Linux Manuals

NAME lround, lroundf, lroundl, llround, llroundf, llroundl – round to nearest integer SYNOPSIS #include <math.h> long lround(double x); long lroundf(float x); long lroundl(long double x); long long llround(double x); long long llroundf(float x); long long llroundl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): All functions shown above: _ISOC99_SOURCE ||…

NAME lrint, lrintf, lrintl, llrint, llrintf, llrintl – round to nearest integer SYNOPSIS #include <math.h> long lrint(double x); long lrintf(float x); long lrintl(long double x); long long llrint(double x); long long llrintf(float x); long long llrintl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): All functions shown above: _ISOC99_SOURCE ||…

NAME lrint, lrintf, lrintl, llrint, llrintf, llrintl – round to nearest integer SYNOPSIS #include <math.h> long lrint(double x); long lrintf(float x); long lrintl(long double x); long long llrint(double x); long long llrintf(float x); long long llrintl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): All functions shown above: _ISOC99_SOURCE ||…

NAME lrint, lrintf, lrintl, llrint, llrintf, llrintl – round to nearest integer SYNOPSIS #include <math.h> long lrint(double x); long lrintf(float x); long lrintl(long double x); long long llrint(double x); long long llrintf(float x); long long llrintl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): All functions shown above: _ISOC99_SOURCE ||…

NAME drand48_r, erand48_r, lrand48_r, nrand48_r, mrand48_r, jrand48_r, srand48_r, seed48_r, lcong48_r – generate uniformly distributed pseudo-random numbers reentrantly SYNOPSIS #include <stdlib.h> int drand48_r(struct drand48_data *buffer, double *result); int erand48_r(unsigned short xsubi[3], struct drand48_data *buffer, double *result); int lrand48_r(struct drand48_data *buffer, long *result); int nrand48_r(unsigned short xsubi[3], struct drand48_data *buffer, long *result); int mrand48_r(struct drand48_data *buffer, long…

NAME drand48, erand48, lrand48, nrand48, mrand48, jrand48, srand48, seed48, lcong48 – generate uniformly distributed pseudo-random numbers SYNOPSIS #include <stdlib.h> double drand48(void); double erand48(unsigned short xsubi[3]); long lrand48(void); long nrand48(unsigned short xsubi[3]); long mrand48(void); long jrand48(unsigned short xsubi[3]); void srand48(long seedval); unsigned short *seed48(unsigned short seed16v[3]); void lcong48(unsigned short param[7]); Feature Test Macro Requirements for glibc…

NAME QuantLib::Schedule – Payment schedule. SYNOPSIS #include <ql/time/schedule.hpp> Public Member Functions Schedule (const std::vector< Date > &, const Calendar &calendar=NullCalendar(), BusinessDayConvention convention=Unadjusted) Schedule (const Date &effectiveDate, const Date &terminationDate, const Period &tenor, const Calendar &calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, DateGeneration::Rule rule, bool endOfMonth, const Date &firstDate=Date(), const Date &nextToLastDate=Date()) Date access Size size () const…

QuantLib::NumericHaganPricer – CMS-coupon pricer. Synopsis#include <ql/cashflows/conundrumpricer.hpp> Inherits QuantLib::HaganPricer. Public Member FunctionsNumericHaganPricer (const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion, Rate lowerLimit=0.0, Rate upperLimit=1.0, Real precision=1.0e-6) Real upperLimit () Real stdDeviations () Real integrate (Real a, Real b, const ConundrumIntegrand &Integrand) const virtual Real optionletPrice (Option::Type optionType, Rate strike) const virtual Real…

QuantLib::TridiagonalOperator – Base implementation for tridiagonal operator. Synopsis#include <ql/methods/finitedifferences/tridiagonaloperator.hpp> Inherited by BSMOperator, DMinus, DPlus, DPlusDMinus, DZero, and PdeOperator< PdeClass >. Classesclass TimeSetter encapsulation of time-setting logic Public Typestypedef Array array_type Public Member FunctionsTridiagonalOperator (Size size=0) TridiagonalOperator (const Array &low, const Array &mid, const Array &high) TridiagonalOperator (const Disposable< TridiagonalOperator > &) TridiagonalOperator & operator= (const…

