NAME fclose – close a stream SYNOPSIS #include <stdio.h> int fclose(FILE *stream); DESCRIPTION The fclose() function flushes the stream pointed to by stream (writing any buffered output data using fflush(3)) and closes the underlying file descriptor. The behaviour of fclose() is undefined if the stream parameter is an illegal pointer, or is a descriptor already…
NAME fastline – Faster version of line(). Allegro game programming library. SYNOPSIS #include <allegro.h> void fastline(BITMAP *bmp, int x1, int y1, int x2, int y2, int color); DESCRIPTION Faster version of the previous function. Note that pixel correctness is not guaranteed for this function. SEE ALSO line(3), hline(3), vline(3), do_line(3), drawing_mode(3), makecol(3) Index
QuantLib::InflationIndex – Base class for inflation-rate indexes,. Synopsis #include <ql/indexes/inflationindex.hpp> Inherits QuantLib::Index, and QuantLib::Observer. Inherited by YoYInflationIndex, and ZeroInflationIndex. Public Member Functions InflationIndex (const std::string &familyName, const Region ®ion, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, const Currency ¤cy) Index interface std::string name () const Returns the name of the index. Calendar fixingCalendar…
QuantLib::InflationIndex – Base class for inflation-rate indexes,. Synopsis #include <ql/indexes/inflationindex.hpp> Inherits QuantLib::Index, and QuantLib::Observer. Inherited by YoYInflationIndex, and ZeroInflationIndex. Public Member Functions InflationIndex (const std::string &familyName, const Region ®ion, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, const Currency ¤cy) Index interface std::string name () const Returns the name of the index. Calendar fixingCalendar…
QuantLib::SyntheticCDO – Synthetic Collateralized Debt Obligation. Synopsis #include <ql/experimental/credit/syntheticcdo.hpp> Inherits QuantLib::Instrument. Classes class engine CDO base engine. Public Member Functions SyntheticCDO (const boost::shared_ptr< Basket > basket, Protection::Side side, const Schedule &schedule, Rate upfrontRate, Rate runningRate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, const Handle< YieldTermStructure > &yieldTS) boost::shared_ptr< Basket > basket () const bool isExpired () const…
QuantLib::CreditDefaultSwap – Credit default swap. Synopsis #include <ql/instruments/creditdefaultswap.hpp> Inherits QuantLib::Instrument. Public Member Functions Constructors CreditDefaultSwap (Protection::Side side, Real notional, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const boost::shared_ptr< Claim > &=boost::shared_ptr< Claim >()) Instrument interface bool isExpired () const returns whether the instrument is still tradable. void setupArguments…
QuantLib::RiskyAssetSwap – Risky asset-swap instrument. Synopsis #include <ql/experimental/credit/riskyassetswap.hpp> Inherits QuantLib::Instrument. Public Member Functions RiskyAssetSwap (bool fixedPayer, Real nominal, const Schedule &fixedSchedule, const Schedule &floatSchedule, const DayCounter &fixedDayCounter, const DayCounter &floatDayCounter, Rate spread, Rate recoveryRate_, const Handle< YieldTermStructure > &yieldTS, const Handle< DefaultProbabilityTermStructure > &defaultTS, Rate coupon=Null< Rate >()) Real fairSpread () Real floatAnnuity () const…
QuantLib::YearOnYearInflationSwap – Year-on-year inflation-indexed swap. Synopsis #include <ql/instruments/yearonyearinflationswap.hpp> Inherits QuantLib::InflationSwap. Public Member Functions YearOnYearInflationSwap (const Date &start, const Date &maturity, const Period &lag, Rate fixedRate, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &yieldTS, const Handle< YoYInflationTermStructure > &inflationTS, bool allowAmbiguousPayments=false, const Period &ambiguousPaymentPeriod=Period(1, Months)) Instrument interface bool isExpired () const…
QuantLib::InflationSwap – Abstract base class for inflation swaps. Synopsis #include <ql/instruments/inflationswap.hpp> Inherits QuantLib::Instrument. Inherited by YearOnYearInflationSwap, and ZeroCouponInflationSwap. Public Member Functions InflationSwap (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…
QuantLib::AssetSwap – Bullet bond vs Libor swap. Synopsis #include <ql/instruments/assetswap.hpp> Inherits QuantLib::Swap. Classes class arguments Arguments for asset swap calculation class results Results from simple swap calculation Public Member Functions AssetSwap (bool payFixedRate, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, const boost::shared_ptr< IborIndex > &index, Spread spread, const Handle< YieldTermStructure > &discountCurve, const Schedule &floatSchedule=Schedule(),…
