SysTutorials Posts

NAME expm1, expm1f, expm1l – exponential minus 1 SYNOPSIS #include <math.h> double expm1(double x); float expm1f(float x); long double expm1l(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): expm1(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || _XOPEN_SOURCE >= 500     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE expm1f(), expm1l(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE…

NAME bzero, explicit_bzero – zero a byte string SYNOPSIS #include <strings.h> void bzero(void *s, size_t n); #include <string.h> void explicit_bzero(void *s, size_t n); DESCRIPTION The bzero() function erases the data in the n bytes of the memory starting at the location pointed to by s, by writing zeros (bytes containing ‘

QuantLib::MixedScheme – Mixed (explicit/implicit) scheme for finite difference methods. Synopsis #include <ql/methods/finitedifferences/mixedscheme.hpp> Public Types typedef OperatorTraits< Operator > traits typedef traits::operator_type operator_type typedef traits::array_type array_type typedef traits::bc_set bc_set typedef traits::condition_type condition_type Public Member Functions MixedScheme (const operator_type &L, Real theta, const bc_set &bcs) void step (array_type &a, Time t) void setStep (Time dt) Protected Attributes…

NAME exp, expf, expl – base-e exponential function SYNOPSIS #include <math.h> double exp(double x); float expf(float x); long double expl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): expf(), expl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions return the value of e (the base of…

NAME QuantLib::SABRInterpolation – SABR smile interpolation between discrete volatility points. SYNOPSIS #include <ql/math/interpolations/sabrinterpolation.hpp> Inherits QuantLib::Interpolation. Public Member Functions template<class I1 , class I2 > SABRInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Time t, const Real &forward, Real alpha, Real beta, Real nu, Real rho, bool alphaIsFixed, bool betaIsFixed, bool nuIsFixed, bool rhoIsFixed,…

NAME exp, expf, expl – base-e exponential function SYNOPSIS #include <math.h> double exp(double x); float expf(float x); long double expl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): expf(), expl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions return the value of e (the base of…

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::GenericRiskStatistics – empirical-distribution risk measures Synopsis #include <ql/math/statistics/riskstatistics.hpp> Inherits S. Public Types typedef S::value_type value_type Public Member Functions Real semiVariance () const Real semiDeviation () const Real downsideVariance () const Real downsideDeviation () const Real regret (Real target) const Real potentialUpside (Real percentile) const potential upside (the reciprocal of VAR) at a given percentile Real…

QuantLib::GeneralStatistics – Statistics tool. Synopsis #include <ql/math/statistics/generalstatistics.hpp> Public Types typedef Real value_type Public Member Functions Inspectors 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…

NAME QuantLib::G2Process – G2 stochastic process SYNOPSIS #include <ql/processes/g2process.hpp> Inherits QuantLib::StochasticProcess. Public Member Functions G2Process (Real a, Real sigma, Real b, Real eta, Real rho) Real x0 () const Real y0 () const Real a () const Real sigma () const Real b () const Real eta () const Real rho () const StochasticProcess interface…

NAME ql/models/marketmodels/correlations/expcorrelations.hpp – exponential correlation matrix SYNOPSIS #include <ql/math/matrix.hpp> #include <ql/utilities/disposable.hpp> #include <ql/models/marketmodels/piecewiseconstantcorrelation.hpp> Functions Disposable< Matrix > exponentialCorrelations (const std::vector< Time > &rateTimes, Real longTermCorr=0.5, Real beta=0.2, Real gamma=1.0, Time t=0.0) Detailed Description exponential correlation matrix Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME expat – Using patterned drawing modes and sub-bitmaps. Allegro game programming library. SYNOPSIS #include <allegro.h> Example expat DESCRIPTION This program demonstrates the use of patterned drawing and sub-bitmaps. SEE ALSO BITMAP(3), END_OF_MAIN(3), acquire_bitmap(3), allegro_error(3), allegro_init(3), allegro_message(3), bitmap_mask_color(3), blit(3), clear_to_color(3), create_bitmap(3), create_sub_bitmap(3), desktop_palette(3), destroy_bitmap(3), drawing_mode(3), font(3), install_keyboard(3), makecol(3), masked_blit(3), palette_color(3), readkey(3), rectfill(3), release_bitmap(3), screen(3), set_gfx_mode(3),…

NAME expand_number – format a number from human readable form LIBRARY Lb libbsd SYNOPSIS In bsd/libutil.h Ft int Fo expand_number Fa const char *buf uint64_t *num Fc DESCRIPTION The Fn expand_number function unformats the Fa buf string and stores a unsigned 64-bit quantity at address pointed out by the Fa num argument. The Fn expand_number…

NAME expal – Palette effects and color cycling. Allegro game programming library. SYNOPSIS #include <allegro.h> Example expal DESCRIPTION This program demonstrates how to manipulate the palette. It draws a set of concentric circles onto the screen and animates them by cycling the palette. SEE ALSO END_OF_MAIN(3), PALETTE(3), RGB(3), SCREEN_H(3), SCREEN_W(3), acquire_screen(3), allegro_error(3), allegro_init(3), allegro_message(3), black_palette(3),…

NAME expackf – Using custom PACKFILE vtables. Allegro game programming library. SYNOPSIS #include <allegro.h> Example expackf DESCRIPTION This program demonstrates the use of the packfile functions, with some simple tests. The first test uses the standard packfile functions to transfer a bitmap file into a block of memory, then reads the bitmap out of the…

NAME exp2, exp2f, exp2l – base-2 exponential function SYNOPSIS #include <math.h> double exp2(double x); float exp2f(float x); long double exp2l(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): exp2(), exp2f(), exp2l(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the value of 2 raised to the power of x. RETURN VALUE…

NAME exp2, exp2f, exp2l – base-2 exponential function SYNOPSIS #include <math.h> double exp2(double x); float exp2f(float x); long double exp2l(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): exp2(), exp2f(), exp2l(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the value of 2 raised to the power of x. RETURN VALUE…

NAME exp2, exp2f, exp2l – base-2 exponential function SYNOPSIS #include <math.h> double exp2(double x); float exp2f(float x); long double exp2l(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): exp2(), exp2f(), exp2l(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L DESCRIPTION These functions return the value of 2 raised to the power of x. RETURN VALUE…

NAME exp10, exp10f, exp10l – base-10 exponential function SYNOPSIS #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <math.h> double exp10(double x); float exp10f(float x); long double exp10l(long double x); Link with -lm. DESCRIPTION These functions return the value of 10 raised to the power of x. RETURN VALUE On success, these functions return the base-10 exponential…

NAME exp10, exp10f, exp10l – base-10 exponential function SYNOPSIS #define _GNU_SOURCE /* See feature_test_macros(7) */ #include <math.h> double exp10(double x); float exp10f(float x); long double exp10l(long double x); Link with -lm. DESCRIPTION These functions return the value of 10 raised to the power of x. RETURN VALUE On success, these functions return the base-10 exponential…