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NAME ql/experimental/lattices/extendedbinomialtree.hpp – Time-dependent binomial tree class. SYNOPSIS #include <ql/methods/lattices/tree.hpp> #include <ql/instruments/dividendschedule.hpp> #include <ql/stochasticprocess.hpp> Classes class ExtendedBinomialTree< T > Binomial tree base class. class ExtendedEqualProbabilitiesBinomialTree< T > Base class for equal probabilities binomial tree. class ExtendedEqualJumpsBinomialTree< T > Base class for equal jumps binomial tree. class ExtendedJarrowRudd Jarrow-Rudd (multiplicative) equal probabilities binomial tree. class ExtendedCoxRossRubinstein…

QuantLib::ExtendedAdditiveEQPBinomialTree – Additive equal probabilities binomial tree. Synopsis #include <ql/experimental/lattices/extendedbinomialtree.hpp> Inherits ExtendedEqualProbabilitiesBinomialTree< ExtendedAdditiveEQPBinomialTree >. Public Member Functions ExtendedAdditiveEQPBinomialTree (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) Protected Member Functions Real upStep (Time stepTime) const Detailed Description Additive equal probabilities binomial tree. Author Generated automatically by Doxygen for QuantLib from the source code.

QuantLib::ExponentialSplinesFitting – Exponential-splines fitting method. Synopsis #include <ql/termstructures/yield/nonlinearfittingmethods.hpp> Inherits QuantLib::FittedBondDiscountCurve::FittingMethod. Public Member Functions ExponentialSplinesFitting (bool constrainAtZero=true) std::auto_ptr< FittedBondDiscountCurve::FittingMethod > clone () const clone of the current object Detailed Description Exponential-splines fitting method. Fits a discount function to the exponential form [ d(t) = um_{i=1}^9 c_i

QuantLib::ExplicitEuler – Forward Euler scheme for finite difference methods Synopsis #include <ql/methods/finitedifferences/expliciteuler.hpp> Inherits MixedScheme< Operator >. Public Types typedef OperatorTraits< Operator > traits typedef traits::operator_type operator_type typedef traits::array_type array_type typedef traits::bc_type bc_type typedef traits::bc_set bc_set typedef traits::condition_type condition_type Public Member Functions ExplicitEuler (const operator_type &L, const std::vector< boost::shared_ptr< bc_type > > &bcs) Detailed Description template<class…

NAME exp, expf, expl – base-e exponential function SYNOPSIS #include <math.h> double exp(double x); float expf(float x); long double expl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): expf(), expl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions return the value of e (the base of…

NAME ql/exercise.hpp – Option exercise classes and payoff function. SYNOPSIS #include <ql/time/date.hpp> #include <vector> Classes class Exercise Base exercise class. class EarlyExercise Early-exercise base class. class AmericanExercise American exercise. class BermudanExercise Bermudan exercise. class EuropeanExercise European exercise. Detailed Description Option exercise classes and payoff function. Author Generated automatically by Doxygen for QuantLib from the source…

QuantLib::ExchangeRate – exchange rate between two currencies Synopsis #include <ql/exchangerate.hpp> Public Types enum Type { Direct, Derived } Public Member Functions Constructors ExchangeRate () ExchangeRate (const Currency &source, const Currency &target, Decimal rate) Inspectors const Currency & source () const the source currency. const Currency & target () const the target currency. Type type ()…

NAME QuantLib::ExchangeRate – exchange rate between two currencies SYNOPSIS #include <ql/exchangerate.hpp> Public Types enum Type { Direct, Derived } Public Member Functions Constructors ExchangeRate () ExchangeRate (const Currency &source, const Currency &target, Decimal rate) Inspectors const Currency & source () const the source currency. const Currency & target () const the target currency. Type type…

QuantLib::EvolutionDescription – Market-model evolution description. Synopsis #include <ql/models/marketmodels/evolutiondescription.hpp> Public Member Functions EvolutionDescription (const std::vector< Time > &rateTimes, const std::vector< Time > &evolutionTimes=std::vector< Time >(), const std::vector< std::pair< Size, Size > > &relevanceRates=std::vector< range >()) const std::vector< Time > & rateTimes () const const std::vector< Time > & rateTaus () const const std::vector< Time > &…

Date and time calculations – Classes class 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 Modules Calendars Day…

Date and time calculations – Classes class 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 Modules Calendars Day…

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 Syntax unsigned 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…

X Window Destroy Functions – Functions to destroy X windows. Functions EAPI void ecore_x_window_del (Ecore_X_Window win) Deletes the given window. EAPI void ecore_x_window_delete_request_send (Ecore_X_Window win) Sends a delete request to the given window. Detailed Description Functions to destroy X windows. Function Documentation EAPI void ecore_x_window_del (Ecore_X_Window win) Deletes the given window. Parameters: win The given…

Evas Smart Object Functions – Functions dealing with evas smart objects. Functions EAPI void evas_object_smart_data_set (Evas_Object *obj, void *data) Store a pointer to user data for a smart object. EAPI void * evas_object_smart_data_get (const Evas_Object *obj) Retrieve user data stored on a smart object. EAPI Evas_Smart * evas_object_smart_smart_get (const Evas_Object *obj) Get the Evas_Smart from…

Polygon Functions – Functions that operate on evas polygon objects. Functions EAPI Evas_Object * evas_object_polygon_add (Evas *e) Adds a new evas polygon object to the given evas. EAPI void evas_object_polygon_point_add (Evas_Object *obj, Evas_Coord x, Evas_Coord y) Adds the given point to the given evas polygon object. EAPI void evas_object_polygon_points_clear (Evas_Object *obj) Removes all of the…

Evas Pointer Functions – Functions that deal with the status of the pointer. Functions EAPI void evas_pointer_output_xy_get (const Evas *e, int *x, int *y) This function returns the current known pointer co-ordinates. EAPI void evas_pointer_canvas_xy_get (const Evas *e, Evas_Coord *x, Evas_Coord *y) This function returns the current known pointer co-ordinates. EAPI int evas_pointer_button_down_mask_get (const Evas…

Evas Output and Viewport Resizing Functions – Functions that set and retrieve the output and viewport size of an evas. Functions EAPI void evas_output_size_set (Evas *e, int w, int h) Sets the output size of the render engine of the given evas. EAPI void evas_output_size_get (const Evas *e, int *w, int *h) Retrieve the output…

Evas Render Engine Functions – Functions that are used to set the render engine for a given function, and then get that engine working. Functions EAPI void evas_output_method_set (Evas *e, int render_method) Sets the output engine for the given evas. EAPI int evas_output_method_get (const Evas *e) Retrieves the number of the output engine used for…

Generic Object Visibility Functions – Functions that deal with the visibility of evas objects. Functions EAPI void evas_object_show (Evas_Object *obj) Makes the given evas object visible. EAPI void evas_object_hide (Evas_Object *obj) Makes the given evas object invisible. EAPI Evas_Bool evas_object_visible_get (const Evas_Object *obj) Retrieves whether or not the given evas object is visible. Detailed Description…

Generic Object Size Hints Functions – Functions that deals with hints about object size. Functions EAPI void evas_object_size_hint_min_get (const Evas_Object *obj, Evas_Coord *w, Evas_Coord *h) Retrieves the size hint for the minimum size. EAPI void evas_object_size_hint_min_set (Evas_Object *obj, Evas_Coord w, Evas_Coord h) Sets the size hint for the minimum size. EAPI void evas_object_size_hint_max_get (const Evas_Object…