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.
disnan.f – SynopsisFunctions/SubroutinesLOGICAL function disnan (DIN) DISNAN tests input for NaN. Function/Subroutine DocumentationLOGICAL function disnan (double precisionDIN)DISNAN tests input for NaN. Purpose: DISNAN returns .TRUE. if its argument is NaN, and .FALSE. otherwise. To be replaced by the Fortran 2003 intrinsic in the future. Parameters: DIN DIN is DOUBLE PRECISION Input to test for NaN. …
ql/discretizedasset.hpp – Discretized asset classes. Synopsis#include <ql/numericalmethod.hpp> #include <ql/math/comparison.hpp> #include <ql/exercise.hpp> Classesclass DiscretizedAsset Discretized asset class used by numerical methods. class DiscretizedDiscountBond Useful discretized discount bond asset. class DiscretizedOption Discretized option on a given asset. Detailed DescriptionDiscretized asset classes. AuthorGenerated automatically by Doxygen for QuantLib from the source code.
QuantLib::StochasticProcess – multi-dimensional stochastic process class. Synopsis#include <ql/stochasticprocess.hpp> Inherits QuantLib::Observer, and QuantLib::Observable. Inherited by ForwardMeasureProcess, G2Process, GJRGARCHProcess, HestonProcess, JointStochasticProcess, LiborForwardModelProcess, StochasticProcess1D, and StochasticProcessArray. Classesclass discretization discretization of a stochastic process over a given time interval Public Member FunctionsStochastic process interface virtual Size size () const =0 returns the number of dimensions of the stochastic process…
QuantLib::DiscrepancyStatistics – Statistic tool for sequences with discrepancy calculation. Synopsis#include <ql/math/statistics/discrepancystatistics.hpp> Inherits GenericSequenceStatistics< Statistics >. Public Typestypedef SequenceStatistics::value_type value_type Public Member FunctionsDiscrepancyStatistics (Size dimension) template<class Sequence > void add (const Sequence &sample, Real weight=1.0) template<class Iterator > void add (Iterator begin, Iterator end, Real weight=1.0) void reset (Size dimension=0) 1-dimensional inspectors Real discrepancy () const…
QuantLib::InterpolatedDiscountCurve – Term structure based on interpolation of discount factors. Synopsis#include <ql/termstructures/yield/discountcurve.hpp> Inherits QuantLib::YieldTermStructure, and boost::noncopyable. Inherited by ExtendedDiscountCurve. Public Member FunctionsInterpolatedDiscountCurve (const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter, const Calendar &cal=Calendar(), const Interpolator &interpolator=Interpolator()) Inspectors Date maxDate () const the latest date for which the curve can return…
QuantLib::HaganPricer – CMS-coupon pricer. Synopsis#include <ql/cashflows/conundrumpricer.hpp> Inherits QuantLib::CmsCouponPricer. Inherited by AnalyticHaganPricer, and NumericHaganPricer. Public Member Functionsvirtual Real swapletPrice () const =0 virtual Rate swapletRate () const virtual Real capletPrice (Rate effectiveCap) const virtual Rate capletRate (Rate effectiveCap) const virtual Real floorletPrice (Rate effectiveFloor) const virtual Rate floorletRate (Rate effectiveFloor) const Real meanReversion () const void…
QuantLib::EnergyBasisSwap – Energy basis swap. Synopsis#include <ql/experimental/commodities/energybasisswap.hpp> Inherits QuantLib::EnergySwap. Public Member FunctionsEnergyBasisSwap (const Calendar &calendar, const boost::shared_ptr< CommodityIndex > &spreadIndex, const boost::shared_ptr< CommodityIndex > &payIndex, const boost::shared_ptr< CommodityIndex > &receiveIndex, bool spreadToPayLeg, const Currency &payCurrency, const Currency &receiveCurrency, const PricingPeriods &pricingPeriods, const CommodityUnitCost &basis, const CommodityType &commodityType, const boost::shared_ptr< SecondaryCosts > &secondaryCosts, const Handle< YieldTermStructure…
QuantLib::CurveState – Curve state for market-model simulations Synopsis#include <ql/models/marketmodels/curvestate.hpp> Inherited by CMSwapCurveState, CoterminalSwapCurveState, and LMMCurveState. Public Member FunctionsCurveState (const std::vector< Time > &rateTimes) Inspectors Size numberOfRates () const const std::vector< Time > & rateTimes () const const std::vector< Time > & rateTaus () const virtual Real discountRatio (Size i, Size j) const =0 virtual Rate…
QuantLib::CompoundForward – compound-forward structure Synopsis#include <ql/legacy/termstructures/compoundforward.hpp> Inherits QuantLib::ForwardRateStructure. Public Member FunctionsCompoundForward (const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Rate > &forwards, const Calendar &calendar, const BusinessDayConvention conv, const Integer compounding, const DayCounter &dayCounter) BusinessDayConvention businessDayConvention () const Integer compounding () const Date maxDate () const the latest date for which the curve…
QuantLib::FittedBondDiscountCurve::FittingMethod – Base fitting method used to construct a fitted bond discount curve. Synopsis#include <ql/termstructures/yield/fittedbonddiscountcurve.hpp> Inherited by CubicBSplinesFitting, ExponentialSplinesFitting, NelsonSiegelFitting, and SimplePolynomialFitting. Public Member Functionsvirtual Size size () const =0 total number of coefficients to fit/solve for Array solution () const output array of results of optimization problem Integer numberOfIterations () const final number of…
