Section 3: library functions
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…
QuantLib::TypePayoff – Intermediate class for put/call payoffs. Synopsis#include <ql/instruments/payoffs.hpp> Inherits QuantLib::Payoff. Inherited by FloatingTypePayoff, and StrikedTypePayoff. Public Member FunctionsTypePayoff (Option::Type type) Option::Type optionType () const Payoff interface std::string description () const Protected AttributesOption::Type type_ Detailed DescriptionIntermediate class for put/call payoffs. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
QuantLib::ExchangeRate – exchange rate between two currencies Synopsis#include <ql/exchangerate.hpp> Public Typesenum Type { Direct, Derived } Public Member FunctionsConstructors ExchangeRate () ExchangeRate (const Currency &source, const Currency &target, Decimal rate) Inspectors const Currency & source () const the source currency. const Currency & target () const the target currency. Type type () const the type…
QuantLib::TwoFactorModel – Abstract base-class for two-factor models. Synopsis#include <ql/models/shortrate/twofactormodel.hpp> Inherits QuantLib::ShortRateModel. Inherited by G2. Classesclass ShortRateDynamics Class describing the dynamics of the two state variables. class ShortRateTree Recombining two-dimensional tree discretizing the state variable. Public Member FunctionsTwoFactorModel (Size nParams) virtual boost::shared_ptr< ShortRateDynamics > dynamics () const =0 Returns the short-rate dynamics. boost::shared_ptr< Lattice > tree…
QuantLib::DateGeneration – Date-generation rule. Synopsis#include <ql/time/dategenerationrule.hpp> Public Typesenum Rule { Backward, Forward, Zero, ThirdWednesday, Twentieth, TwentiethIMM } Related Functions(Note that these are not member functions.) std::ostream & operator<< (std::ostream &, DateGeneration::Rule) Detailed DescriptionDate-generation rule. These conventions specify the rule used to generate dates in a Schedule. Member Enumeration Documentationenum RuleEnumerator: Backward Backward from termination date…
QuantLib::DateGeneration – Date-generation rule. Synopsis#include <ql/time/dategenerationrule.hpp> Public Typesenum Rule { Backward, Forward, Zero, ThirdWednesday, Twentieth, TwentiethIMM } Related Functions(Note that these are not member functions.) std::ostream & operator<< (std::ostream &, DateGeneration::Rule) Detailed DescriptionDate-generation rule. These conventions specify the rule used to generate dates in a Schedule. Member Enumeration Documentationenum RuleEnumerator: Backward Backward from termination date…
Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis#include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width, int…
Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis#include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width, int…
Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis#include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width, int…
Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis#include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width, int…
Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis#include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width, int…
Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis#include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width, int…
Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis#include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width, int…
Ttk_MakeBox, Ttk_PadBox, Ttk_ExpandBox, Ttk_PackBox, Ttk_StickBox, Ttk_PlaceBox, Ttk_BoxContains, Ttk_MakePadding, Ttk_UniformPadding, Ttk_AddPadding, Ttk_RelievePadding, Ttk_GetPaddingFromObj, Ttk_GetBorderFromObj, Ttk_GetStickyFromObj – Tk themed geometry utilities Synopsis#include <tkTheme.h> Ttk_Box Ttk_MakeBox(int x, int y, int width, int height); Ttk_Box Ttk_PadBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_ExpandBox(Ttk_Box parcel, Ttk_Padding padding); Ttk_Box Ttk_PackBox(Ttk_Box *cavity, int width, int height, Ttk_Side side); Ttk_Box Ttk_StickBox(Ttk_Box parcel, int width, int…