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PAPIF_accum – accumulate and reset counters in an event set SynopsisDetailed DescriptionFortran Interface: #include ‘fpapi.h’ PAPIF_accum( C_INT EventSet, C_LONG_LONG(*) values, C_INT check ) See Also: PAPI_accumAuthorGenerated automatically by Doxygen for PAPI from the source code.
PACKFILE_VTABLE – Packfile vtable structure, for custom packfiles. Allegro game programming library. Synopsis#include <allegro.h> typedef struct PACKFILE_VTABLE Description int pf_fclose(void *userdata); int pf_getc(void *userdata); int pf_ungetc(int c, void *userdata); long pf_fread(void *p, long n, void *userdata); int pf_putc(int c, void *userdata); long pf_fwrite(const void *p, long n, void *userdata); int pf_fseek(void *userdata, int offset); int…
PACKFILE – Packfile structure, similar to the libc FILE structure. Allegro game programming library. Synopsis#include <allegro.h> typedef struct PACKFILE DescriptionA packfile structure, similar to the libc FILE structure. Read chapter "File and compression routines" for a description on how to obtain/use this structure. Note that prior to version 4.1.18, some internal fields were accidentally documented…
OverrideShell — The OverrideShell widget class Synopsis#include <Xm/Xm.h> #include <X11/Shell.h>DescriptionOverrideShell is used for shell windows that completely bypass the window manager, for example, PopupMenu shells. ClassesOverrideShell inherits behavior and resources from Core, Composite, and Shell. The class pointer is overrideShellWidgetClass. The class name is OverrideShell. New ResourcesOverrideShell defines no new resources, but overrides the XmNoverrideRedirect…
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…
QuantLib::OrthogonalizedBumpFinder – Synopsis#include <ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp> Public Member FunctionsOrthogonalizedBumpFinder (const VegaBumpCollection &bumps, const std::vector< VolatilityBumpInstrumentJacobian::Swaption > &swaptions, const std::vector< VolatilityBumpInstrumentJacobian::Cap > &caps, Real multiplierCutOff, Real tolerance) void GetVegaBumps (std::vector< std::vector< Matrix > > &theBumps) const Detailed DescriptionPass in a market model, a list of instruments, and possible bumps. Get out pseudo-root bumps that shift each implied vol…
QuantLib::OrthogonalProjections – Synopsis#include <ql/math/matrixutilities/basisincompleteordered.hpp> Public Member FunctionsOrthogonalProjections (const Matrix &originalVectors, Real multiplierCutOff, Real tolerance) const std::vector< bool > & validVectors () const const std::vector< Real > & GetVector (Size index) const Size numberValidVectors () const Detailed DescriptionGiven a collection of vectors, w_i, find a collection of vectors x_i such that x_i is orthogonal to w_j…
QuantLib::OrnsteinUhlenbeckProcess – Ornstein-Uhlenbeck process class. Synopsis#include <ql/processes/ornsteinuhlenbeckprocess.hpp> Inherits QuantLib::StochasticProcess1D. Public Member FunctionsOrnsteinUhlenbeckProcess (Real speed, Volatility vol, Real x0=0.0, Real level=0.0) StochasticProcess interface Real x0 () const returns the initial value of the state variable Real speed () const Real volatility () const Real level () const Real drift (Time t, Real x) const returns the…
QuantLib::SobolBrownianGenerator – Sobol Brownian generator for market-model simulations. Synopsis#include <ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp> Inherits QuantLib::BrownianGenerator. Public Typesenum Ordering { Factors, Steps, Diagonal } Public Member FunctionsSobolBrownianGenerator (Size factors, Size steps, Ordering ordering, unsigned long seed=0, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::Jaeckel) Real nextPath () Real nextStep (std::vector< Real > &) Size numberOfFactors () const Size numberOfSteps () const Detailed DescriptionSobol Brownian generator…
XMLTV::Options – Command-line parsing for XMLTV grabbers DescriptionUtility library that implements command-line parsing and handles a lot of functionality that is common to all XMLTV grabbers. Exported FunctionsAll these functions are exported on demand. UsageParseOptions ParseOptions shall be called by a grabber to parse the command-line options supplied by the user. It takes a single…
QuantLib::OptionletVolatilityStructure – Optionlet (caplet/floorlet) volatility structure. Synopsis#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp> Inherits QuantLib::VolatilityTermStructure. Inherited by CapletVarianceCurve, ConstantOptionletVolatility, SpreadedOptionletVolatility, and StrippedOptionletAdapter. Public Member FunctionsConstructors See the TermStructure documentation for issues regarding constructors. OptionletVolatilityStructure (const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) default constructor OptionletVolatilityStructure (const Date &referenceDate, const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter()) initialize with a fixed…
QuantLib::OptionletStripper2 – Synopsis#include <ql/termstructures/volatility/optionlet/optionletstripper2.hpp> Inherits QuantLib::OptionletStripper. Public Member FunctionsOptionletStripper2 (const boost::shared_ptr< OptionletStripper1 > &optionletStripper1, const Handle< CapFloorTermVolCurve > &atmCapFloorTermVolCurve) std::vector< Rate > atmCapFloorStrikes () const std::vector< Real > atmCapFloorPrices () const std::vector< Volatility > spreadsVol () const LazyObject interface void performCalculations () const Detailed DescriptionHelper class to extend an OptionletStripper1 object stripping additional optionlet (i.e….
