Linux Manuals

QuantLib::CreditDefaultSwap – Credit default swap. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Instrument. Public Member Functions Constructors void setupExpired () const Protected Attributes Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const Inspectors Protection::Side side () const Real notional…

QuantLib::Bond – Base bond class. Synopsis Real cleanPrice () const theoretical clean price Real dirtyPrice () const theoretical dirty price Real settlementValue () const theoretical settlement value Rate yield (const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const theoretical bond yield Real cleanPrice (Rate yield, const DayCounter &dc, Compounding comp, Frequency freq,…

QuantLib::Bond – Base bond class. Synopsis Real cleanPrice () const theoretical clean price Real dirtyPrice () const theoretical dirty price Real settlementValue () const theoretical settlement value Rate yield (const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const theoretical bond yield Real cleanPrice (Rate yield, const DayCounter &dc, Compounding comp, Frequency freq,…

QuantLib::Swaption – Swaption class Synopsis Swaption (const boost::shared_ptr< VanillaSwap > &swap, const boost::shared_ptr< Exercise > &exercise, Settlement::Type delivery=Settlement::Physical) Volatility impliedVolatility (Real price, const Handle< YieldTermStructure > &discountCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const implied volatility Inherits QuantLib::Option. Classes class arguments Arguments for swaption calculation class engine base class for swaption…

QuantLib::Bond – Base bond class. Synopsis Real cleanPrice () const theoretical clean price Real dirtyPrice () const theoretical dirty price Real settlementValue () const theoretical settlement value Rate yield (const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const theoretical bond yield Real cleanPrice (Rate yield, const DayCounter &dc, Compounding comp, Frequency freq,…

QuantLib::SabrVolSurface – SABR volatility (smile) surface. Synopsis void performCalculations () const virtual void update () Inherits QuantLib::InterestRateVolSurface. Public Member Functions SabrVolSurface (const boost::shared_ptr< InterestRateIndex > &, const Handle< BlackAtmVolCurve > &, const std::vector< Period > &optionTenors, const std::vector< Spread > &atmRateSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads) const Handle< BlackAtmVolCurve > &…

QuantLib::AssetSwap::arguments – Arguments for asset swap calculation Synopsis void validate () const Public Attributes Inherits QuantLib::Swap::arguments. Public Member Functions void validate () const Public Attributes Real nominal Date settlementDate std::vector< Date > fixedResetDates std::vector< Date > fixedPayDates std::vector< Real > fixedCoupons std::vector< Time > floatingAccrualTimes std::vector< Date > floatingResetDates std::vector< Date > floatingFixingDates std::vector< Date…

random_r, srandom_r, initstate_r, setstate_r – reentrant random number generator Synopsis #include <stdlib.h> int random_r(struct random_data *buf, int32_t *result); int srandom_r(unsigned int seed, struct random_data *buf); int initstate_r(unsigned int seed, char *statebuf, size_t statelen, struct random_data *buf); int setstate_r(char *statebuf, struct random_data *buf); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): random_r(), srandom_r(), initstate_r(), setstate_r(): /*…

random, srandom, initstate, setstate – random number generator Synopsis #include <stdlib.h> long random(void); void srandom(unsigned seed); char *initstate(unsigned seed, char *state, size_t n); char *setstate(char *state); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): random(), srandom(), initstate(), setstate(): _XOPEN_SOURCE >= 500     || /* Glibc since 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _SVID_SOURCE || _BSD_SOURCE Description The random() function uses a nonlinear additive feedback random…

getspnam, getspnam_r, getspent, getspent_r, setspent, endspent, fgetspent, fgetspent_r, sgetspent, sgetspent_r, putspent, lckpwdf, ulckpwdf – get shadow password file entry Synopsis /* General shadow password file API */ #include <shadow.h> struct spwd *getspnam(const char *name); struct spwd *getspent(void); void setspent(void); void endspent(void); struct spwd *fgetspent(FILE *stream); struct spwd *sgetspent(const char *s); int putspent(const struct spwd *p,…

getsockcreatecon, setsockcreatecon – get or set the SELinux security context used for creating a new labeled sockets Synopsis #include <selinux/selinux.h> int getsockcreatecon(char **con); int getsockcreatecon_raw(char **con); int setsockcreatecon(char *context); int setsockcreatecon_raw(char *context); Description getsockcreatecon() retrieves the context used for creating a new labeled network socket. This returned context should be freed with freecon(3) if non-NULL….

