SysTutorials Posts

QuantLib::GeneralizedBlackScholesProcess – Generalized Black-Scholes stochastic process. Synopsis #include <ql/processes/blackscholesprocess.hpp> Inherits QuantLib::StochasticProcess1D. Inherited by BlackProcess, BlackScholesMertonProcess, BlackScholesProcess, ExtendedBlackScholesMertonProcess, and GarmanKohlagenProcess. Public Member Functions GeneralizedBlackScholesProcess (const Handle< Quote > &x0, const Handle< YieldTermStructure > &dividendTS, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization)) Time time (const Date…

QuantLib::LocalVolCurve – Local volatility curve derived from a Black curve. Synopsis #include <ql/termstructures/volatility/equityfx/localvolcurve.hpp> Inherits QuantLib::LocalVolTermStructure. Public Member Functions LocalVolCurve (const Handle< BlackVarianceCurve > &curve) TermStructure interface const Date & referenceDate () const the date at which discount = 1.0 and/or variance = 0.0 DayCounter dayCounter () const the day counter used for date/time conversion Date…

QuantLib::LocalVolTermStructure – Synopsis #include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp> Inherits QuantLib::VolatilityTermStructure. Inherited by LocalConstantVol, LocalVolCurve, and LocalVolSurface. Public Member Functions Constructors See the TermStructure documentation for issues regarding constructors. LocalVolTermStructure (const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) default constructor LocalVolTermStructure (const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter()) initialize with a fixed reference date LocalVolTermStructure…

QuantLib::SwaptionVolatilityCube – swaption-volatility cube Synopsis #include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp> Inherits QuantLib::SwaptionVolatilityDiscrete. Inherited by SwaptionVolCube1, and SwaptionVolCube2. Public Member Functions SwaptionVolatilityCube (const Handle< SwaptionVolatilityStructure > &atmVolStructure, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< Spread > &strikeSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads, const boost::shared_ptr< SwapIndex > &swapIndexBase, const boost::shared_ptr< SwapIndex…

QuantLib::SwaptionVolatilityCube – swaption-volatility cube Synopsis #include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp> Inherits QuantLib::SwaptionVolatilityDiscrete. Inherited by SwaptionVolCube1, and SwaptionVolCube2. Public Member Functions SwaptionVolatilityCube (const Handle< SwaptionVolatilityStructure > &atmVolStructure, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< Spread > &strikeSpreads, const std::vector< std::vector< Handle< Quote > > > &volSpreads, const boost::shared_ptr< SwapIndex > &swapIndexBase, const boost::shared_ptr< SwapIndex…

QuantLib::ConvexMonotone – Convex-monotone interpolation factory and traits. Synopsis #include <ql/math/interpolations/convexmonotoneinterpolation.hpp> Public Member Functions ConvexMonotone (Real quadraticity=0.3, Real monotonicity=0.7, bool forcePositive=true) template<class I1 , class I2 > Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const template<class I1 , class I2 > Interpolation localInterpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin,…

QuantLib::CliquetOption::arguments – Arguments for cliquet option calculation Synopsis #include <ql/instruments/cliquetoption.hpp> Inherits QuantLib::Option::arguments. Public Member Functions void validate () const Public Attributes Real accruedCoupon Real lastFixing Real localCap Real localFloor Real globalCap Real globalFloor std::vector< Date > resetDates Detailed Description Arguments for cliquet option calculation Author Generated automatically by Doxygen for QuantLib from the source code.

QuantLib::CliquetOption::arguments – Arguments for cliquet option calculation Synopsis #include <ql/instruments/cliquetoption.hpp> Inherits QuantLib::Option::arguments. Public Member Functions void validate () const Public Attributes Real accruedCoupon Real lastFixing Real localCap Real localFloor Real globalCap Real globalFloor std::vector< Date > resetDates Detailed Description Arguments for cliquet option calculation Author Generated automatically by Doxygen for QuantLib from the source code.

NAME load_wav_pf – Packfile version of load_wav. Allegro game programming library. SYNOPSIS #include <allegro.h> SAMPLE *load_wav_pf(PACKFILE *f); DESCRIPTION A version of load_wav() which reads from a packfile. Example: PACKFILE *packfile; SAMPLE *sample; packfile = pack_fopen(“sound.wav”, F_READ); if (!packfile) abort_on_error(“Couldn’t open sound.wav”); sample = load_wav_pf(packfile); if (!sample) abort_on_error(“Error loading sound.wav”); RETURN VALUE Returns a pointer to…

NAME load_wav – Loads a sample from a RIFF WAV file. Allegro game programming library. SYNOPSIS #include <allegro.h> SAMPLE *load_wav(const char *filename); DESCRIPTION Loads a sample from a RIFF WAV file. Example: SAMPLE *sample = load_wav(“scream.wav”); if (!sample) abort_on_error(“Couldn’t scare user!”); RETURN VALUE Returns a pointer to the SAMPLE or NULL on error. Remember to…