ql/termstructures/volatility/optionlet/optionletstripper1.hpp – optionlet (caplet/floorlet) volatility stripper Synopsis #include <ql/termstructures/volatility/optionlet/optionletstripper.hpp> Classes class OptionletStripper1 Typedefs typedef std::vector< std::vector< boost::shared_ptr< CapFloor > > > CapFloorMatrix Detailed Description optionlet (caplet/floorlet) volatility stripper Author Generated automatically by Doxygen for QuantLib from the source code.
QuantLib::Option – base option class Synopsis#include <ql/option.hpp> Inherits QuantLib::Instrument. Inherited by MultiAssetOption, OneAssetOption, and Swaption. Classesclass arguments basic option arguments Public Typesenum Type { Put = -1, Call = 1 } Public Member FunctionsOption (const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise) void setupArguments (PricingEngine::arguments *) const boost::shared_ptr< Payoff > payoff () boost::shared_ptr<…
hcrypto function controlling behavior – Functionsint EVP_CIPHER_CTX_rand_key (EVP_CIPHER_CTX *ctx, void *key) int EVP_CIPHER_CTX_ctrl (EVP_CIPHER_CTX *ctx, int type, int arg, void *data) void OpenSSL_add_all_algorithms (void) void OpenSSL_add_all_algorithms_conf (void) void OpenSSL_add_all_algorithms_noconf (void) Detailed DescriptionFunction Documentationint EVP_CIPHER_CTX_ctrl (EVP_CIPHER_CTX *ctx, inttype, intarg, void *data)Perform a operation on a ctx Parameters: ctx context to perform operation on. type type of…
hcrypto function controlling behavior – Functionsint EVP_CIPHER_CTX_rand_key (EVP_CIPHER_CTX *ctx, void *key) int EVP_CIPHER_CTX_ctrl (EVP_CIPHER_CTX *ctx, int type, int arg, void *data) void OpenSSL_add_all_algorithms (void) void OpenSSL_add_all_algorithms_conf (void) void OpenSSL_add_all_algorithms_noconf (void) Detailed DescriptionFunction Documentationint EVP_CIPHER_CTX_ctrl (EVP_CIPHER_CTX *ctx, inttype, intarg, void *data)Perform a operation on a ctx Parameters: ctx context to perform operation on. type type of…
hcrypto function controlling behavior – Functionsint EVP_CIPHER_CTX_rand_key (EVP_CIPHER_CTX *ctx, void *key) int EVP_CIPHER_CTX_ctrl (EVP_CIPHER_CTX *ctx, int type, int arg, void *data) void OpenSSL_add_all_algorithms (void) void OpenSSL_add_all_algorithms_conf (void) void OpenSSL_add_all_algorithms_noconf (void) Detailed DescriptionFunction Documentationint EVP_CIPHER_CTX_ctrl (EVP_CIPHER_CTX *ctx, inttype, intarg, void *data)Perform a operation on a ctx Parameters: ctx context to perform operation on. type type of…
QuantLib::OneFactorStudentGaussianCopula – One-factor Student t – Gaussian Copula. Synopsis#include <ql/experimental/credit/onefactorstudentcopula.hpp> Inherits QuantLib::OneFactorCopula. Public Member FunctionsOneFactorStudentGaussianCopula (const Handle< Quote > &correlation, int nm, Real maximum=10, Size integrationSteps=200) Real density (Real m) const Density function of M. Real cumulativeZ (Real z) const Cumulative distribution of Z. Detailed DescriptionOne-factor Student t – Gaussian Copula. The copula model […
QuantLib::OneFactorStudentCopula – One-factor Double Student t-Copula. Synopsis#include <ql/experimental/credit/onefactorstudentcopula.hpp> Inherits QuantLib::OneFactorCopula. Public Member FunctionsOneFactorStudentCopula (const Handle< Quote > &correlation, int nz, int nm, Real maximum=10, Size integrationSteps=200) Real density (Real m) const Density function of M. Real cumulativeZ (Real z) const Cumulative distribution of Z. Detailed DescriptionOne-factor Double Student t-Copula. The copula model [ Y_i =…
Finite-differences framework – Classesclass BoundaryCondition< Operator > Abstract boundary condition class for finite difference problems. class NeumannBC Neumann boundary condition (i.e., constant derivative). class DirichletBC Neumann boundary condition (i.e., constant value). class BSMOperator Black-Scholes-Merton differential operator. class CrankNicolson< Operator > Crank-Nicolson scheme for finite difference methods. class DMinus $ D_{-} $ matricial representation class DPlus…