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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 Syntax unsigned 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…

QuantLib::DefaultEvent – Credit-default event. Synopsis #include <ql/default.hpp> Inherits QuantLib::Event. Public Member Functions DefaultEvent (const Date &date, Real recoveryRate, Seniority seniority=AnySeniority, Restructuring restructuring=AnyRestructuring) Date date () const returns the date at which the event occurs Real recoveryRate () const Seniority seniority () const Restructuring restructuring () const Detailed Description Credit-default event. Author Generated automatically by Doxygen…

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…

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 Syntax unsigned 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…

QuantLib::DefaultDensityStructure – default-density adapter for default-probability term structures Synopsis #include <ql/termstructures/credit/defaultdensitystructure.hpp> Inherits QuantLib::DefaultProbabilityTermStructure. Inherited by InterpolatedDefaultDensityCurve< Interpolator >. Public Member Functions Constructors See the TermStructure documentation for issues regarding constructors. DefaultDensityStructure (const DayCounter &dc=DayCounter()) default constructor DefaultDensityStructure (const Date &referenceDate, const Calendar &cal=Calendar(), const DayCounter &dc=DayCounter()) initialize with a fixed reference date DefaultDensityStructure (Natural settlementDays,…

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…

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 Syntax unsigned 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…

Deductionguidesforstd::chrono::zoned_time – Deductionguidesforstd::chrono::zoned_time Synopsis zoned_time() -> zoned_time<std::chrono::seconds>; (1) (since C++20) template< class Duration > zoned_time(std::chrono::sys_time<Duration>) (2) (since C++20) -> zoned_time<std::common_type_t<Duration, std::chrono::seconds>>; template< class TimeZonePtrOrName > (3) (since C++20) zoned_time(TimeZonePtrOrName) -> zoned_time<std::chrono::seconds, /* see below */>; template< class TimeZonePtrOrName, class Duration > zoned_time(TimeZonePtrOrName, std::chrono::sys_time<Duration>) (4) (since C++20) -> zoned_time<std::common_type_t<Duration, std::chrono::seconds>, /* see below */>; template< class…

Numeric types – Typedefs typedef 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…

DebianNet – create, remove, enable or disable entry in /etc/inetd. Description You can use the functions in DebianNet to to add, remove, enable or disable entries in the /etc/inetd.conf file. After the /etc/inetd.conf file has been changed, a SIGHUP signal will be sent to the inetd process to make sure that inetd will use the…

QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis #include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member Functions BlackCalculator (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…

QuantLib::Coupon – coupon accruing over a fixed period Synopsis #include <ql/cashflows/coupon.hpp> Inherits QuantLib::CashFlow. Inherited by FixedRateCoupon, and FloatingRateCoupon. Public Member Functions Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) Partial CashFlow interface Date date () const Inspectors Real nominal () const const Date & accrualStartDate…

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…

QuantLib::DateInterval – Date interval described by a number of a given time unit. Synopsis #include <ql/experimental/commodities/dateinterval.hpp> Inherited by PricingPeriod. Public Member Functions DateInterval (const Date &startDate, const Date &endDate) const Date & startDate () const const Date & endDate () const bool isDateBetween (Date date, bool includeFirst=true, bool includeLast=true) const DateInterval intersection (const DateInterval &di)…

NAME ql/time/date.hpp – date- and time-related classes, typedefs and enumerations SYNOPSIS #include <ql/time/period.hpp> #include <ql/time/weekday.hpp> #include <ql/types.hpp> #include <utility> #include <functional> Classes class Date Concrete date class. Typedefs typedef Integer Day Day number. typedef Integer Year Year number. Enumerations enum Month { January = 1, February = 2, March = 3, April = 4, May…

Data::UUID – OSSP uuid Backward Compatibility Perl Binding Description Data::UUID is the OSSP uuid backward compatibility Perl binding to the API of the original Data::UUID module. It allows other Data::UUID based Perl modules to run with OSSP::uuid without changes. See Also OSSP::uuid. History The backward compatibility Perl binding Data::UUID for OSSP uuid was originally implemented…

Data::Recursive::Encode – Encode/Decode Values In A Structure Synopsis use Data::Recursive::Encode; Data::Recursive::Encode->decode(‘euc-jp’, $data); Data::Recursive::Encode->encode(‘euc-jp’, $data); Data::Recursive::Encode->decode_utf8($data); Data::Recursive::Encode->encode_utf8($data); Data::Recursive::Encode->from_to($data, $from_enc, $to_enc[, $check]); Description Data::Recursive::Encode visits each node of a structure, and returns a new structure with each node’s encoding (or similar action). If you ever wished to do a bulk encode/decode of the contents of a structure,…

QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis #include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member Functions BlackCalculator (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…

QuantLib::DailyTenorUSDLibor – base class for the one day deposit BBA USD LIBOR indexes Synopsis #include <ql/indexes/ibor/usdlibor.hpp> Inherits QuantLib::DailyTenorLibor. Inherited by USDLiborON. Public Member Functions DailyTenorUSDLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed Description base class for the one day deposit BBA USD LIBOR indexes Author Generated automatically by Doxygen for QuantLib from…

QuantLib::DailyTenorLibor – base class for all O/N-S/N BBA LIBOR indexes but the EUR ones Synopsis #include <ql/indexes/ibor/libor.hpp> Inherits QuantLib::IborIndex. Inherited by CADLiborON, DailyTenorCHFLibor, DailyTenorGBPLibor, DailyTenorJPYLibor, and DailyTenorUSDLibor. Public Member Functions DailyTenorLibor (const std::string &familyName, Natural settlementDays, const Currency &currency, const Calendar &financialCenterCalendar, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Detailed Description base…