Section 3: library functions
NAME ex12bit – How to fake a 12-bit truecolor mode on an 8-bit card. Allegro game programming library. SYNOPSIS #include <allegro.h> Example ex12bit DESCRIPTION This program sets up a 12-bit mode on any 8-bit card, by setting up a 256-colour palette that will fool the eye into grouping two 8-bit pixels into one 12-bit pixel….
NAME ecalloc emalloc eread erealloc esetenv estrdup ewrite – exit-on-failure wrapper functions LIBRARY The roken library (libroken, -lroken) SYNOPSIS Fd #include <roken.h> Ft void * Fn ecalloc size_t number size_t size Ft void * Fn emalloc size_t sz Ft ssize_t Fn eread int fd void *buf size_t nbytes Ft void * Fn erealloc void *ptr…
NAME QuantLib::FiniteDifferenceModel – Generic finite difference model. SYNOPSIS #include <ql/methods/finitedifferences/finitedifferencemodel.hpp> Public Types typedef Evolver::traits traits typedef traits::operator_type operator_type typedef traits::array_type array_type typedef traits::bc_set bc_set typedef traits::condition_type condition_type Public Member Functions FiniteDifferenceModel (const operator_type &L, const bc_set &bcs, const std::vector< Time > &stoppingTimes=std::vector< Time >()) FiniteDifferenceModel (const Evolver &evolver, const std::vector< Time > &stoppingTimes=std::vector< Time >())…
NAME QuantLib::ExtendedBlackScholesMertonProcess – experimental Black-Scholes-Merton stochastic process SYNOPSIS #include <ql/experimental/processes/extendedblackscholesprocess.hpp> Inherits QuantLib::GeneralizedBlackScholesProcess. Public Types enum Discretization { Euler, Milstein, PredictorCorrector } Public Member Functions ExtendedBlackScholesMertonProcess (const Handle< Quote > &x0, const Handle< YieldTermStructure > ÷ndTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization), Discretization evolDisc=Milstein)…
NAME QuantLib::MarketModelComposite – Composition of two or more market-model products. SYNOPSIS #include <ql/models/marketmodels/products/compositeproduct.hpp> Inherits QuantLib::MarketModelMultiProduct. Inherited by MultiProductComposite, and SingleProductComposite. Public Member Functions MarketModelMultiProduct interface const EvolutionDescription & evolution () const std::vector< Size > suggestedNumeraires () const std::vector< Time > possibleCashFlowTimes () const void reset () during simulation put product at start of path Composite…
QuantLib::MarketModelComposite – Composition of two or more market-model products. Synopsis #include <ql/models/marketmodels/products/compositeproduct.hpp> Inherits QuantLib::MarketModelMultiProduct. Inherited by MultiProductComposite, and SingleProductComposite. Public Member Functions MarketModelMultiProduct interface const EvolutionDescription & evolution () const std::vector< Size > suggestedNumeraires () const std::vector< Time > possibleCashFlowTimes () const void reset () during simulation put product at start of path Composite facilities…
QuantLib::EvolutionDescription – Market-model evolution description. Synopsis #include <ql/models/marketmodels/evolutiondescription.hpp> Public Member Functions EvolutionDescription (const std::vector< Time > &rateTimes, const std::vector< Time > &evolutionTimes=std::vector< Time >(), const std::vector< std::pair< Size, Size > > &relevanceRates=std::vector< range >()) const std::vector< Time > & rateTimes () const const std::vector< Time > & rateTaus () const const std::vector< Time > &…
NAME QuantLib::MarketModel – base class for market models SYNOPSIS #include <ql/models/marketmodels/marketmodel.hpp> Inherited by AbcdVol, CotSwapToFwdAdapter, FlatVol, FwdPeriodAdapter, FwdToCotSwapAdapter, and PseudoRootFacade. Public Member Functions virtual const std::vector< Rate > & initialRates () const =0 virtual const std::vector< Spread > & displacements () const =0 virtual const EvolutionDescription & evolution () const =0 virtual Size numberOfRates ()…
NAME eventfd – create a file descriptor for event notification SYNOPSIS #include <sys/eventfd.h> int eventfd(unsigned int initval, int flags); DESCRIPTION eventfd() creates an "eventfd object" that can be used as an event wait/notify mechanism by user-space applications, and by the kernel to notify user-space applications of events. The object contains an unsigned 64-bit integer (uint64_t)…
NAME eventfd – create a file descriptor for event notification SYNOPSIS #include <sys/eventfd.h> int eventfd(unsigned int initval, int flags); DESCRIPTION eventfd() creates an "eventfd object" that can be used as an event wait/notify mechanism by user-space applications, and by the kernel to notify user-space applications of events. The object contains an unsigned 64-bit integer (uint64_t)…
