Linux Manuals

QuantLib::TwoFactorModel::ShortRateDynamics – Class describing the dynamics of the two state variables. Synopsis #include <ql/models/shortrate/twofactormodel.hpp> Inherited by Dynamics. Public Member Functions ShortRateDynamics (const boost::shared_ptr< StochasticProcess1D > &xProcess, const boost::shared_ptr< StochasticProcess1D > &yProcess, Real correlation) virtual Rate shortRate (Time t, Real x, Real y) const =0 const boost::shared_ptr< StochasticProcess1D > & xProcess () const Risk-neutral dynamics of…

QuantLib::Solver1D – Base class for 1-D solvers. Synopsis #include <ql/math/solver1d.hpp> Inherits CuriouslyRecurringTemplate< Impl >. Public Member Functions Modifiers template<class F > Real solve (const F &f, Real accuracy, Real guess, Real step) const template<class F > Real solve (const F &f, Real accuracy, Real guess, Real xMin, Real xMax) const void setMaxEvaluations (Size evaluations) void…

QuantLib::Interpolation – base class for 1-D interpolations. Synopsis bool empty () const Real operator() (Real x, bool allowExtrapolation=false) const Real primitive (Real x, bool allowExtrapolation=false) const Real derivative (Real x, bool allowExtrapolation=false) const Real secondDerivative (Real x, bool allowExtrapolation=false) const Real xMin () const Real xMax () const bool isInRange (Real x) const void update…

QuantLib::Solver1D – Base class for 1-D solvers. Synopsis #include <ql/math/solver1d.hpp> Inherits CuriouslyRecurringTemplate< Impl >. Public Member Functions Modifiers template<class F > Real solve (const F &f, Real accuracy, Real guess, Real step) const template<class F > Real solve (const F &f, Real accuracy, Real guess, Real xMin, Real xMax) const void setMaxEvaluations (Size evaluations) void…

QuantLib::Interpolation – base class for 1-D interpolations. Synopsis bool empty () const Real operator() (Real x, bool allowExtrapolation=false) const Real primitive (Real x, bool allowExtrapolation=false) const Real derivative (Real x, bool allowExtrapolation=false) const Real secondDerivative (Real x, bool allowExtrapolation=false) const Real xMin () const Real xMax () const bool isInRange (Real x) const void update…

QuantLib::G2ForwardProcess – Forward G2 stochastic process Synopsis #include <ql/processes/g2process.hpp> Inherits QuantLib::ForwardMeasureProcess. Public Member Functions G2ForwardProcess (Real a, Real sigma, Real b, Real eta, Real rho) StochasticProcess interface Size size () const returns the number of dimensions of the stochastic process Disposable< Array > initialValues () const returns the initial values of the state variables Disposable<…

QuantLib::Interpolation::templateImpl – basic template implementation Synopsis #include <ql/math/interpolation.hpp> Inherits QuantLib::Interpolation::Impl. Public Member Functions templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) Real xMin () const Real xMax () const std::vector< Real > xValues () const std::vector< Real > yValues () const bool isInRange (Real x) const Protected Member Functions Size locate (Real x)…

QuantLib::Interpolation::templateImpl – basic template implementation Synopsis #include <ql/math/interpolation.hpp> Inherits QuantLib::Interpolation::Impl. Public Member Functions templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) Real xMin () const Real xMax () const std::vector< Real > xValues () const std::vector< Real > yValues () const bool isInRange (Real x) const Protected Member Functions Size locate (Real x)…

QuantLib::GaussLobattoIntegral – Integral of a one-dimensional function. Synopsis static const Real alpha_ static const Real beta_ static const Real x1_ static const Real x2_ static const Real x3_ Inherits QuantLib::Integrator. Public Member Functions static const Real alpha_ static const Real beta_ static const Real x1_ static const Real x2_ static const Real x3_ Real integrate…

QuantLib::GaussLobattoIntegral – Integral of a one-dimensional function. Synopsis static const Real alpha_ static const Real beta_ static const Real x1_ static const Real x2_ static const Real x3_ Inherits QuantLib::Integrator. Public Member Functions static const Real alpha_ static const Real beta_ static const Real x1_ static const Real x2_ static const Real x3_ Real integrate…

