checksums.h – Synopsis #include <stddef.h> #include ‘io.h’ Functions char * dmlite_checksum_full_name (const char *shortName, char *output, size_t osize) Puts into output the full name of the checksum algorithm specified with shortName. char * dmlite_checksum_short_name (const char *longName, char *output, size_t osize) Puts into output the short name of the checksum algorithm specified with longName. int…
NAME ql/utilities/dataformatters.hpp – output manipulators SYNOPSIS #include <ql/utilities/null.hpp> #include <ostream> Functions template<typename T > std::ostream & operator<< (std::ostream &, const null_checker< T > &) std::ostream & operator<< (std::ostream &, const ordinal_holder &) template<typename T > std::ostream & operator<< (std::ostream &, const power_of_two_holder< T > &) std::ostream & operator<< (std::ostream &, const percent_holder &) template<typename T…
NAME check_cpu – Detects the CPU type. Allegro game programming library. SYNOPSIS #include <allegro.h> void check_cpu(); DESCRIPTION Detects the CPU type, setting the following global variables. You don’t normally need to call this, because allegro_init() will do it for you. SEE ALSO cpu_vendor(3), cpu_family(3), cpu_model(3), cpu_capabilities(3), allegro_init(3) Index
QuantLib::EndCriteria – Criteria to end optimization process:. Synopsis #include <ql/math/optimization/endcriteria.hpp> Public Types enum Type { None, MaxIterations, StationaryPoint, StationaryFunctionValue, StationaryFunctionAccuracy, ZeroGradientNorm, Unknown } Public Member Functions EndCriteria (Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) Initialization constructor. Size maxIterations () const Size maxStationaryStateIterations () const Real rootEpsilon () const Real functionEpsilon () const…
QuantLib::SwaptionVolatilityStructure – Swaption-volatility structure Synopsis #include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp> Inherits QuantLib::VolatilityTermStructure. Inherited by ConstantSwaptionVolatility, SpreadedSwaptionVolatility, and SwaptionVolatilityDiscrete. Public Member Functions Time swapLength (const Period &swapTenor) const implements the conversion between swap tenor and swap (time) length Time swapLength (const Date &start, const Date &end) const implements the conversion between swap dates and swap (time) length Constructors See…
QuantLib::VolatilityTermStructure – Volatility term structure. Synopsis #include <ql/termstructures/voltermstructure.hpp> Inherits QuantLib::TermStructure. Inherited by BlackAtmVolCurve, BlackVolTermStructure, CapFloorTermVolatilityStructure, LocalVolTermStructure, OptionletVolatilityStructure, and SwaptionVolatilityStructure. Public Member Functions virtual BusinessDayConvention businessDayConvention () const the business day convention used in tenor to date conversion Date optionDateFromTenor (const Period &) const period/date conversion virtual Rate minStrike () const =0 the minimum strike for…
QuantLib::EndCriteria – Criteria to end optimization process:. Synopsis #include <ql/math/optimization/endcriteria.hpp> Public Types enum Type { None, MaxIterations, StationaryPoint, StationaryFunctionValue, StationaryFunctionAccuracy, ZeroGradientNorm, Unknown } Public Member Functions EndCriteria (Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) Initialization constructor. Size maxIterations () const Size maxStationaryStateIterations () const Real rootEpsilon () const Real functionEpsilon () const…
QuantLib::EndCriteria – Criteria to end optimization process:. Synopsis #include <ql/math/optimization/endcriteria.hpp> Public Types enum Type { None, MaxIterations, StationaryPoint, StationaryFunctionValue, StationaryFunctionAccuracy, ZeroGradientNorm, Unknown } Public Member Functions EndCriteria (Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) Initialization constructor. Size maxIterations () const Size maxStationaryStateIterations () const Real rootEpsilon () const Real functionEpsilon () const…
QuantLib::EndCriteria – Criteria to end optimization process:. Synopsis #include <ql/math/optimization/endcriteria.hpp> Public Types enum Type { None, MaxIterations, StationaryPoint, StationaryFunctionValue, StationaryFunctionAccuracy, ZeroGradientNorm, Unknown } Public Member Functions EndCriteria (Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) Initialization constructor. Size maxIterations () const Size maxStationaryStateIterations () const Real rootEpsilon () const Real functionEpsilon () const…
