * Orthodox Christmas, January 7th * International Women’s Day, March 8th * Easter Monday…
QuantLib::USDLibor – USD LIBOR rate Synopsis#include <ql/indexes/ibor/usdlibor.hpp> Inherits QuantLib::Libor. Public Member FunctionsUSDLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed DescriptionUSD LIBOR rate US Dollar LIBOR fixed by BBA. See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>. Examples: Bonds.cpp. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
QuantLib::UKRPI – UK Retail Price Inflation Index. Synopsis#include <ql/indexes/inflation/ukrpi.hpp> Inherits QuantLib::ZeroInflationIndex. Public Member FunctionsUKRPI (Frequency frequency, bool revised, bool interpolated, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >()) Detailed DescriptionUK Retail Price Inflation Index. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
QuantLib::SVD – Singular value decomposition. Synopsis#include <ql/math/matrixutilities/svd.hpp> Public Member FunctionsSVD (const Matrix &) const Matrix & U () const const Matrix & V () const const Array & singularValues () const Disposable< Matrix > S () const Real norm2 () Real cond () Integer rank () Disposable< Array > solveFor (const Array &) const Detailed…