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NAME feclearexcept, fegetexceptflag, feraiseexcept, fesetexceptflag, fetestexcept, fegetenv, fegetround, feholdexcept, fesetround, fesetenv, feupdateenv, feenableexcept, fedisableexcept, fegetexcept – floating-point rounding and exception handling SYNOPSIS #include <fenv.h> int feclearexcept(int excepts); int fegetexceptflag(fexcept_t *flagp, int excepts); int feraiseexcept(int excepts); int fesetexceptflag(const fexcept_t *flagp, int excepts); int fetestexcept(int excepts); int fegetround(void); int fesetround(int rounding_mode); int fegetenv(fenv_t *envp); int feholdexcept(fenv_t *envp);…

NAME feclearexcept, fegetexceptflag, feraiseexcept, fesetexceptflag, fetestexcept, fegetenv, fegetround, feholdexcept, fesetround, fesetenv, feupdateenv, feenableexcept, fedisableexcept, fegetexcept – floating-point rounding and exception handling SYNOPSIS #include <fenv.h> int feclearexcept(int excepts); int fegetexceptflag(fexcept_t *flagp, int excepts); int feraiseexcept(int excepts); int fesetexceptflag(const fexcept_t *flagp, int excepts); int fetestexcept(int excepts); int fegetround(void); int fesetround(int rounding_mode); int fegetenv(fenv_t *envp); int feholdexcept(fenv_t *envp);…

NAME feclearexcept, fegetexceptflag, feraiseexcept, fesetexceptflag, fetestexcept, fegetenv, fegetround, feholdexcept, fesetround, fesetenv, feupdateenv, feenableexcept, fedisableexcept, fegetexcept – floating-point rounding and exception handling SYNOPSIS #include <fenv.h> int feclearexcept(int excepts); int fegetexceptflag(fexcept_t *flagp, int excepts); int feraiseexcept(int excepts); int fesetexceptflag(const fexcept_t *flagp, int excepts); int fetestexcept(int excepts); int fegetround(void); int fesetround(int rounding_mode); int fegetenv(fenv_t *envp); int feholdexcept(fenv_t *envp);…

NAME feclearexcept, fegetexceptflag, feraiseexcept, fesetexceptflag, fetestexcept, fegetenv, fegetround, feholdexcept, fesetround, fesetenv, feupdateenv, feenableexcept, fedisableexcept, fegetexcept – floating-point rounding and exception handling SYNOPSIS #include <fenv.h> int feclearexcept(int excepts); int fegetexceptflag(fexcept_t *flagp, int excepts); int feraiseexcept(int excepts); int fesetexceptflag(const fexcept_t *flagp, int excepts); int fetestexcept(int excepts); int fegetround(void); int fesetround(int rounding_mode); int fegetenv(fenv_t *envp); int feholdexcept(fenv_t *envp);…

NAME feclearexcept, fegetexceptflag, feraiseexcept, fesetexceptflag, fetestexcept, fegetenv, fegetround, feholdexcept, fesetround, fesetenv, feupdateenv, feenableexcept, fedisableexcept, fegetexcept – floating-point rounding and exception handling SYNOPSIS #include <fenv.h> int feclearexcept(int excepts); int fegetexceptflag(fexcept_t *flagp, int excepts); int feraiseexcept(int excepts); int fesetexceptflag(const fexcept_t *flagp, int excepts); int fetestexcept(int excepts); int fegetround(void); int fesetround(int rounding_mode); int fegetenv(fenv_t *envp); int feholdexcept(fenv_t *envp);…

NAME feclearexcept, fegetexceptflag, feraiseexcept, fesetexceptflag, fetestexcept, fegetenv, fegetround, feholdexcept, fesetround, fesetenv, feupdateenv, feenableexcept, fedisableexcept, fegetexcept – floating-point rounding and exception handling SYNOPSIS #include <fenv.h> int feclearexcept(int excepts); int fegetexceptflag(fexcept_t *flagp, int excepts); int feraiseexcept(int excepts); int fesetexceptflag(const fexcept_t *flagp, int excepts); int fetestexcept(int excepts); int fegetround(void); int fesetround(int rounding_mode); int fegetenv(fenv_t *envp); int feholdexcept(fenv_t *envp);…

NAME ql/methods/finitedifferences/fdtypedefs.hpp – default choices for template instantiations SYNOPSIS #include <ql/methods/finitedifferences/cranknicolson.hpp> #include <ql/methods/finitedifferences/parallelevolver.hpp> Typedefs typedef FiniteDifferenceModel< CrankNicolson< TridiagonalOperator > > StandardFiniteDifferenceModel default choice for finite-difference model typedef FiniteDifferenceModel< ParallelEvolver< CrankNicolson< TridiagonalOperator > > > StandardSystemFiniteDifferenceModel default choice for parallel finite-difference model typedef StepCondition< Array > StandardStepCondition default choice for step condition typedef CurveDependentStepCondition< Array >…

NAME opendir, fdopendir – open a directory SYNOPSIS #include <dirent.h> #include <sys/types.h> DIR *opendir(const char *name); DIR *fdopendir(int fd); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fdopendir(): Since glibc 2.10: _POSIX_C_SOURCE >= 200809L Before glibc 2.10: _GNU_SOURCE DESCRIPTION The opendir() function opens a directory stream corresponding to the directory name, and returns a pointer to the…

