Linux Manuals

clearenv – clear the environment Synopsis#include <stdlib.h> int clearenv(void);Feature Test Macro Requirements for glibc (see feature_test_macros(7)): clearenv():     /* Glibc since 2.19: */ _DEFAULT_SOURCE         || /* Glibc versions <= 2.19: */ _SVID_SOURCE || _BSD_SOURCE DescriptionThe clearenv() function clears the environment of all name-value pairs and sets the value of the external variable environ to NULL. After this call, new variables can be added to the environment…

clear_zbuffer – Writes a depth value into the given Z-buffer. Allegro game programming library. Synopsis#include <allegro.h> void clear_zbuffer(ZBUFFER *zbuf, float z); DescriptionWrites z into the given Z-buffer (0 means far away). This function should be used to initialize the Z-buffer before each frame. Actually, low-level routines compare depth of the current pixel with 1/z: for…

clear_scene – Initializes a scene. Allegro game programming library. Synopsis#include <allegro.h> void clear_scene(BITMAP *bmp); DescriptionInitializes a scene. The bitmap is the bitmap you will eventually render on. See Alsocreate_scene(3), scene_polygon3d(3), render_scene(3), destroy_scene(3), scene_gap(3), exscn3d(3)

clear_keybuf – Clears the keyboard buffer. Allegro game programming library. Synopsis#include <allegro.h> void clear_keybuf(); DescriptionEmpties the keyboard buffer. Usually you want to use this in your program before reading keys to avoid previously buffered keys to be returned by calls to readkey() or ureadkey(). See Alsoinstall_keyboard(3), keypressed(3), readkey(3), ureadkey(3)

QuantLib::CommodityIndex – base class for commodity indexes Synopsis#include <ql/experimental/commodities/commodityindex.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Public Member FunctionsCommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset) void addQuote (const Date &quoteDate, Real quote) void addQuotes (const…

QuantLib::IndexManager – global repository for past index fixings Synopsis#include <ql/indexes/indexmanager.hpp> Inherits Singleton< IndexManager >. Public Member Functionsbool hasHistory (const std::string &name) const returns whether historical fixings were stored for the index const TimeSeries< Real > & getHistory (const std::string &name) const returns the (possibly empty) history of the index fixings void setHistory (const std::string &name,…

QuantLib::IndexManager – global repository for past index fixings Synopsis#include <ql/indexes/indexmanager.hpp> Inherits Singleton< IndexManager >. Public Member Functionsbool hasHistory (const std::string &name) const returns whether historical fixings were stored for the index const TimeSeries< Real > & getHistory (const std::string &name) const returns the (possibly empty) history of the index fixings void setHistory (const std::string &name,…

QuantLib::Index – purely virtual base class for indexes Synopsis#include <ql/index.hpp> Inherits QuantLib::Observable. Inherited by InflationIndex, and InterestRateIndex. Public Member Functionsvirtual std::string name () const =0 Returns the name of the index. virtual Calendar fixingCalendar () const =0 returns the calendar defining valid fixing dates virtual bool isValidFixingDate (const Date &fixingDate) const =0 returns TRUE if…

QuantLib::ExchangeRateManager – exchange-rate repository Synopsis#include <ql/currencies/exchangeratemanager.hpp> Inherits Singleton< ExchangeRateManager >. Public Member Functionsvoid add (const ExchangeRate &, const Date &startDate=Date::minDate(), const Date &endDate=Date::maxDate()) Add an exchange rate. ExchangeRate lookup (const Currency &source, const Currency &target, Date date=Date(), ExchangeRate::Type type=ExchangeRate::Derived) const void clear () remove the added exchange rates Friendsclass Singleton< ExchangeRateManager > Detailed Descriptionexchange-rate repository…

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::AmortizingFixedRateBond – amortizing fixed-rate bond Synopsis#include <ql/experimental/amortizingbonds/amortizingfixedratebond.hpp> Inherits QuantLib::Bond. Public Member FunctionsAmortizingFixedRateBond (Natural settlementDays, const std::vector< Real > &notionals, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const std::vector< Real > &redemption=std::vector< Real >(1, 100.0), const Date &issueDate=Date()) AmortizingFixedRateBond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &startDate, const…

