Linux Manuals

QuantLib::MultiCubicSpline – N-dimensional cubic spline interpolation between discrete points. Synopsis MultiCubicSpline (const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false)) result_type operator() (const argument_type &x) const void set_shared_increments () const void set_shared_coefficients (const argument_type &x) const Public Types typedef c_splint::argument_type argument_type typedef c_splint::result_type result_type typedef c_splint::data_table data_table typedef c_splint::return_type return_type…

QuantLib::Matrix – Matrix used in linear algebra. Synopsis const Matrix & operator+= (const Matrix &) const Matrix & operator-= (const Matrix &) const Matrix & operator*= (Real) const Matrix & operator/= (Real) Inherited by Disposable< Matrix >. Public Types typedef Real * iterator typedef const Real * const_iterator typedef boost::reverse_iterator< iterator > reverse_iterator typedef boost::reverse_iterator<…

uuid – OSSP Universally Unique Identifier Version OSSP uuid 1.6.2 (04-Jul-2008) Description OSSP uuid is a ISO-C:1999 application programming interface (API) and corresponding command line interface (CLI) for the generation of DCE 1.1, ISO/IEC 11578:1996 and IETF RFC-4122 compliant Universally Unique Identifier (UUID). It supports DCE 1.1 variant UUIDs of version 1 (time and node…

os_version, os_revision – Version of the OS currently running. Allegro game programming library. Synopsis #include <allegro.h> extern int os_version; extern int os_revision; Description The major and minor version of the Operating System currently running. Set by allegro_init(). If Allegro for some reason was not able to retrieve the version of the Operating System, os_version and…

os_type – Stores the detected type of the OS. Allegro game programming library. Synopsis #include <allegro.h> extern int os_type; Description Set by allegro_init() to one of the values: OSTYPE_UNKNOWN – unknown, or regular MSDOS OSTYPE_WIN3 – Windows 3.1 or earlier OSTYPE_WIN95 – Windows 95 OSTYPE_WIN98 – Windows 98 OSTYPE_WINME – Windows ME OSTYPE_WINNT – Windows…

os_version, os_revision – Version of the OS currently running. Allegro game programming library. Synopsis #include <allegro.h> extern int os_version; extern int os_revision; Description The major and minor version of the Operating System currently running. Set by allegro_init(). If Allegro for some reason was not able to retrieve the version of the Operating System, os_version and…

QuantLib::ForwardVanillaEngine – Forward engine for vanilla options Synopsis void setup () const void getOriginalResults () const Protected Attributes Inherits GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >. Public Member Functions ForwardVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) void calculate () const Protected Member Functions void setup () const void getOriginalResults () const Protected Attributes boost::shared_ptr< GeneralizedBlackScholesProcess > process_…

QuantLib::ForwardVanillaEngine – Forward engine for vanilla options Synopsis void setup () const void getOriginalResults () const Protected Attributes Inherits GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >. Public Member Functions ForwardVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) void calculate () const Protected Member Functions void setup () const void getOriginalResults () const Protected Attributes boost::shared_ptr< GeneralizedBlackScholesProcess > process_…

QuantLib::ForwardVanillaEngine – Forward engine for vanilla options Synopsis void setup () const void getOriginalResults () const Protected Attributes Inherits GenericEngine< ForwardOptionArguments< VanillaOption::arguments >, VanillaOption::results >. Public Member Functions ForwardVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) void calculate () const Protected Member Functions void setup () const void getOriginalResults () const Protected Attributes boost::shared_ptr< GeneralizedBlackScholesProcess > process_…

ql/utilities/dataformatters.hpp – output manipulators Synopsis #include <ql/utilities/null.hpp> #include <ostream> Functions template<typename T > std::ostream & operator<< (std::ostream &, const null_checker< T > &) std::ostream & operator<< (std::ostream &, const ordinal_holder &) template<typename T > std::ostream & operator<< (std::ostream &, const power_of_two_holder< T > &) std::ostream & operator<< (std::ostream &, const percent_holder &) template<typename T >…

Reading/Writing – Ordering driver does not allow multiple globus_xio_register_read() to be outstanding. Ordering driver does not allow multiple globus_xio_register_read() to be outstanding. This limitation is there to enforce that the users get the read callback in order. There is a known issue in enforcing the order in which read callbacks are delivered with multiple outstanding…

Error Types – The errors reported by ORDERING driver include GLOBUS_XIO_ERROR_COMMAND, GLOBUS_XIO_ERROR_MEMORY, GLOBUS_XIO_ERROR_STATE, GLOBUS_XIO_ERROR_CANCELED. Enumerations enum globus_xio_ordering_error_type_t { GLOBUS_XIO_ORDERING_ERROR_READ, GLOBUS_XIO_ORDERING_ERROR_CANCEL } Detailed Description The errors reported by ORDERING driver include GLOBUS_XIO_ERROR_COMMAND, GLOBUS_XIO_ERROR_MEMORY, GLOBUS_XIO_ERROR_STATE, GLOBUS_XIO_ERROR_CANCELED. See also: globus_xio_driver_error_match() globus_error_errno_match() Enumeration Type Documentation enum globus_xio_ordering_error_type_t doxygen varargs filter stuff ORDERING driver specific error types Enumerator: GLOBUS_XIO_ORDERING_ERROR_READ Indicates…