QuantLib::CallableBondVolatilityStructure – Callable-bond volatility structure. Synopsis #include <ql/experimental/callablebonds/callablebondvolstructure.hpp> Inherits QuantLib::TermStructure. Inherited by CallableBondConstantVolatility. Public Member Functions virtual std::pair< Time, Time > convertDates (const Date &optionDate, const Period &bondTenor) const implements the conversion between dates and times virtual BusinessDayConvention businessDayConvention () const the business day convention used for option date calculation Date optionDateFromTenor (const Period &optionTenor)…
security_compute_av, security_compute_av_flags, security_compute_create, security_compute_create_name, security_compute_relabel, security_compute_member, security_compute_user, security_validatetrans, security_get_initial_context – query the SELinux policy database in the kernel Synopsis #include <selinux/selinux.h> int security_compute_av(char *scon, char *tcon, security_class_t tclass, access_vector_t requested, struct av_decision *avd); int security_compute_av_raw(char *scon, char *tcon, security_class_t tclass, access_vector_t requested, struct av_decision *avd); int security_compute_av_flags(char *scon, char *tcon, security_class_t tclass, access_vector_t requested, struct…
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 of…
QuantLib::EndCriteria – Criteria to end optimization process:. Synopsis #include <ql/math/optimization/endcriteria.hpp> Public Types enum Type { None, MaxIterations, StationaryPoint, StationaryFunctionValue, StationaryFunctionAccuracy, ZeroGradientNorm, Unknown } Public Member Functions EndCriteria (Size maxIterations, Size maxStationaryStateIterations, Real rootEpsilon, Real functionEpsilon, Real gradientNormEpsilon) Initialization constructor. Size maxIterations () const Size maxStationaryStateIterations () const Real rootEpsilon () const Real functionEpsilon () const…
chbtrd.f – Synopsis Functions/Subroutines subroutine chbtrd (VECT, UPLO, N, KD, AB, LDAB, D, E, Q, LDQ, WORK, INFO) CHBTRD Function/Subroutine Documentation subroutine chbtrd (characterVECT, characterUPLO, integerN, integerKD, complex, dimension( ldab, * )AB, integerLDAB, real, dimension( * )D, real, dimension( * )E, complex, dimension( ldq, * )Q, integerLDQ, complex, dimension( * )WORK, integerINFO) CHBTRD Purpose: CHBTRD…
chbmv.f – Synopsis Functions/Subroutines subroutine chbmv (UPLO, N, K, ALPHA, A, LDA, X, INCX, BETA, Y, INCY) CHBMV Function/Subroutine Documentation subroutine chbmv (characterUPLO, integerN, integerK, complexALPHA, complex, dimension(lda,*)A, integerLDA, complex, dimension(*)X, integerINCX, complexBETA, complex, dimension(*)Y, integerINCY) CHBMV Purpose: CHBMV performs the matrix-vector operation y := alpha*A*x + beta*y, where alpha and beta are scalars, x…
chbgvx.f – Synopsis Functions/Subroutines subroutine chbgvx (JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO) CHBGST Function/Subroutine Documentation subroutine chbgvx (characterJOBZ, characterRANGE, characterUPLO, integerN, integerKA, integerKB, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldbb, * )BB, integerLDBB,…
chbgvd.f – Synopsis Functions/Subroutines subroutine chbgvd (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO) CHBGST Function/Subroutine Documentation subroutine chbgvd (characterJOBZ, characterUPLO, integerN, integerKA, integerKB, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldbb, * )BB, integerLDBB, real, dimension( * )W, complex, dimension( ldz, *…
chbgv.f – Synopsis Functions/Subroutines subroutine chbgv (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, RWORK, INFO) CHBGST Function/Subroutine Documentation subroutine chbgv (characterJOBZ, characterUPLO, integerN, integerKA, integerKB, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldbb, * )BB, integerLDBB, real, dimension( * )W, complex, dimension( ldz, * )Z, integerLDZ, complex, dimension(…
chbgst.f – Synopsis Functions/Subroutines subroutine chbgst (VECT, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, X, LDX, WORK, RWORK, INFO) CHBGST Function/Subroutine Documentation subroutine chbgst (characterVECT, characterUPLO, integerN, integerKA, integerKB, complex, dimension( ldab, * )AB, integerLDAB, complex, dimension( ldbb, * )BB, integerLDBB, complex, dimension( ldx, * )X, integerLDX, complex, dimension( * )WORK, real, dimension( *…
chbevx.f – Synopsis Functions/Subroutines subroutine chbevx (JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO) CHBEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices Function/Subroutine Documentation subroutine chbevx (characterJOBZ, characterRANGE, characterUPLO, integerN, integerKD, complex, dimension( ldab,…