AGGETP – Allows a user program to get the values of a group of parameters containing one or more elements. Synopsis CALL AGGETP (TPGN,FURA,LURA) C-Binding Synopsis #include <ncarg/ncargC.h> void c_aggetp (char *tpgn, float *fura, int lura) Description TPGN (an input expression of type CHARACTER) is a character string of the form ‘k1/k2/ . . ….
AGGETI – Allows a user program to retrieve the integer equivalent of the real value of a single parameter. Synopsis CALL AGGETI (TPGN,IUSR) C-Binding Synopsis #include <ncarg/ncargC.h> void c_aggeti (char *tpgn, int *iusr) Description TPGN (an input expression of type CHARACTER) is a parameter identifier, as described for AGGETP, above. If a group of more…
AGGETF – Allows a user program to retrieve the real value of a single parameter. Synopsis CALL AGGETF (TPGN,FUSR) C-Binding Synopsis #include <ncarg/ncargC.h> void c_aggetf (char *tpgn, float *fusr) Description TPGN (an input expression of type CHARACTER) is a parameter identifier, as described in the AGGETP man page. If a group of more than one…
AGGETC – Allows a user program to retrieve (in effect) the character-string values of certain single parameters. Synopsis CALL AGGETC (TPGN,CUSR) C-Binding Synopsis #include <ncarg/ncargC.h> void c_aggetc (char *tpgn, char *cusr, int len) Description TPGN (an input expression of type CHARACTER) is a parameter identifier, as described for AGGETP, above. The specified parameter must be…
AGDSHN – Provides an easy way to generate the names of parameters in the group ‘DASH/PATTERN.’, for use in calls to AGSETC and AGGETC. Synopsis AGDSHN (IDSH) C-Binding Synopsis #include <ncarg/ncargC.h> char *c_agdshn (int idsh) Description IDSH (an input expression of type INTEGER) is between 1 and 26, inclusive. C-Binding Description The C-binding argument description…
AGCURV – Draws a curve in a manner specified by the current values of the control parameters – the primary parameters with default values or with values supplied by the user, and the secondary parameters with values computed by AGSTUP. Synopsis CALL AGCURV (XVEC,IIEX,YVEC,IIEY,NEXY,KDSH) C-Binding Synopsis #include <ncarg/ncargC.h> void c_agcurv (float *xvec, int iiex, float…
AGCHNL – Provides a way for the user to substitute arbitrary character strings for the numeric labels generated by Autograph. Synopsis SUBROUTINE AGCHNL (IAXS,VILS,CHRM,MCIM,NCIM,IPXM, + CHRE,MCIE,NCIE) Description IAXS (an input expression of type INTEGER) is the number of the axis being drawn. The values 1, 2, 3, and 4 imply the left, right, bottom, and top…
AGCHIL – Provides a way for the user to change the color, intensity, text style, etc., of the informational labels. Synopsis SUBROUTINE AGCHIL (IFLG,LBNM,LNNO) Description IFLG (an input expression of type INTEGER) is zero if a particular object is about to be drawn, non-zero if it has just been drawn. LBNM (an input expression of…
AGCHCU – Provides a way for the user to change the color, intensity, line style, etc., of curves drawn by Autograph. Synopsis SUBROUTINE AGCHCU (IFLG,KDSH) Description IFLG (an input expression of type INTEGER) is zero if a particular object is about to be drawn, non-zero if it has just been drawn. KDSH (an input expression…
AGCHAX – Provides a way for the user to change the color, intensity, line style, etc., of various portions of the axes. Synopsis SUBROUTINE AGCHAX (IFLG,IAXS,IPRT,VILS) Description IFLG (an input expression of type INTEGER) is zero if a particular object is about to be drawn, non-zero if it has just been drawn. IAXS (an input…
AGBNCH – Provides an easy way to convert binary dash patterns into character dash patterns. Synopsis AGBNCH (IDSH) C-Binding Synopsis #include <ncarg/ncargC.h> char *c_agbnch(int idsh) Description IDSH (an input expression of type INTEGER) is between 0 and 65535, inclusive. C-Binding Description The C-binding argument description is the same as the FORTRAN argument description. Access To…
