SysTutorials Posts

QuantLib::CallableBondConstantVolatility – Constant callable-bond volatility, no time-strike dependence. Synopsis #include <ql/experimental/callablebonds/callablebondconstantvol.hpp> Inherits QuantLib::CallableBondVolatilityStructure. Public Member Functions CallableBondConstantVolatility (const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter) CallableBondConstantVolatility (const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter) CallableBondConstantVolatility (Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter) CallableBondConstantVolatility (Natural settlementDays, const Calendar &, const…

QuantLib::CallableBondConstantVolatility – Constant callable-bond volatility, no time-strike dependence. Synopsis #include <ql/experimental/callablebonds/callablebondconstantvol.hpp> Inherits QuantLib::CallableBondVolatilityStructure. Public Member Functions CallableBondConstantVolatility (const Date &referenceDate, Volatility volatility, const DayCounter &dayCounter) CallableBondConstantVolatility (const Date &referenceDate, const Handle< Quote > &volatility, const DayCounter &dayCounter) CallableBondConstantVolatility (Natural settlementDays, const Calendar &, Volatility volatility, const DayCounter &dayCounter) CallableBondConstantVolatility (Natural settlementDays, const Calendar &, const…

NAME QuantLib::GeneralStatistics – Statistics tool. SYNOPSIS #include <ql/math/statistics/generalstatistics.hpp> Public Types typedef Real value_type Public Member Functions Inspectors Size samples () const number of samples collected const std::vector< std::pair< Real, Real > > & data () const collected data Real weightSum () const sum of data weights Real mean () const Real variance () const Real…

NAME QuantLib::InflationSwap – Abstract base class for inflation swaps. SYNOPSIS #include <ql/instruments/inflationswap.hpp> Inherits QuantLib::Instrument. Inherited by YearOnYearInflationSwap, and ZeroCouponInflationSwap. Public Member Functions InflationSwap (const Date &start, const Date &maturity, const Period &lag, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &yieldTS) the constructor sets common data members virtual Rate fairRate ()…

QuantLib::VarianceOption – Variance option. Synopsis #include <ql/experimental/varianceoption/varianceoption.hpp> Inherits QuantLib::Instrument. Classes class arguments Arguments for forward fair-variance calculation class engine base class for variance-option engines class results Results from variance-option calculation Public Member Functions VarianceOption (const boost::shared_ptr< Payoff > &payoff, Real notional, const Date &startDate, const Date &maturityDate) void setupArguments (PricingEngine::arguments *args) const Instrument interface bool…

QuantLib::CashFlows – cashflow-analysis functions Synopsis #include <ql/cashflows/cashflows.hpp> Static Public Member Functions static Leg::const_iterator previousCashFlow (const Leg &leg, Date refDate=Date()) static Leg::const_iterator nextCashFlow (const Leg &leg, Date refDate=Date()) static Rate previousCouponRate (const Leg &leg, const Date &refDate=Date()) static Rate nextCouponRate (const Leg &leg, const Date &refDate=Date()) static Date startDate (const Leg &leg) static Date maturityDate (const…

NAME QuantLib::HestonModelHelper – calibration helper for Heston model SYNOPSIS #include <ql/models/equity/hestonmodelhelper.hpp> Inherits QuantLib::CalibrationHelper. Public Member Functions HestonModelHelper (const Period &maturity, const Calendar &calendar, const Real s0, const Real strikePrice, const Handle< Quote > &volatility, const Handle< YieldTermStructure > &riskFreeRate, const Handle< YieldTermStructure > &dividendYield, bool calibrateVolatility=false) void addTimesTo (std::list< Time > &) const Real modelValue…

NAME matrix_mul, matrix_mul_f – Multiplies two matrices. Allegro game programming library. SYNOPSIS #include <allegro.h> void matrix_mul(const MATRIX *m1, const MATRIX *m2, MATRIX *out); void matrix_mul_f(const MATRIX_f *m1, const MATRIX_f *m2, MATRIX_f *out); DESCRIPTION Multiplies two matrices, storing the result in out (this may be a duplicate of one of the input matrices, but it is…

NAME matrix_mul, matrix_mul_f – Multiplies two matrices. Allegro game programming library. SYNOPSIS #include <allegro.h> void matrix_mul(const MATRIX *m1, const MATRIX *m2, MATRIX *out); void matrix_mul_f(const MATRIX_f *m1, const MATRIX_f *m2, MATRIX_f *out); DESCRIPTION Multiplies two matrices, storing the result in out (this may be a duplicate of one of the input matrices, but it is…

NAME matherr – SVID math library exception handling SYNOPSIS #include <math.h> int matherr(struct exception *exc); extern _LIB_VERSION_TYPE _LIB_VERSION; Link with -lm. DESCRIPTION Note: the mechanism described in this page is no longer supported by glibc. Before glibc 2.27, it had been marked as obsolete. Since glibc 2.27, the mechanism has been removed altogether. New applications…

