Linux Manuals

QuantLib::CallableZeroCouponBond – callable/puttable zero coupon bond Synopsis#include <ql/experimental/callablebonds/callablebond.hpp> Inherits QuantLib::CallableFixedRateBond. Public Member FunctionsCallableZeroCouponBond (Natural settlementDays, Real faceAmount, const Calendar &calendar, const Date &maturityDate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule()) Detailed Descriptioncallable/puttable zero coupon bond Callable zero coupon bond class. AuthorGenerated automatically by Doxygen for QuantLib from the source…

QuantLib::CallableFixedRateBond – callable/puttable fixed rate bond Synopsis#include <ql/experimental/callablebonds/callablebond.hpp> Inherits QuantLib::CallableBond. Inherited by CallableZeroCouponBond. Public Member FunctionsCallableFixedRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule()) virtual void setupArguments (PricingEngine::arguments *args) const Detailed Descriptioncallable/puttable fixed rate bond Callable fixed rate…

QuantLib::CallableBondVolatilityStructure – Callable-bond volatility structure. Synopsis#include <ql/experimental/callablebonds/callablebondvolstructure.hpp> Inherits QuantLib::TermStructure. Inherited by CallableBondConstantVolatility. Public Member Functionsvirtual std::pair< Time, Time > convertDates (const Date &optionDate, const Period &bondTenor) const implements the conversion between dates and times virtual BusinessDayConvention businessDayConvention () const the business day convention used for option date calculation Date optionDateFromTenor (const Period &optionTenor) const implements…

QuantLib::CallableBondConstantVolatility – Constant callable-bond volatility, no time-strike dependence. Synopsis#include <ql/experimental/callablebonds/callablebondconstantvol.hpp> Inherits QuantLib::CallableBondVolatilityStructure. Public Member FunctionsCallableBondConstantVolatility (const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter) CallableBondConstantVolatility (const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter) CallableBondConstantVolatility (Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter) CallableBondConstantVolatility (Natural settlementDays, const Calendar &, const Handle< Quote…

ql/experimental/callablebonds/callablebond.hpp – callable bond classes Synopsis#include <ql/time/schedule.hpp> #include <ql/pricingengine.hpp> #include <ql/instruments/bond.hpp> #include <ql/instruments/callabilityschedule.hpp> #include <ql/cashflows/fixedratecoupon.hpp> #include <ql/quotes/simplequote.hpp> Classesclass CallableBond Callable bond base class. class results results for a callable bond calculation class engine base class for callable fixed rate bond engine class CallableFixedRateBond callable/puttable fixed rate bond class CallableZeroCouponBond callable/puttable zero coupon bond Detailed Descriptioncallable…

ql/instruments/callabilityschedule.hpp – Schedule of put/call dates. Synopsis#include <ql/event.hpp> #include <ql/utilities/null.hpp> #include <boost/shared_ptr.hpp> #include <boost/optional.hpp> #include <vector> Classesclass Callability instrument callability class Price amount to be paid upon callability Typedefstypedef std::vector< boost::shared_ptr< Callability > > CallabilitySchedule Detailed DescriptionSchedule of put/call dates. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::CallableBond – Callable bond base class. Synopsis#include <ql/experimental/callablebonds/callablebond.hpp> Inherits QuantLib::Bond. Inherited by CallableFixedRateBond. Classesclass engine base class for callable fixed rate bond engine class results results for a callable bond calculation Public Member Functionsvirtual void setupArguments (PricingEngine::arguments *args) const Inspectors const CallabilitySchedule & callability () const return the bond’s put/call schedule Calculations Volatility impliedVolatility (Real…

QuantLib::CalibrationHelper – liquid market instrument used during calibration Synopsis#include <ql/models/calibrationhelper.hpp> Inherits QuantLib::Observer, and QuantLib::Observable. Inherited by CapHelper, HestonModelHelper, and SwaptionHelper. Public Member FunctionsCalibrationHelper (const Handle< Quote > &volatility, const Handle< YieldTermStructure > &termStructure, bool calibrateVolatility=false) void update () Real marketValue () const returns the actual price of the instrument (from volatility) virtual Real modelValue ()…

QuantLib::CalibratedModel – Calibrated model class. Synopsis#include <ql/models/model.hpp> Inherits QuantLib::Observer, and QuantLib::Observable. Inherited by GJRGARCHModel, HestonModel, LiborForwardModel, and ShortRateModel. Public Member FunctionsCalibratedModel (Size nArguments) void update () void calibrate (const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >()) Calibrate to a set of…

