Linux Manuals

ql/qldefines.hpp – Global definitions and compiler switches. Synopsis#include <boost/config.hpp> #include <boost/version.hpp> #include <ql/config.ansi.hpp> #include <cmath> #include <boost/limits.hpp> Defines#define BOOST_ENABLE_ASSERT_HANDLER #define QL_INTEGER int #define QL_BIG_INTEGER long #define QL_REAL double #define QL_VERSION ‘0.9.7’ version string #define QL_HEX_VERSION 0x000907f0 version hexadecimal number #define QL_LIB_VERSION ‘0_9_7’ version string for output lib name #define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define…

ql/errors.hpp – Classes and functions for error handling. Synopsis#include <ql/qldefines.hpp> #include <boost/assert.hpp> #include <boost/current_function.hpp> #include <boost/shared_ptr.hpp> #include <exception> #include <sstream> Classesclass Error Base error class. Defines#define QL_FAIL(message) throw an error (possibly with file and line information) #define QL_ASSERT(condition, message) throw an error if the given condition is not verified #define QL_REQUIRE(condition, message) throw an error…

AllPlanes, BlackPixel, WhitePixel, ConnectionNumber, DefaultColormap, DefaultDepth, XListDepths, DefaultGC, DefaultRootWindow, DefaultScreenOfDisplay, DefaultScreen, DefaultVisual, DisplayCells, DisplayPlanes, DisplayString, XMaxRequestSize, XExtendedMaxRequestSize, LastKnownRequestProcessed, NextRequest, ProtocolVersion, ProtocolRevision, QLength, RootWindow, ScreenCount, ScreenOfDisplay, ServerVendor, VendorRelease – Display macros and functions Syntaxunsigned long AllPlanes; unsigned long BlackPixel(Display *display, int screen_number); unsigned long WhitePixel(Display *display, int screen_number); int ConnectionNumber(Display *display); Colormap DefaultColormap(Display *display, int screen_number);…

AllPlanes, BlackPixel, WhitePixel, ConnectionNumber, DefaultColormap, DefaultDepth, XListDepths, DefaultGC, DefaultRootWindow, DefaultScreenOfDisplay, DefaultScreen, DefaultVisual, DisplayCells, DisplayPlanes, DisplayString, XMaxRequestSize, XExtendedMaxRequestSize, LastKnownRequestProcessed, NextRequest, ProtocolVersion, ProtocolRevision, QLength, RootWindow, ScreenCount, ScreenOfDisplay, ServerVendor, VendorRelease – Display macros and functions Syntaxunsigned long AllPlanes; unsigned long BlackPixel(Display *display, int screen_number); unsigned long WhitePixel(Display *display, int screen_number); int ConnectionNumber(Display *display); Colormap DefaultColormap(Display *display, int screen_number);…

QuantLib::ProjectedCostFunction – Parameterized cost function. Synopsis#include <ql/math/optimization/projectedcostfunction.hpp> Inherits QuantLib::CostFunction. Public Member FunctionsProjectedCostFunction (const CostFunction &costFunction, const Array &parametersValues, const std::vector< bool > &parametersFreedoms) virtual Disposable< Array > project (const Array &parameters) const returns the subset of free parameters corresponding virtual Disposable< Array > include (const Array &projectedParameters) const returns whole set of parameters corresponding to…

QuantLib::Problem – Constrained optimization problem. Synopsis#include <ql/math/optimization/problem.hpp> Public Member FunctionsProblem (CostFunction &costFunction, Constraint &constraint, const Array &initialValue=Array()) default constructor void reset () Real value (const Array &x) call cost function computation and increment evaluation counter Disposable< Array > values (const Array &x) call cost values computation and increment evaluation counter void gradient (Array &grad_f, const…

QuantLib::LossDistBinomial – Binomial loss distribution. Synopsis #include <ql/experimental/credit/lossdistribution.hpp> Inherits QuantLib::LossDist. Public Member Functions LossDistBinomial (Size nBuckets, Real maximum) Distribution operator() (Size n, Real volume, Real probability) const Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const Size buckets () const Real maximum () const Real volume () const Size size ()…

ql/experimental/commodities/pricingperiod.hpp – Pricing period. Synopsis#include <ql/experimental/commodities/dateinterval.hpp> #include <ql/experimental/commodities/quantity.hpp> #include <vector> Classesclass PricingPeriod Time pricingperiod described by a number of a given time unit. Typedefstypedef std::vector< boost::shared_ptr< PricingPeriod > > PricingPeriods Detailed DescriptionPricing period. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

ql/experimental/commodities/pricingperiod.hpp – Pricing period. Synopsis #include <ql/experimental/commodities/dateinterval.hpp> #include <ql/experimental/commodities/quantity.hpp> #include <vector> Classes class PricingPeriod Time pricingperiod described by a number of a given time unit. Typedefs typedef std::vector< boost::shared_ptr< PricingPeriod > > PricingPeriods Detailed Description Pricing period. Author Generated automatically by Doxygen for QuantLib from the source code.

