SysTutorials Posts

QuantLib::Vasicek – Vasicek model class Synopsis#include <ql/models/shortrate/onefactormodels/vasicek.hpp> Inherits QuantLib::OneFactorAffineModel. Inherited by HullWhite. Classesclass Dynamics Short-rate dynamics in the Vasicek model. Public Member FunctionsVasicek (Rate r0=0.05, Real a=0.1, Real b=0.05, Real sigma=0.01, Real lambda=0.0) virtual Real discountBondOption (Option::Type type, Real strike, Time maturity, Time bondMaturity) const virtual boost::shared_ptr< ShortRateDynamics > dynamics () const returns the short-rate…

QuantLib::BatesModel – Bates stochastic-volatility model. Synopsis#include <ql/models/equity/batesmodel.hpp> Inherits QuantLib::HestonModel. Inherited by BatesDetJumpModel. Public Member FunctionsBatesModel (const boost::shared_ptr< HestonProcess > &process, Real lambda=0.1, Real nu=0.0, Real delta=0.1) Real nu () const Real delta () const Real lambda () const Detailed DescriptionBates stochastic-volatility model. extended versions of Heston model for the stochastic volatility of an asset including…

QuantLib::InflationSwap – Abstract base class for inflation swaps. Synopsis#include <ql/instruments/inflationswap.hpp> Inherits QuantLib::Instrument. Inherited by YearOnYearInflationSwap, and ZeroCouponInflationSwap. Public Member FunctionsInflationSwap (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 () const =0 Inspectors…

QuantLib::InflationSwap – Abstract base class for inflation swaps. Synopsis#include <ql/instruments/inflationswap.hpp> Inherits QuantLib::Instrument. Inherited by YearOnYearInflationSwap, and ZeroCouponInflationSwap. Public Member FunctionsInflationSwap (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 () const =0 Inspectors…

abs, labs, llabs, imaxabs – compute the absolute value of an integer Synopsis#include <stdlib.h> int abs(int j); long labs(long j); long long llabs(long long j); #include <inttypes.h> intmax_t imaxabs(intmax_t j);Feature Test Macro Requirements for glibc (see feature_test_macros(7)): llabs(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112LDescriptionThe abs() function computes the absolute value of the integer argument j. The labs(), llabs(),…

a64l, l64a – convert between long and base-64 Synopsis#include <stdlib.h> long a64l(const char *str64); char *l64a(long value); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): a64l(), l64a(): _XOPEN_SOURCE >= 500     || /* Glibc since 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _SVID_SOURCEDescriptionThese functions provide a conversion between 32-bit long integers and little-endian base-64 ASCII strings (of length zero to six). If the string used…

QuantLib::GeneralStatistics – Statistics tool. Synopsis#include <ql/math/statistics/generalstatistics.hpp> Public Typestypedef Real value_type Public Member FunctionsInspectors 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 standardDeviation () const Real…

ql/math/integrals/kronrodintegral.hpp – Integral of a 1-dimensional function using the Gauss-Kronrod method. Synopsis#include <ql/errors.hpp> #include <ql/types.hpp> #include <ql/utilities/null.hpp> #include <ql/math/integrals/integral.hpp> #include <boost/function.hpp> Classesclass GaussKronrodNonAdaptive Integral of a 1-dimensional function using the Gauss-Kronrod methods. class GaussKronrodAdaptive Integral of a 1-dimensional function using the Gauss-Kronrod methods. Detailed DescriptionIntegral of a 1-dimensional function using the Gauss-Kronrod method. AuthorGenerated automatically…

k_hasafs k_hasafs_recheck k_pioctl k_unlog k_setpag k_afs_cell_of_file kafs_set_verbose kafs_settoken_rxkad kafs_settoken krb_afslog krb_afslog_uid kafs_settoken5 krb5_afslog krb5_afslog_uid – AFS library LibraryAFS cache manager access library (libkafs, -lkafs) SynopsisIn kafs.h Ft int Fn k_afs_cell_of_file const char *path char *cell int len Ft int Fn k_hasafs void Ft int Fn k_hasafs_recheck void Ft int Fn k_pioctl char *a_path int o_opcode…

k_hasafs k_hasafs_recheck k_pioctl k_unlog k_setpag k_afs_cell_of_file kafs_set_verbose kafs_settoken_rxkad kafs_settoken krb_afslog krb_afslog_uid kafs_settoken5 krb5_afslog krb5_afslog_uid – AFS library LibraryAFS cache manager access library (libkafs, -lkafs) SynopsisIn kafs.h Ft int Fn k_afs_cell_of_file const char *path char *cell int len Ft int Fn k_hasafs void Ft int Fn k_hasafs_recheck void Ft int Fn k_pioctl char *a_path int o_opcode…

krb5plugin_kuserok_ftable_desc – Description of the krb5_kuserok(3) plugin facility. Synopsis#include <kuserok_plugin.h> Detailed DescriptionDescription of the krb5_kuserok(3) plugin facility. The krb5_kuserok(3) function is pluggable. The plugin is named KRB5_PLUGIN_KUSEROK (‘krb5_plugin_kuserok’), with a single minor version, KRB5_PLUGIN_KUSEROK_VERSION_0 (0). The plugin for krb5_kuserok(3) consists of a data symbol referencing a structure of type krb5plugin_kuserok_ftable, with four fields: Parameters: init…

