The Linux Manuals (man pages) document is an important part of Linux documents. Linux Manuals are organized as several sections. Each section has a group of commands for a specific area in Linux usage, administration or development.
timeradd, timersub, timercmp, timerclear, timerisset – timeval operations Synopsis #include <sys/time.h> void timeradd(struct timeval *a, struct timeval *b, struct timeval *res); void timersub(struct timeval *a, struct timeval *b, struct timeval *res); void timerclear(struct timeval *tvp); int timerisset(struct timeval *tvp); int timercmp(struct timeval *a, struct timeval *b, CMP); Feature Test Macro Requirements for glibc (see feature_test_macros(7)):…
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…
timegm, timelocal – inverses of gmtime and localtime Synopsis #include <time.h> time_t timelocal(struct tm *tm); time_t timegm(struct tm *tm); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): timelocal(), timegm(): Since glibc 2.19: _DEFAULT_SOURCE Glibc 2.19 and earlier: _BSD_SOURCE || _SVID_SOURCE Description The functions timelocal() and timegm() are the inverses of localtime(3) and gmtime(3). Both functions take…
timegm, timelocal – inverses of gmtime and localtime Synopsis #include <time.h> time_t timelocal(struct tm *tm); time_t timegm(struct tm *tm); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): timelocal(), timegm(): Since glibc 2.19: _DEFAULT_SOURCE Glibc 2.19 and earlier: _BSD_SOURCE || _SVID_SOURCE Description The functions timelocal() and timegm() are the inverses of localtime(3) and gmtime(3). Both functions take…
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…
QuantLib::DiscretizedAsset – Discretized asset class used by numerical methods. Synopsis virtual void reset (Size size)=0 void preAdjustValues () void postAdjustValues () void adjustValues () virtual std::vector< Time > mandatoryTimes () const =0 Protected Member Functions Inherited by DiscretizedCallableFixedRateBond, DiscretizedCapFloor, DiscretizedConvertible, DiscretizedDiscountBond, DiscretizedOption, DiscretizedSwap, and DiscretizedVanillaOption. Public Member Functions inspectors Time time () const Time &…
QuantLib::MCPathBasketEngine – Pricing engine for path dependent basket options using Monte Carlo simulation. Synopsis #include <ql/experimental/mcbasket/mcpathbasketengine.hpp> Inherits QuantLib::PathMultiAssetOption::engine, and McSimulation< MultiVariate, RNG, S >. Public Types typedef McSimulation< MultiVariate, RNG, S >::path_generator_type path_generator_type typedef McSimulation< MultiVariate, RNG, S >::path_pricer_type path_pricer_type typedef McSimulation< MultiVariate, RNG, S >::stats_type stats_type Public Member Functions MCPathBasketEngine (Size timeSteps, bool brownianBridge,…
QuantLib::MCVarianceSwapEngine – Variance-swap pricing engine using Monte Carlo simulation,. Synopsis #include <ql/pricingengines/forward/mcvarianceswapengine.hpp> Inherits QuantLib::VarianceSwap::engine, and McSimulation< SingleVariate, RNG, S >. Public Types typedef McSimulation< SingleVariate, RNG, S >::path_generator_type path_generator_type typedef McSimulation< SingleVariate, RNG, S >::path_pricer_type path_pricer_type typedef McSimulation< SingleVariate, RNG, S >::stats_type stats_type Public Member Functions MCVarianceSwapEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size…
QuantLib::TridiagonalOperator – Base implementation for tridiagonal operator. Synopsis void swap (TridiagonalOperator &) Protected Attributes Inherited by BSMOperator, DMinus, DPlus, DPlusDMinus, DZero, and PdeOperator< PdeClass >. Classes class TimeSetter encapsulation of time-setting logic Public Types typedef Array array_type Public Member Functions void swap (TridiagonalOperator &) Protected Attributes Inspectors Size size () const bool isTimeDependent () const…
QuantLib::TrinomialTree – Recombining trinomial tree class. Synopsis enum Branches { branches = 3 } Public Member Functions TrinomialTree(const boost::shared_ptr<StochasticProcess1D> &process, const TimeGrid &timeGrid, bool isPositive = false) Real dx(Size i) const const TimeGrid &timeGrid() const Size size(Size i) const Real underlying(Size i, Size index) const Size descendant(Size i, Size index, Size branch) const Real probability(Size…