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::FixedRateBondForward – Forward contract on a fixed-rate bond Synopsis#include <ql/instruments/fixedratebondforward.hpp> Inherits QuantLib::Forward. Public Member FunctionsConstructors FixedRateBondForward (const Date &valueDate, const Date &maturityDate, Position::Type type, Real strike, Natural settlementDays, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, const boost::shared_ptr< FixedRateBond > &fixedCouponBond, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &incomeDiscountCurve=Handle< YieldTermStructure >())…

clauum.f – SynopsisFunctions/Subroutinessubroutine clauum (UPLO, N, A, LDA, INFO) CLAUUM computes the product UUH or LHL, where U and L are upper or lower triangular matrices (blocked algorithm). Function/Subroutine Documentationsubroutine clauum (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integerINFO)CLAUUM computes the product UUH or LHL, where U and L are upper or lower triangular…

clauu2.f – SynopsisFunctions/Subroutinessubroutine clauu2 (UPLO, N, A, LDA, INFO) CLAUU2 computes the product UUH or LHL, where U and L are upper or lower triangular matrices (unblocked algorithm). Function/Subroutine Documentationsubroutine clauu2 (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integerINFO)CLAUU2 computes the product UUH or LHL, where U and L are upper or lower triangular…

clatzm.f – SynopsisFunctions/Subroutinessubroutine clatzm (SIDE, M, N, V, INCV, TAU, C1, C2, LDC, WORK) CLATZM Function/Subroutine Documentationsubroutine clatzm (characterSIDE, integerM, integerN, complex, dimension( * )V, integerINCV, complexTAU, complex, dimension( ldc, * )C1, complex, dimension( ldc, * )C2, integerLDC, complex, dimension( * )WORK)CLATZM Purpose: This routine is deprecated and has been replaced by routine CUNMRZ. CLATZM…

clatrz.f – SynopsisFunctions/Subroutinessubroutine clatrz (M, N, L, A, LDA, TAU, WORK) CLATRZ factors an upper trapezoidal matrix by means of unitary transformations. Function/Subroutine Documentationsubroutine clatrz (integerM, integerN, integerL, complex, dimension( lda, * )A, integerLDA, complex, dimension( * )TAU, complex, dimension( * )WORK)CLATRZ factors an upper trapezoidal matrix by means of unitary transformations. Purpose: CLATRZ factors…

clatrs.f – SynopsisFunctions/Subroutinessubroutine clatrs (UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE, CNORM, INFO) CLATRS solves a triangular system of equations with the scale factor set to prevent overflow. Function/Subroutine Documentationsubroutine clatrs (characterUPLO, characterTRANS, characterDIAG, characterNORMIN, integerN, complex, dimension( lda, * )A, integerLDA, complex, dimension( * )X, realSCALE, real, dimension( * )CNORM, integerINFO)CLATRS solves…

clatrd.f – SynopsisFunctions/Subroutinessubroutine clatrd (UPLO, N, NB, A, LDA, E, TAU, W, LDW) CLATRD reduces the first nb rows and columns of a symmetric/Hermitian matrix A to real tridiagonal form by an unitary similarity transformation. Function/Subroutine Documentationsubroutine clatrd (characterUPLO, integerN, integerNB, complex, dimension( lda, * )A, integerLDA, real, dimension( * )E, complex, dimension( * )TAU,…

clatps.f – SynopsisFunctions/Subroutinessubroutine clatps (UPLO, TRANS, DIAG, NORMIN, N, AP, X, SCALE, CNORM, INFO) CLATPS solves a triangular system of equations with the matrix held in packed storage. Function/Subroutine Documentationsubroutine clatps (characterUPLO, characterTRANS, characterDIAG, characterNORMIN, integerN, complex, dimension( * )AP, complex, dimension( * )X, realSCALE, real, dimension( * )CNORM, integerINFO)CLATPS solves a triangular system of…