krb5plugin_db_ftable_desc – Description of the krb5 DB plugin facility. Synopsis#include <db_plugin.h> Detailed DescriptionDescription of the krb5 DB plugin facility. The krb5_aname_to_lname(3) function’s DB rule is pluggable. The plugin is named KRB5_PLUGIN_DB (‘krb5_db_plug’), with a single minor version, KRB5_PLUGIN_DB_VERSION_0 (0). The plugin consists of a data symbol referencing a structure of type krb5plugin_db_ftable_desc, with three fields:…

krb5plugin_an2ln_ftable_desc – Description of the krb5_aname_to_lname(3) plugin facility. Synopsis#include <an2ln_plugin.h> Detailed DescriptionDescription of the krb5_aname_to_lname(3) plugin facility. The krb5_aname_to_lname(3) function is pluggable. The plugin is named KRB5_PLUGIN_AN2LN (‘an2ln’), with a single minor version, KRB5_PLUGIN_AN2LN_VERSION_0 (0). The plugin for krb5_aname_to_lname(3) consists of a data symbol referencing a structure of type krb5plugin_an2ln_ftable, with four fields: Parameters: init…

Heimdal Kerberos 5 error reporting functions – FunctionsKRB5_LIB_FUNCTION char *KRB5_LIB_CALL KRB5_DEPRECATED_FUNCTION (‘Use krb5_get_error_message instead’)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_eai_to_heim_errno (int eai_errno, int system_error)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_h_errno_to_heim_errno (int eai_errno)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_clear_error_message (krb5_context context)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_set_error_message (krb5_context context, krb5_error_code ret, const char *fmt,…) __attribute__((format(printf" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_vset_error_message (krb5_context context, krb5_error_code ret, const…

Heimdal Kerberos 5 error reporting functions – FunctionsKRB5_LIB_FUNCTION char *KRB5_LIB_CALL KRB5_DEPRECATED_FUNCTION (‘Use krb5_get_error_message instead’)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_eai_to_heim_errno (int eai_errno, int system_error)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_h_errno_to_heim_errno (int eai_errno)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_clear_error_message (krb5_context context)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_set_error_message (krb5_context context, krb5_error_code ret, const char *fmt,…) __attribute__((format(printf" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_vset_error_message (krb5_context context, krb5_error_code ret, const…

Heimdal Kerberos 5 error reporting functions – FunctionsKRB5_LIB_FUNCTION char *KRB5_LIB_CALL KRB5_DEPRECATED_FUNCTION (‘Use krb5_get_error_message instead’)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_eai_to_heim_errno (int eai_errno, int system_error)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_h_errno_to_heim_errno (int eai_errno)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_clear_error_message (krb5_context context)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_set_error_message (krb5_context context, krb5_error_code ret, const char *fmt,…) __attribute__((format(printf" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_vset_error_message (krb5_context context, krb5_error_code ret, const…

Heimdal Kerberos 5 error reporting functions – FunctionsKRB5_LIB_FUNCTION char *KRB5_LIB_CALL KRB5_DEPRECATED_FUNCTION (‘Use krb5_get_error_message instead’)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_eai_to_heim_errno (int eai_errno, int system_error)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_h_errno_to_heim_errno (int eai_errno)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_clear_error_message (krb5_context context)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_set_error_message (krb5_context context, krb5_error_code ret, const char *fmt,…) __attribute__((format(printf" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_vset_error_message (krb5_context context, krb5_error_code ret, const…

Heimdal Kerberos 5 deprecated functions – FunctionsKRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_change_password (krb5_context context, krb5_creds *creds, const char *newpw, int *result_code, krb5_data *result_code_string, krb5_data *result_string) KRB5_DEPRECATED_FUNCTION(‘Use X instead’)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_config_parse_string_multi (krb5_context context, const char *string, krb5_config_section **res) KRB5_DEPRECATED_FUNCTION(‘Use X instead’)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_keytype_to_enctypes (krb5_context context, krb5_keytype keytype, unsigned *len, krb5_enctype **val) KRB5_DEPRECATED_FUNCTION(‘Use X instead’)"…

Heimdal Kerberos 5 error reporting functions – FunctionsKRB5_LIB_FUNCTION char *KRB5_LIB_CALL KRB5_DEPRECATED_FUNCTION (‘Use krb5_get_error_message instead’)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_eai_to_heim_errno (int eai_errno, int system_error)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_h_errno_to_heim_errno (int eai_errno)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_clear_error_message (krb5_context context)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_set_error_message (krb5_context context, krb5_error_code ret, const char *fmt,…) __attribute__((format(printf" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_vset_error_message (krb5_context context, krb5_error_code ret, const…

Heimdal Kerberos 5 error reporting functions – FunctionsKRB5_LIB_FUNCTION char *KRB5_LIB_CALL KRB5_DEPRECATED_FUNCTION (‘Use krb5_get_error_message instead’)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_eai_to_heim_errno (int eai_errno, int system_error)" KRB5_LIB_FUNCTION krb5_error_code KRB5_LIB_CALL krb5_h_errno_to_heim_errno (int eai_errno)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_clear_error_message (krb5_context context)" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_set_error_message (krb5_context context, krb5_error_code ret, const char *fmt,…) __attribute__((format(printf" KRB5_LIB_FUNCTION void KRB5_LIB_CALL krb5_vset_error_message (krb5_context context, krb5_error_code ret, const…