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.
OSSP::uuid – OSSP uuid Perl Binding DescriptionOSSP uuid is a ISO-C:1999 application programming interface (API) and corresponding command line interface (CLI) for the generation of DCE 1.1, ISO/IEC 11578:1996 and RFC 4122 compliant Universally Unique Identifier (UUID). It supports DCE 1.1 variant UUIDs of version 1 (time and node based), version 3 (name based, MD5),…
QuantLib::NumericHaganPricer – CMS-coupon pricer. Synopsis#include <ql/cashflows/conundrumpricer.hpp> Inherits QuantLib::HaganPricer. Public Member FunctionsNumericHaganPricer (const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion, Rate lowerLimit=0.0, Rate upperLimit=1.0, Real precision=1.0e-6) Real upperLimit () Real stdDeviations () Real integrate (Real a, Real b, const ConundrumIntegrand &Integrand) const virtual Real optionletPrice (Option::Type optionType, Rate strike) const virtual Real…
QuantLib::NthToDefault – N-th to default swap. Synopsis#include <ql/experimental/credit/nthtodefault.hpp> Inherits QuantLib::Instrument. Public Member FunctionsNthToDefault (Size n, const std::vector< Issuer > &basket, const Handle< OneFactorCopula > &copula, Protection::Side side, Real nominal, const Schedule &premiumSchedule, Rate premiumRate, const DayCounter &dayCounter, bool settlePremiumAccrual, const Handle< YieldTermStructure > &yieldTS, const Period &integrationStepSize, boost::shared_ptr< Claim > claim=boost::shared_ptr< Claim >()) bool isExpired…
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,…
QuantLib::NormalFwdRatePc – Predictor-Corrector. Synopsis#include <ql/models/marketmodels/evolvers/normalfwdratepc.hpp> Inherits QuantLib::MarketModelEvolver. Public Member FunctionsNormalFwdRatePc (const boost::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires, Size initialStep=0) MarketModel interface const std::vector< Size > & numeraires () const Real startNewPath () Real advanceStep () Size currentStep () const const CurveState & currentState () const void setInitialState (const CurveState…
ql/math/distributions/normaldistribution.hpp – normal, cumulative and inverse cumulative distributions Synopsis #include <ql/math/errorfunction.hpp> #include <ql/errors.hpp> Classes class NormalDistribution Normal distribution function. class CumulativeNormalDistribution Cumulative normal distribution function. class InverseCumulativeNormal Inverse cumulative normal distribution function. class MoroInverseCumulativeNormal Moro Inverse cumulative normal distribution class. Typedefs typedef NormalDistribution GaussianDistribution typedef InverseCumulativeNormal InvCumulativeNormalDistribution Detailed Description normal, cumulative and inverse cumulative distributions…
QuantLib::Rounding – basic rounding class Synopsis#include <ql/math/rounding.hpp> Inherited by CeilingTruncation, ClosestRounding, DownRounding, FloorTruncation, and UpRounding. Public Typesenum Type { None, Up, Down, Closest, Floor, Ceiling } rounding methods Public Member FunctionsRounding () default constructor Rounding (Integer precision, Type type=Closest, Integer digit=5) Decimal operator() (Decimal value) const perform rounding InspectorsInteger precision () const Type type ()…
QuantLib::NonLinearLeastSquare – Non-linear least-square method. Synopsis#include <ql/math/optimization/leastsquare.hpp> Public Member FunctionsNonLinearLeastSquare (Constraint &c, Real accuracy=1e-4, Size maxiter=100) Default constructor. NonLinearLeastSquare (Constraint &c, Real accuracy, Size maxiter, boost::shared_ptr< OptimizationMethod > om) Default constructor. ~NonLinearLeastSquare () Destructor. Array & perform (LeastSquareProblem &lsProblem) Solve least square problem using numerix solver. void setInitialValue (const Array &initialValue) Array & results ()…
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::Quantity – Amount of a commodity. Synopsis#include <ql/experimental/commodities/quantity.hpp> Public Member FunctionsConstructors Quantity () Quantity (const CommodityType &commodityType, const UnitOfMeasure &unitOfMeasure, Real amount) Inspectors const CommodityType & commodityType () const const UnitOfMeasure & unitOfMeasure () const Real amount () const Quantity rounded () const Quantity arithmetics See below for non-member functions and for settings which determine…