getsockcreatecon, setsockcreatecon – get or set the SELinux security context used for creating a new labeled sockets Synopsis #include <selinux/selinux.h> int getsockcreatecon(char **con); int getsockcreatecon_raw(char **con); int setsockcreatecon(char *context); int setsockcreatecon_raw(char *context); Description getsockcreatecon() retrieves the context used for creating a new labeled network socket. This returned context should be freed with freecon(3) if non-NULL….

getservent, getservbyname, getservbyport, setservent, endservent – get service entry Synopsis #include <netdb.h> struct servent *getservent(void); struct servent *getservbyname(const char *name, const char *proto); struct servent *getservbyport(int port, const char *proto); void setservent(int stayopen); void endservent(void); Description The getservent() function reads the next entry from the services database (see services(5)) and returns a servent structure containing…

getrpcent, getrpcbyname, getrpcbynumber, setrpcent, endrpcent – get RPC entry Synopsis #include <netdb.h> struct rpcent *getrpcent(void); struct rpcent *getrpcbyname(const char *name); struct rpcent *getrpcbynumber(int number); void setrpcent(int stayopen); void endrpcent(void); Description The getrpcent(), getrpcbyname(), and getrpcbynumber() functions each return a pointer to an object with the following structure containing the broken-out fields of an entry in…

getpwent, setpwent, endpwent – get password file entry Synopsis #include <pwd.h> #include <sys/types.h> struct passwd *getpwent(void); void setpwent(void); void endpwent(void); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): getpwent(), setpwent(), endpwent(): _XOPEN_SOURCE >= 500     || /* Glibc since 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE Description The getpwent() function returns a pointer to a structure containing the broken-out fields of a record…

getprotoent, getprotobyname, getprotobynumber, setprotoent, endprotoent – get protocol entry Synopsis #include <netdb.h> struct protoent *getprotoent(void); struct protoent *getprotobyname(const char *name); struct protoent *getprotobynumber(int proto); void setprotoent(int stayopen); void endprotoent(void); Description The getprotoent() function reads the next entry from the protocols database (see protocols(5)) and returns a protoent structure containing the broken-out fields from the entry….

getprogname setprogname – get or set the program name Library Lb libbsd Synopsis In bsd/stdlib.h Ft const char * Fn getprogname void Ft void Fn setprogname const char *progname Description The Fn getprogname and Fn setprogname functions manipulate the name of the current program. They are used by error-reporting routines to produce consistent output. The…

setproctitle – set process title Library Lb libbsd Synopsis In sys/types.h In bsd/unistd.h Ft void Fn setproctitle_init int argc char *argv[] char *envp[] Ft void Fn setproctitle const char *fmt … Description The Fn setproctitle library routine sets the process title that appears on the ps(1) command. The Fn setproctitle_init library routine only needs to…

setnetgrent, endnetgrent, getnetgrent, getnetgrent_r, innetgr – handle network group entries Synopsis #include <netdb.h> int setnetgrent(const char *netgroup); void endnetgrent(void); int getnetgrent(char **host, char **user, char **domain); int getnetgrent_r(char **host, char **user, char **domain, char *buf, size_t buflen); int innetgr(const char *netgroup, const char *host, const char *user, const char *domain); Feature Test Macro Requirements for…

getnetent, getnetbyname, getnetbyaddr, setnetent, endnetent – get network entry Synopsis #include <netdb.h> struct netent *getnetent(void); struct netent *getnetbyname(const char *name); struct netent *getnetbyaddr(uint32_t net, int type); void setnetent(int stayopen); void endnetent(void); Description The getnetent() function reads the next entry from the networks database and returns a netent structure containing the broken-out fields from the entry….