QuantLib::CDO – collateralized debt obligation Synopsis #include <ql/experimental/credit/cdo.hpp> Inherits QuantLib::Instrument. Public Member Functions CDO (Real attachment, Real detachment, const std::vector< Real > &nominals, const std::vector< Handle< DefaultProbabilityTermStructure > > &basket, const Handle< OneFactorCopula > &copula, bool protectionSeller, const Schedule &premiumSchedule, Rate premiumRate, const DayCounter &dayCounter, Rate recoveryRate, Rate upfrontPremiumRate, const Handle< YieldTermStructure > &yieldTS, Size…
QuantLib::BMASwap – swap paying Libor against BMA coupons Synopsis #include <ql/instruments/bmaswap.hpp> Inherits QuantLib::Swap. Public Types enum Type { Receiver = -1, Payer = 1 } Public Member Functions BMASwap (Type type, Real nominal, const Schedule &liborSchedule, Rate liborFraction, Rate liborSpread, const boost::shared_ptr< IborIndex > &liborIndex, const DayCounter &liborDayCount, const Schedule &bmaSchedule, const boost::shared_ptr< BMAIndex >…
QuantLib::BMASwap – swap paying Libor against BMA coupons Synopsis #include <ql/instruments/bmaswap.hpp> Inherits QuantLib::Swap. Public Types enum Type { Receiver = -1, Payer = 1 } Public Member Functions BMASwap (Type type, Real nominal, const Schedule &liborSchedule, Rate liborFraction, Rate liborSpread, const boost::shared_ptr< IborIndex > &liborIndex, const DayCounter &liborDayCount, const Schedule &bmaSchedule, const boost::shared_ptr< BMAIndex >…
QuantLib::HistoricalForwardRatesAnalysisImpl – Historical correlation class Synopsis #include <ql/models/marketmodels/historicalforwardratesanalysis.hpp> Inherits QuantLib::HistoricalForwardRatesAnalysis. Public Member Functions HistoricalForwardRatesAnalysisImpl (const boost::shared_ptr< SequenceStatistics > &stats, const Date &startDate, const Date &endDate, const Period &step, const boost::shared_ptr< InterestRateIndex > &fwdIndex, const Period &initialGap, const Period &horizon, const std::vector< boost::shared_ptr< IborIndex > > &iborIndexes, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const DayCounter…
QuantLib::HistoricalForwardRatesAnalysisImpl – Historical correlation class Synopsis #include <ql/models/marketmodels/historicalforwardratesanalysis.hpp> Inherits QuantLib::HistoricalForwardRatesAnalysis. Public Member Functions HistoricalForwardRatesAnalysisImpl (const boost::shared_ptr< SequenceStatistics > &stats, const Date &startDate, const Date &endDate, const Period &step, const boost::shared_ptr< InterestRateIndex > &fwdIndex, const Period &initialGap, const Period &horizon, const std::vector< boost::shared_ptr< IborIndex > > &iborIndexes, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const DayCounter…
NAME fade_out_range – Gradually fades a part of the palette to black. Allegro game programming library. SYNOPSIS #include <allegro.h> void fade_out_range(int speed, int from, int to); DESCRIPTION Gradually fades a part of the palette from the current palette to a black screen. The speed is from 1 (the slowest) up to 64 (instantaneous). This routine…
NAME fade_out – Gradually fades the palette to black. Allegro game programming library. SYNOPSIS #include <allegro.h> void fade_out(int speed); DESCRIPTION Fades gradually from the current palette to a black screen. The speed is from 1 (the slowest) up to 64 (instantaneous). Note that this function will block your game while the fade is in effect,…
NAME fade_interpolate – Calculates a new palette interpolated between two others. Allegro game programming library. SYNOPSIS #include <allegro.h> void fade_interpolate(const PALETTE source, const PALETTE dest, PALETTE output, int pos, int from, int to); DESCRIPTION Calculates a temporary palette part way between source and dest, returning it in the output parameter. The position between the two…
NAME fade_in_range – Gradually fades a part of the palette from black. Allegro game programming library. SYNOPSIS #include <allegro.h> void fade_in_range(const PALETTE p, int speed, int from, int to); DESCRIPTION Gradually fades a part of the palette from a black screen to the specified palette. The speed is from 1 (the slowest) up to 64…
NAME fade_in – Gradually fades the palette from black. Allegro game programming library. SYNOPSIS #include <allegro.h> void fade_in(const PALETTE p, int speed); DESCRIPTION Fades gradually from a black screen to the specified palette. The speed is from 1 (the slowest) up to 64 (instantaneous). Note that this function will block your game while the fade…