Linux Manuals session 3

NAME ql/methods/finitedifferences/fdtypedefs.hpp – default choices for template instantiations SYNOPSIS #include <ql/methods/finitedifferences/cranknicolson.hpp> #include <ql/methods/finitedifferences/parallelevolver.hpp> Typedefs typedef FiniteDifferenceModel< CrankNicolson< TridiagonalOperator > > StandardFiniteDifferenceModel default choice for finite-difference model typedef FiniteDifferenceModel< ParallelEvolver< CrankNicolson< TridiagonalOperator > > > StandardSystemFiniteDifferenceModel default choice for parallel finite-difference model typedef StepCondition< Array > StandardStepCondition default choice for step condition typedef CurveDependentStepCondition< Array >…

NAME opendir, fdopendir – open a directory SYNOPSIS #include <dirent.h> #include <sys/types.h> DIR *opendir(const char *name); DIR *fdopendir(int fd); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fdopendir(): Since glibc 2.10: _POSIX_C_SOURCE >= 200809L Before glibc 2.10: _GNU_SOURCE DESCRIPTION The opendir() function opens a directory stream corresponding to the directory name, and returns a pointer to the…

NAME fopen, fdopen, freopen – stream open functions SYNOPSIS #include <stdio.h> FILE *fopen(const char *pathname, const char *mode); FILE *fdopen(int fd, const char *mode); FILE *freopen(const char *pathname, const char *mode, FILE *stream); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fdopen(): _POSIX_C_SOURCE DESCRIPTION The fopen() function opens the file whose name is the string…

NAME ql/experimental/finitedifferences/fdmhestonsolver.hpp – SYNOPSIS #include <ql/handle.hpp> #include <ql/patterns/lazyobject.hpp> #include <ql/processes/hestonprocess.hpp> #include <ql/math/interpolations/bicubicsplineinterpolation.hpp> #include <ql/experimental/finitedifferences/fdmmesher.hpp> #include <ql/experimental/finitedifferences/fdmhestonop.hpp> #include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp> #include <ql/experimental/finitedifferences/fdmstepconditioncomposite.hpp> #include <ql/experimental/finitedifferences/fdmsnapshotcondition.hpp> Detailed Description Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp – Heston Hull White linear operator. SYNOPSIS #include <ql/processes/hestonprocess.hpp> #include <ql/processes/hullwhiteprocess.hpp> #include <ql/experimental/finitedifferences/firstderivativeop.hpp> #include <ql/experimental/finitedifferences/triplebandlinearop.hpp> #include <ql/experimental/finitedifferences/ninepointlinearop.hpp> #include <ql/experimental/finitedifferences/fdmlinearopcomposite.hpp> Detailed Description Heston Hull White linear operator. Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME ql/experimental/finitedifferences/fdmblackscholessolver.hpp – SYNOPSIS #include <ql/handle.hpp> #include <ql/patterns/lazyobject.hpp> #include <ql/processes/blackscholesprocess.hpp> #include <ql/math/interpolations/cubicinterpolation.hpp> #include <ql/experimental/finitedifferences/fdmmesher.hpp> #include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp> #include <ql/experimental/finitedifferences/fdmstepconditioncomposite.hpp> #include <ql/experimental/finitedifferences/fdmsnapshotcondition.hpp> Detailed Description Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME fdim, fdimf, fdiml – positive difference SYNOPSIS #include <math.h> double fdim(double x, double y); float fdimf(float x, float y); long double fdiml(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fdimf(), fdiml(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the positive difference, max(x–y,0), between their arguments….

NAME fdim, fdimf, fdiml – positive difference SYNOPSIS #include <math.h> double fdim(double x, double y); float fdimf(float x, float y); long double fdiml(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fdimf(), fdiml(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the positive difference, max(x–y,0), between their arguments….

NAME fdim, fdimf, fdiml – positive difference SYNOPSIS #include <math.h> double fdim(double x, double y); float fdimf(float x, float y); long double fdiml(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fdimf(), fdiml(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the positive difference, max(x–y,0), between their arguments….

ql/experimental/finitedifferences/fdhestonvanillaengine.hpp – Finite-Differences Heston vanilla option engine. Synopsis #include <ql/instruments/dividendvanillaoption.hpp> #include <ql/models/equity/hestonmodel.hpp> #include <ql/pricingengines/genericmodelengine.hpp> Classes class FdHestonVanillaEngine Finite-Differences Heston Vanilla Option engine. Detailed Description Finite-Differences Heston vanilla option engine. Author Generated automatically by Doxygen for QuantLib from the source code.

