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QuantLib::Basket – Synopsis #include <ql/experimental/credit/basket.hpp> Public Member Functions Basket (const std::vector< std::string > &names, const std::vector< Real > ¬ionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0) Size size () const const std::vector< std::string > & names () const const std::vector< Real > & notionals () const Real notional () boost::shared_ptr< Pool > pool…
QuantLib::HazardRate – Hazard-rate-curve traits. Synopsis static Date initialDate (const DefaultProbabilityTermStructure *c) static Real initialValue (const DefaultProbabilityTermStructure *) static bool dummyInitialValue () static Real initialGuess () static Real guess (const DefaultProbabilityTermStructure *c, const Date &d) static Real minValueAfter (Size, const std::vector< Real > &) static Real maxValueAfter (Size, const std::vector< Real > &data) static void updateGuess…
QuantLib::CappedFlooredCoupon – Capped and/or floored floating-rate coupon. Synopsis void update () Visitability Inherits QuantLib::FloatingRateCoupon. Inherited by CappedFlooredCmsCoupon, and CappedFlooredIborCoupon. Public Member Functions void update () Visitability Coupon interface Rate rate () const accrued rate Rate convexityAdjustment () const convexity adjustment Observer interface void update () Visitability boost::shared_ptr< FloatingRateCoupon > underlying_ bool isCapped_ bool isFloored_ Rate…
QuantLib::ExtendedEqualProbabilitiesBinomialTree – Base class for equal probabilities binomial tree. Synopsis virtual Real upStep (Time stepTime) const =0 Protected Attributes Inherits ExtendedBinomialTree< T >. Public Member Functions ExtendedEqualProbabilitiesBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Real underlying (Size i, Size index) const Real probability (Size, Size, Size) const Protected Member Functions virtual Real upStep…
QuantLib::ExtendedEqualProbabilitiesBinomialTree – Base class for equal probabilities binomial tree. Synopsis virtual Real upStep (Time stepTime) const =0 Protected Attributes Inherits ExtendedBinomialTree< T >. Public Member Functions ExtendedEqualProbabilitiesBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Real underlying (Size i, Size index) const Real probability (Size, Size, Size) const Protected Member Functions virtual Real upStep…
uoffset – Finds the offset of a character in a string. Allegro game programming library. Synopsis #include <allegro.h> int uoffset(const char *s, int index); Description Finds out the offset (in bytes from the start of the string) of the character at the specified `index’ in the string `s’. A zero `index’ parameter will return the…
unvis strunvis strnunvis – decode a visual representation of characters Library Lb libbsd Synopsis In bsd/vis.h Ft int Fn unvis char *cp char c int *astate int flag Ft int Fn strunvis char *dst char *src Ft ssize_t Fn strnunvis char *dst char *src size_t size Description The Fn unvis , Fn strunvis and Fn…
setenv – change or add an environment variable Synopsis #include <stdlib.h> int setenv(const char *name, const char *value, int overwrite); int unsetenv(const char *name); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): setenv(), unsetenv(): _POSIX_C_SOURCE >= 200112L || /* Glibc versions <= 2.19: */ _BSD_SOURCE Description The setenv() function adds the variable name to the environment with the value value, if name does…
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…
register_config_handler, register_const_config_handler, register_prenetsnmp_mib_handler, unregister_config_handler, register_mib_handlers, unregister_all_config_handlers, register_app_config_handler, register_app_prenetsnmp_mib_handler, unregister_app_config_handler, read_configs, read_premib_configs, read_config_print_usage, config_perror, config_pwarn – netsnmp_config_api functions Synopsis #include <net-snmp/config_api.h> Config Handlers struct config_line * register_config_handler(const char *filePrefix, const char *token, void (*parser)(const char *, char *), void (*releaser)(void), const char *usageLine); struct config_line * register_const_config_handler(const char *filePrefix, const char *token, void (*parser)(const char *,…
register_config_handler, register_const_config_handler, register_prenetsnmp_mib_handler, unregister_config_handler, register_mib_handlers, unregister_all_config_handlers, register_app_config_handler, register_app_prenetsnmp_mib_handler, unregister_app_config_handler, read_configs, read_premib_configs, read_config_print_usage, config_perror, config_pwarn – netsnmp_config_api functions Synopsis #include <net-snmp/config_api.h> Config Handlers struct config_line * register_config_handler(const char *filePrefix, const char *token, void (*parser)(const char *, char *), void (*releaser)(void), const char *usageLine); struct config_line * register_const_config_handler(const char *filePrefix, const char *token, void (*parser)(const char *,…
