SysTutorials Posts

NAME QuantLib::PerturbativeBarrierOptionEngine – perturbative barrier-option engine SYNOPSIS #include <ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp> Inherits QuantLib::BarrierOption::engine. Public Member Functions PerturbativeBarrierOptionEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &, Natural order=1, bool zeroGamma=false) void calculate () const Detailed Description perturbative barrier-option engine This engine implements the approach described in <http://www.econ.univpm.it/recchioni/finance/w3/>. Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME calc_spline – Calculates a series of values along a Bezier spline. Allegro game programming library. SYNOPSIS #include <allegro.h> void calc_spline(const int points[8], int npts, int *x, int *y); DESCRIPTION Calculates a series of npts values along a Bezier spline, storing them in the output x and y arrays. The Bezier curve is specified by…

NAME cacos, cacosf, cacosl – complex arc cosine SYNOPSIS #include <complex.h> double complex cacos(double complex z); float complex cacosf(float complex z); long double complex cacosl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc cosine of z. If y = cacos(z), then z = ccos(y). The real part of y is chosen in the interval…

NAME cacosh, cacoshf, cacoshl – complex arc hyperbolic cosine SYNOPSIS #include <complex.h> double complex cacosh(double complex z); float complex cacoshf(float complex z); long double complex cacoshl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc hyperbolic cosine of z. If y = cacosh(z), then z = ccosh(y). The imaginary part of y is chosen in…

NAME cacosh, cacoshf, cacoshl – complex arc hyperbolic cosine SYNOPSIS #include <complex.h> double complex cacosh(double complex z); float complex cacoshf(float complex z); long double complex cacoshl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc hyperbolic cosine of z. If y = cacosh(z), then z = ccosh(y). The imaginary part of y is chosen in…

NAME cacosh, cacoshf, cacoshl – complex arc hyperbolic cosine SYNOPSIS #include <complex.h> double complex cacosh(double complex z); float complex cacoshf(float complex z); long double complex cacoshl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc hyperbolic cosine of z. If y = cacosh(z), then z = ccosh(y). The imaginary part of y is chosen in…

NAME cacos, cacosf, cacosl – complex arc cosine SYNOPSIS #include <complex.h> double complex cacos(double complex z); float complex cacosf(float complex z); long double complex cacosl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc cosine of z. If y = cacos(z), then z = ccos(y). The real part of y is chosen in the interval…

NAME cacos, cacosf, cacosl – complex arc cosine SYNOPSIS #include <complex.h> double complex cacos(double complex z); float complex cacosf(float complex z); long double complex cacosl(long double complex z); Link with -lm. DESCRIPTION These functions calculate the complex arc cosine of z. If y = cacos(z), then z = ccos(y). The real part of y is chosen in the interval…

NAME cabs, cabsf, cabsl – absolute value of a complex number SYNOPSIS #include <complex.h> double cabs(double complex z); float cabsf(float complex z); long double cabsl(long double complex z); Link with -lm. DESCRIPTION These functions return the absolute value of the complex number z. The result is a real number. VERSIONS These functions first appeared in…

NAME cabs, cabsf, cabsl – absolute value of a complex number SYNOPSIS #include <complex.h> double cabs(double complex z); float cabsf(float complex z); long double cabsl(long double complex z); Link with -lm. DESCRIPTION These functions return the absolute value of the complex number z. The result is a real number. VERSIONS These functions first appeared in…

NAME cabs, cabsf, cabsl – absolute value of a complex number SYNOPSIS #include <complex.h> double cabs(double complex z); float cabsf(float complex z); long double cabsl(long double complex z); Link with -lm. DESCRIPTION These functions return the absolute value of the complex number z. The result is a real number. VERSIONS These functions first appeared in…

cWait – wait a condition variable signal. Synopsis #include <util/ulocks.h> NEOERR *cWait(pthread_cond_t *cond, pthread_mutex_t *mutex); Arguments cond – condition variable to wait on. mutex – locked mutex to protect <cond>. Description Waits for a signal on condition variable <cond>. The mutex <mutex> must be locked by the thread. MT-Level: Safe. Return Value None. See Also…

cSignal – send signal to one waiting thread. Synopsis #include <util/ulocks.h> NEOERR *cSignal(pthread_cond_t *cond); Arguments cond – condition variable to send signal on. Description Sends a signal to one thread waiting on condition variable <cond>. MT-Level: Safe. Return Value None. See Also mCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3),…

cDestroy – destroy a condition variable. Synopsis #include <util/ulocks.h> void cDestroy(pthread_cond_t *cond); Arguments cond – condition variable to destroy. Description Destroys the condition variable <cond> that was initialized by cCreate(). MT-Level: Safe for unique <cond>. Return Value None. See Also mCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3), mLock

cCreate – initialize a condition variable. Synopsis #include <util/ulocks.h> NEOERR *cCreate(pthread_cond_t *cond); Arguments cond – condition variable to initialize. Description Initializes the condition variable <cond>. MT-Level: Safe for unique <cond>. Return Value None. See Also mCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3), mLock

QuantLib::CubicInterpolation – Cubic interpolation between discrete points. Synopsis #include <ql/math/interpolations/cubicinterpolation.hpp> Inherits QuantLib::Interpolation. Inherited by MonotonicNaturalCubicInterpolation, and NaturalCubicInterpolation. Public Types enum DerivativeApprox { Spline, FourthOrder, Parabolic, ModifiedParabolic, FritschButland, Akima, Kruger } enum BoundaryCondition { NotAKnot, FirstDerivative, SecondDerivative, Periodic, Lagrange } Public Member Functions template<class I1 , class I2 > CubicInterpolation (const I1 &xBegin, const I1 &xEnd,…

cBroadcast – broadcast signal to all waiting threads. Synopsis #include <util/ulocks.h> NEOERR *cBroadcast(pthread_cond_t *cond); Arguments cond – condition variable to broadcast on. Description Broadcasts a signal to all threads waiting on condition variable <cond>. MT-Level: Safe. Return Value None. See Also mCreate(3), fCreate(3), mUnlock(3), fUnlock(3), cBroadcast(3), cSignal(3), fFind(3), cDestroy(3), cCreate(3), mDestroy(3), cWait(3), fLock(3), fDestroy(3), mLock

NAME QuantLib::AbcdAtmVolCurve – Abcd-interpolated at-the-money (no-smile) volatility curve. SYNOPSIS #include <ql/experimental/volatility/abcdatmvolcurve.hpp> Inherits QuantLib::BlackAtmVolCurve, and QuantLib::LazyObject. Public Member Functions AbcdAtmVolCurve (Natural settlementDays, const Calendar &cal, const std::vector< Period > &optionTenors, const std::vector< Handle< Quote > > &volsHandles, const std::vector< bool > inclusionInInterpolationFlag=std::vector< bool >(1, true), BusinessDayConvention bdc=Following, const DayCounter &dc=Actual365Fixed()) floating reference date, floating market data…

NAME bzip2, bunzip2 – a block-sorting file compressor, v1.0.6 bzcat – decompresses files to stdout bzip2recover – recovers data from damaged bzip2 files SYNOPSIS bzip2 [ -cdfkqstvzVL123456789 ] [ filenames … ] bunzip2 [ -fkvsVL ] [ filenames … ] bzcat [ -s ] [ filenames … ] bzip2recover filename DESCRIPTION bzip2 compresses files using…

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 ‘