QuantLib::GaussLobattoIntegral – Integral of a one-dimensional function. Synopsis static const Real alpha_ static const Real beta_ static const Real x1_ static const Real x2_ static const Real x3_ Inherits QuantLib::Integrator. Public Member Functions static const Real alpha_ static const Real beta_ static const Real x1_ static const Real x2_ static const Real x3_ Real integrate…

QuantLib::ExtendedBinomialTree – Binomial tree base class. Synopsis enum Branches { branches = 2 } Public Member Functions Inherits Tree< T >. Public Types enum Branches { branches = 2 } Public Member Functions ExtendedBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Size size (Size i) const Size descendant (Size, Size index, Size branch)…

QuantLib::CoxIngersollRoss – Cox-Ingersoll-Ross model class. Synopsis CoxIngersollRoss (Rate r0=0.05, Real theta=0.1, Real k=0.1, Real sigma=0.1) virtual Real discountBondOption (Option::Type type, Real strike, Time maturity, Time bondMaturity) const virtual boost::shared_ptr< ShortRateDynamics > dynamics () const returns the short-rate dynamics boost::shared_ptr< Lattice > tree (const TimeGrid &grid) const Return by default a trinomial recombining tree. Protected Member…

wprintf, fwprintf, swprintf, vwprintf, vfwprintf, vswprintf – formatted wide-character output conversion Synopsis #include <stdio.h> #include <wchar.h> int wprintf(const wchar_t *format, …); int fwprintf(FILE *stream, const wchar_t *format, …); int swprintf(wchar_t *wcs, size_t maxlen, const wchar_t *format, …); int vwprintf(const wchar_t *format, va_list args); int vfwprintf(FILE *stream, const wchar_t *format, va_list args); int vswprintf(wchar_t *wcs, size_t…

wordexp, wordfree – perform word expansion like a posix-shell Synopsis #include <wordexp.h> int wordexp(const char *s, wordexp_t *p, int flags); void wordfree(wordexp_t *p); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): wordexp(), wordfree(): _XOPEN_SOURCE Description The function wordexp() performs a shell-like expansion of the string s and returns the result in the structure pointed to…

wordexp, wordfree – perform word expansion like a posix-shell Synopsis #include <wordexp.h> int wordexp(const char *s, wordexp_t *p, int flags); void wordfree(wordexp_t *p); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): wordexp(), wordfree(): _XOPEN_SOURCE Description The function wordexp() performs a shell-like expansion of the string s and returns the result in the structure pointed to…

wninit, re_wninit, cntwords, strtolower, ToLowerCase, strsubst, getptrtype, getpos, getsstype, StrToPos, GetSynsetForSense, GetDataOffset, GetPolyCount, WNSnsToStr, GetValidIndexPointer, GetWNSense, GetSenseIndex, default_display_message – utility functions used by the interface code Synopsis #include "wn.h" int wninit(void); int re_wninit(void); int cntwords(char *str, char separator); char *strtolower(char *str); char *ToLowerCase(char *str); char *strsubst(char *str, char from, char to); int getptrtype(char *ptr_symbol); int…

findtheinfo, findtheinfo_ds, is_defined, in_wn, index_lookup, parse_index, getindex, read_synset, parse_synset, free_syns, free_synset, free_index, traceptrs_ds, do_trace – functions for searching the WordNet database Synopsis #include "wn.h" char *findtheinfo(char *searchstr, int pos, int ptr_type, int sense_num); SynsetPtr findtheinfo_ds(char *searchstr, int pos, int ptr_type, int sense_num ); unsigned int is_defined(char *searchstr, int pos); unsigned int in_wn(char *searchstr, int pos);…

wnintro – introduction to WordNet library functions Description This section of the WordNet Reference Manual contains manual pages that describe the WordNet library functions and API. Functions are organized into the following categories: Category Manual Page Object File Database Search wnsearch (3) search.o Morphology morph (3) morph.o Misc. Utility wnutil (3) wnutil.o Binary Search binsrch…

wmemset – fill an array of wide-characters with a constant wide character Synopsis #include <wchar.h> wchar_t *wmemset(wchar_t *wcs, wchar_t wc, size_t n); Description The wmemset() function is the wide-character equivalent of the memset(3) function. It fills the array of n wide-characters starting at wcs with n copies of the wide character wc. Return Value wmemset()…