Attributes and Cntls – Ordering driver specific attrs and cntls. Enumerations enum globus_xio_ordering_cmd_t { GLOBUS_XIO_ORDERING_SET_OFFSET, GLOBUS_XIO_ORDERING_SET_MAX_READ_COUNT, GLOBUS_XIO_ORDERING_GET_MAX_READ_COUNT, GLOBUS_XIO_ORDERING_SET_BUFFERING, GLOBUS_XIO_ORDERING_GET_BUFFERING, GLOBUS_XIO_ORDERING_SET_BUF_SIZE, GLOBUS_XIO_ORDERING_GET_BUF_SIZE, GLOBUS_XIO_ORDERING_SET_MAX_BUF_COUNT, GLOBUS_XIO_ORDERING_GET_MAX_BUF_COUNT } Functions globus_result_t globus_xio_handle_cntl (handle, driver, GLOBUS_XIO_ORDERING_SET_OFFSET, globus_off_t offset) globus_result_t globus_xio_attr_cntl (attr, driver, GLOBUS_XIO_ORDERING_SET_MAX_READ_COUNT, int max_read_count) globus_result_t globus_xio_attr_cntl (attr, driver, GLOBUS_XIO_ORDERING_GET_MAX_READ_COUNT, int *max_read_count_out) globus_result_t globus_xio_attr_cntl (attr, driver, GLOBUS_XIO_ORDERING_SET_BUFFERING, globus_bool_t buffering) globus_result_t globus_xio_attr_cntl…

QuantLib::GaussianQuadrature – Integral of a 1-dimensional function using the Gauss quadratures method. Synopsis #include <ql/math/integrals/gaussianquadratures.hpp> Inherited by GaussChebyshev2thIntegration, GaussChebyshevIntegration, GaussGegenbauerIntegration, GaussHermiteIntegration, GaussHyperbolicIntegration, GaussJacobiIntegration, GaussLaguerreIntegration, and GaussLegendreIntegration. Public Member Functions GaussianQuadrature (Size n, const GaussianOrthogonalPolynomial &p) template<class F > Real operator() (const F &f) const Size order () const Detailed Description Integral of a 1-dimensional function…

getopt, getopt_long, getopt_long_only, optarg, optind, opterr, optopt – Parse command-line options Synopsis #include <unistd.h> int getopt(int argc, char *const argv[], const char *optstring); extern char *optarg; extern int optind, opterr, optopt; #include <getopt.h> int getopt_long(int argc, char *const argv[], const char *optstring, const struct option *longopts, int *longindex); int getopt_long_only(int argc, char *const argv[], const…

QuantLib::StrippedOptionlet – Synopsis #include <ql/termstructures/volatility/optionlet/strippedoptionlet.hpp> Inherits QuantLib::StrippedOptionletBase. Public Member Functions StrippedOptionlet (Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< Date > &optionletDates, const std::vector< Rate > &strikes, const std::vector< std::vector< Handle< Quote > > > &, const DayCounter &dc=Actual365Fixed()) StrippedOptionletBase interface const std::vector< Rate > & optionletStrikes (Size i)…

QuantLib::StrippedOptionlet – Synopsis #include <ql/termstructures/volatility/optionlet/strippedoptionlet.hpp> Inherits QuantLib::StrippedOptionletBase. Public Member Functions StrippedOptionlet (Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< Date > &optionletDates, const std::vector< Rate > &strikes, const std::vector< std::vector< Handle< Quote > > > &, const DayCounter &dc=Actual365Fixed()) StrippedOptionletBase interface const std::vector< Rate > & optionletStrikes (Size i)…

QuantLib::OptionletStripper1 – Synopsis #include <ql/termstructures/volatility/optionlet/optionletstripper1.hpp> Inherits QuantLib::OptionletStripper. Public Member Functions OptionletStripper1 (const boost::shared_ptr< CapFloorTermVolSurface > &, const boost::shared_ptr< IborIndex > &index, Rate switchStrikes=Null< Rate >(), Real accuracy=1.0e-6, Natural maxIter=100) const Matrix & capFloorPrices () const const Matrix & capFloorVolatilities () const const Matrix & optionletPrices () const Rate switchStrike () const LazyObject interface void performCalculations…

QuantLib::HaganPricer – CMS-coupon pricer. Synopsis 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 () const void setMeanReversion (const Handle< Quote > &meanReversion) Protected Member Functions HaganPricer…

QuantLib::StrippedOptionlet – Synopsis #include <ql/termstructures/volatility/optionlet/strippedoptionlet.hpp> Inherits QuantLib::StrippedOptionletBase. Public Member Functions StrippedOptionlet (Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< Date > &optionletDates, const std::vector< Rate > &strikes, const std::vector< std::vector< Handle< Quote > > > &, const DayCounter &dc=Actual365Fixed()) StrippedOptionletBase interface const std::vector< Rate > & optionletStrikes (Size i)…