The Linux Manuals (man pages) document is an important part of Linux documents. Linux Manuals are organized as several sections. Each section has a group of commands for a specific area in Linux usage, administration or development.
optionFree – free allocated option processing memory Synopsis #include <your-opts.h> cc[…] – o outfile infile.c – lopts[…] void optionFree(tOptions *pOpts); Description AutoOpts sometimes allocates memory and puts pointers to it in the option state structures. This routine deallocates all such memory. pOpts program options descriptor Errors As long as memory has not been corrupted, this…
optionFindValue – find a hierarcicaly valued option instance Synopsis #include <your-opts.h> cc[…] – o outfile infile.c – lopts[…] const tOptionValue *optionFindValue(const tOptDesc *odesc, char const *name, char const *val); Description This routine will find an entry in a nested value option or configurable. It will search through the list and return a matching entry. odesc…
optionFindNextValue – find a hierarcicaly valued option instance Synopsis #include <your-opts.h> cc[…] – o outfile infile.c – lopts[…] const tOptionValue *optionFindNextValue(const tOptDesc *odesc, const tOptionValue *pPrevVal, char const *name, char const *value); Description This routine will find the next entry in a nested value option or configurable. It will search through the list and return…
optionFileLoad – Load the locatable config files, in order Synopsis #include <your-opts.h> cc[…] – o outfile infile.c – lopts[…] int optionFileLoad(tOptions *opts, char const *prog); Description This function looks in all the specified directories for a configuration file ("rc" file or "ini" file) and processes any found twice. The first time through, they are processed…
QuantLib::AbcdAtmVolCurve – Abcd-interpolated at-the-money (no-smile) volatility curve. Synopsis const std::vector< Period > & optionTenors () const const std::vector< Period > & optionTenorsInInterpolation () const const std::vector< Date > & optionDates () const const std::vector< Time > & optionTimes () const Inherits QuantLib::BlackAtmVolCurve, and QuantLib::LazyObject. Public Member Functions const std::vector< Period > & optionTenors () const…
QuantLib::CallableBondVolatilityStructure – Callable-bond volatility structure. Synopsis virtual const Period & maxBondTenor () const =0 the largest length for which the term structure can return vols virtual Time maxBondLength () const the largest bondLength for which the term structure can return vols virtual Rate minStrike () const =0 the minimum strike for which the term structure…
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…
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…
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…
ql/methods/finitedifferences/operatorfactory.hpp – Factory for finite difference operators. Synopsis #include <ql/methods/finitedifferences/tridiagonaloperator.hpp> #include <ql/processes/blackscholesprocess.hpp> #include <ql/methods/finitedifferences/bsmoperator.hpp> #include <ql/methods/finitedifferences/bsmtermoperator.hpp> #include <ql/methods/finitedifferences/onefactoroperator.hpp> Classes class OperatorFactory Black-Scholes-Merton differential operator. Detailed Description Factory for finite difference operators. Author Generated automatically by Doxygen for QuantLib from the source code.
QuantLib::BoundaryCondition – Abstract boundary condition class for finite difference problems. Synopsis virtual void applyBeforeApplying (operator_type &) const =0 virtual void applyAfterApplying (array_type &) const =0 virtual void applyBeforeSolving (operator_type &, array_type &rhs) const =0 virtual void applyAfterSolving (array_type &) const =0 virtual void setTime (Time t)=0 Public Types enum Side { None, Upper, Lower }…
ql/cashflows/conundrumpricer.hpp – CMS-coupon pricer. Synopsis #include <ql/cashflows/couponpricer.hpp> #include <ql/instruments/payoffs.hpp> Classes class HaganPricer CMS-coupon pricer. class NumericHaganPricer CMS-coupon pricer. class AnalyticHaganPricer CMS-coupon pricer. Functions std::ostream & operator<< (std::ostream &out, GFunctionFactory::YieldCurveModel type) Detailed Description CMS-coupon pricer. Author Generated automatically by Doxygen for QuantLib from the source code.
