Section 3: library functions
NAME fmax, fmaxf, fmaxl – determine maximum of two floating-point numbers SYNOPSIS #include <math.h> double fmax(double x, double y); float fmaxf(float x, float y); long double fmaxl(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fmax(), fmaxf(), fmaxl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the larger…
NAME fma, fmaf, fmal – floating-point multiply and add SYNOPSIS #include <math.h> double fma(double x, double y, double z); float fmaf(float x, float y, float z); long double fmal(long double x, long double y, long double z); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fma(), fmaf(), fmal(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION…
NAME fma, fmaf, fmal – floating-point multiply and add SYNOPSIS #include <math.h> double fma(double x, double y, double z); float fmaf(float x, float y, float z); long double fmal(long double x, long double y, long double z); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fma(), fmaf(), fmal(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION…
NAME fma, fmaf, fmal – floating-point multiply and add SYNOPSIS #include <math.h> double fma(double x, double y, double z); float fmaf(float x, float y, float z); long double fmal(long double x, long double y, long double z); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fma(), fmaf(), fmal(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION…
NAME fltk – the fast light tool kit SYNOPSIS The Fast Light Tool Kit ("FLTK", pronounced "fulltick") is a C++ graphical user interface toolkit for the X Window System, MacOS(r), and Microsoft Windows(r) that supports OpenGL(r). It was originally developed by Mr. Bill Spitzak and is currently maintained by a small group of developers across…
NAME flopen – reliably open and lock a file LIBRARY Lb libbsd SYNOPSIS In sys/fcntl.h In bsd/libutil.h Ft int Fn flopen const char *path int flags Ft int Fn flopen const char *path int flags mode_t mode DESCRIPTION The Fn flopen function opens or creates a file and acquires an exclusive lock on it. It…
QuantLib::HaganPricer – CMS-coupon pricer. Synopsis #include <ql/cashflows/conundrumpricer.hpp> Inherits QuantLib::CmsCouponPricer. Inherited by AnalyticHaganPricer, and NumericHaganPricer. Public Member Functions virtual Real swapletPrice () const =0 virtual Rate swapletRate () const virtual Real capletPrice (Rate effectiveCap) const virtual Rate capletRate (Rate effectiveCap) const virtual Real floorletPrice (Rate effectiveFloor) const virtual Rate floorletRate (Rate effectiveFloor) const Real meanReversion ()…
QuantLib::HaganPricer – CMS-coupon pricer. Synopsis #include <ql/cashflows/conundrumpricer.hpp> Inherits QuantLib::CmsCouponPricer. Inherited by AnalyticHaganPricer, and NumericHaganPricer. Public Member Functions virtual Real swapletPrice () const =0 virtual Rate swapletRate () const virtual Real capletPrice (Rate effectiveCap) const virtual Rate capletRate (Rate effectiveCap) const virtual Real floorletPrice (Rate effectiveFloor) const virtual Rate floorletRate (Rate effectiveFloor) const Real meanReversion ()…
NAME floor, floorf, floorl – largest integral value not greater than argument SYNOPSIS #include <math.h> double floor(double x); float floorf(float x); long double floorl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): floorf(), floorl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions return the largest integral…
NAME floor, floorf, floorl – largest integral value not greater than argument SYNOPSIS #include <math.h> double floor(double x); float floorf(float x); long double floorl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): floorf(), floorl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions return the largest integral…
NAME QuantLib::CappedFlooredCoupon – Capped and/or floored floating-rate coupon. SYNOPSIS #include <ql/cashflows/capflooredcoupon.hpp> Inherits QuantLib::FloatingRateCoupon. Inherited by CappedFlooredCmsCoupon, and CappedFlooredIborCoupon. Public Member Functions CappedFlooredCoupon (const boost::shared_ptr< FloatingRateCoupon > &underlying, Rate cap=Null< Rate >(), Rate floor=Null< Rate >()) Rate cap () const cap Rate floor () const floor Rate effectiveCap () const effective cap of fixing Rate effectiveFloor…
