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QuantLib::Merton76Process – Merton-76 jump-diffusion process. Synopsis#include <ql/processes/merton76process.hpp> Inherits QuantLib::StochasticProcess1D. Public Member FunctionsMerton76Process (const Handle< Quote > &stateVariable, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const Handle< Quote > &jumpInt, const Handle< Quote > &logJMean, const Handle< Quote > &logJVol, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization))…

QuantLib::Merton76Process – Merton-76 jump-diffusion process. Synopsis#include <ql/processes/merton76process.hpp> Inherits QuantLib::StochasticProcess1D. Public Member FunctionsMerton76Process (const Handle< Quote > &stateVariable, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const Handle< Quote > &jumpInt, const Handle< Quote > &logJMean, const Handle< Quote > &logJVol, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization))…

log4cpp::width – Synopsis#include <Manipulator.hh> Public Member Functionswidth (unsigned int i) FriendsLOG4CPP_EXPORT std::ostream & operator<< (std::ostream &os, const width &w) Constructor & Destructor Documentationlog4cpp::width::width (unsigned inti) [inline]Friends And Related Function DocumentationLOG4CPP_EXPORT std::ostream& operator<< (std::ostream &os, const width &w) [friend]AuthorGenerated automatically by Doxygen for log4cpp from the source code.

log4cpp::threading::ThreadLocalDataHolder< T > – This class holds Thread local data of type T, i.e. Synopsis#include <BoostThreads.hh> Public Typestypedef T data_type typedef T data_type typedef T data_type Public Member FunctionsT * get () const T * operator-> () const T & operator* () const T * release () void reset (T *p=NULL) ThreadLocalDataHolder () ~ThreadLocalDataHolder ()…

log4cpp::threading::ScopedLock – definition of ScopedLock; Synopsis#include <PThreads.hh> Public Member FunctionsScopedLock (Mutex &mutex) ~ScopedLock () Detailed Descriptiondefinition of ScopedLock; Constructor & Destructor Documentationlog4cpp::threading::ScopedLock::ScopedLock (Mutex &mutex) [inline]log4cpp::threading::ScopedLock::~ScopedLock () [inline]AuthorGenerated automatically by Doxygen for log4cpp from the source code.

log4cpp::threading::Mutex – Synopsis#include <PThreads.hh> Public Member FunctionsMutex () void lock () void unlock () ~Mutex () Constructor & Destructor Documentationlog4cpp::threading::Mutex::Mutex () [inline]log4cpp::threading::Mutex::~Mutex () [inline]Member Function Documentationvoid log4cpp::threading::Mutex::lock () [inline]void log4cpp::threading::Mutex::unlock () [inline]AuthorGenerated automatically by Doxygen for log4cpp from the source code.

log4cpp::threading::MSScopedLock – A simple object wrapper around WaitForSingleObject() and ReleaseMutex() Synopsis#include <MSThreads.hh> Public Member FunctionsMSScopedLock (MSMutex &mutex) ~MSScopedLock () Detailed DescriptionA simple object wrapper around WaitForSingleObject() and ReleaseMutex() Constructor & Destructor Documentationlog4cpp::threading::MSScopedLock::MSScopedLock (MSMutex &mutex) [inline]log4cpp::threading::MSScopedLock::~MSScopedLock () [inline]AuthorGenerated automatically by Doxygen for log4cpp from the source code.

log4cpp::threading::MSMutex – A simple object wrapper around CreateMutex() and DeleteMutex() Synopsis#include <MSThreads.hh> Public Member FunctionsMSMutex () ~MSMutex () LPCRITICAL_SECTION getCriticalSection () Detailed DescriptionA simple object wrapper around CreateMutex() and DeleteMutex() Constructor & Destructor Documentationlog4cpp::threading::MSMutex::MSMutex () [inline]log4cpp::threading::MSMutex::~MSMutex () [inline]Member Function DocumentationLPCRITICAL_SECTION log4cpp::threading::MSMutex::getCriticalSection () [inline]AuthorGenerated automatically by Doxygen for log4cpp from the source code.

log4cpp::threading – SynopsisClassesclass ThreadLocalDataHolder This class holds Thread local data of type T, i.e. class MSMutex A simple object wrapper around CreateMutex() and DeleteMutex() class MSScopedLock A simple object wrapper around WaitForSingleObject() and ReleaseMutex() class Mutex class ScopedLock definition of ScopedLock; Typedefstypedef boost::mutex Mutex Dummy type ‘int’ for Mutex. typedef boost::mutex::scoped_lock ScopedLock Dummy type ‘int’…

log4cpp::tab – Synopsis#include <Manipulator.hh> Public Member Functionstab (unsigned int i) FriendsLOG4CPP_EXPORT std::ostream & operator<< (std::ostream &os, const tab &w) Constructor & Destructor Documentationlog4cpp::tab::tab (unsigned inti) [inline]Friends And Related Function DocumentationLOG4CPP_EXPORT std::ostream& operator<< (std::ostream &os, const tab &w) [friend]AuthorGenerated automatically by Doxygen for log4cpp from the source code.

