Linux Manuals

NAME lockdev, liblockdev, dev_testlock, dev_lock, dev_relock, dev_unlock – manage device lockfiles SYNOPSIS #include <lockdev.h> pid_t dev_testlock( const char * devname); pid_t dev_lock( const char * devname); pid_t dev_relock( const char * devname, pid_t pid); pid_t dev_unlock( const char * devname, pid_t pid); cc [ flag … ] file … -llockdev [ library ] DESCRIPTION The…

QuantLib::Interpolation2D – base class for 2-D interpolations. Synopsis#include <ql/math/interpolations/interpolation2d.hpp> Inherits QuantLib::Extrapolator. Inherited by BicubicSpline, BilinearInterpolation, and FlatExtrapolator2D. Classesclass Impl abstract base class for 2-D interpolation implementations class templateImpl basic template implementation Public Typestypedef Real first_argument_type typedef Real second_argument_type typedef Real result_type Public Member FunctionsReal operator() (Real x, Real y, bool allowExtrapolation=false) const Real xMin ()…

QuantLib::Interpolation2D – base class for 2-D interpolations. Synopsis#include <ql/math/interpolations/interpolation2d.hpp> Inherits QuantLib::Extrapolator. Inherited by BicubicSpline, BilinearInterpolation, and FlatExtrapolator2D. Classesclass Impl abstract base class for 2-D interpolation implementations class templateImpl basic template implementation Public Typestypedef Real first_argument_type typedef Real second_argument_type typedef Real result_type Public Member FunctionsReal operator() (Real x, Real y, bool allowExtrapolation=false) const Real xMin ()…

NAME QuantLib::Interpolation::templateImpl – basic template implementation SYNOPSIS #include <ql/math/interpolation.hpp> Inherits QuantLib::Interpolation::Impl. Public Member Functions templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) Real xMin () const Real xMax () const std::vector< Real > xValues () const std::vector< Real > yValues () const bool isInRange (Real x) const Protected Member Functions Size locate (Real…

NAME asctime, ctime, gmtime, localtime, mktime, asctime_r, ctime_r, gmtime_r, localtime_r – transform date and time to broken-down time or ASCII SYNOPSIS #include <time.h> char *asctime(const struct tm *tm); char *asctime_r(const struct tm *tm, char *buf); char *ctime(const time_t *timep); char *ctime_r(const time_t *timep, char *buf); struct tm *gmtime(const time_t *timep); struct tm *gmtime_r(const time_t *timep,…

NAME asctime, ctime, gmtime, localtime, mktime, asctime_r, ctime_r, gmtime_r, localtime_r – transform date and time to broken-down time or ASCII SYNOPSIS #include <time.h> char *asctime(const struct tm *tm); char *asctime_r(const struct tm *tm, char *buf); char *ctime(const time_t *timep); char *ctime_r(const time_t *timep, char *buf); struct tm *gmtime(const time_t *timep); struct tm *gmtime_r(const time_t *timep,…

NAME localeconv – get numeric formatting information SYNOPSIS #include <locale.h> struct lconv *localeconv(void); DESCRIPTION The localeconv() function returns a pointer to a struct lconv for the current locale. This structure is shown in locale(7), and contains all values associated with the locale categories LC_NUMERIC and LC_MONETARY. Programs may also use the functions printf(3) and strfmon(3),…

QuantLib::GeneralizedBlackScholesProcess – Generalized Black-Scholes stochastic process. Synopsis#include <ql/processes/blackscholesprocess.hpp> Inherits QuantLib::StochasticProcess1D. Inherited by BlackProcess, BlackScholesMertonProcess, BlackScholesProcess, ExtendedBlackScholesMertonProcess, and GarmanKohlagenProcess. Public Member FunctionsGeneralizedBlackScholesProcess (const Handle< Quote > &x0, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization)) Time time (const Date &) const…

QuantLib::LocalVolCurve – Local volatility curve derived from a Black curve. Synopsis#include <ql/termstructures/volatility/equityfx/localvolcurve.hpp> Inherits QuantLib::LocalVolTermStructure. Public Member FunctionsLocalVolCurve (const Handle< BlackVarianceCurve > &curve) TermStructure interface const Date & referenceDate () const the date at which discount = 1.0 and/or variance = 0.0 DayCounter dayCounter () const the day counter used for date/time conversion Date maxDate ()…

QuantLib::LocalVolTermStructure – Synopsis#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp> Inherits QuantLib::VolatilityTermStructure. Inherited by LocalConstantVol, LocalVolCurve, and LocalVolSurface. Public Member FunctionsConstructors See the TermStructure documentation for issues regarding constructors. LocalVolTermStructure (const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) default constructor LocalVolTermStructure (const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) initialize with a fixed reference date LocalVolTermStructure (Natural settlementDays,…

