SysTutorials Posts

QuantLib::CommodityIndex – base class for commodity indexes Synopsis #include <ql/experimental/commodities/commodityindex.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Public Member Functions CommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset) void addQuote (const Date &quoteDate, Real quote) void…

QuantLib::CompoundForward – compound-forward structure Synopsis #include <ql/legacy/termstructures/compoundforward.hpp> Inherits QuantLib::ForwardRateStructure. Public Member Functions CompoundForward (const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Rate > &forwards, const Calendar &calendar, const BusinessDayConvention conv, const Integer compounding, const DayCounter &dayCounter) BusinessDayConvention businessDayConvention () const Integer compounding () const Date maxDate () const the latest date for which…

QuantLib::CommodityIndex – base class for commodity indexes Synopsis #include <ql/experimental/commodities/commodityindex.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Public Member Functions CommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset) void addQuote (const Date &quoteDate, Real quote) void…

QuantLib::CommodityIndex – base class for commodity indexes Synopsis #include <ql/experimental/commodities/commodityindex.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Public Member Functions CommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset) void addQuote (const Date &quoteDate, Real quote) void…

QuantLib::CommodityIndex – base class for commodity indexes Synopsis #include <ql/experimental/commodities/commodityindex.hpp> Inherits QuantLib::Observable, and QuantLib::Observer. Public Member Functions CommodityIndex (const std::string &name, const CommodityType &commodityType, const Currency &currency, const UnitOfMeasure &unitOfMeasure, const Calendar &calendar, Real lotQuantity, const boost::shared_ptr< CommodityCurve > &forwardCurve, const boost::shared_ptr< ExchangeContracts > &exchangeContracts, int nearbyOffset) void addQuote (const Date &quoteDate, Real quote) void…

NAME formatstr – String Formatter object DESCRIPTION Object used to format base objects into strings. It extends the functionality of the string Formatter object to include new modifiers for different objects. Some of these new modifiers include conversion of strings into a sequence of hex characters, conversion of strings to their corresponding CRC32 or CRC16…

NAME openpty, login_tty, forkpty – terminal utility functions SYNOPSIS #include <pty.h> int openpty(int *amaster, int *aslave, char *name, const struct termios *termp, const struct winsize *winp); pid_t forkpty(int *amaster, char *name, const struct termios *termp, const struct winsize *winp); #include <utmp.h> int login_tty(int fd); Link with – lutil. DESCRIPTION The openpty() function finds an available…

QuantLib::QuantoEngine – Quanto engine. Synopsis #include <ql/pricingengines/quanto/quantoengine.hpp> Inherits GenericEngine< Instr::arguments, QuantoOptionResults< Instr::results > >. Public Member Functions QuantoEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &, const Handle< YieldTermStructure > &foreignRiskFreeRate, const Handle< BlackVolTermStructure > &exchangeRateVolatility, const Handle< Quote > &correlation) void calculate () const Protected Attributes boost::shared_ptr< GeneralizedBlackScholesProcess > process_ Handle< YieldTermStructure > foreignRiskFreeRate_ Handle< BlackVolTermStructure >…

QuantLib::BMAIndex – Bond Market Association index. Synopsis #include <ql/indexes/bmaindex.hpp> Inherits QuantLib::InterestRateIndex. Public Member Functions BMAIndex (const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >()) Index interface std::string name () const bool isValidFixingDate (const Date &fixingDate) const returns TRUE if the fixing date is a valid one InterestRateIndex interface Handle< YieldTermStructure > termStructure () const Date maturityDate (const…

NAME for_each_file_ex – Executes callback() for each file matching a wildcard. Allegro game programming library. SYNOPSIS #include <allegro.h> int for_each_file_ex(const char *name, int in_attrib, int out_attrib, int (*callback)(const char *filename, int attrib, void *param), void *param); DESCRIPTION Finds all the files on disk which match the given wildcard specification and file attributes, and executes callback()…

NAME fopencookie – opening a custom stream SYNOPSIS #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <stdio.h> FILE *fopencookie(void *cookie, const char *mode, cookie_io_functions_t io_funcs); DESCRIPTION The fopencookie() function allows the programmer to create a custom implementation for a standard I/O stream. This implementation can store the stream’s data at a location of its own choosing;…

NAME fopen, fdopen, freopen – stream open functions SYNOPSIS #include <stdio.h> FILE *fopen(const char *pathname, const char *mode); FILE *fdopen(int fd, const char *mode); FILE *freopen(const char *pathname, const char *mode, FILE *stream); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fdopen(): _POSIX_C_SOURCE DESCRIPTION The fopen() function opens the file whose name is the string…

NAME fnmatch – match filename or pathname SYNOPSIS #include <fnmatch.h> int fnmatch(const char *pattern, const char *string, int flags); DESCRIPTION The fnmatch() function checks whether the string argument matches the pattern argument, which is a shell wildcard pattern (see glob(7)). The flags argument modifies the behavior; it is the bitwise OR of zero or more…

NAME fmtmsg – print formatted error messages SYNOPSIS #include <fmtmsg.h> int fmtmsg(long classification, const char *label, int severity, const char *text, const char *action, const char *tag); DESCRIPTION This function displays a message described by its arguments on the device(s) specified in the classification argument. For messages written to stderr, the format depends on the…

NAME fmtcheck – sanitizes user-supplied printf(3)Ns-style format string LIBRARY Lb libbsd SYNOPSIS In bsd/stdio.h Ft const char * Fn fmtcheck const char *fmt_suspect const char *fmt_default DESCRIPTION The Fn fmtcheck scans Fa fmt_suspect and Fa fmt_default to determine if Fa fmt_suspect will consume the same argument types as Fa fmt_default and to ensure that Fa…

NAME fmod, fmodf, fmodl – floating-point remainder function SYNOPSIS #include <math.h> double fmod(double x, double y); float fmodf(float x, float y); long double fmodl(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fmodf(), fmodl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions compute…

NAME fmod, fmodf, fmodl – floating-point remainder function SYNOPSIS #include <math.h> double fmod(double x, double y); float fmodf(float x, float y); long double fmodl(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fmodf(), fmodl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions compute…

NAME fmod, fmodf, fmodl – floating-point remainder function SYNOPSIS #include <math.h> double fmod(double x, double y); float fmodf(float x, float y); long double fmodl(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fmodf(), fmodl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions compute…

NAME fmin, fminf, fminl – determine minimum of two floating-point numbers SYNOPSIS #include <math.h> double fmin(double x, double y); float fminf(float x, float y); long double fminl(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fmin(), fminf(), fminl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the lesser…

NAME fmin, fminf, fminl – determine minimum of two floating-point numbers SYNOPSIS #include <math.h> double fmin(double x, double y); float fminf(float x, float y); long double fminl(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fmin(), fminf(), fminl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the lesser…