QuantLib::Commodity – Commodity base class. Synopsis Commodity (const boost::shared_ptr< SecondaryCosts > &secondaryCosts) const boost::shared_ptr< SecondaryCosts > & secondaryCosts () const const SecondaryCostAmounts & secondaryCostAmounts () const const PricingErrors & pricingErrors () const void addPricingError (PricingError::Level errorLevel, const std::string &error, const std::string &detail=”) const Protected Attributes Inherits QuantLib::Instrument. Inherited by EnergyCommodity. Public Member Functions Commodity (const…

QuantLib::FloatingRateCoupon – base floating-rate coupon class Synopsis void update () Inherits QuantLib::Coupon, and QuantLib::Observer. Inherited by AverageBMACoupon, CappedFlooredCoupon, CmsCoupon, DigitalCoupon, IborCoupon, RangeAccrualFloatersCoupon, and SubPeriodsCoupon. Public Member Functions void update () CashFlow interface Real amount () const returns the amount of the cash flow Coupon interface Rate rate () const accrued rate Real price (const Handle<…

XMLTV::PreferredMethod – Adds a preferredmethod argument to XMLTV grabbers DescriptionAdd a –preferredmethod argument to your program, eg use XMLTV::PreferredMethod ‘allatonce’;If a –preferredmethod parameter is supplied on the command-line, it will be caught already by the “use” statement, the string supplied in the use-line will be printed to STDOUT and the program will exit. Don’t forget…

Date and time calculations – Classesclass DateInterval Date interval described by a number of a given time unit. class PricingPeriod Time pricingperiod described by a number of a given time unit. class Calendar calendar class class Date Concrete date class. struct DateGeneration Date-generation rule. class DayCounter day counter class class Period ModulesCalendars Day counters Typedefstypedef…

ql/math/distributions/poissondistribution.hpp – Poisson distribution. Synopsis #include <ql/math/factorial.hpp> #include <ql/math/incompletegamma.hpp> Classes class PoissonDistribution Normal distribution function. class CumulativePoissonDistribution Cumulative Poisson distribution function. class InverseCumulativePoisson Inverse cumulative Poisson distribution function. Detailed Description Poisson distribution. Author Generated automatically by Doxygen for QuantLib from the source code.

BlackPixelOfScreen, WhitePixelOfScreen, CellsOfScreen, DefaultColormapOfScreen, DefaultDepthOfScreen, DefaultGCOfScreen, DefaultVisualOfScreen, DoesBackingStore, DoesSaveUnders, DisplayOfScreen, XScreenNumberOfScreen, EventMaskOfScreen, HeightOfScreen, HeightMMOfScreen, MaxCmapsOfScreen, MinCmapsOfScreen, PlanesOfScreen, RootWindowOfScreen, WidthOfScreen, WidthMMOfScreen – screen information functions and macros Syntaxunsigned long BlackPixelOfScreen(Screen *screen); unsigned long WhitePixelOfScreen(Screen *screen); int CellsOfScreen(Screen *screen); Colormap DefaultColormapOfScreen(Screen *screen); int DefaultDepthOfScreen(Screen *screen); GC DefaultGCOfScreen(Screen *screen); Visual *DefaultVisualOfScreen(Screen *screen); int DoesBackingStore(Screen *screen); Bool DoesSaveUnders(Screen *screen);…

QuantLib::PlainVanillaPayoff – Plain-vanilla payoff. Synopsis#include <ql/instruments/payoffs.hpp> Inherits QuantLib::StrikedTypePayoff. Public Member FunctionsPlainVanillaPayoff (Option::Type type, Real strike) Payoff interface std::string name () const Real operator() (Real price) const virtual void accept (AcyclicVisitor &) Detailed DescriptionPlain-vanilla payoff. Examples: DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp. Member Function Documentationstd::string name () const [virtual]Warning This method is used for output and comparison between…

ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp – Piecewise-zero-spreaded term structure. Synopsis #include <ql/termstructures/yield/zeroyieldstructure.hpp> #include <ql/quote.hpp> #include <vector> Classes class PiecewiseZeroSpreadedTermStructure Term structure with an added vector of spreads on the zero-yield rate. Detailed Description Piecewise-zero-spreaded term structure. Author Generated automatically by Doxygen for QuantLib from the source code.

ql/termstructures/inflation/piecewisezeroinflationcurve.hpp – Piecewise zero-inflation term structure. Synopsis #include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp> #include <ql/termstructures/iterativebootstrap.hpp> #include <ql/patterns/lazyobject.hpp> Classes class ZeroInflationTraits Bootstrap traits to use for PiecewiseZeroInflationCurve. class PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > Piecewise zero-inflation term structure. Detailed Description Piecewise zero-inflation term structure. Author Generated automatically by Doxygen for QuantLib from the source code.

ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp – Piecewise year-on-year inflation term structure. Synopsis #include <ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp> #include <ql/termstructures/iterativebootstrap.hpp> #include <ql/patterns/lazyobject.hpp> Classes class YoYInflationTraits Bootstrap traits to use for PiecewiseZeroInflationCurve. class PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > Piecewise year-on-year inflation term structure. Detailed Description Piecewise year-on-year inflation term structure. Author Generated automatically by Doxygen for QuantLib from the source code.

ql/termstructures/yield/piecewiseyieldcurve.hpp – piecewise-interpolated term structure Synopsis #include <ql/termstructures/iterativebootstrap.hpp> #include <ql/termstructures/localbootstrap.hpp> #include <ql/termstructures/yield/bootstraptraits.hpp> #include <ql/patterns/lazyobject.hpp> #include <ql/quote.hpp> Classes class PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > Piecewise yield term structure. Detailed Description piecewise-interpolated term structure Author Generated automatically by Doxygen for QuantLib from the source code.