QuantLib::AverageBMALeg – helper class building a sequence of average BMA coupons Synopsis #include <ql/cashflows/averagebmacoupon.hpp> Public Member Functions AverageBMALeg (const Schedule &schedule, const boost::shared_ptr< BMAIndex > &index) AverageBMALeg & withNotionals (Real notional) AverageBMALeg & withNotionals (const std::vector< Real > ¬ionals) AverageBMALeg & withPaymentDayCounter (const DayCounter &) AverageBMALeg & withPaymentAdjustment (BusinessDayConvention) AverageBMALeg & withGearings (Real gearing) AverageBMALeg…
ql/experimental/credit/loss.hpp – Pair of loss time and amount, sortable by loss time. Synopsis #include <ql/types.hpp> Functions bool operator< (const Loss &l1, const Loss &l2) bool operator> (const Loss &l1, const Loss &l2) bool operator== (const Loss &l1, const Loss &l2) bool operator!= (const Loss &l1, const Loss &l2) Detailed Description Pair of loss time and…
operator>>(std::basic_istream) – operator>>(std::basic_istream) Synopsis template <class CharT, class Traits> basic_istream<CharT, Traits> &operator>>(basic_istream<CharT, Traits> &st, CharT &ch); template <class Traits> (1) basic_istream<char, Traits> & operator>>(basic_istream<char, Traits> &st, signed char &ch); template <class Traits> basic_istream<char, Traits> &operator>>(basic_istream<char, Traits> &st, unsigned char &ch); template <class CharT, class Traits> basic_istream<CharT, Traits> &operator>>(basic_istream<CharT, Traits> &st, CharT *s); template <class Traits>…
operator==,!=(std::weibull_distribution) – operator==,!=(std::weibull_distribution) Synopsis template <class ResultType> bool operator==(const weibull_distribution<ResultType> &lhs, (1) const weibull_distribution<ResultType> &rhs); template <class ResultType> bool operator!=(const weibull_distribution<ResultType> &lhs, (2) const weibull_distribution<ResultType> &rhs); Compares two distribution objects. Two distribution objects are equal when parameter values and internal state is the same. 1) Compares two distribution objects for equality. 2) Compares two distribution…
operator==,!=(std::unordered_set) – operator==,!=(std::unordered_set) Synopsis template <class Key, class Hash, class KeyEqual, class Allocator> bool operator==(const unordered_set<Key, Hash, KeyEqual, Allocator> &lhs, (1) const unordered_set<Key, Hash, KeyEqual, Allocator> &rhs); template <class Key, class Hash, class KeyEqual, class Allocator> bool operator!=(const unordered_set<Key, Hash, KeyEqual, Allocator> &lhs, (2) const unordered_set<Key, Hash, KeyEqual, Allocator> &rhs); Compares the contents of two…
od_accounting – Synopsis Data Fields od_acct_symbol * syms All recorded symbols decoded. int nb_syms Number of symbols actually recorded. od_accounting_dict dict Dictionary for translating strings into id. Field Documentation od_acct_symbol* od_accounting::syms All recorded symbols decoded. int od_accounting::nb_syms Number of symbols actually recorded. od_accounting_dict od_accounting::dict Dictionary for translating strings into id. Author Generated automatically by Doxygen…
ocspd.conf – OCSP Daemon configuration file Description A configuration file is divided into a number of sections. Each section starts with a line [ section_name ] and ends when a new section is started or end of file is reached. A section name can consist of alphanumeric characters and underscores. The first section of a…
ql/currencies/oceania.hpp – Oceanian currencies. Synopsis #include <ql/currency.hpp> Classes class AUDCurrency Australian dollar. class NZDCurrency New Zealand dollar. Detailed Description Oceanian currencies. Data from http://fx.sauder.ubc.ca/currency_table.html and http://www.thefinancials.com/vortex/CurrencyFormats.html Author Generated automatically by Doxygen for QuantLib from the source code.