NAME ecvt_r, fcvt_r, qecvt_r, qfcvt_r – convert a floating-point number to a string SYNOPSIS #include <stdlib.h> int ecvt_r(double number, int ndigits, int *decpt, int *sign, char *buf, size_t len); int fcvt_r(double number, int ndigits, int *decpt, int *sign, char *buf, size_t len); int qecvt_r(long double number, int ndigits, int *decpt, int *sign, char *buf, size_t…

NAME ecvt, fcvt – convert a floating-point number to a string SYNOPSIS #include <stdlib.h> char *ecvt(double number, int ndigits, int *decpt, int *sign); char *fcvt(double number, int ndigits, int *decpt, int *sign); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): ecvt(), fcvt(): Since glibc 2.12: (_XOPEN_SOURCE &nbsp; >= &nbsp; 500) !(_POSIX_C_SOURCE & nbsp; >= &nbsp;…

NAME QuantLib::LevenbergMarquardt – Levenberg-Marquardt optimization method. SYNOPSIS #include <ql/math/optimization/levenbergmarquardt.hpp> Inherits QuantLib::OptimizationMethod. Public Member Functions LevenbergMarquardt (Real epsfcn=1.0e-8, Real xtol=1.0e-8, Real gtol=1.0e-8) virtual EndCriteria::Type minimize (Problem &P, const EndCriteria &endCriteria) minimize the optimization problem P virtual Integer getInfo () const void fcn (int m, int n, double *x, double *fvec, int *iflag) Detailed Description Levenberg-Marquardt optimization…

NAME fcloseall – close all open streams SYNOPSIS #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <stdio.h> int fcloseall(void); DESCRIPTION The fcloseall() function closes all of the calling process’s open streams. Buffered output for each stream is written before it is closed (as for fflush(3)); buffered input is discarded. The standard streams, stdin, stdout, and stderr…

NAME fclose – close a stream SYNOPSIS #include <stdio.h> int fclose(FILE *stream); DESCRIPTION The fclose() function flushes the stream pointed to by stream (writing any buffered output data using fflush(3)) and closes the underlying file descriptor. The behaviour of fclose() is undefined if the stream parameter is an illegal pointer, or is a descriptor already…

NAME fastline – Faster version of line(). Allegro game programming library. SYNOPSIS #include <allegro.h> void fastline(BITMAP *bmp, int x1, int y1, int x2, int y2, int color); DESCRIPTION Faster version of the previous function. Note that pixel correctness is not guaranteed for this function. SEE ALSO line(3), hline(3), vline(3), do_line(3), drawing_mode(3), makecol(3) Index

QuantLib::InflationIndex – Base class for inflation-rate indexes,. Synopsis #include <ql/indexes/inflationindex.hpp> Inherits QuantLib::Index, and QuantLib::Observer. Inherited by YoYInflationIndex, and ZeroInflationIndex. Public Member Functions InflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, const Currency &currency) Index interface std::string name () const Returns the name of the index. Calendar fixingCalendar…

QuantLib::InflationIndex – Base class for inflation-rate indexes,. Synopsis #include <ql/indexes/inflationindex.hpp> Inherits QuantLib::Index, and QuantLib::Observer. Inherited by YoYInflationIndex, and ZeroInflationIndex. Public Member Functions InflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, const Currency &currency) Index interface std::string name () const Returns the name of the index. Calendar fixingCalendar…

QuantLib::SyntheticCDO – Synthetic Collateralized Debt Obligation. Synopsis #include <ql/experimental/credit/syntheticcdo.hpp> Inherits QuantLib::Instrument. Classes class engine CDO base engine. Public Member Functions SyntheticCDO (const boost::shared_ptr< Basket > basket, Protection::Side side, const Schedule &schedule, Rate upfrontRate, Rate runningRate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, const Handle< YieldTermStructure > &yieldTS) boost::shared_ptr< Basket > basket () const bool isExpired () const…

QuantLib::CreditDefaultSwap – Credit default swap. Synopsis #include <ql/instruments/creditdefaultswap.hpp> Inherits QuantLib::Instrument. Public Member Functions Constructors CreditDefaultSwap (Protection::Side side, Real notional, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const boost::shared_ptr< Claim > &=boost::shared_ptr< Claim >()) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments…