SysTutorials Posts

NAME 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,…

NAME destroy_scene – Deallocates the memory used by a scene. Allegro game programming library. SYNOPSIS #include <allegro.h> void destroy_scene(); DESCRIPTION Deallocate memory previously allocated by create_scene. Use this to avoid memory leaks in your program. SEE ALSO create_scene(3), scene_polygon3d(3), clear_scene(3), render_scene(3), scene_gap(3), exscn3d(3) Index

NAME destroy_gfx_mode_list – Frees the list created by get_gfx_mode_list(). Allegro game programming library. SYNOPSIS #include <allegro.h> void destroy_gfx_mode_list(GFX_MODE_LIST *mode_list); DESCRIPTION Removes the mode list created by get_gfx_mode_list() from memory. Use this once you are done with the generated mode list to avoid memory leaks in your program. SEE ALSO get_gfx_mode_list(3), set_gfx_mode(3), set_color_depth(3) Index

NAME destroy_font – Frees the memory being used by a font structure. Allegro game programming library. SYNOPSIS #include <allegro.h> void destroy_font(FONT *f); DESCRIPTION Frees the memory being used by a font structure. Don’t use this on the default global Allegro font or any text routines using it could crash. You should use this only on…

NAME destroy_bitmap – Destroys any type of created bitmap. Allegro game programming library. SYNOPSIS #include <allegro.h> void destroy_bitmap(BITMAP *bitmap); DESCRIPTION Destroys a memory bitmap, sub-bitmap, video memory bitmap, or system bitmap when you are finished with it. If you pass a NULL pointer this function won’t do anything. See above for the restrictions as to…

NAME desktop_palette – The palette used by the Atari ST low resolution desktop. Allegro game programming library. SYNOPSIS #include <allegro.h> extern PALETTE desktop_palette; DESCRIPTION The palette used by the Atari ST low resolution desktop. I’m not quite sure why this is still here, except that the grabber and test programs use it. It is probably…

NAME desktop_color_depth – Finds out the desktop color depth. Allegro game programming library. SYNOPSIS #include <allegro.h> int desktop_color_depth(); DESCRIPTION Finds out the currently selected desktop color depth. You can use this information to make your program use the same color depth as the desktop, which will likely make it run faster because the graphic driver…

NAME QuantLib::PathPayoff – Abstract base class for path-dependent option payoffs. SYNOPSIS #include <ql/experimental/mcbasket/pathpayoff.hpp> Inherits std::unary_function<Matrix,Array>. Public Member Functions Payoff interface virtual std::string name () const =0 virtual std::string description () const =0 virtual Real operator() (const Matrix &values) const =0 Visitability virtual void accept (AcyclicVisitor &) Detailed Description Abstract base class for path-dependent option payoffs….

NAME QuantLib::ExtendedBinomialTree – Binomial tree base class. SYNOPSIS #include <ql/experimental/lattices/extendedbinomialtree.hpp> Inherits Tree< T >. Public Types enum Branches { branches = 2 } Public Member Functions ExtendedBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Size size (Size i) const Size descendant (Size, Size index, Size branch) const Protected Member Functions Real driftStep (Time…

NAME des_crypt, ecb_crypt, cbc_crypt, des_setparity, DES_FAILED – fast DES encryption SYNOPSIS #include <rpc/des_crypt.h> int ecb_crypt(char *key, char *data, unsigned datalen, unsigned mode); int cbc_crypt(char *key, char *data, unsigned datalen, unsigned mode, char *ivec); void des_setparity(char *key); int DES_FAILED(int status); DESCRIPTION ecb_crypt() and cbc_crypt() implement the NBS DES (Data Encryption Standard). These routines are faster and…

NAME des_crypt, ecb_crypt, cbc_crypt, des_setparity, DES_FAILED – fast DES encryption SYNOPSIS #include <rpc/des_crypt.h> int ecb_crypt(char *key, char *data, unsigned datalen, unsigned mode); int cbc_crypt(char *key, char *data, unsigned datalen, unsigned mode, char *ivec); void des_setparity(char *key); int DES_FAILED(int status); DESCRIPTION ecb_crypt() and cbc_crypt() implement the NBS DES (Data Encryption Standard). These routines are faster and…

NAME QuantLib::NormalDistribution – Normal distribution function. SYNOPSIS #include <ql/math/distributions/normaldistribution.hpp> Inherits std::unary_function<Real,Real>. Public Member Functions NormalDistribution (Real average=0.0, Real sigma=1.0) Real operator() (Real x) const Real derivative (Real x) const Detailed Description Normal distribution function. Given x, it returns its probability in a Gaussian normal distribution. It provides the first derivative too. Tests the correctness of…

NAME deprecated – Deprecated List Global dmlite_any_new_long_array (unsigned n, long *lv) Use dmlite_set_array instead. Global dmlite_any_new_string_array (unsigned n, const char **strv) Use dmlite_set_array instead. Index

NAME QuantLib::OneFactorCopula – Abstract base class for one-factor copula models. SYNOPSIS #include <ql/experimental/credit/onefactorcopula.hpp> Inherits QuantLib::LazyObject. Inherited by OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, and OneFactorStudentGaussianCopula. Public Member Functions OneFactorCopula (const Handle< Quote > &correlation, Real maximum=5, Size integrationSteps=50) virtual Real density (Real m) const =0 Density function of M. virtual Real cumulativeZ (Real z) const =0 Cumulative distribution…

NAME QuantLib::MultiAssetOption – Base class for options on multiple assets. SYNOPSIS #include <ql/instruments/multiassetoption.hpp> Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const…

QuantLib::OneAssetOption – Base class for options on a single asset. Synopsis #include <ql/instruments/oneassetoption.hpp> Inherits QuantLib::Option. Inherited by BarrierOption, CliquetOption, ContinuousAveragingAsianOption, ContinuousFixedLookbackOption, ContinuousFloatingLookbackOption, option, DiscreteAveragingAsianOption, DividendVanillaOption, ForwardVanillaOption, QuantoVanillaOption, and VanillaOption. Classes class results Results from single-asset option calculation Public Member Functions OneAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void fetchResults (const PricingEngine::results…

QuantLib::OneAssetOption – Base class for options on a single asset. Synopsis #include <ql/instruments/oneassetoption.hpp> Inherits QuantLib::Option. Inherited by BarrierOption, CliquetOption, ContinuousAveragingAsianOption, ContinuousFixedLookbackOption, ContinuousFloatingLookbackOption, option, DiscreteAveragingAsianOption, DividendVanillaOption, ForwardVanillaOption, QuantoVanillaOption, and VanillaOption. Classes class results Results from single-asset option calculation Public Member Functions OneAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void fetchResults (const PricingEngine::results…

daala_image – Representation of an image or video frame. Synopsis #include <codec.h> Data Fields daala_image_plane planes [OD_NPLANES_MAX] Typical 3 planes for Y, Cb, and Cr. int nplanes Number of planes (1 for greyscale, 3 for YCbCr, 4 for YCbCr+Alpha ) int32_t width Width and height in pixels. int32_t height Detailed Description Representation of an image…

NAME QuantLib::MultiAssetOption – Base class for options on multiple assets. SYNOPSIS #include <ql/instruments/multiassetoption.hpp> Inherits QuantLib::Option. Inherited by BasketOption, EverestOption, HimalayaOption, and PagodaOption. Classes class results Results from multi-asset option calculation Public Member Functions MultiAssetOption (const boost::shared_ptr< Payoff > &, const boost::shared_ptr< Exercise > &) void setupArguments (PricingEngine::arguments *) const void fetchResults (const PricingEngine::results *) const…

NAME dehumanize_number humanize_number – format a number into a human readable form and viceversa LIBRARY Lb libbsd SYNOPSIS In bsd/stdlib.h Ft int Fn dehumanize_number const char *str int64_t *result Ft int Fn humanize_number char *buf size_t len int64_t number const char *suffix int scale int flags DESCRIPTION The Fn humanize_number function formats the signed 64…