The Linux Manuals (man pages) document is an important part of Linux documents. Linux Manuals are organized as several sections. Each section has a group of commands for a specific area in Linux usage, administration or development.
Mat_GetLibraryVersion – Get the version of the matio library SynopsisFd #include <matio.h> Ft void Fo Mat_GetLibraryVersion Fa int *major Fa int *minor Fa int *release Fc DescriptionThe Fn Mat_GetLibraryVersion function returns the major, minor, and release version numbers of the library. These can be used to check that the version specified in the header by…
Mat_GetFilename – Returns the filename of a MATLAB .mat file given a MAT file structure SynopsisFd #include <matio.h> Ft const char * Fo Mat_GetFilename Fa mat_t *matfp Fc DescriptionThe Fn Mat_GetFilename function returns the filename of the MATLAB .mat file given by the MAT file structure. See AlsoMat_Create3, Mat_CreateVer3, Mat_Open3 Mat_GetVersion3
Mat_CreateVer Mat_Create – Create a MATLAB .mat file SynopsisFd #include <matio.h> Ft mat_t * Fo Mat_CreateVer Fa const char *matname Fa const char *hdr_str Fa enum mat_ft mat_file_ver Fc Ft mat_t * Fo Mat_Create Fa const char *matname Fa const char *hdr_str Fc DescriptionThe Fn Mat_CreateVer function creates a MATLAB .mat file opened for write…
Mat_Close – Closes an open MATLAB .mat file SynopsisFd #include <matio.h> Ft int Fo Mat_Close Fa mat_t *matname Fc DescriptionThe Fn Mat_Close function closes a MATLAB .mat file opened with Fn Mat_Open or created with Fn Mat_CreateVer Examples#include "matio.h" int main(int argc,char **argv) { mat_t *matfp; matfp = Mat_Open(argv[1],MAT_ACC_RDONLY); if ( NULL == matfp )…
QuantLib::MarketModelPathwiseMultiDeflatedCap – Synopsis#include <ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp> Inherits QuantLib::MarketModelPathwiseMultiProduct. Public Member FunctionsMarketModelPathwiseMultiDeflatedCap (const std::vector< Time > &rateTimes, const std::vector< Real > &accruals, const std::vector< Time > &paymentTimes, Rate strike, const std::vector< std::pair< Size, Size > > &startsAndEnds) virtual std::vector< Size > suggestedNumeraires () const virtual const EvolutionDescription & evolution () const virtual std::vector< Time > possibleCashFlowTimes () const…
QuantLib::MarketModelPathwiseMultiCaplet – market-model pathwise caplet Synopsis#include <ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp> Inherits QuantLib::MarketModelPathwiseMultiProduct. Public Member FunctionsMarketModelPathwiseMultiCaplet (const std::vector< Time > &rateTimes, const std::vector< Real > &accruals, const std::vector< Time > &paymentTimes, const std::vector< Rate > &strikes) virtual std::vector< Size > suggestedNumeraires () const virtual const EvolutionDescription & evolution () const virtual std::vector< Time > possibleCashFlowTimes () const virtual Size…
QuantLib::MarketModelPathwiseDiscounter – Synopsis#include <ql/models/marketmodels/pathwisediscounter.hpp> Public Member FunctionsMarketModelPathwiseDiscounter (Time paymentTime, const std::vector< Time > &rateTimes) void getFactors (const Matrix &LIBORRates, const Matrix &Discounts, Size currentStep, std::vector< Real > &factors) const Detailed Descriptionthis class returns the number of units of the discretely compounding money market account that 1 unit of cash at the payment can buy using…
QuantLib::MarketModelPathwiseCoterminalSwaptionsNumericalDeflated – Synopsis#include <ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp> Inherits QuantLib::MarketModelPathwiseMultiProduct. Public Member FunctionsMarketModelPathwiseCoterminalSwaptionsNumericalDeflated (const std::vector< Time > &rateTimes, const std::vector< Rate > &strikes, Real bumpSize_) virtual std::vector< Size > suggestedNumeraires () const virtual const EvolutionDescription & evolution () const virtual std::vector< Time > possibleCashFlowTimes () const virtual Size numberOfProducts () const virtual Size maxNumberOfCashFlowsPerProductPerStep () const virtual bool alreadyDeflated…