log4cpp::details::required_params_validator – Synopsis#include <FactoryParams.hh> Inherits log4cpp::details::base_validator_data. Public Member Functionsrequired_params_validator (const char *tag, const FactoryParams *params) template<typename T > optional_params_validator optional (const char *param, T &value) const template<typename T > const required_params_validator & operator() (const char *param, T &value) const Additional Inherited MembersConstructor & Destructor Documentationlog4cpp::details::required_params_validator::required_params_validator (const char *tag, const FactoryParams *params) [inline]Member Function Documentationtemplate<typename T…

log4cpp::details::parameter_validator – Synopsis#include <FactoryParams.hh> Inherits log4cpp::details::base_validator_data. Public Member Functionsparameter_validator (const char *tag, const FactoryParams *params) template<typename T > required_params_validator required (const char *param, T &value) const template<typename T > optional_params_validator optional (const char *param, T &value) const Additional Inherited MembersConstructor & Destructor Documentationlog4cpp::details::parameter_validator::parameter_validator (const char *tag, const FactoryParams *params) [inline]Member Function Documentationtemplate<typename T > optional_params_validator…

log4cpp::details::optional_params_validator – Synopsis#include <FactoryParams.hh> Inherits log4cpp::details::base_validator_data. Public Member Functionsoptional_params_validator (const char *tag, const FactoryParams *params) template<typename T > required_params_validator required (const char *param, T &value) const template<typename T > const optional_params_validator & operator() (const char *param, T &value) const Additional Inherited MembersConstructor & Destructor Documentationlog4cpp::details::optional_params_validator::optional_params_validator (const char *tag, const FactoryParams *params) [inline]Member Function Documentationtemplate<typename T…

log4cpp::details::base_validator_data – Synopsis#include <FactoryParams.hh> Inherited by log4cpp::details::optional_params_validator, log4cpp::details::parameter_validator, and log4cpp::details::required_params_validator. Public Member Functionsbase_validator_data (const char *tag, const FactoryParams *params) Protected Member Functionstemplate<typename T > void assign (const std::string &param_value, T &value) const template<typename T > void assign_impl (const std::string &param_value, T &value) const void assign_impl (const std::string &param_value, std::string &value) const void throw_error (const char…

log4cpp::details – SynopsisClassesclass base_validator_data class required_params_validator class optional_params_validator class parameter_validator AuthorGenerated automatically by Doxygen for log4cpp from the source code.

log4cpp::Win32DebugAppender – Win32DebugAppender simply sends the log message to the default system debugger on Win32 systems. Synopsis#include <Win32DebugAppender.hh> Inherits log4cpp::LayoutAppender. Public Member FunctionsWin32DebugAppender (const std::string &name) Constructor. virtual ~Win32DebugAppender () Destructor. virtual void close () Close method. Protected Member Functionsvirtual void _append (const LoggingEvent &event) Method that does the actual work. Additional Inherited MembersDetailed DescriptionWin32DebugAppender…

log4cpp::TriggeringEventEvaluatorFactory – Synopsis#include <TriggeringEventEvaluatorFactory.hh> Public Typestypedef FactoryParams params_t typedef std::auto_ptr < TriggeringEventEvaluator >(* create_function_t )(const params_t &params)" Public Member Functionsvoid registerCreator (const std::string &class_name, create_function_t create_function) std::auto_ptr < TriggeringEventEvaluator > create (const std::string &class_name, const params_t &params)" bool registered (const std::string &class_name) const Static Public Member Functionsstatic TriggeringEventEvaluatorFactory & getInstance ()" Member Typedef Documentationtypedef std::auto_ptr<TriggeringEventEvaluator>(*…

log4cpp::TriggeringEventEvaluator – Synopsis#include <TriggeringEventEvaluator.hh> Inherited by log4cpp::LevelEvaluator. Public Member Functionsvirtual bool eval (const LoggingEvent &event) const =0 virtual ~TriggeringEventEvaluator () Constructor & Destructor Documentationvirtual log4cpp::TriggeringEventEvaluator::~TriggeringEventEvaluator () [inline], [virtual]Member Function Documentationvirtual bool log4cpp::TriggeringEventEvaluator::eval (const LoggingEvent &event) const [pure virtual]Implemented in log4cpp::LevelEvaluator. AuthorGenerated automatically by Doxygen for log4cpp from the source code.

log4cpp::TimeStampComponent – SynopsisInherits log4cpp::PatternLayout::PatternComponent. Public Member FunctionsTimeStampComponent (std::string timeFormat) virtual void append (std::ostringstream &out, const LoggingEvent &event) Static Public Attributesstatic const char *const FORMAT_ISO8601 = ‘%Y-%m-%d %H:%M:%S,%l’ static const char *const FORMAT_ABSOLUTE = ‘%H:%M:%S,%l’ static const char *const FORMAT_DATE = ‘%d %b %Y %H:%M:%S,%l’ Constructor & Destructor Documentationlog4cpp::TimeStampComponent::TimeStampComponent (std::stringtimeFormat) [inline]Member Function Documentationvirtual void log4cpp::TimeStampComponent::append (std::ostringstream…

log4cpp::TimeStamp – A simple TimeStamp abstraction. Synopsis#include <TimeStamp.hh> Public Member FunctionsTimeStamp () Constructs a TimeStamp representing ‘now’. TimeStamp (unsigned int seconds, unsigned int microSeconds=0) Constructs a TimeStamp representing the given offset since the epoch ( 00:00:00 1970/1/1 UTC). int getSeconds () const Returns the ‘seconds’ part of the TimeStamp. int getMilliSeconds () const Returns the…