QuantLib::SwaptionVolatilityCube – swaption-volatility cube Synopsis#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp> Inherits QuantLib::SwaptionVolatilityDiscrete. Inherited by SwaptionVolCube1, and SwaptionVolCube2. Public Member FunctionsSwaptionVolatilityCube (const Handle< SwaptionVolatilityStructure > &atmVolStructure, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< Spread > &strikeSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads, const boost::shared_ptr< SwapIndex > &swapIndexBase, const boost::shared_ptr< SwapIndex > &shortSwapIndexBase,…

QuantLib::SwaptionVolatilityCube – swaption-volatility cube Synopsis#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp> Inherits QuantLib::SwaptionVolatilityDiscrete. Inherited by SwaptionVolCube1, and SwaptionVolCube2. Public Member FunctionsSwaptionVolatilityCube (const Handle< SwaptionVolatilityStructure > &atmVolStructure, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< Spread > &strikeSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads, const boost::shared_ptr< SwapIndex > &swapIndexBase, const boost::shared_ptr< SwapIndex > &shortSwapIndexBase,…

QuantLib::ConvexMonotone – Convex-monotone interpolation factory and traits. Synopsis#include <ql/math/interpolations/convexmonotoneinterpolation.hpp> Public Member FunctionsConvexMonotone (Real quadraticity=0.3, Real monotonicity=0.7, bool forcePositive=true) template<class I1 , class I2 > Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const template<class I1 , class I2 > Interpolation localInterpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size localisation,…

QuantLib::CliquetOption::arguments – Arguments for cliquet option calculation Synopsis#include <ql/instruments/cliquetoption.hpp> Inherits QuantLib::Option::arguments. Public Member Functionsvoid validate () const Public AttributesReal accruedCoupon Real lastFixing Real localCap Real localFloor Real globalCap Real globalFloor std::vector< Date > resetDates Detailed DescriptionArguments for cliquet option calculation AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::CliquetOption::arguments – Arguments for cliquet option calculation Synopsis#include <ql/instruments/cliquetoption.hpp> Inherits QuantLib::Option::arguments. Public Member Functionsvoid validate () const Public AttributesReal accruedCoupon Real lastFixing Real localCap Real localFloor Real globalCap Real globalFloor std::vector< Date > resetDates Detailed DescriptionArguments for cliquet option calculation AuthorGenerated automatically by Doxygen for QuantLib from the source code.

NAME load_wav_pf – Packfile version of load_wav. Allegro game programming library. SYNOPSIS #include <allegro.h> SAMPLE *load_wav_pf(PACKFILE *f); DESCRIPTION A version of load_wav() which reads from a packfile. Example: PACKFILE *packfile; SAMPLE *sample; packfile = pack_fopen(“sound.wav”, F_READ); if (!packfile) abort_on_error(“Couldn’t open sound.wav”); sample = load_wav_pf(packfile); if (!sample) abort_on_error(“Error loading sound.wav”); RETURN VALUE Returns a pointer to…

NAME load_wav – Loads a sample from a RIFF WAV file. Allegro game programming library. SYNOPSIS #include <allegro.h> SAMPLE *load_wav(const char *filename); DESCRIPTION Loads a sample from a RIFF WAV file. Example: SAMPLE *sample = load_wav(“scream.wav”); if (!sample) abort_on_error(“Couldn’t scare user!”); RETURN VALUE Returns a pointer to the SAMPLE or NULL on error. Remember to…

NAME load_voc_pf – Packfile version of load_voc. Allegro game programming library. SYNOPSIS #include <allegro.h> SAMPLE *load_voc_pf(PACKFILE *f); DESCRIPTION A version of load_voc() which reads from a packfile. Example: PACKFILE *packfile; SAMPLE *sample; packfile = pack_fopen(“sound.wav”, F_READ); if (!packfile) abort_on_error(“Couldn’t open sound.wav”); sample = load_wav_pf(packfile); if (!sample) abort_on_error(“Error loading sound.wav”); RETURN VALUE Returns a pointer to…

NAME load_voc – Loads a sample from a Creative Labs VOC file. Allegro game programming library. SYNOPSIS #include <allegro.h> SAMPLE *load_voc(const char *filename); DESCRIPTION Loads a sample from a Creative Labs VOC file. Example: SAMPLE *sample = load_voc(“alarm.voc”); if (!sample) abort_on_error(“Couldn’t alert user!”); RETURN VALUE Returns a pointer to the SAMPLE or NULL on error….

NAME load_txt_font – Loads a font script. Allegro game programming library. SYNOPSIS #include <allegro.h> FONT *load_txt_font(const char *filename, RGB *pal, void *param) DESCRIPTION This function can be used to load scripted fonts. The script file contains a number of lines in the format "filename start end", which specify the source file for that range of…