QuantLib::MarketModelPathwiseCoterminalSwaptionsDeflated – Synopsis#include <ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp> Inherits QuantLib::MarketModelPathwiseMultiProduct. Public Member FunctionsMarketModelPathwiseCoterminalSwaptionsDeflated (const std::vector< Time > &rateTimes, const std::vector< Rate > &strikes) virtual std::vector< Size > suggestedNumeraires () const virtual const EvolutionDescription & evolution () const virtual std::vector< Time > possibleCashFlowTimes () const virtual Size numberOfProducts () const virtual Size maxNumberOfCashFlowsPerProductPerStep () const virtual bool alreadyDeflated () const…
QuantLib::Argentina – Argentinian calendars. Synopsis#include <ql/time/calendars/argentina.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { Merval } Public Member FunctionsArgentina (Market m=Merval) Detailed DescriptionArgentinian calendars. Holidays for the Buenos Aires stock exchange (data from <http://www.merval.sba.com.ar/>): * Saturdays * Sundays * New Year’s Day, January 1st * Holy Thursday * Good Friday * Labour Day, May 1st * May…
QuantLib::MakeVanillaSwap – helper class Synopsis#include <ql/instruments/makevanillaswap.hpp> Public Member FunctionsMakeVanillaSwap (const Period &swapTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days) operator VanillaSwap () const operator boost::shared_ptr< VanillaSwap > () const MakeVanillaSwap & receiveFixed (bool flag=true) MakeVanillaSwap & withType (VanillaSwap::Type type) MakeVanillaSwap & withNominal (Real n) MakeVanillaSwap & withEffectiveDate (const Date…
QuantLib::MakeSwaption – helper class Synopsis#include <ql/instruments/makeswaption.hpp> Public Member FunctionsMakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, const Period &optionTenor, Rate strike=Null< Rate >()) operator Swaption () const operator boost::shared_ptr< Swaption > () const MakeSwaption & withSettlementType (Settlement::Type delivery) MakeSwaption & withOptionConvention (BusinessDayConvention bdc) MakeSwaption & withExerciseDate (const Date &) MakeSwaption & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)…
QuantLib::MakeSchedule – helper class Synopsis#include <ql/time/schedule.hpp> Public Member FunctionsMakeSchedule (const Date &effectiveDate, const Date &terminationDate, const Period &tenor, const Calendar &calendar, BusinessDayConvention convention) MakeSchedule & withTerminationDateConvention (BusinessDayConvention) MakeSchedule & withRule (DateGeneration::Rule) MakeSchedule & forwards () MakeSchedule & backwards () MakeSchedule & endOfMonth (bool flag=true) MakeSchedule & withFirstDate (const Date &d) MakeSchedule & withNextToLastDate (const Date…
QuantLib::MakeMCVarianceSwapEngine – Monte Carlo variance-swap engine factory. Synopsis#include <ql/pricingengines/forward/mcvarianceswapengine.hpp> Public Member FunctionsMakeMCVarianceSwapEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process) MakeMCVarianceSwapEngine & withSteps (Size steps) MakeMCVarianceSwapEngine & withStepsPerYear (Size steps) MakeMCVarianceSwapEngine & withBrownianBridge (bool b=true) MakeMCVarianceSwapEngine & withSamples (Size samples) MakeMCVarianceSwapEngine & withTolerance (Real tolerance) MakeMCVarianceSwapEngine & withMaxSamples (Size samples) MakeMCVarianceSwapEngine & withSeed (BigNatural seed) MakeMCVarianceSwapEngine & withAntitheticVariate…