NAME Math tools – Math facilities of the library include: Pseudo-random number and low-discrepancy sequence generators Implementations of pseudo-random number and low-discrepancy sequence generators. They share the ql/RandomNumbers directory. One-dimensional solvers The abstract class QuantLib::Solver1D provides the interface for one-dimensional solvers which can find the zeroes of a given function. A number of such solvers…

NAME matchpathcon, matchpathcon_index – get the default SELinux security context for the specified path from the file contexts configuration SYNOPSIS #include <selinux/selinux.h> int matchpathcon_init(const char *path); int matchpathcon_init_prefix(const char *path, const char *prefix); int matchpathcon_fini(void); int matchpathcon(const char *path, mode_t mode, char **con); int matchpathcon_index(const char *name, mode_t mode, char **con); DESCRIPTION This family of…

NAME matchpathcon, matchpathcon_index – get the default SELinux security context for the specified path from the file contexts configuration SYNOPSIS #include <selinux/selinux.h> int matchpathcon_init(const char *path); int matchpathcon_init_prefix(const char *path, const char *prefix); int matchpathcon_fini(void); int matchpathcon(const char *path, mode_t mode, char **con); int matchpathcon_index(const char *name, mode_t mode, char **con); DESCRIPTION This family of…

NAME matchpathcon, matchpathcon_index – get the default SELinux security context for the specified path from the file contexts configuration SYNOPSIS #include <selinux/selinux.h> int matchpathcon_init(const char *path); int matchpathcon_init_prefix(const char *path, const char *prefix); int matchpathcon_fini(void); int matchpathcon(const char *path, mode_t mode, char **con); int matchpathcon_index(const char *name, mode_t mode, char **con); DESCRIPTION This family of…

NAME matchpathcon_checkmatches, matchpathcon_filespec_add, matchpathcon_filespec_destroy, matchpathcon_filespec_eval – check and report whether any specification index has no matches with any inode. Maintenance and statistics on inode associations SYNOPSIS #include <selinux/selinux.h> void matchpathcon_checkmatches(char *str); int matchpathcon_filespec_add(ino_t ino, int specind, const char *file); void matchpathcon_filespec_destroy(void); void matchpathcon_filespec_eval(void); DESCRIPTION matchpathcon_checkmatches() checks whether any specification has no matches and reports them….

NAME matchpathcon_checkmatches, matchpathcon_filespec_add, matchpathcon_filespec_destroy, matchpathcon_filespec_eval – check and report whether any specification index has no matches with any inode. Maintenance and statistics on inode associations SYNOPSIS #include <selinux/selinux.h> void matchpathcon_checkmatches(char *str); int matchpathcon_filespec_add(ino_t ino, int specind, const char *file); void matchpathcon_filespec_destroy(void); void matchpathcon_filespec_eval(void); DESCRIPTION matchpathcon_checkmatches() checks whether any specification has no matches and reports them….

NAME matchpathcon_checkmatches, matchpathcon_filespec_add, matchpathcon_filespec_destroy, matchpathcon_filespec_eval – check and report whether any specification index has no matches with any inode. Maintenance and statistics on inode associations SYNOPSIS #include <selinux/selinux.h> void matchpathcon_checkmatches(char *str); int matchpathcon_filespec_add(ino_t ino, int specind, const char *file); void matchpathcon_filespec_destroy(void); void matchpathcon_filespec_eval(void); DESCRIPTION matchpathcon_checkmatches() checks whether any specification has no matches and reports them….

NAME matchpathcon_checkmatches, matchpathcon_filespec_add, matchpathcon_filespec_destroy, matchpathcon_filespec_eval – check and report whether any specification index has no matches with any inode. Maintenance and statistics on inode associations SYNOPSIS #include <selinux/selinux.h> void matchpathcon_checkmatches(char *str); int matchpathcon_filespec_add(ino_t ino, int specind, const char *file); void matchpathcon_filespec_destroy(void); void matchpathcon_filespec_eval(void); DESCRIPTION matchpathcon_checkmatches() checks whether any specification has no matches and reports them….

NAME matchpathcon, matchpathcon_index – get the default SELinux security context for the specified path from the file contexts configuration SYNOPSIS #include <selinux/selinux.h> int matchpathcon_init(const char *path); int matchpathcon_init_prefix(const char *path, const char *prefix); int matchpathcon_fini(void); int matchpathcon(const char *path, mode_t mode, char **con); int matchpathcon_index(const char *name, mode_t mode, char **con); DESCRIPTION This family of…

NAME matchmediacon – get the default SELinux security context for the specified mediatype from the policy SYNOPSIS #include <selinux/selinux.h> int matchmediacon(const char *media, char **con); DESCRIPTION matchmediacon() matches the specified media type with the media contexts configuration and sets the security context con to refer to the resulting context. Note: Caller must free returned security…