SysTutorials Posts

QuantLib::EvolutionDescription – Market-model evolution description. Synopsis #include <ql/models/marketmodels/evolutiondescription.hpp> Public Member Functions EvolutionDescription (const std::vector< Time > &rateTimes, const std::vector< Time > &evolutionTimes=std::vector< Time >(), const std::vector< std::pair< Size, Size > > &relevanceRates=std::vector< range >()) const std::vector< Time > & rateTimes () const const std::vector< Time > & rateTaus () const const std::vector< Time > &…

FIPSCHECK_verify, FIPSCHECK_verify_ex, FIPSCHECK_verify_files, FIPSCHECK_verify_files_ex, FIPSCHECK_fips_module_installed, FIPSCHECK_get_binary_path, FIPSCHECK_get_library_path, FIPSCHECK_kernel_fips_mode, fipscheck.h – Various functions relating to running in FIPS mode Synopsis #include <fipscheck.h> int FIPSCHECK_verify(const char *libname, const char *symbolname); int FIPSCHECK_verify_ex(const char *libname, const char *symbolname, const char *hmac_suffix, int fail_if_missing); int FIPSCHECK_verify_files(const char *files[]); int FIPSCHECK_verify_files_ex(const char *hmac_suffix, int fail_if_missing, const char *files[]); int FIPSCHECK_fips_module_installed(const char *libname, const char *symbolname, const char *hmac_suffix); int FIPSCHECK_get_binary_path(char *path, size_t pathlen); int FIPSCHECK_get_library_path(const…

NAME finite, finitef, finitel, isinf, isinff, isinfl, isnan, isnanf, isnanl – BSD floating-point classification functions SYNOPSIS #include <math.h> int finite(double x); int finitef(float x); int finitel(long double x); int isinf(double x); int isinff(float x); int isinfl(long double x); int isnan(double x); int isnanf(float x); int isnanl(long double x); Feature Test Macro Requirements for glibc (see…

NAME finite, finitef, finitel, isinf, isinff, isinfl, isnan, isnanf, isnanl – BSD floating-point classification functions SYNOPSIS #include <math.h> int finite(double x); int finitef(float x); int finitel(long double x); int isinf(double x); int isinff(float x); int isinfl(long double x); int isnan(double x); int isnanf(float x); int isnanl(long double x); Feature Test Macro Requirements for glibc (see…

QuantLib::FDVanillaEngine – Finite-differences pricing engine for BSM one asset options. Synopsis #include <ql/pricingengines/vanilla/fdvanillaengine.hpp> Inherited by FDEuropeanEngine, FDMultiPeriodEngine, and FDStepConditionEngine. Public Member Functions FDVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) const Array & grid () const Protected Types typedef BoundaryCondition< TridiagonalOperator > bc_type Protected Member Functions virtual void setupArguments (const PricingEngine::arguments…

QuantLib::CostFunction – Cost function abstract class for optimization problem. Synopsis #include <ql/math/optimization/costfunction.hpp> Inherited by AbcdError, SABRError, FrobeniusCostFunction, LeastSquareFunction, PenaltyFunction< Curve >, and ProjectedCostFunction. Public Member Functions virtual Real value (const Array &x) const =0 method to overload to compute the cost function value in x virtual Disposable< Array > values (const Array &x) const =0…

NAME finite, finitef, finitel, isinf, isinff, isinfl, isnan, isnanf, isnanl – BSD floating-point classification functions SYNOPSIS #include <math.h> int finite(double x); int finitef(float x); int finitel(long double x); int isinf(double x); int isinff(float x); int isinfl(long double x); int isnan(double x); int isnanf(float x); int isnanl(long double x); Feature Test Macro Requirements for glibc (see…

NAME init_selinuxmnt – initialize the global variable selinux_mnt SYNOPSIS static void init_selinuxmnt(void); static void fini_selinuxmnt(void); void set_selinuxmnt(char *mnt); DESCRIPTION init_selinuxmnt() initializes the global variable selinux_mnt to the selinuxfs mountpoint. fini_selinuxmnt() deinitializes the global variable selinux_mnt that stores the selinuxfs mountpoint. set_selinuxmnt() changes the selinuxfs mountpoint to mnt. AUTHOR This manual page has been written by…

NAME Finite-differences framework – Classes class BoundaryCondition< Operator > Abstract boundary condition class for finite difference problems. class NeumannBC Neumann boundary condition (i.e., constant derivative). class DirichletBC Neumann boundary condition (i.e., constant value). class BSMOperator Black-Scholes-Merton differential operator. class CrankNicolson< Operator > Crank-Nicolson scheme for finite difference methods. class DMinus $ D_{-} $ matricial representation…

