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.
set_close_button_callback – Handles the user clicking on the close button of the window. Allegro game programming library. Synopsis #include <allegro.h> int set_close_button_callback(void (*proc)(void)); Description On platforms that have a close button, this routine installs a callback function to handle the close event. In other words, when the user clicks the close button on your program’s…
set_clip_state – Turns on or off the clipping of a bitmap. Allegro game programming library. Synopsis #include <allegro.h> void set_clip_state(BITMAP *bitmap, int state) Description Turns on (if state is non-zero) or off (if state is zero) clipping for the specified bitmap. Turning clipping off may slightly speed up some drawing operations (usually a negligible difference,…
set_clip_rect – Sets the clipping rectangle of a bitmap. Allegro game programming library. Synopsis #include <allegro.h> void set_clip_rect(BITMAP *bitmap, int x1, int y1, int x2, int y2); Description Each bitmap has an associated clipping rectangle, which is the area of the image that it is OK to draw onto. Nothing will be drawn to positions…
set_blender_mode_ex – An even more complex version of set_blender_mode(). Allegro game programming library. Synopsis #include <allegro.h> void set_blender_mode_ex(BLENDER_FUNC b15, b16, b24, b32, b15x, b16x, b24x, int r, g, b, a); Description Like set_blender_mode(), but allows you to specify a more complete set of blender routines. The b15, b16, b24, and b32 routines are used when…
set_blender_mode – Specifies a custom set of truecolor blender routines. Allegro game programming library. Synopsis #include <allegro.h> void set_blender_mode(BLENDER_FUNC b15, b16, b24, int r, g, b, a); Description Specifies a custom set of truecolor blender routines, which can be used to implement whatever special interpolation modes you need. This function shares a single blender between…
set_message_mode – Sets the message mode Synopsis #include <libaudit.h> void set_message_mode(message_t mode); Description set_message_mode sets the location where informational messages are sent. If mode=0 (default), then informational messages are sent to stderr. If mode=1, then informational messages are sent to syslog. Example /* Sample code */ set_message_mode(MSG_SYSLOG) See Also auditd(8), audit_open(3). Author Debora Velarde.
set_alpha_blender – Enables a special alpha-channel blending mode. Allegro game programming library. Synopsis #include <allegro.h> void set_alpha_blender(); Description Enables the special alpha-channel blending mode, which is used for drawing 32-bit RGBA sprites. After calling this function, you can use draw_trans_sprite() or draw_trans_rle_sprite() to draw a 32-bit source image onto any hicolor or truecolor destination. The…
set_allegro_resource_path – Sets a specific resource search path. Allegro game programming library. Synopsis #include <allegro.h> int set_allegro_resource_path(int priority, const char *path); Description Sometimes Allegro doesn’t look in enough places to find a resource. For those special cases, you can call this function before loading your resource with additional paths to search for. You set up…
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::SampledCurve – This class contains a sampled curve. Synopsis void swap (SampledCurve &) void setLogGrid (Real min, Real max) void regridLogGrid (Real min, Real max) void shiftGrid (Real s) void scaleGrid (Real s) void regrid (const Array &new_grid) template<class T > void regrid (const Array &new_grid, T func) template<class T > const SampledCurve & transform…
QuantLib::IntervalPrice – interval price Synopsis static TimeSeries< IntervalPrice > makeSeries (const std::vector< Date > &d, const std::vector< Real > &open, const std::vector< Real > &close, const std::vector< Real > &high, const std::vector< Real > &low) static std::vector< Real > extractValues (const TimeSeries< IntervalPrice > &, IntervalPrice::Type) static TimeSeries< Real > extractComponent (const TimeSeries< IntervalPrice >…
QuantLib::Solver1D – Base class for 1-D solvers. Synopsis #include <ql/math/solver1d.hpp> Inherits CuriouslyRecurringTemplate< Impl >. Public Member Functions Modifiers template<class F > Real solve (const F &f, Real accuracy, Real guess, Real step) const template<class F > Real solve (const F &f, Real accuracy, Real guess, Real xMin, Real xMax) const void setMaxEvaluations (Size evaluations) void…
QuantLib::BoundaryCondition – Abstract boundary condition class for finite difference problems. Synopsis virtual void applyBeforeApplying (operator_type &) const =0 virtual void applyAfterApplying (array_type &) const =0 virtual void applyBeforeSolving (operator_type &, array_type &rhs) const =0 virtual void applyAfterSolving (array_type &) const =0 virtual void setTime (Time t)=0 Public Types enum Side { None, Upper, Lower }…
QuantLib::ConstrainedEvolver – Constrained market-model evolver. Synopsis virtual void setConstraintType (const std::vector< Size > &startIndexOfSwapRate, const std::vector< Size > &EndIndexOfSwapRate)=0 call once virtual void setThisConstraint (const std::vector< Rate > &rateConstraints, const std::vector< bool > &isConstraintActive)=0 call before each path Inherits QuantLib::MarketModelEvolver. Inherited by LogNormalFwdRateEulerConstrained. Public Member Functions virtual void setConstraintType (const std::vector< Size > &startIndexOfSwapRate, const…
QuantLib::BootstrapHelper – Base helper class for bootstrapping. Synopsis Real quoteError () const Real quoteValue () const bool quoteIsValid () const virtual Real impliedQuote () const =0 virtual void setTermStructure (TS *) sets the term structure to be used for pricing virtual Date earliestDate () const earliest relevant date virtual Date latestDate () const latest relevant…
QuantLib::CmsCouponPricer – base pricer for vanilla CMS coupons Synopsis CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) Handle< SwaptionVolatilityStructure > swaptionVolatility () const void setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) Inherits QuantLib::FloatingRateCouponPricer. Inherited by HaganPricer. Public Member Functions CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) Handle< SwaptionVolatilityStructure > swaptionVolatility () const void…
QuantLib::MixedScheme – Mixed (explicit/implicit) scheme for finite difference methods. Synopsis #include <ql/methods/finitedifferences/mixedscheme.hpp> Public Types typedef OperatorTraits< Operator > traits typedef traits::operator_type operator_type typedef traits::array_type array_type typedef traits::bc_set bc_set typedef traits::condition_type condition_type Public Member Functions MixedScheme (const operator_type &L, Real theta, const bc_set &bcs) void step (array_type &a, Time t) void setStep (Time dt) Protected Attributes…
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::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::GaussKronrodNonAdaptive – Integral of a 1-dimensional function using the Gauss-Kronrod methods. Synopsis #include <ql/math/integrals/kronrodintegral.hpp> Inherits QuantLib::Integrator. Public Member Functions GaussKronrodNonAdaptive (Real absoluteAccuracy, Size maxEvaluations, Real relativeAccuracy) void setRelativeAccuracy (Real) Real relativeAccuracy () const Protected Member Functions Real integrate (const boost::function< Real(Real)> &f, Real a, Real b) const Detailed Description Integral of a 1-dimensional function using…