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 ql/experimental/finitedifferences/fdmhestonsolver.hpp – SYNOPSIS #include <ql/handle.hpp> #include <ql/patterns/lazyobject.hpp> #include <ql/processes/hestonprocess.hpp> #include <ql/math/interpolations/bicubicsplineinterpolation.hpp> #include <ql/experimental/finitedifferences/fdmmesher.hpp> #include <ql/experimental/finitedifferences/fdmhestonop.hpp> #include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp> #include <ql/experimental/finitedifferences/fdmstepconditioncomposite.hpp> #include <ql/experimental/finitedifferences/fdmsnapshotcondition.hpp> Detailed Description Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp – Heston Hull White linear operator. SYNOPSIS #include <ql/processes/hestonprocess.hpp> #include <ql/processes/hullwhiteprocess.hpp> #include <ql/experimental/finitedifferences/firstderivativeop.hpp> #include <ql/experimental/finitedifferences/triplebandlinearop.hpp> #include <ql/experimental/finitedifferences/ninepointlinearop.hpp> #include <ql/experimental/finitedifferences/fdmlinearopcomposite.hpp> Detailed Description Heston Hull White linear operator. Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME ql/experimental/finitedifferences/fdmblackscholessolver.hpp – SYNOPSIS #include <ql/handle.hpp> #include <ql/patterns/lazyobject.hpp> #include <ql/processes/blackscholesprocess.hpp> #include <ql/math/interpolations/cubicinterpolation.hpp> #include <ql/experimental/finitedifferences/fdmmesher.hpp> #include <ql/experimental/finitedifferences/fdmdirichletboundary.hpp> #include <ql/experimental/finitedifferences/fdmstepconditioncomposite.hpp> #include <ql/experimental/finitedifferences/fdmsnapshotcondition.hpp> Detailed Description Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME fdim, fdimf, fdiml – positive difference SYNOPSIS #include <math.h> double fdim(double x, double y); float fdimf(float x, float y); long double fdiml(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fdimf(), fdiml(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the positive difference, max(x–y,0), between their arguments….

NAME fdim, fdimf, fdiml – positive difference SYNOPSIS #include <math.h> double fdim(double x, double y); float fdimf(float x, float y); long double fdiml(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fdimf(), fdiml(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the positive difference, max(x–y,0), between their arguments….

NAME fdim, fdimf, fdiml – positive difference SYNOPSIS #include <math.h> double fdim(double x, double y); float fdimf(float x, float y); long double fdiml(long double x, long double y); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): fdimf(), fdiml(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the positive difference, max(x–y,0), between their arguments….

ql/experimental/finitedifferences/fdhestonvanillaengine.hpp – Finite-Differences Heston vanilla option engine. Synopsis #include <ql/instruments/dividendvanillaoption.hpp> #include <ql/models/equity/hestonmodel.hpp> #include <ql/pricingengines/genericmodelengine.hpp> Classes class FdHestonVanillaEngine Finite-Differences Heston Vanilla Option engine. Detailed Description Finite-Differences Heston vanilla option engine. Author Generated automatically by Doxygen for QuantLib from the source code.

NAME ecvt_r, fcvt_r, qecvt_r, qfcvt_r – convert a floating-point number to a string SYNOPSIS #include <stdlib.h> int ecvt_r(double number, int ndigits, int *decpt, int *sign, char *buf, size_t len); int fcvt_r(double number, int ndigits, int *decpt, int *sign, char *buf, size_t len); int qecvt_r(long double number, int ndigits, int *decpt, int *sign, char *buf, size_t…

NAME ecvt, fcvt – convert a floating-point number to a string SYNOPSIS #include <stdlib.h> char *ecvt(double number, int ndigits, int *decpt, int *sign); char *fcvt(double number, int ndigits, int *decpt, int *sign); Feature Test Macro Requirements for glibc (see feature_test_macros(7)): ecvt(), fcvt(): Since glibc 2.12: (_XOPEN_SOURCE &nbsp; >= &nbsp; 500) !(_POSIX_C_SOURCE & nbsp; >= &nbsp;…

NAME QuantLib::LevenbergMarquardt – Levenberg-Marquardt optimization method. SYNOPSIS #include <ql/math/optimization/levenbergmarquardt.hpp> Inherits QuantLib::OptimizationMethod. Public Member Functions LevenbergMarquardt (Real epsfcn=1.0e-8, Real xtol=1.0e-8, Real gtol=1.0e-8) virtual EndCriteria::Type minimize (Problem &P, const EndCriteria &endCriteria) minimize the optimization problem P virtual Integer getInfo () const void fcn (int m, int n, double *x, double *fvec, int *iflag) Detailed Description Levenberg-Marquardt optimization…

NAME fcloseall – close all open streams SYNOPSIS #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <stdio.h> int fcloseall(void); DESCRIPTION The fcloseall() function closes all of the calling process’s open streams. Buffered output for each stream is written before it is closed (as for fflush(3)); buffered input is discarded. The standard streams, stdin, stdout, and stderr…