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.
QuantLib::McPricer – base class for Monte Carlo pricers Synopsis Real value (Real tolerance, Size maxSamples=QL_MAX_INTEGER, Size minSamples=1023) const add samples until the required tolerance is reached Real valueWithSamples (Size samples, Size minSamples=1023) const simulate a fixed number of samples Real errorEstimate () const estimated error of the samples simulated so far const S & sampleAccumulator…
sam_warn_signal_set – Set warn signal Synopsis #include <corosync/sam.h> cs_error_t sam_warn_signal_set (int warn_signal); Description The sam_warn_signal_set function is used to configure warning signal sent before real killing of unresponsive application. Default value is SIGTERM. SIGKILL can be used to emulate "not warning signal send" behaviour. Return Value This call return CS_OK value if successful, otherwise and…
sam_stop – Stop health checking Synopsis #include <corosync/sam.h> cs_error_t sam_stop (void); Description The sam_stop function is used to stop health checking of an active process. After calling this function, the application no longer should send helathchecks. In the case of event driven healthchecking, the healthchecking thread will be stopped. A process can always start health…
sam_start – Start health checking Synopsis #include <corosync/sam.h> cs_error_t sam_start (void); Description The sam_start function is used to start health checking of application. After calling this function, the active process needs to send healthchecks within the registered time interval by calling sam_hc_send(3). If event driven healthchecking is configured by calling sam_register(3), an internal thread will…
sam_rehister – Register component for health checking Synopsis #include <corosync/sam.h> cs_error_t sam_register (unsigned int *instance_id); Description The sam_register function is used to register a process for healthchecking. If recovery policy is set to SAM_RECOVERY_POLICY_RESTART and recovery action will be taken, the new process instance will begin execution at the next code line after this function…
sam_mark_failed – Mark process failed Synopsis #include <corosync/sam.h> cs_error_t sam_mark_failed (void); Description The sam_mark_failed function is used with SAM_RECOVERY_POLICY_CMAP mostly together with SAM_RECOVERY_POLICY_RESTART to mark process failed. Process marked failed is killed without sending warn signal and control process will exit as with SAM_RECOVERY_POLICY_QUIT policy. Condb key state will be set to failed so corosync…
sam_initialize – Initialize health checking Synopsis #include <corosync/sam.h> cs_error_t sam_initialize (int time_interval, sam_recovery_policy_t recovery_policy); Description The sam_initialize function is used to initialize health checking of a process. Application can have only one instance of SAM. This function must be called before any other of SAM functions. It is recommended to initialize before the process begins…
sam_hc_send – Send health check confirmation Synopsis #include <corosync/sam.h> cs_error_t sam_hc_send (void); Description The sam_hc_send function is used to send healthcheck confirmation from the applicatoin. This function should be called reguarly when configured for application driven healthchecking, otherwise recovery actoin will be taken. When using event driven healthchecking, this function should not be used. Return…
sam_hc_callback_register – Register health check callback Synopsis #include <corosync/sam.h> cs_error_t sam_hc_callback_register (sam_hc_callback_t cb); Description The sam_hc_callback_register function is used to register a user provided healthcheck callback. After calling of this function, the SAM is switched from application driven healthchecking to event driven healthchecking. In this mode, sam_hc_send(3) does not need to be executed. The parameter…
sam_finalize – Terminate SAM service Synopsis #include <corosync/sam.h> cs_error_t sam_finalize (void); Description The sam_finalize function is used to terminate SAM API. Once the connection is finalized, the SAM may not be used again by application. Whole functionality (health checking) will be stopped and after application fail, recovery action will not be taken. Return Value This…
sam_data_store – Store user data Synopsis #include <corosync/sam.h> cs_error_t sam_data_store (const void *data, size_t size); Description The sam_data_store function is used to store data, which survives between instances. The data parameter is pointer to memory with data to store. Data are stored in newly allocated memory inside library, so caller can safely remove them after…
sam_data_restore – Restore previously saved user data Synopsis #include <corosync/sam.h> cs_error_t sam_data_restore (void *data, size_t size); Description The sam_data_restore function is used to restore data, previously saved by calling sam_data_store(3). Such data survives between instances. The data parameter is pointer to memory initialized by caller. Stored data are copied there. This also means, that caller…
sam_data_getsize – Return size of stored data in bytes Synopsis #include <corosync/sam.h> cs_error_t sam_data_getsize (size_t *size); Description The sam_data_getsize function is used to return size of stored data. Size is returned in bytes. If user data is NULL, zero is returned. Function is intended to be used before sam_data_restore(3) call to properly allocate buffer for…
ql/termstructures/volatility/sabr.hpp – SABR functions. Synopsis #include <ql/types.hpp> Functions Real unsafeSabrVolatility (Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho) Real sabrVolatility (Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho) void validateSabrParameters (Real alpha, Real beta, Real nu, Real rho) Detailed Description SABR functions. Author…
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::FDVanillaEngine – Finite-differences pricing engine for BSM one asset options. Synopsis FDVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) const Array & grid () const Protected Types Inherited by FDEuropeanEngine, FDMultiPeriodEngine, and FDStepConditionEngine. Public Member Functions FDVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) const Array &…
QuantLib::FDVanillaEngine – Finite-differences pricing engine for BSM one asset options. Synopsis FDVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) const Array & grid () const Protected Types Inherited by FDEuropeanEngine, FDMultiPeriodEngine, and FDStepConditionEngine. Public Member Functions FDVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) const Array &…
QuantLib::GJRGARCHProcess – Stochastic-volatility GJR-GARCH(1,1) process. Synopsis GJRGARCHProcess(const Handle<YieldTermStructure> &riskFreeRate, const Handle<YieldTermStructure> ÷ndYield, const Handle<Quote> &s0, Real v0, Real omega, Real alpha, Real beta, Real gamma, Real lambda, Real daysPerYear = 252.0, Discretization d = FullTruncation) Size size() const returns the number of dimensions of the stochastic process Disposable<Array> initialValues() const returns the initial values of…
QuantLib::LexicographicalView – Lexicographical 2-D view of a contiguous set of data. Synopsis #include <ql/math/lexicographicalview.hpp> Public Types typedef RandomAccessIterator x_iterator iterates over $ v_{ij} $ with $ j $ fixed. typedef boost::reverse_iterator< RandomAccessIterator > reverse_x_iterator iterates backwards over $ v_{ij} $ with $ j $ fixed. typedef step_iterator< RandomAccessIterator > y_iterator iterates over $ v_{ij} $…
QuantLib::LexicographicalView – Lexicographical 2-D view of a contiguous set of data. Synopsis #include <ql/math/lexicographicalview.hpp> Public Types typedef RandomAccessIterator x_iterator iterates over $ v_{ij} $ with $ j $ fixed. typedef boost::reverse_iterator< RandomAccessIterator > reverse_x_iterator iterates backwards over $ v_{ij} $ with $ j $ fixed. typedef step_iterator< RandomAccessIterator > y_iterator iterates over $ v_{ij} $…