Linux Manuals

QuantLib::NumericHaganPricer – CMS-coupon pricer. Synopsis NumericHaganPricer (const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion, Rate lowerLimit=0.0, Rate upperLimit=1.0, Real precision=1.0e-6) Real upperLimit () Real stdDeviations () Real integrate (Real a, Real b, const ConundrumIntegrand &Integrand) const virtual Real optionletPrice (Option::Type optionType, Rate strike) const virtual Real swapletPrice () const Real resetUpperLimit…

QuantLib::G2Process – G2 stochastic process Synopsis #include <ql/processes/g2process.hpp> Inherits QuantLib::StochasticProcess. Public Member Functions G2Process (Real a, Real sigma, Real b, Real eta, Real rho) Real x0 () const Real y0 () const Real a () const Real sigma () const Real b () const Real eta () const Real rho () const StochasticProcess interface Size…

QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis 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 virtual Real gamma (Real spot) const virtual Real…

std::basic_stringstream::swap – std::basic_stringstream::swap Synopsis void swap(basic_stringstream &other); (since C++ 11) Exchanges the state of the stream with those of other. This is done by callingbasic_iostream<CharT, Traits>::swap(other) and rdbuf()->swap(*other.rdbuf()). Parameters other – stream to exchange the state with Return value (none) Example  This section is incomplete  Reason: no example See also operator= moves the string stream…

std::basic_stringstream::rdbuf – std::basic_stringstream::rdbuf Synopsis std::basic_stringbuf<CharT, Traits, Allocator> *rdbuf() const; Returns pointer to the underlying raw string device object. Parameters (none) Return value Pointer to the underlying raw string device. Example  This section is incomplete  Reason: no example

std::basic_stringstream::operator= – std::basic_stringstream::operator= Synopsis basic_stringstream& operator=( basic_stringstream&& other ); (since C++11) Move assigns the string stream other to *this, effectively move-assigning both the std::basic_iostream base class and the associated std::basic_stringbuf. Note that the base class move assignment swaps all stream state variables (except for rdbuf) between *this and other. Parameters other – string stream to…

std::basic_stringstream – std::basic_stringstream Synopsis Defined in header <sstream> template< class CharT, (until C++11) class Traits = std::char_traits<CharT> > class basic_stringstream; template< class CharT, class Traits = std::char_traits<CharT>, (since C++11) class Allocator = std::allocator<CharT> > class basic_stringstream; The class template std::basic_stringstream implements input/output operations on memory (std::basic_string) based streams. It essentially wraps a raw string device…

std::basic_stringbuf – std::basic_stringbuf Synopsis Defined in header <sstream> template< class CharT, class Traits = std::char_traits<CharT>, class Allocator = std::allocator<CharT> > class basic_stringbuf : public std::basic_streambuf<CharT, Traits> std::basic_stringbuf is a std::basic_streambuf whose associated character sequence is a memory-resident sequence of arbitrary characters, which can be initialized from or made available as an instance of std::basic_string. Typical…

std::wstring_convert<Codecvt,Elem,Wide_alloc,Byte_alloc>::~wstring_convert – std::wstring_convert<Codecvt,Elem,Wide_alloc,Byte_alloc>::~wstring_convert Synopsis ~wstring_convert(); Destroys the wstring_convert object and deletes the pointer to the conversion facet. Notes Some implementations are able to delete any facet, including the locale-specific facets with protected destructors. Other implementations require the facet to have a public destructor, similar to the the locale-independent facets from <codecvt>. This is LWG_issue_721 Example…

std::basic_string – std::basic_string Synopsis Defined in header <string> template< class CharT, class Traits = std::char_traits<CharT>, (1) class Allocator = std::allocator<CharT> > class basic_string; namespace pmr { template <class CharT, class Traits = std::char_traits<CharT>> using basic_string = std::basic_string< CharT, Traits, (2) (since C++17) std::polymorphic_allocator<CharT>> } The class template basic_string stores and manipulates sequences of char-like objects,…