NAME find_key_by_type_and_name – Find a key by type and name SYNOPSIS #include <keyutils.h> key_serial_t find_key_by_type_and_name(const char *type, const char *description, key_serial_t destringid); DESCRIPTION find_key_by_type_and_name() searches for a key with the given type and exact description, firstly in the thread, process and session keyrings to which a process is subscribed and secondly in /proc/keys. If a…

NAME find_dialog_focus – Searches the dialog for the object which has the input focus. Allegro game programming library. SYNOPSIS #include <allegro.h> int find_dialog_focus(DIALOG *dialog); DESCRIPTION Searches the dialog for the object which has the input focus, returning an index or -1 if the focus is not set. This is useful if you are calling do_dialog()…

NAME find_datafile_object – Searches a datafile for an object with a name. Allegro game programming library. SYNOPSIS #include <allegro.h> DATAFILE *find_datafile_object(const DATAFILE *dat, const char *objectname); DESCRIPTION Searches an already loaded datafile for an object with the specified name. In the name you can use `/’ and `#’ separators for nested datafile paths. Example: char…

NAME find_allegro_resource – Searches for a support file in many places. Allegro game programming library. SYNOPSIS #include <allegro.h> int find_allegro_resource(char *dest, const char *resource, const char *ext, const char *datafile, const char *objectname, const char *envvar, const char *subdir, int size); DESCRIPTION Searches for a support file, eg. `allegro.cfg’ or `language.dat’. Passed a resource string…

QuantLib::SphereCylinderOptimizer – Synopsis #include <ql/math/optimization/spherecylinder.hpp> Public Member Functions SphereCylinderOptimizer (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Real zweight=1.0) bool isIntersectionNonEmpty () const void findClosest (Size maxIterations, Real tolerance, Real &y1, Real &y2, Real &y3) const bool findByProjection (Real &y1, Real &y2, Real &y3) const Detailed Description * we are in…

QuantLib::SphereCylinderOptimizer – Synopsis #include <ql/math/optimization/spherecylinder.hpp> Public Member Functions SphereCylinderOptimizer (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Real zweight=1.0) bool isIntersectionNonEmpty () const void findClosest (Size maxIterations, Real tolerance, Real &y1, Real &y2, Real &y3) const bool findByProjection (Real &y1, Real &y2, Real &y3) const Detailed Description * we are in…

NAME QuantLib::TimeSeries – Container for historical data. SYNOPSIS #include <ql/timeseries.hpp> Public Types typedef Date key_type typedef T value_type Public Member Functions TimeSeries () template<class DateIterator , class ValueIterator > TimeSeries (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin) template<class ValueIterator > TimeSeries (const Date &firstDate, ValueIterator begin, ValueIterator end) Inspectors Date firstDate () const returns the first…

NAME QuantLib::MarketModelComposite – Composition of two or more market-model products. SYNOPSIS #include <ql/models/marketmodels/products/compositeproduct.hpp> Inherits QuantLib::MarketModelMultiProduct. Inherited by MultiProductComposite, and SingleProductComposite. Public Member Functions MarketModelMultiProduct interface const EvolutionDescription & evolution () const std::vector< Size > suggestedNumeraires () const std::vector< Time > possibleCashFlowTimes () const void reset () during simulation put product at start of path Composite…

NAME QuantLib::MarketModelComposite – Composition of two or more market-model products. SYNOPSIS #include <ql/models/marketmodels/products/compositeproduct.hpp> Inherits QuantLib::MarketModelMultiProduct. Inherited by MultiProductComposite, and SingleProductComposite. Public Member Functions MarketModelMultiProduct interface const EvolutionDescription & evolution () const std::vector< Size > suggestedNumeraires () const std::vector< Time > possibleCashFlowTimes () const void reset () during simulation put product at start of path Composite…

NAME filter_wait – wrap waitpid to decode the exitcode and why your filter quit SYNOPSIS #include <util/filter.h> NEOERR *filter_wait(pid_t pid, int options, int *exitcode); ARGUMENTS pid -> the process identifier to wait for options -> the options to pass to waitpid (see wait(2)) DESCRIPTION filter_wait wraps the waitpid call and raises an error (with description)…

NAME filter_create_fp – similar to filter_create_fd except with buffered FILE* SYNOPSIS #include <util/filter.h> NEOERR *filter_create_fp(const char *cmd, FILE **in, FILE **out, FILE **err, pid_t *pid); ARGUMENTS cmd -> the sub command to execute. Will be executed with /bin/sh -c in -> pointer to return the stdin pipe, or NULL if you don’t want the stdin…