Linux Manuals

QuantLib::ReplicatingVarianceSwapEngine – Variance-swap pricing engine using replicating cost,. Synopsis ReplicatingVarianceSwapEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real dk=5.0, const std::vector< Real > &callStrikes=std::vector< Real >(), const std::vector< Real > &putStrikes=std::vector< Real >()) void calculate () const Protected Member Functions void computeOptionWeights (const std::vector< Real > &, const Option::Type, weights_type &optionWeights) const Real computeLogPayoff (const Real, const…

nearbyint, nearbyintf, nearbyintl, rint, rintf, rintl – round to nearest integer Synopsis #include <math.h> double nearbyint(double x); float nearbyintf(float x); long double nearbyintl(long double x); double rint(double x); float rintf(float x); long double rintl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): nearbyint(), nearbyintf(), nearbyintl(): _POSIX_C_SOURCE >= 200112L || _ISOC99_SOURCE rint(): _ISOC99_SOURCE…

nearbyint, nearbyintf, nearbyintl, rint, rintf, rintl – round to nearest integer Synopsis #include <math.h> double nearbyint(double x); float nearbyintf(float x); long double nearbyintl(long double x); double rint(double x); float rintf(float x); long double rintl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): nearbyint(), nearbyintf(), nearbyintl(): _POSIX_C_SOURCE >= 200112L || _ISOC99_SOURCE rint(): _ISOC99_SOURCE…

nearbyint, nearbyintf, nearbyintl, rint, rintf, rintl – round to nearest integer Synopsis #include <math.h> double nearbyint(double x); float nearbyintf(float x); long double nearbyintl(long double x); double rint(double x); float rintf(float x); long double rintl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): nearbyint(), nearbyintf(), nearbyintl(): _POSIX_C_SOURCE >= 200112L || _ISOC99_SOURCE rint(): _ISOC99_SOURCE…

index, rindex – locate character in string Synopsis #include <strings.h> char *index(const char *s, int c); char *rindex(const char *s, int c); Description The index() function returns a pointer to the first occurrence of the character c in the string s. The rindex() function returns a pointer to the last occurrence of the character c…

QuantLib::MultiAssetOption – Base class for options on multiple assets. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const…

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::MultiAssetOption – Base class for options on multiple assets. Synopsis void setupExpired () const Protected Attributes Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const…

hsv_to_rgb, rgb_to_hsv – Converts color values between the HSV and RGB color spaces. Allegro game programming library. Synopsis #include <allegro.h> void hsv_to_rgb(float h, float s, float v, int *r, int *g, int *b); void rgb_to_hsv(int r, int g, int b, float *h, float *s, float *v); Description Convert color values between the HSV and RGB…

rexec, rexec_af – return stream to a remote command Synopsis #include <netdb.h> int rexec(char **ahost, int inport, const char *user, const char *passwd, const char *cmd, int *fd2p); int rexec_af(char **ahost, int inport, const char *user, const char *passwd, const char *cmd, int *fd2p, sa_family_t af); rexec(), rexec_af(): Since glibc 2.19: _DEFAULT_SOURCE In glibc up…

rexec, rexec_af – return stream to a remote command Synopsis #include <netdb.h> int rexec(char **ahost, int inport, const char *user, const char *passwd, const char *cmd, int *fd2p); int rexec_af(char **ahost, int inport, const char *user, const char *passwd, const char *cmd, int *fd2p, sa_family_t af); rexec(), rexec_af(): Since glibc 2.19: _DEFAULT_SOURCE In glibc up…

rewinddir – reset directory stream Synopsis #include <sys/types.h> #include <dirent.h> void rewinddir(DIR *dirp); Description The rewinddir() function resets the position of the directory stream dirp to the beginning of the directory. Return Value The rewinddir() function returns no value. Attributes For an explanation of the terms used in this section, see attributes(7). Interface Attribute Value…

fgetpos, fseek, fsetpos, ftell, rewind – reposition a stream Synopsis #include <stdio.h> int fseek(FILE *stream, long offset, int whence); long ftell(FILE *stream); void rewind(FILE *stream); int fgetpos(FILE *stream, fpos_t *pos); int fsetpos(FILE *stream, const fpos_t *pos); Description The fseek() function sets the file position indicator for the stream pointed to by stream. The new position,…

QuantLib::InflationIndex – Base class for inflation-rate indexes,. Synopsis void update () Inherits QuantLib::Index, and QuantLib::Observer. Inherited by YoYInflationIndex, and ZeroInflationIndex. Public Member Functions InflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, const Currency &currency) Index interface void update () Observer interface void update () Inspectors std::string familyName…

QuantLib::InflationIndex – Base class for inflation-rate indexes,. Synopsis void update () Inherits QuantLib::Index, and QuantLib::Observer. Inherited by YoYInflationIndex, and ZeroInflationIndex. Public Member Functions InflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, const Currency &currency) Index interface void update () Observer interface void update () Inspectors std::string familyName…

QuantLib::ExtendedDiscountCurve – Term structure based on loglinear interpolation of discount factors. Synopsis ExtendedDiscountCurve (const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const Calendar &calendar, const BusinessDayConvention conv, const DayCounter &dayCounter) BusinessDayConvention businessDayConvention () const void update () Rate compoundForward (const Date &d1, Integer f, bool extrapolate=false) const Rate compoundForward (Time t1, Integer f,…

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} $…

QuantLib::Matrix – Matrix used in linear algebra. Synopsis const Matrix & operator+= (const Matrix &) const Matrix & operator-= (const Matrix &) const Matrix & operator*= (Real) const Matrix & operator/= (Real) Inherited by Disposable< Matrix >. Public Types typedef Real * iterator typedef const Real * const_iterator typedef boost::reverse_iterator< iterator > reverse_iterator typedef boost::reverse_iterator<…

QuantLib::TimeBasket – Distribution over a number of dates. Synopsis TimeBasket & operator+= (const TimeBasket &other) TimeBasket & operator-= (const TimeBasket &other) Inherits std::map<Date,Real>. Public Member Functions TimeBasket (const std::vector< Date > &dates, const std::vector< Real > &values) Algebra TimeBasket & operator+= (const TimeBasket &other) TimeBasket & operator-= (const TimeBasket &other) Other methods TimeBasket rebin (const…