std::basic_streambuf – std::basic_streambuf Synopsis Defined in header <streambuf> template< class CharT, class Traits = std::char_traits<CharT> > class basic_streambuf; The class basic_streambuf controls input and output to a character sequence. It includes and provides access to 1) The controlled character sequence, also called the buffer, which may contain input sequence (also called get area) for buffering…

std::wscanf,std::fwscanf,std::swscanf – std::wscanf,std::fwscanf,std::swscanf Synopsis Defined in header <cwchar> int wscanf( const wchar_t* format, … ); (1) int fwscanf( std::FILE* stream, const wchar_t* format, … ); (2) int swscanf( const wchar_t* buffer, const wchar_t* format, … ); (3) Reads data from the a variety of sources, interprets it according to format and stores the results into…

std::ws – std::ws Synopsis Defined in header <istream> template< class CharT, class Traits > std::basic_istream<CharT,Traits>& ws( std::basic_istream<CharT, Traits>& is ); Discards leading whitespace from an input stream. Behaves as an UnformattedInputFunction, except that is.gcount() is not modified. After constructing and checking the sentry object, extracts characters from the stream and discards them until any one…

std::basic_regex – std::basic_regex Synopsis Defined in header <regex> template < class CharT, (since C++11) class Traits = std::regex_traits<CharT> > class basic_regex; The class template basic_regex provides a general framework for holding regular expressions. Several specializations for common character types are provided: Defined in header <regex> Type Definition regex basic_regex<char> wregex basic_regex<wchar_t> Member types Member type…

std::wprintf,std::fwprintf,std::swprintf – std::wprintf,std::fwprintf,std::swprintf Synopsis Defined in header <cwchar> int wprintf( const wchar_t* format, … ); (1) int fwprintf( std::FILE* stream, const wchar_t* format, … ); (2) int swprintf( wchar_t* buffer, std::size_t size, const wchar_t* format, … ); (3) Loads the data from the given locations, converts them to wide string equivalents and writes the results…

std::basic_ostringstream::swap – std::basic_ostringstream::swap Synopsis void swap(basic_ostringstream &other); (since C++ 11) Exchanges the state of the stream with those of other. This is done by callingbasic_ostream<CharT, Traits>::swap(other) and rdbuf()->swap(*other.rdbuf()). Parameters other – stream to exchange the state with Return value (none) Example  This section is incomplete  Reason: no example See also operator= moves the string stream…

std::basic_ostringstream::rdbuf – std::basic_ostringstream::rdbuf Synopsis std::basic_stringbuf<CharT, Traits, Allocator> *rdbuf() const; Returns pointer to the underlying raw string device object. Parameters (none) Return value Pointer to the underlying raw string device. Example  This section is incomplete  Reason: no example

std::basic_ostringstream::operator= – std::basic_ostringstream::operator= Synopsis basic_ostringstream& operator=( basic_ostringstream&& other ); (since C++11) Move assigns the string stream other to *this, effectively move-assigning both the std::basic_ostream base class and the associated std::basic_stringbuf. Note that the base class move assignment swaps all stream state variables (except for rdbuf) between *this and other. Parameters other – string stream to…

std::basic_ostringstream – std::basic_ostringstream Synopsis Defined in header <sstream> template< class CharT, (until C++11) class Traits = std::char_traits<CharT> > class basic_ostringstream; template< class CharT, class Traits = std::char_traits<CharT>, (since C++11) class Allocator = std::allocator<CharT> > class basic_ostringstream; The class template std::basic_ostringstream implements output operations on memory (std::basic_string) based streams. It essentially wraps a raw string device…

std::basic_ostream – std::basic_ostream Synopsis Defined in header <ostream> template< class CharT, class Traits = std::char_traits<CharT> > class basic_ostream : virtual public std::basic_ios<CharT, Traits> The class template basic_ostream provides support for high level output operations on character streams. The supported operations include formatted output (e.g. integer values) and unformatted output (e.g. raw characters and character arrays)….