Linux Manuals

QuantLib::Vasicek – Vasicek model class Synopsis#include <ql/models/shortrate/onefactormodels/vasicek.hpp> Inherits QuantLib::OneFactorAffineModel. Inherited by HullWhite. Classesclass Dynamics Short-rate dynamics in the Vasicek model. Public Member FunctionsVasicek (Rate r0=0.05, Real a=0.1, Real b=0.05, Real sigma=0.01, Real lambda=0.0) virtual Real discountBondOption (Option::Type type, Real strike, Time maturity, Time bondMaturity) const virtual boost::shared_ptr< ShortRateDynamics > dynamics () const returns the short-rate…

QuantLib::CubicInterpolation – Cubic interpolation between discrete points. Synopsis#include <ql/math/interpolations/cubicinterpolation.hpp> Inherits QuantLib::Interpolation. Inherited by MonotonicNaturalCubicInterpolation, and NaturalCubicInterpolation. Public Typesenum DerivativeApprox { Spline, FourthOrder, Parabolic, ModifiedParabolic, FritschButland, Akima, Kruger } enum BoundaryCondition { NotAKnot, FirstDerivative, SecondDerivative, Periodic, Lagrange } Public Member Functionstemplate<class I1 , class I2 > CubicInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin,…

a64l, l64a – convert between long and base-64 Synopsis#include <stdlib.h> long a64l(const char *str64); char *l64a(long value); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): a64l(), l64a(): _XOPEN_SOURCE >= 500     || /* Glibc since 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _SVID_SOURCEDescriptionThese functions provide a conversion between 32-bit long integers and little-endian base-64 ASCII strings (of length zero to six). If the string used…

QuantLib::YyiisInflationHelper – Year-on-year inflation-swap bootstrap helper. Synopsis#include <ql/termstructures/inflation/inflationhelpers.hpp> Inherits BootstrapHelper< YoYInflationTermStructure >. Public Member FunctionsYyiisInflationHelper (const Handle< Quote > &quote, const Period &lag, const Date &maturity, Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dayCounter, Frequency frequency) void setTermStructure (YoYInflationTermStructure *) sets the term structure to be used for pricing Real impliedQuote () const…

QuantLib::YoYInflationIndex – Base class for year-on-year inflation indices. Synopsis YoYInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency &currency, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >()) Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const bool ratio () const Handle< YoYInflationTermStructure > yoyInflationTermStructure () const…

QuantLib::YoYInflationIndex – Base class for year-on-year inflation indices. Synopsis#include <ql/indexes/inflationindex.hpp> Inherits QuantLib::InflationIndex. Inherited by YYEUHICP, YYEUHICPr, YYUKRPI, and YYUKRPIr. Public Member FunctionsYoYInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency &currency, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >()) Rate fixing (const Date &fixingDate, bool…

ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp – Inflation term structure based on the interpolation of year-on-year rates. Synopsis#include <ql/termstructures/inflationtermstructure.hpp> #include <ql/math/interpolations/linearinterpolation.hpp> #include <ql/math/comparison.hpp> #include <boost/noncopyable.hpp> Classesclass InterpolatedYoYInflationCurve< Interpolator > Inflation term structure based on interpolated year-on-year rates. Typedefstypedef InterpolatedYoYInflationCurve< Linear > YoYInflationCurve Detailed DescriptionInflation term structure based on the interpolation of year-on-year rates. AuthorGenerated automatically by Doxygen for QuantLib from…

QuantLib::YieldTermStructure – Interest-rate term structure. Synopsis#include <ql/termstructures/yieldtermstructure.hpp> Inherits QuantLib::TermStructure. Inherited by InterpolatedDiscountCurve< LogLinear >, FittedBondDiscountCurve, FlatForward, ForwardRateStructure, ImpliedTermStructure, InterpolatedDiscountCurve< Interpolator >, and ZeroYieldStructure. Public Member FunctionsConstructors See the TermStructure documentation for issues regarding constructors. YieldTermStructure (const DayCounter &dc=DayCounter()) default constructor YieldTermStructure (const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter()) initialize with a fixed reference…

QuantLib::YearOnYearInflationSwap – Year-on-year inflation-indexed swap. Synopsis#include <ql/instruments/yearonyearinflationswap.hpp> Inherits QuantLib::InflationSwap. Public Member FunctionsYearOnYearInflationSwap (const Date &start, const Date &maturity, const Period &lag, Rate fixedRate, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &yieldTS, const Handle< YoYInflationTermStructure > &inflationTS, bool allowAmbiguousPayments=false, const Period &ambiguousPaymentPeriod=Period(1, Months)) Instrument interface bool isExpired () const returns whether…

QuantLib::Date – Concrete date class. Synopsis static Date todaysDate () today’s date. static Date minDate () earliest allowed date static Date maxDate () latest allowed date static bool isLeap (Year y) whether the given year is a leap one static Date endOfMonth (const Date &d) last day of the month to which the given date…