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::NeumannBC – Neumann boundary condition (i.e., constant derivative). Synopsis#include <ql/methods/finitedifferences/boundarycondition.hpp> Inherits BoundaryCondition< TridiagonalOperator >. Public Member FunctionsNeumannBC (Real value, Side side) void applyBeforeApplying (TridiagonalOperator &) const void applyAfterApplying (Array &) const void applyBeforeSolving (TridiagonalOperator &, Array &rhs) const void applyAfterSolving (Array &) const void setTime (Time) Detailed DescriptionNeumann boundary condition (i.e., constant derivative). Warning The…
Numeric types – Typedefstypedef Real Probability probability typedef QL_INTEGER Integer integer number typedef QL_BIG_INTEGER BigInteger large integer number typedef unsigned QL_INTEGER Natural positive integer typedef QL_REAL Real real number typedef Real Decimal decimal number typedef std::size_t Size size of a container typedef Real Time continuous quantity with 1-year units typedef Real DiscountFactor discount factor between…
QuantLib::NZDLibor – NZD LIBOR rate Synopsis#include <ql/indexes/ibor/nzdlibor.hpp> Inherits QuantLib::Libor. Public Member FunctionsNZDLibor (const Period &tenor, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed DescriptionNZD LIBOR rate New Zealand Dollar LIBOR fixed by BBA. See <http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
QuantLib::UnitedStates – United States calendars. Synopsis#include <ql/time/calendars/unitedstates.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { Settlement, NYSE, GovernmentBond, NERC } US calendars. Public Member FunctionsUnitedStates (Market market=Settlement) Detailed DescriptionUnited States calendars. Public holidays (see: http://www.opm.gov/fedhol/): * Saturdays * Sundays * New Year’s Day, January 1st (possibly moved to Monday if actually on Sunday, or to Friday if…
QuantLib::India – Indian calendars. Synopsis#include <ql/time/calendars/india.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { NSE } Public Member FunctionsIndia (Market m=NSE) Detailed DescriptionIndian calendars. Holidays for the National Stock Exchange (data from <http://www.nse-india.com/>): * Saturdays * Sundays * Republic Day, January 26th * Good Friday * Ambedkar Jayanti, April 14th * Independence Day, August 15th * Gandhi…
QuantLib::Instrument – Abstract instrument class. Synopsis#include <ql/instrument.hpp> Inherits QuantLib::LazyObject. Inherited by Bond, CapFloor, CDO, CdsOption, Commodity, CompositeInstrument, CreditDefaultSwap, Forward, InflationSwap, NthToDefault, Option, PathMultiAssetOption, RiskyAssetSwap, Stock, Swap, SyntheticCDO, VarianceOption, and VarianceSwap. Public Member Functionsvirtual void setupArguments (PricingEngine::arguments *) const virtual void fetchResults (const PricingEngine::results *) const Inspectors Real NPV () const returns the net present value…
QuantLib::CashFlows – cashflow-analysis functions Synopsis #include <ql/cashflows/cashflows.hpp> Static Public Member Functions static Leg::const_iterator previousCashFlow (const Leg &leg, Date refDate=Date()) static Leg::const_iterator nextCashFlow (const Leg &leg, Date refDate=Date()) static Rate previousCouponRate (const Leg &leg, const Date &refDate=Date()) static Rate nextCouponRate (const Leg &leg, const Date &refDate=Date()) static Date startDate (const Leg &leg) static Date maturityDate (const…
QuantLib::UnitedStates – United States calendars. Synopsis#include <ql/time/calendars/unitedstates.hpp> Inherits QuantLib::Calendar. Public Typesenum Market { Settlement, NYSE, GovernmentBond, NERC } US calendars. Public Member FunctionsUnitedStates (Market market=Settlement) Detailed DescriptionUnited States calendars. Public holidays (see: http://www.opm.gov/fedhol/): * Saturdays * Sundays * New Year’s Day, January 1st (possibly moved to Monday if actually on Sunday, or to Friday if…
nan, nanf, nanl – return ‘Not a Number’ Synopsis#include <math.h> double nan(const char *tagp); float nanf(const char *tagp); long double nanl(const char *tagp); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): nan(), nanf(), nanl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112LDescriptionThese functions return a representation (determined by tagp) of a quiet NaN. If the implementation does…