AGBACK – Draws the background specified by the current values of the control parameters – the primary parameters with default values or with values supplied by the user, and the secondary parameters with values computed by AGSTUP. Synopsis CALL AGBACK C-Binding Synopsis #include <ncarg/ncargC.h> void c_agback() Description None. Examples Use the ncargex command to see…
nbp_name – NBP name parsing Synopsis int nbp_name(char *name, char **obj, char **type, char **zone); Description nbp_name() parses user supplied names into their component object, type, and zone. obj, type, and zone should be passed by reference, and should point to the caller’s default values. nbp_name() will change the pointers to the parsed-out values. name is of the form…
nan, nanf, nanl – return ‘Not a Number’ Synopsis #include <math.h> double nan(const char *tagp); float nanf(const char *tagp); long double nanl(const char *tagp); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): nan(), nanf(), nanl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L Description These functions return a representation (determined by tagp) of a quiet NaN. If…
nan, nanf, nanl – return ‘Not a Number’ Synopsis #include <math.h> double nan(const char *tagp); float nanf(const char *tagp); long double nanl(const char *tagp); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): nan(), nanf(), nanl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L Description These functions return a representation (determined by tagp) of a quiet NaN. If…
QuantLib::Basket – Synopsis #include <ql/experimental/credit/basket.hpp> Public Member Functions Basket (const std::vector< std::string > &names, const std::vector< Real > ¬ionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0) Size size () const const std::vector< std::string > & names () const const std::vector< Real > & notionals () const Real notional () boost::shared_ptr< Pool > pool…
QuantLib::CommodityCurve – Commodity term structure. Synopsis #include <ql/experimental/commodities/commoditycurve.hpp> Inherits QuantLib::TermStructure. Public Member Functions CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency ¤cy, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, const std::vector< Date > &dates, const std::vector< Real > &prices, const DayCounter &dayCounter=Actual365Fixed()) CommodityCurve (const std::string &name, const CommodityType &commodityType, const Currency ¤cy, const UnitOfMeasure &unitOfMeasure,…
QuantLib::Currency – Currency specification Synopsis #include <ql/currency.hpp> Inherited by ARSCurrency, ATSCurrency, AUDCurrency, BDTCurrency, BEFCurrency, BGLCurrency, BRLCurrency, BYRCurrency, CADCurrency, CHFCurrency, CLPCurrency, CNYCurrency, COPCurrency, CYPCurrency, CZKCurrency, DEMCurrency, DKKCurrency, EEKCurrency, ESPCurrency, EURCurrency, FIMCurrency, FRFCurrency, GBPCurrency, GRDCurrency, HKDCurrency, HUFCurrency, IEPCurrency, ILSCurrency, INRCurrency, IQDCurrency, IRRCurrency, ISKCurrency, ITLCurrency, JPYCurrency, KRWCurrency, KWDCurrency, LTLCurrency, LUFCurrency, LVLCurrency, MTLCurrency, MXNCurrency, NLGCurrency, NOKCurrency, NPRCurrency, NZDCurrency, PEHCurrency,…
QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis #include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member Functions BlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const…
QuantLib::BlackCalculator – Black 1976 calculator class. Synopsis #include <ql/pricingengines/blackcalculator.hpp> Inherited by BlackScholesCalculator. Public Member Functions BlackCalculator (const boost::shared_ptr< StrikedTypePayoff > &payoff, Real forward, Real stdDev, Real discount=1.0) Real value () const Real deltaForward () const virtual Real delta (Real spot) const Real elasticityForward () const virtual Real elasticity (Real spot) const Real gammaForward () const…