QuantLib::YYUKRPIr – Fake year-on-year UK RPI (i.e. a ratio of UK RPI). Synopsis#include <ql/indexes/inflation/ukrpi.hpp> Inherits QuantLib::YoYInflationIndex. Public Member FunctionsYYUKRPIr (Frequency frequency, bool revised, bool interpolated, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >()) Detailed DescriptionFake year-on-year UK RPI (i.e. a ratio of UK RPI). AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::YYUKRPI – Genuine year-on-year UK RPI (i.e. not a ratio of UK RPI). Synopsis#include <ql/indexes/inflation/ukrpi.hpp> Inherits QuantLib::YoYInflationIndex. Public Member FunctionsYYUKRPI (Frequency frequency, bool revised, bool interpolated, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >()) Detailed DescriptionGenuine year-on-year UK RPI (i.e. not a ratio of UK RPI). AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::YYEUHICPr – Fake year-on-year EU HICP (i.e. a ratio of EU HICP). Synopsis#include <ql/indexes/inflation/euhicp.hpp> Inherits QuantLib::YoYInflationIndex. Public Member FunctionsYYEUHICPr (Frequency frequency, bool revised, bool interpolated, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >()) Detailed DescriptionFake year-on-year EU HICP (i.e. a ratio of EU HICP). AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::YYEUHICP – Genuine year-on-year EU HICP (i.e. not a ratio of EU HICP). Synopsis#include <ql/indexes/inflation/euhicp.hpp> Inherits QuantLib::YoYInflationIndex. Public Member FunctionsYYEUHICP (Frequency frequency, bool revised, bool interpolated, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >()) Detailed DescriptionGenuine year-on-year EU HICP (i.e. not a ratio of EU HICP). AuthorGenerated automatically by Doxygen for QuantLib from the source code.

XmbTextListToTextProperty, XwcTextListToTextProperty, Xutf8TextListToTextProperty, XmbTextPropertyToTextList, XwcTextPropertyToTextList, Xutf8TextPropertyToTextList, XwcFreeStringList, XDefaultString – convert text lists and text property structures Syntaxint XmbTextListToTextProperty(Display *display, char **list, int count, XICCEncodingStyle style, XTextProperty *text_prop_return); int XwcTextListToTextProperty(Display *display, wchar_t **list, int count, XICCEncodingStyle style, XTextProperty *text_prop_return); int Xutf8TextListToTextProperty(Display *display, char **list, int count, XICCEncodingStyle style, XTextProperty *text_prop_return); int XmbTextPropertyToTextList(Display *display, XTextProperty *text_prop, char…

XmbTextPerCharExtents, XwcTextPerCharExtents, Xutf8TextPerCharExtents – obtain per-character information for a text string SyntaxStatus XmbTextPerCharExtents(XFontSet font_set, char *string, int num_bytes, XRectangle *ink_array_return, XRectangle *logical_array_return, int array_size, int *num_chars_return, XRectangle *overall_ink_return, XRectangle *overall_logical_return); Status XwcTextPerCharExtents(XFontSet font_set, wchar_t *string, int num_wchars, XRectangle *ink_array_return, XRectangle *logical_array_return, int array_size, int *num_chars_return, XRectangle *overall_ink_return, XRectangle *overall_logical_return); Status Xutf8TextPerCharExtents(XFontSet font_set, char *string, int…

XmbTextListToTextProperty, XwcTextListToTextProperty, Xutf8TextListToTextProperty, XmbTextPropertyToTextList, XwcTextPropertyToTextList, Xutf8TextPropertyToTextList, XwcFreeStringList, XDefaultString – convert text lists and text property structures Syntaxint XmbTextListToTextProperty(Display *display, char **list, int count, XICCEncodingStyle style, XTextProperty *text_prop_return); int XwcTextListToTextProperty(Display *display, wchar_t **list, int count, XICCEncodingStyle style, XTextProperty *text_prop_return); int Xutf8TextListToTextProperty(Display *display, char **list, int count, XICCEncodingStyle style, XTextProperty *text_prop_return); int XmbTextPropertyToTextList(Display *display, XTextProperty *text_prop, char…

XmbTextExtents, XwcTextExtents, Xutf8TextExtents – compute text extents Syntaxint XmbTextExtents(XFontSet font_set, char *string, int num_bytes, XRectangle *overall_ink_return, XRectangle *overall_logical_return); int XwcTextExtents(XFontSet font_set, wchar_t *string, int num_wchars, XRectangle *overall_ink_return, XRectangle *overall_logical_return); int Xutf8TextExtents(XFontSet font_set, char *string, int num_bytes, XRectangle *overall_ink_return, XRectangle *overall_logical_return);Argumentsfont_set Specifies the font set. num_bytes Specifies the number of bytes in the string argument. num_wchars…

XmbTextEscapement, XwcTextEscapement, Xutf8TextEscapement – obtain the escapement of text Syntaxint XmbTextEscapement(XFontSet font_set, char *string, int num_bytes); int XwcTextEscapement(XFontSet font_set, wchar_t *string, int num_wchars); int Xutf8TextEscapement(XFontSet font_set, char *string, int num_bytes);Argumentsfont_set Specifies the font set. num_bytes Specifies the number of bytes in the string argument. num_wchars Specifies the number of characters in the string argument. string…

XmbResetIC, XwcResetIC, Xutf8ResetIC – reset the state of an input context Syntaxchar *XmbResetIC(XIC ic); wchar_t *XwcResetIC(XIC ic); char *Xutf8ResetIC(XIC ic);Argumentsic Specifies the input context.DescriptionWhen XNResetState is set to XIMInitialState, XmbResetIC, XwcResetIC and Xutf8ResetIC reset an input context to its initial state; when XNResetState is set to XIMPreserveState, the current input context state is preserved. In…