register_config_handler, register_const_config_handler, register_prenetsnmp_mib_handler, unregister_config_handler, register_mib_handlers, unregister_all_config_handlers, register_app_config_handler, register_app_prenetsnmp_mib_handler, unregister_app_config_handler, read_configs, read_premib_configs, read_config_print_usage, config_perror, config_pwarn – netsnmp_config_api functions Synopsis #include <net-snmp/config_api.h> Config Handlers struct config_line * register_config_handler(const char *filePrefix, const char *token, void (*parser)(const char *, char *), void (*releaser)(void), const char *usageLine); struct config_line * register_const_config_handler(const char *filePrefix, const char *token, void (*parser)(const char *,…
QuantLib::Observer – Object that gets notified when a given observable changes. Synopsis Observer (const Observer &) Observer & operator= (const Observer &) void registerWith (const boost::shared_ptr< Observable > &) void unregisterWith (const boost::shared_ptr< Observable > &) virtual void update ()=0 Inherited by BootstrapHelper< DefaultProbabilityTermStructure >, BootstrapHelper< YieldTermStructure >, BootstrapHelper< YoYInflationTermStructure >, BootstrapHelper< ZeroInflationTermStructure >, GenericEngine<…
parse_time print_time_table unparse_time unparse_time_approx – parse and unparse time intervals Library The roken library (libroken, -lroken) Synopsis Fd #include <parse_time.h> Ft int Fn parse_time const char *timespec const char *def_unit Ft void Fn print_time_table FILE *f Ft size_t Fn unparse_time int seconds char *buf size_t len Ft size_t Fn unparse_time_approx int seconds char *buf size_t…
parse_time print_time_table unparse_time unparse_time_approx – parse and unparse time intervals Library The roken library (libroken, -lroken) Synopsis Fd #include <parse_time.h> Ft int Fn parse_time const char *timespec const char *def_unit Ft void Fn print_time_table FILE *f Ft size_t Fn unparse_time int seconds char *buf size_t len Ft size_t Fn unparse_time_approx int seconds char *buf size_t…
unlockpt – unlock a pseudoterminal master/slave pair Synopsis #define _XOPEN_SOURCE #include <stdlib.h> int unlockpt(int fd); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): unlockpt(): Since glibc 2.24: _XOPEN_SOURCE >= 500 || (_XOPEN_SOURCE && _XOPEN_SOURCE_EXTENDED) Glibc 2.23 and earlier: _XOPEN_SOURCE Description The unlockpt() function unlocks the slave pseudoterminal device corresponding to the master pseudoterminal referred to by the file descriptor…
getc_unlocked, getchar_unlocked, putc_unlocked, putchar_unlocked – nonlocking stdio functions Synopsis #include <stdio.h> int getc_unlocked(FILE *stream); int getchar_unlocked(void); int putc_unlocked(int c, FILE *stream); int putchar_unlocked(int c); void clearerr_unlocked(FILE *stream); int feof_unlocked(FILE *stream); int ferror_unlocked(FILE *stream); int fileno_unlocked(FILE *stream); int fflush_unlocked(FILE *stream); int fgetc_unlocked(FILE *stream); int fputc_unlocked(int c, FILE *stream); size_t fread_unlocked(void *ptr, size_t size, size_t n, FILE…
unload_datafile – Frees all the objects in a datafile. Allegro game programming library. Synopsis #include <allegro.h> void unload_datafile(DATAFILE *dat); Description Frees all the objects in a datafile. Use this to avoid memory leaks in your program. See Also load_datafile(3), excustom(3), exdata(3), exexedat(3), exgui(3), exsprite(3), exunicod(3)
QuantLib::Period – Synopsis #include <ql/time/period.hpp> Public Member Functions Period (Integer n, TimeUnit units) Period (Frequency f) Integer length () const TimeUnit units () const Frequency frequency () const Period & operator+= (const Period &) Period & operator-= (const Period &) Period & operator/= (Integer) void normalize () Related Functions (Note that these are not member…
QuantLib::UnitOfMeasure – Unit of measure specification Synopsis const std::string & name () const name, e.g, ‘Barrels’ const std::string & code () const code, e.g, ‘BBL’, ‘MT’ Type unitType () const unit type (mass, volume…) Inherited by BarrelUnitOfMeasure, GallonUnitOfMeasure, KilolitreUnitOfMeasure, LitreUnitOfMeasure, LotUnitOfMeasure, MBUnitOfMeasure, MTUnitOfMeasure, and TokyoKilolitreUnitOfMeasure. Public Types enum Type { Mass, Volume, Energy, Quantity }…