QuantLib::TridiagonalOperator – Base implementation for tridiagonal operator. Synopsis#include <ql/methods/finitedifferences/tridiagonaloperator.hpp> Inherited by BSMOperator, DMinus, DPlus, DPlusDMinus, DZero, and PdeOperator< PdeClass >. Classesclass TimeSetter encapsulation of time-setting logic Public Typestypedef Array array_type Public Member FunctionsTridiagonalOperator (Size size=0) TridiagonalOperator (const Array &low, const Array &mid, const Array &high) TridiagonalOperator (const Disposable< TridiagonalOperator > &) TridiagonalOperator & operator= (const…

NAME QuantLib::IntervalPrice – interval price SYNOPSIS #include <ql/prices.hpp> Public Types enum Type { Open, Close, High, Low } Public Member Functions IntervalPrice (Real open, Real close, Real high, Real low) Inspectors Real open () const Real close () const Real high () const Real low () const Real value (IntervalPrice::Type) const Modifiers void setValue (Real…

QuantLib::CommodityIndex – base class for commodity indexes Synopsis#include <ql/experimental/commodities/commodityindex.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Public Member FunctionsCommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset) void addQuote (const Date &quoteDate, Real quote) void addQuotes (const…

QuantLib::CommodityIndex – base class for commodity indexes Synopsis#include <ql/experimental/commodities/commodityindex.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Public Member FunctionsCommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset) void addQuote (const Date &quoteDate, Real quote) void addQuotes (const…

NAME ql/experimental/credit/lossdistribution.hpp – Loss distributions and probability of n defaults. SYNOPSIS #include <ql/math/distributions/binomialdistribution.hpp> #include <ql/experimental/credit/distribution.hpp> #include <ql/experimental/credit/onefactorcopula.hpp> Classes class LossDist Probability formulas and algorithms. class ProbabilityOfNEvents Probability of N events. class ProbabilityOfAtLeastNEvents Probability of at least N events. class BinomialProbabilityOfAtLeastNEvents Probability of at least N events. class LossDistBinomial Binomial loss distribution. class LossDistHomogeneous Loss Distribution…

NAME 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…

src/lookup3.h – 32bit hash function implementation. Synopsis#include <pbs_config.h> Functionsuint32_t hashword (const uint32_t *k, size_t length, uint32_t initval) This works on all machines. uint32_t hashlittle (const void *key, size_t length, uint32_t initval) hashlittle() — hash a variable-length key into a 32-bit value uint32_t hashbig (const void *key, size_t length, uint32_t initval) hashbig(): This is the same…

NAME QuantLib::ExchangeRateManager – exchange-rate repository SYNOPSIS #include <ql/currencies/exchangeratemanager.hpp> Inherits Singleton< ExchangeRateManager >. Public Member Functions void add (const ExchangeRate &, const Date &startDate=Date::minDate(), const Date &endDate=Date::maxDate()) Add an exchange rate. ExchangeRate lookup (const Currency &source, const Currency &target, Date date=Date(), ExchangeRate::Type type=ExchangeRate::Derived) const void clear () remove the added exchange rates Friends class Singleton< ExchangeRateManager…

NAME ql/instruments/lookbackoption.hpp – Lookback option on a single asset. SYNOPSIS #include <ql/instruments/oneassetoption.hpp> #include <ql/instruments/payoffs.hpp> Classes class ContinuousFloatingLookbackOption Continuous-floating lookback option. class ContinuousFixedLookbackOption Continuous-fixed lookback option. class arguments Arguments for continuous floating lookback option calculation class arguments Arguments for continuous fixed lookback option calculation class engine Continuous floating lookback engine base class class engine Continuous fixed…

NAME setjmp, sigsetjmp, longjmp, siglongjmp – performing a nonlocal goto SYNOPSIS #include <setjmp.h> int setjmp(jmp_buf env); int sigsetjmp(sigjmp_buf env, int savesigs); void longjmp(jmp_buf env, int val); void siglongjmp(sigjmp_buf env, int val); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): setjmp(): see NOTES. sigsetjmp(): _POSIX_C_SOURCE DESCRIPTION The functions described on this page are used for performing…

QuantLib::AbcdFunction – Abcd functional form for instantaneous volatility Synopsis#include <ql/termstructures/volatility/abcd.hpp> Inherits std::unary_function<Real, Real>. Public Member FunctionsAbcdFunction (Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17) Real operator() (Time u) const volatility function value at time u: [ f(u) ] Real maximumLocation () const time at which the volatility function reaches maximum (if any) Real maximumVolatility ()…