QuantLib::TermStructure – Basic term-structure functionality. Synopsis void update () Protected Member Functions void checkRange (const Date &d, bool extrapolate) const date-range check void checkRange (Time t, bool extrapolate) const time-range check Protected Attributes Inherits QuantLib::Observer, QuantLib::Observable, and QuantLib::Extrapolator. Inherited by CallableBondVolatilityStructure, CommodityCurve, DefaultProbabilityTermStructure, InflationTermStructure, VolatilityTermStructure, and YieldTermStructure. Public Member Functions Constructors There are three ways…
QuantLib::FDVanillaEngine – Finite-differences pricing engine for BSM one asset options. Synopsis FDVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) const Array & grid () const Protected Types Inherited by FDEuropeanEngine, FDMultiPeriodEngine, and FDStepConditionEngine. Public Member Functions FDVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) const Array &…
QuantLib::MarketModel – base class for market models Synopsis virtual const std::vector< Rate > & initialRates () const =0 virtual const std::vector< Spread > & displacements () const =0 virtual const EvolutionDescription & evolution () const =0 virtual Size numberOfRates () const =0 virtual Size numberOfFactors () const =0 virtual Size numberOfSteps () const =0 virtual…
three_finger_flag – Flag to deactivate the emergency exit key combination. Allegro game programming library. Synopsis #include <allegro.h> extern int three_finger_flag; Description The DJGPP keyboard handler provides an ’emergency exit’ sequence which you can use to kill off your program. If you are running under DOS this is the three finger salute, ctrl+alt+del. Most multitasking OS’s…
QuantLib::MultiAssetOption – Base class for options on multiple assets. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const…
QuantLib::OneAssetOption – Base class for options on a single asset. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Option. Inherited by BarrierOption, CliquetOption, ContinuousAveragingAsianOption, ContinuousFixedLookbackOption, ContinuousFloatingLookbackOption, option, DiscreteAveragingAsianOption, DividendVanillaOption, ForwardVanillaOption, QuantoVanillaOption, and VanillaOption. Classes class results Results from single-asset option calculation Public Member Functions OneAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &)…
QuantLib::OneAssetOption – Base class for options on a single asset. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Option. Inherited by BarrierOption, CliquetOption, ContinuousAveragingAsianOption, ContinuousFixedLookbackOption, ContinuousFloatingLookbackOption, option, DiscreteAveragingAsianOption, DividendVanillaOption, ForwardVanillaOption, QuantoVanillaOption, and VanillaOption. Classes class results Results from single-asset option calculation Public Member Functions OneAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &)…
QuantLib::SingleAssetOption – Black-Scholes-Merton option. Synopsis static const Real dVolMultiplier_ static const Real dRMultiplier_ Friends Inherited by DiscreteGeometricASO. Public Member Functions static const Real dVolMultiplier_ static const Real dRMultiplier_ Friends Real underlying_ PlainVanillaPayoff payoff_ Spread dividendYield_ Rate riskFreeRate_ Time residualTime_ Volatility volatility_ bool hasBeenCalculated_ Real rho_ Real dividendRho_ Real vega_ Real theta_ bool rhoComputed_ bool dividendRhoComputed_…
QuantLib::MultiAssetOption – Base class for options on multiple assets. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const…
tgamma, tgammaf, tgammal – true gamma function Synopsis #include <math.h> double tgamma(double x); float tgammaf(float x); long double tgammal(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): tgamma(), tgammaf(), tgammal(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L Description These functions calculate the Gamma function of x. The Gamma function is defined by Gamma(x) =…