QuantLib::Solver1D – Base class for 1-D solvers. Synopsis #include <ql/math/solver1d.hpp> Inherits CuriouslyRecurringTemplate< Impl >. Public Member Functions Modifiers template<class F > Real solve (const F &f, Real accuracy, Real guess, Real step) const template<class F > Real solve (const F &f, Real accuracy, Real guess, Real xMin, Real xMax) const void setMaxEvaluations (Size evaluations) void…
QuantLib::ForwardSwapQuote – Quote for a forward starting swap. Synopsis #include <ql/quotes/forwardswapquote.hpp> Inherits QuantLib::Quote, and QuantLib::LazyObject. Public Member Functions ForwardSwapQuote (const boost::shared_ptr< SwapIndex > &swapIndex, const Handle< Quote > &spread, const Period &fwdStart) const Date & valueDate () const const Date & startDate () const const Date & fixingDate () const Quote interface Real value ()…
QuantLib::Settings – global repository for run-time library settings Synopsis #include <ql/settings.hpp> Inherits Singleton< Settings >. Public Member Functions DateProxy & evaluationDate () the date at which pricing is to be performed. const DateProxy & evaluationDate () const bool & enforcesTodaysHistoricFixings () bool enforcesTodaysHistoricFixings () const Friends class Singleton< Settings > std::ostream & operator<< (std::ostream &,…
NAME libev – a high performance full-featured event loop written in C SYNOPSIS #include <ev.h> EXAMPLE PROGRAM // a single header file is required #include <ev.h> #include <stdio.h> // for puts // every watcher type has its own typedef’d struct // with the name ev_TYPE ev_io stdin_watcher; ev_timer timeout_watcher; // all watcher callbacks have a…
NAME ql/currencies/europe.hpp – European currencies. SYNOPSIS #include <ql/currency.hpp> Classes class BGLCurrency Bulgarian lev. class BYRCurrency Belarussian ruble. class CHFCurrency Swiss franc. class CYPCurrency Cyprus pound. class CZKCurrency Czech koruna. class DKKCurrency Danish krone. class EEKCurrency Estonian kroon. class EURCurrency European Euro. class GBPCurrency British pound sterling. class HUFCurrency Hungarian forint. class ISKCurrency Icelandic krona. class…
NAME ql/quotes/eurodollarfuturesquote.hpp – quote for the Eurodollar-future implied standard deviation SYNOPSIS #include <ql/quote.hpp> #include <ql/handle.hpp> #include <ql/patterns/lazyobject.hpp> Classes class EurodollarFuturesImpliedStdDevQuote quote for the Eurodollar-future implied standard deviation Detailed Description quote for the Eurodollar-future implied standard deviation Author Generated automatically by Doxygen for QuantLib from the source code. Index
NAME ql/indexes/swap/eurliborswap.hpp – EUR Libor Swap indexes SYNOPSIS #include <ql/indexes/swapindex.hpp> #include <ql/termstructures/yieldtermstructure.hpp> Classes class EurLiborSwapIsdaFixA EurLiborSwapIsdaFixA index base class class EurLiborSwapIsdaFixB EurLiborSwapIsdaFixB index base class class EurLiborSwapIfrFix EurLiborSwapIfrFix index base class Detailed Description EUR Libor Swap indexes Author Generated automatically by Doxygen for QuantLib from the source code. Index
NAME ql/indexes/swap/euriborswap.hpp – Euribor Swap indexes. SYNOPSIS #include <ql/indexes/swapindex.hpp> #include <ql/termstructures/yieldtermstructure.hpp> Classes class EuriborSwapIsdaFixA EuriborSwapIsdaFixA index base class class EuriborSwapIsdaFixB EuriborSwapIsdaFixB index base class class EuriborSwapIfrFix EuriborSwapIfrFix index base class Detailed Description Euribor Swap indexes. Author Generated automatically by Doxygen for QuantLib from the source code. Index
NAME euidaccess, eaccess – check effective user’s permissions for a file SYNOPSIS #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <unistd.h> int euidaccess(const char *pathname, int mode); int eaccess(const char *pathname, int mode); DESCRIPTION Like access(2), euidaccess() checks permissions and existence of the file identified by its argument pathname. However, whereas access(2) performs checks using the…
NAME ether_aton, ether_ntoa, ether_ntohost, ether_hostton, ether_line, ether_ntoa_r, ether_aton_r – Ethernet address manipulation routines SYNOPSIS #include <netinet/ether.h> char *ether_ntoa(const struct ether_addr *addr); struct ether_addr *ether_aton(const char *asc); int ether_ntohost(char *hostname, const struct ether_addr *addr); int ether_hostton(const char *hostname, struct ether_addr *addr); int ether_line(const char *line, struct ether_addr *addr, char *hostname); /* GNU extensions */ char *ether_ntoa_r(const…