QuantLib::CalibratedModel – Calibrated model class. Synopsis#include <ql/models/model.hpp> Inherits QuantLib::Observer, and QuantLib::Observable. Inherited by GJRGARCHModel, HestonModel, LiborForwardModel, and ShortRateModel. Public Member FunctionsCalibratedModel (Size nArguments) void update () void calibrate (const std::vector< boost::shared_ptr< CalibrationHelper > > &, OptimizationMethod &method, const EndCriteria &endCriteria, const Constraint &constraint=Constraint(), const std::vector< Real > &weights=std::vector< Real >()) Calibrate to a set of…

ql/time/calendar.hpp – calendar class Synopsis#include <ql/time/date.hpp> #include <ql/time/businessdayconvention.hpp> #include <boost/shared_ptr.hpp> #include <set> #include <vector> #include <string> Classesclass Calendar calendar class class Impl abstract base class for calendar implementations class WesternImpl partial calendar implementation class OrthodoxImpl partial calendar implementation Detailed Descriptioncalendar class AuthorGenerated automatically by Doxygen for QuantLib from the source code.

QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis#include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member FunctionsBlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const virtual Real…

CURLOPT_XOAUTH2_BEARER – specify OAuth 2.0 access token Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_XOAUTH2_BEARER, char *token); DescriptionPass a char * as parameter, which should point to the zero terminated OAuth 2.0 Bearer Access Token for use with IMAP, POP3 and SMTP servers that support the OAuth 2.0 Authorization Framework. Note: The user name used to generate…

CURLOPT_XFERINFOFUNCTION – callback to progress meter function Synopsis#include <curl/curl.h> int progress_callback(void *clientp,                 curl_off_t dltotal,                 curl_off_t dlnow,                 curl_off_t ultotal,                 curl_off_t ulnow); CURLcode curl_easy_setopt(CURL *handle, CURLOPT_XFERINFOFUNCTION, progress_callback); DescriptionPass a pointer to your callback function, which should match the prototype shown above. This function gets called by libcurl instead of its internal equivalent with a frequent interval. While…

CURLOPT_XFERINFODATA – custom pointer passed to the progress callback Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_XFERINFODATA, void *pointer); DescriptionPass a pointer that will be untouched by libcurl and passed as the first argument in the progress callback set with CURLOPT_XFERINFOFUNCTION(3). This is an alias for CURLOPT_PROGRESSDATA(3). DefaultThe default value of this parameter is NULL. ProtocolsAll Examplehttp://curl.haxx.se/libcurl/c/progressfunc.html…

CURLOPT_WRITEFUNCTION – set callback for writing received data Synopsis#include <curl/curl.h> size_t write_callback(char *ptr, size_t size, size_t nmemb, void *userdata); CURLcode curl_easy_setopt(CURL *handle, CURLOPT_WRITEFUNCTION, write_callback);DescriptionPass a pointer to your callback function, which should match the prototype shown above. This callback function gets called by libcurl as soon as there is data received that needs to be…

CURLOPT_WRITEDATA – custom pointer passed to the write callback Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_WRITEDATA, void *pointer); DescriptionA data pointer to pass to the write callback. If you use the CURLOPT_WRITEFUNCTION(3) option, this is the pointer you’ll get in that callback’s 4th argument. If you don’t use a write callback, you must make pointer a…

CURLOPT_WILDCARDMATCH – enable directory wildcard transfers Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_WILDCARDMATCH, long onoff); DescriptionSet onoff to 1 if you want to transfer multiple files according to a file name pattern. The pattern can be specified as part of the CURLOPT_URL(3) option, using an fnmatch-like pattern (Shell Pattern Matching) in the last part of URL…

CURLOPT_VERBOSE – set verbose mode on/off Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_VERBOSE, long onoff); DescriptionSet the onoff parameter to 1 to make the library display a lot of verbose information about its operations on this handle. Very useful for libcurl and/or protocol debugging and understanding. The verbose information will be sent to stderr, or the…

CURLOPT_USE_SSL – request using SSL / TLS for the transfer Synopsis#include <curl/curl.h> CURLcode curl_easy_setopt(CURL *handle, CURLOPT_USE_SSL, long level); DescriptionPass a long using one of the values from below, to make libcurl use your desired level of SSL for the transfer. These are all protocols that start out plain text and get "upgraded" to SSL using…