QuantLib::Forward – Abstract base forward class. Synopsis#include <ql/instruments/forward.hpp> Inherits QuantLib::Instrument. Inherited by FixedRateBondForward, and ForwardRateAgreement. Public Member Functionsvirtual Real spotValue () const =0 returns spot value/price of an underlying financial instrument virtual Real spotIncome (const Handle< YieldTermStructure > &incomeDiscountCurve) const =0 NPV of income/dividends/storage-costs etc. of underlying instrument. Inspectors virtual Date settlementDate () const const…
QuantLib::LiborForwardModel – Libor forward model Synopsis#include <ql/legacy/libormarketmodels/liborforwardmodel.hpp> Inherits QuantLib::CalibratedModel, and QuantLib::AffineModel. Public Member FunctionsLiborForwardModel (const boost::shared_ptr< LiborForwardModelProcess > &process, const boost::shared_ptr< LmVolatilityModel > &volaModel, const boost::shared_ptr< LmCorrelationModel > &corrModel) Rate S_0 (Size alpha, Size beta) const virtual boost::shared_ptr< SwaptionVolatilityMatrix > getSwaptionVolatilityMatrix () const DiscountFactor discount (Time t) const Implied discount curve. Real discountBond (Time now,…
QuantLib::LiborForwardModelProcess – libor-forward-model process Synopsis#include <ql/legacy/libormarketmodels/lfmprocess.hpp> Inherits QuantLib::StochasticProcess. Public Member FunctionsLiborForwardModelProcess (Size size, const boost::shared_ptr< IborIndex > &index) Disposable< Array > initialValues () const returns the initial values of the state variables Disposable< Array > drift (Time t, const Array &x) const returns the drift part of the equation, i.e., $ mu(t, mathrm{x}_t) $ Disposable<…
QuantLib::LiborForwardModel – Libor forward model Synopsis#include <ql/legacy/libormarketmodels/liborforwardmodel.hpp> Inherits QuantLib::CalibratedModel, and QuantLib::AffineModel. Public Member FunctionsLiborForwardModel (const boost::shared_ptr< LiborForwardModelProcess > &process, const boost::shared_ptr< LmVolatilityModel > &volaModel, const boost::shared_ptr< LmCorrelationModel > &corrModel) Rate S_0 (Size alpha, Size beta) const virtual boost::shared_ptr< SwaptionVolatilityMatrix > getSwaptionVolatilityMatrix () const DiscountFactor discount (Time t) const Implied discount curve. Real discountBond (Time now,…
disable_hardware_cursor – Disables the OS hardware cursor. Allegro game programming library. Synopsis#include <allegro.h> void disable_hardware_cursor(void); DescriptionAfter calling this function, Allegro will be responsible for drawing the mouse cursor rather than the operating system. On some platforms calling enable_hardware_cursor() makes the return values of get_mouse_mickeys() unreliable. After calling this function, get_mouse_mickeys() returns reliable results again. See…
QuantLib::Extrapolator – base class for classes possibly allowing extrapolation Synopsis#include <ql/math/interpolations/extrapolation.hpp> Inherited by Interpolation, Interpolation2D, and TermStructure. Public Member Functionsmodifiers void enableExtrapolation (bool b=true) enable extrapolation in subsequent calls void disableExtrapolation (bool b=true) disable extrapolation in subsequent calls inspectors bool allowsExtrapolation () const tells whether extrapolation is enabled Detailed Descriptionbase class for classes possibly allowing…
QuantLib::Bond – Base bond class. Synopsis#include <ql/instruments/bond.hpp> Inherits QuantLib::Instrument. Inherited by AmortizingCmsRateBond, AmortizingFixedRateBond, AmortizingFloatingRateBond, CallableBond, CmsRateBond, ConvertibleBond, FixedRateBond, FloatingRateBond, and ZeroCouponBond. Public Member FunctionsBond (Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) constructor for amortizing or non-amortizing bonds. Bond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(),…
QuantLib::Bond – Base bond class. Synopsis#include <ql/instruments/bond.hpp> Inherits QuantLib::Instrument. Inherited by AmortizingCmsRateBond, AmortizingFixedRateBond, AmortizingFloatingRateBond, CallableBond, CmsRateBond, ConvertibleBond, FixedRateBond, FloatingRateBond, and ZeroCouponBond. Public Member FunctionsBond (Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) constructor for amortizing or non-amortizing bonds. Bond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(),…
basename, dirname – parse pathname components Synopsis#include <libgen.h> char *dirname(char *path); char *basename(char *path);DescriptionWarning: there are two different functions basename() – see below. The functions dirname() and basename() break a null-terminated pathname string into directory and filename components. In the usual case, dirname() returns the string up to, but not including, the final ‘/’, and…
dirfilename — retrieve the name of a dirfile Synopsis#include <getdata.h> const char *dirfilename(const DIRFILE *dirfile);DescriptionThe dirfilename() function queries a dirfile(5) database specified by dirfile and returns its name. The name of a dirfile is the pathname passed to dirfile_cbopen() or dirfile_open() when the dirfile was opened. The dirfile argument must point to a valid DIRFILE…