NAME load_voc_pf – Packfile version of load_voc. Allegro game programming library. SYNOPSIS #include <allegro.h> SAMPLE *load_voc_pf(PACKFILE *f); DESCRIPTION A version of load_voc() which reads from a packfile. Example: PACKFILE *packfile; SAMPLE *sample; packfile = pack_fopen(“sound.wav”, F_READ); if (!packfile) abort_on_error(“Couldn’t open sound.wav”); sample = load_wav_pf(packfile); if (!sample) abort_on_error(“Error loading sound.wav”); RETURN VALUE Returns a pointer to…

NAME load_voc – Loads a sample from a Creative Labs VOC file. Allegro game programming library. SYNOPSIS #include <allegro.h> SAMPLE *load_voc(const char *filename); DESCRIPTION Loads a sample from a Creative Labs VOC file. Example: SAMPLE *sample = load_voc(“alarm.voc”); if (!sample) abort_on_error(“Couldn’t alert user!”); RETURN VALUE Returns a pointer to the SAMPLE or NULL on error….

NAME load_txt_font – Loads a font script. Allegro game programming library. SYNOPSIS #include <allegro.h> FONT *load_txt_font(const char *filename, RGB *pal, void *param) DESCRIPTION This function can be used to load scripted fonts. The script file contains a number of lines in the format "filename start end", which specify the source file for that range of…

NAME load_tga_pf – Packfile version of load_tga. Allegro game programming library. SYNOPSIS #include <allegro.h> BITMAP *load_tga_pf(PACKFILE *f, RGB *pal); DESCRIPTION A version of load_tga() which reads from a packfile. Example: PACKFILE *packfile; BITMAP *bmp; packfile = pack_fopen(“mybitmap.tga”, F_READ); if (!packfile) abort_on_error(“Couldn’t open mybitmap.tga”); bmp = load_bmp_pf(packfile, pal); if (!bmp) abort_on_error(“Error loading mybitmap.tga”); RETURN VALUE Returns…

NAME load_tga – Loads a TGA bitmap from a file. Allegro game programming library. SYNOPSIS #include <allegro.h> BITMAP *load_tga(const char *filename, RGB *pal); DESCRIPTION Loads a 256-color, 15-bit hicolor, 24-bit truecolor, or 32-bit truecolor+alpha TGA file. RETURN VALUE Returns a pointer to the bitmap or NULL on error. Remember that you are responsible for destroying…

NAME load_sample – Loads a sample from a file. Allegro game programming library. SYNOPSIS #include <allegro.h> SAMPLE *load_sample(const char *filename); DESCRIPTION Loads a sample from a file, supporting both mono and stereo WAV and mono VOC files, in 8 or 16-bit formats, as well as formats handled by functions registered using register_sample_file_type(). Example: SAMPLE *sample…

NAME load_pcx_pf – Packfile version of load_pcx. Allegro game programming library. SYNOPSIS #include <allegro.h> BITMAP *load_pcx_pf(PACKFILE *f, RGB *pal); DESCRIPTION A version of load_pcx() which reads from a packfile. Example: PACKFILE *packfile; BITMAP *bmp; packfile = pack_fopen(“mybitmap.pcx”, F_READ); if (!packfile) abort_on_error(“Couldn’t open mybitmap.pcx”); bmp = load_bmp_pf(packfile, pal); if (!bmp) abort_on_error(“Error loading mybitmap.pcx”); RETURN VALUE Returns…

NAME load_pcx – Loads a PCX bitmap from a file. Allegro game programming library. SYNOPSIS #include <allegro.h> BITMAP *load_pcx(const char *filename, RGB *pal); DESCRIPTION Loads a 256-color or 24-bit truecolor PCX file. RETURN VALUE Returns a pointer to the bitmap or NULL on error. Remember that you are responsible for destroying the bitmap when you…

NAME load_midi_patches – Forces the MIDI driver to load a set of patches. Allegro game programming library. SYNOPSIS #include <allegro.h> int load_midi_patches(); DESCRIPTION Forces the MIDI driver to load the entire set of patches ready for use. You will not normally need to call this, because Allegro automatically loads whatever data is required for the…

NAME load_midi – Loads a MIDI file. Allegro game programming library. SYNOPSIS #include <allegro.h> MIDI *load_midi(const char *filename); DESCRIPTION Loads a MIDI file (handles both format 0 and format 1). Example: MIDI *music; music = load_midi(“backmus.mid”); if (!music) abort_on_error(“Couldn’t load background music!”); RETURN VALUE Returns a pointer to a MIDI structure, or NULL on error….