Linux Manuals

ql/termstructures/volatility/sabr.hpp – SABR functions. Synopsis #include <ql/types.hpp> Functions Real unsafeSabrVolatility (Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho) Real sabrVolatility (Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho) void validateSabrParameters (Real alpha, Real beta, Real nu, Real rho) Detailed Description SABR functions. Author…

QuantLib::DividendBarrierOption::arguments – Arguments for dividend barrier option calculation Synopsis void validate () const Public Attributes Inherits QuantLib::BarrierOption::arguments. Public Member Functions void validate () const Public Attributes DividendSchedule cashFlow Detailed Description Arguments for dividend barrier option calculation Author Generated automatically by Doxygen for QuantLib from the source code.

QuantLib::OrthogonalProjections – Synopsis #include <ql/math/matrixutilities/basisincompleteordered.hpp> Public Member Functions OrthogonalProjections (const Matrix &originalVectors, Real multiplierCutOff, Real tolerance) const std::vector< bool > & validVectors () const const std::vector< Real > & GetVector (Size index) const Size numberValidVectors () const Detailed Description Given a collection of vectors, w_i, find a collection of vectors x_i such that x_i is…

vacall – C functions called with variable arguments Synopsis #include <vacall.h> extern void* vacall_function; void function(alist) va_alist alist; { va_start_type(alist[, return_type]); arg = va_arg_type(alist[, arg_type]); va_return_type(alist[[, return_type ], return_value]); } vacall_function = &function; val = ((return_type(*)())vacall)(arg1, arg2, …); Description This set of macros permit a C function function to be called with variable arguments and…

stdarg, va_start, va_arg, va_end, va_copy – variable argument lists Synopsis #include <stdarg.h> void va_start(va_list ap, last); type va_arg(va_list ap, type); void va_end(va_list ap); void va_copy(va_list dest, va_list src); Description A function may be called with a varying number of arguments of varying types. The include file <stdarg.h> declares a type va_list and defines three macros…

system_data_types – overview of system data types Description aiocb Include: <aio.h>. struct aiocb { int aio_fildes; /* File descriptor */ off_t aio_offset; /* File offset */ volatile void *aio_buf; /* Location of buffer */ size_t aio_nbytes; /* Length of transfer */ int aio_reqprio; /* Request priority offset */ struct sigevent aio_sigevent; /* Signal number and…

stdarg, va_start, va_arg, va_end, va_copy – variable argument lists Synopsis #include <stdarg.h> void va_start(va_list ap, last); type va_arg(va_list ap, type); void va_end(va_list ap); void va_copy(va_list dest, va_list src); Description A function may be called with a varying number of arguments of varying types. The include file <stdarg.h> declares a type va_list and defines three macros…

stdarg, va_start, va_arg, va_end, va_copy – variable argument lists Synopsis #include <stdarg.h> void va_start(va_list ap, last); type va_arg(va_list ap, type); void va_end(va_list ap); void va_copy(va_list dest, va_list src); Description A function may be called with a varying number of arguments of varying types. The include file <stdarg.h> declares a type va_list and defines three macros…

stdarg, va_start, va_arg, va_end, va_copy – variable argument lists Synopsis #include <stdarg.h> void va_start(va_list ap, last); type va_arg(va_list ap, type); void va_end(va_list ap); void va_copy(va_list dest, va_list src); Description A function may be called with a varying number of arguments of varying types. The include file <stdarg.h> declares a type va_list and defines three macros…

QuantLib::LongstaffSchwartzPathPricer – Longstaff-Schwarz path pricer for early exercise options. Synopsis #include <ql/methods/montecarlo/longstaffschwartzpathpricer.hpp> Inherits PathPricer< PathType >. Public Types typedef EarlyExerciseTraits< PathType >::StateType StateType Public Member Functions LongstaffSchwartzPathPricer (const TimeGrid &times, const boost::shared_ptr< EarlyExercisePathPricer< PathType > > &, const boost::shared_ptr< YieldTermStructure > &termStructure) Real operator() (const PathType &path) const virtual void calibrate () Protected Attributes bool…

QuantLib::GJRGARCHModel – GJR-GARCH model for the stochastic volatility of an asset. Synopsis void generateArguments () Protected Attributes Inherits QuantLib::CalibratedModel. Public Member Functions GJRGARCHModel (const boost::shared_ptr< GJRGARCHProcess > &process) Real omega () const Real alpha () const Real beta () const Real gamma () const Real lambda () const Real v0 () const boost::shared_ptr< GJRGARCHProcess >…

uwildmat, uwildmat_simple, uwildmat_poison – Perform wildmat matching Synopsis #include <inn/libinn.h> bool uwildmat(const char *text, const char *pattern); bool uwildmat_simple(const char *text, const char *pattern); enum uwildmat uwildmat_poison(const char *text, const char *pattern); Description uwildmat compares text against the wildmat expression pattern, returning true if and only if the expression matches the text. "@" has no…

uwidth_max – Number of bytes a character can occupy. Allegro game programming library. Synopsis #include <allegro.h> int uwidth_max(int type); Description Low level helper function for working with Unicode text data. Returns the largest number of bytes that one character can occupy in the given encoding format. Pass U_CURRENT to represent the current format. Example: char…

uwidth – Low level helper function for testing Unicode text data. Allegro game programming library. Synopsis #include <allegro.h> int uwidth(const char *s); Description Low level helper function for testing Unicode text data. Return Value Returns the number of bytes occupied by the first character of the specified string, in the current encoding format. See Also…

uvszprintf – Writes formatted data into a buffer, using size and variable arguments. Allegro game programming library. Synopsis #include <allegro.h> int uvszprintf(char *buf, int size, const char *format, va_list args); Description This is like uszprintf(), but you pass the variable argument list directly, instead of the arguments themselves. Example: #include <stdarg.h> void log_message(const char *format,…

uvsprintf – Writes formatted data into a buffer, using variable arguments. Allegro game programming library. Synopsis #include <allegro.h> int uvsprintf(char *buf, const char *format, va_list args); Description This is like usprintf(), but you pass the variable argument list directly, instead of the arguments themselves. You can use this function to implement printf like functions, also…

uuid_unparse – convert a UUID from binary representation to a string Synopsis #include <uuid.h> void uuid_unparse(uuid_t uu, char *out); void uuid_unparse_upper(uuid_t uu, char *out); void uuid_unparse_lower(uuid_t uu, char *out); Description The uuid_unparse function converts the supplied UUID uu from the binary representation into a 36-byte string (plus trailing ‘

uuid_time – extract the time at which the UUID was created Synopsis #include <uuid.h> time_t uuid_time(uuid_t uu, struct timeval *ret_tv) Description The uuid_time function extracts the time at which the supplied time-based UUID uu was created. Note that the UUID creation time is only encoded within certain types of UUIDs. This function can only reasonably…

uuid_parse – convert an input UUID string into binary representation Synopsis #include <uuid.h> int uuid_parse(char *in, uuid_t uu); Description The uuid_parse function converts the UUID string given by in into the binary representation. The input UUID is a string of the form 1b4e28ba-2fa1-11d2-883f-b9a761bde3fb (in printf(3) format "%08x-%04x-%04x-%04x-%012x", 36 bytes plus the trailing ‘

uuid_is_null – compare the value of the UUID to the NULL value Synopsis #include <uuid.h> int uuid_is_null(uuid_t uu); Description The uuid_is_null function compares the value of the supplied UUID variable uu to the NULL value. If the value is equal to the NULL UUID, 1 is returned, otherwise 0 is returned. Author Theodore Y. Ts’o…