QuantLib::MakeMCHullWhiteCapFloorEngine – Monte Carlo Hull-White cap-floor engine factory. Synopsis#include <ql/pricingengines/capfloor/mchullwhiteengine.hpp> Public Member FunctionsMakeMCHullWhiteCapFloorEngine (const boost::shared_ptr< HullWhite > &) MakeMCHullWhiteCapFloorEngine & withBrownianBridge (bool b=true) MakeMCHullWhiteCapFloorEngine & withSamples (Size samples) MakeMCHullWhiteCapFloorEngine & withTolerance (Real tolerance) MakeMCHullWhiteCapFloorEngine & withMaxSamples (Size samples) MakeMCHullWhiteCapFloorEngine & withSeed (BigNatural seed) MakeMCHullWhiteCapFloorEngine & withAntitheticVariate (bool b=true) operator boost::shared_ptr< PricingEngine > () const Detailed…
QuantLib::MakeMCEuropeanHestonEngine – Monte Carlo Heston European engine factory. Synopsis#include <ql/pricingengines/vanilla/mceuropeanhestonengine.hpp> Public Member FunctionsMakeMCEuropeanHestonEngine (const boost::shared_ptr< HestonProcess > &) MakeMCEuropeanHestonEngine & withSteps (Size steps) MakeMCEuropeanHestonEngine & withStepsPerYear (Size steps) MakeMCEuropeanHestonEngine & withSamples (Size samples) MakeMCEuropeanHestonEngine & withTolerance (Real tolerance) MakeMCEuropeanHestonEngine & withMaxSamples (Size samples) MakeMCEuropeanHestonEngine & withSeed (BigNatural seed) MakeMCEuropeanHestonEngine & withAntitheticVariate (bool b=true) operator boost::shared_ptr<…
QuantLib::MakeMCEuropeanGJRGARCHEngine – Monte Carlo GJR-GARCH European engine factory. Synopsis#include <ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp> Public Member FunctionsMakeMCEuropeanGJRGARCHEngine (const boost::shared_ptr< GJRGARCHProcess > &) MakeMCEuropeanGJRGARCHEngine & withSteps (Size steps) MakeMCEuropeanGJRGARCHEngine & withStepsPerYear (Size steps) MakeMCEuropeanGJRGARCHEngine & withSamples (Size samples) MakeMCEuropeanGJRGARCHEngine & withTolerance (Real tolerance) MakeMCEuropeanGJRGARCHEngine & withMaxSamples (Size samples) MakeMCEuropeanGJRGARCHEngine & withSeed (BigNatural seed) MakeMCEuropeanGJRGARCHEngine & withAntitheticVariate (bool b=true) operator boost::shared_ptr<…
QuantLib::MakeMCEuropeanEngine – Monte Carlo European engine factory. Synopsis#include <ql/pricingengines/vanilla/mceuropeanengine.hpp> Public Member FunctionsMakeMCEuropeanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) MakeMCEuropeanEngine & withSteps (Size steps) MakeMCEuropeanEngine & withStepsPerYear (Size steps) MakeMCEuropeanEngine & withBrownianBridge (bool b=true) MakeMCEuropeanEngine & withSamples (Size samples) MakeMCEuropeanEngine & withTolerance (Real tolerance) MakeMCEuropeanEngine & withMaxSamples (Size samples) MakeMCEuropeanEngine & withSeed (BigNatural seed) MakeMCEuropeanEngine & withAntitheticVariate…
QuantLib::MakeMCDigitalEngine – Monte Carlo digital engine factory. Synopsis#include <ql/pricingengines/vanilla/mcdigitalengine.hpp> Public Member FunctionsMakeMCDigitalEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) MakeMCDigitalEngine & withSteps (Size steps) MakeMCDigitalEngine & withStepsPerYear (Size steps) MakeMCDigitalEngine & withBrownianBridge (bool b=true) MakeMCDigitalEngine & withSamples (Size samples) MakeMCDigitalEngine & withTolerance (Real tolerance) MakeMCDigitalEngine & withMaxSamples (Size samples) MakeMCDigitalEngine & withSeed (BigNatural seed) MakeMCDigitalEngine & withAntitheticVariate…
QuantLib::MakeMCAmericanEngine – Monte Carlo American engine factory. Synopsis#include <ql/pricingengines/vanilla/mcamericanengine.hpp> Public Member FunctionsMakeMCAmericanEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &) MakeMCAmericanEngine & withSteps (Size steps) MakeMCAmericanEngine & withStepsPerYear (Size steps) MakeMCAmericanEngine & withSamples (Size samples) MakeMCAmericanEngine & withTolerance (Real tolerance) MakeMCAmericanEngine & withMaxSamples (Size samples) MakeMCAmericanEngine & withSeed (BigNatural seed) MakeMCAmericanEngine & withAntitheticVariate (bool b=true) MakeMCAmericanEngine & withControlVariate…