QuantLib::CapFloor – Base class for cap-like instruments. Synopsis #include <ql/instruments/capfloor.hpp> Inherits QuantLib::Instrument. Inherited by Cap, Collar, and Floor. Classes class arguments Arguments for cap/floor calculation class engine base class for cap/floor engines Public Types enum Type { Cap, Floor, Collar } Public Member Functions CapFloor (Type type, const Leg &floatingLeg, const std::vector< Rate > &capRates,…
NAME floor, floorf, floorl – largest integral value not greater than argument SYNOPSIS #include <math.h> double floor(double x); float floorf(float x); long double floorl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): floorf(), floorl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L || /* Since glibc 2.19: */ _DEFAULT_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions return the largest integral…
NAME flockfile, ftrylockfile, funlockfile – lock FILE for stdio SYNOPSIS #include <stdio.h> void flockfile(FILE *filehandle); int ftrylockfile(FILE *filehandle); void funlockfile(FILE *filehandle); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): All functions shown above: /* Since glibc 2.24: */ _POSIX_C_SOURCE >= 199309L || /* Glibc versions <= 2.23: */ _POSIX_C_SOURCE || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION The stdio functions are thread-safe. This is achieved by assigning…
QuantLib::AssetSwap::arguments – Arguments for asset swap calculation Synopsis #include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap::arguments. Public Member Functions void validate () const Public Attributes Real nominal Date settlementDate std::vector< Date > fixedResetDates std::vector< Date > fixedPayDates std::vector< Real > fixedCoupons std::vector< Time > floatingAccrualTimes std::vector< Date > floatingResetDates std::vector< Date > floatingFixingDates std::vector< Date > floatingPayDates std::vector< Spread…
QuantLib::VanillaSwap – Plain-vanilla swap. Synopsis #include <ql/instruments/vanillaswap.hpp> Inherits QuantLib::Swap. Classes class arguments Arguments for simple swap calculation class results Results from simple swap calculation Public Types enum Type { Receiver = -1, Payer = 1 } Public Member Functions VanillaSwap (Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &floatSchedule,…
QuantLib::AssetSwap::arguments – Arguments for asset swap calculation Synopsis #include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap::arguments. Public Member Functions void validate () const Public Attributes Real nominal Date settlementDate std::vector< Date > fixedResetDates std::vector< Date > fixedPayDates std::vector< Real > fixedCoupons std::vector< Time > floatingAccrualTimes std::vector< Date > floatingResetDates std::vector< Date > floatingFixingDates std::vector< Date > floatingPayDates std::vector< Spread…
QuantLib::AssetSwap::arguments – Arguments for asset swap calculation Synopsis #include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap::arguments. Public Member Functions void validate () const Public Attributes Real nominal Date settlementDate std::vector< Date > fixedResetDates std::vector< Date > fixedPayDates std::vector< Real > fixedCoupons std::vector< Time > floatingAccrualTimes std::vector< Date > floatingResetDates std::vector< Date > floatingFixingDates std::vector< Date > floatingPayDates std::vector< Spread…
QuantLib::VanillaSwap – Plain-vanilla swap. Synopsis #include <ql/instruments/vanillaswap.hpp> Inherits QuantLib::Swap. Classes class arguments Arguments for simple swap calculation class results Results from simple swap calculation Public Types enum Type { Receiver = -1, Payer = 1 } Public Member Functions VanillaSwap (Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &floatSchedule,…
QuantLib::AssetSwap – Bullet bond vs Libor swap. Synopsis #include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap. Classes class arguments Arguments for asset swap calculation class results Results from simple swap calculation Public Member Functions AssetSwap (bool payFixedRate, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, const boost::shared_ptr< IborIndex > &index, Spread spread, const Handle< YieldTermStructure > &discountCurve, const Schedule &floatSchedule=Schedule(),…