SysTutorials Posts

NAME ql/math/distributions/bivariatenormaldistribution.hpp – bivariate cumulative normal distribution SYNOPSIS #include <ql/math/distributions/normaldistribution.hpp> Classes class BivariateCumulativeNormalDistributionDr78 Cumulative bivariate normal distribution function. class BivariateCumulativeNormalDistributionWe04DP Cumulative bivariate normal distibution function (West 2004). Typedefs typedef BivariateCumulativeNormalDistributionWe04DP BivariateCumulativeNormalDistribution default bivariate implementation Detailed Description bivariate cumulative normal distribution Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME bit_alloc bit_clear bit_decl bit_ffs bit_nclear bit_nset bit_set bitstr_size bit_test – bit-string manipulation macros SYNOPSIS In bsd/bitstring.h Ft bitstr_t * Fn bit_alloc int nbits Ft void Fn bit_decl bitstr_t *name int nbits Ft void Fn bit_clear bitstr_t *name int bit Ft void Fn bit_ffc bitstr_t *name int nbits int *value Ft void Fn bit_ffs bitstr_t…

NAME bitmap_mask_color – Returns the mask color of the specified bitmap. Allegro game programming library. SYNOPSIS #include <allegro.h> int bitmap_mask_color(BITMAP *bmp); DESCRIPTION Returns the mask color for the specified bitmap (the value which is skipped when drawing sprites). For 256-color bitmaps this is zero, and for truecolor bitmaps it is bright pink (maximum red and…

NAME bitmap_color_depth – Returns the color depth of the specified bitmap. Allegro game programming library. SYNOPSIS #include <allegro.h> int bitmap_color_depth(BITMAP *bmp); DESCRIPTION Returns the color depth of the specified bitmap (8, 15, 16, 24, or 32). Example: switch (bitmap_color_depth(screen)) { case 8: /* Access screen using optimized 8-bit code. */ break; default: /* Use generic…

NAME bin_search, copyfile, replace_line, insert_line – general purpose functions for performing a binary search SYNOPSIS char *bin_search(char *key, FILE *fp); void copyfile(FILE *fromfp, FILE *tofp); char *replace_line(char *new_line, char *key, FILE *fp); char *insert_line(char *new_line, char *key, FILE *fp); DESCRIPTION The WordNet library contains several general purpose functions for performing a binary search and modifying…

NAME QuantLib::Histogram – Histogram class. SYNOPSIS #include <ql/math/statistics/histogram.hpp> Public Types enum Algorithm { None, Sturges, FD, Scott } Public Member Functions constructors Histogram () template<class T > Histogram (T data_begin, T data_end, Size breaks) template<class T > Histogram (T data_begin, T data_end, Algorithm algorithm) template<class T , class U > Histogram (T data_begin, T data_end,…

NAME ql/pricingengines/vanilla/binomialengine.hpp – Binomial option engine. SYNOPSIS #include <ql/methods/lattices/binomialtree.hpp> #include <ql/methods/lattices/bsmlattice.hpp> #include <ql/math/distributions/normaldistribution.hpp> #include <ql/pricingengines/vanilla/discretizedvanillaoption.hpp> #include <ql/pricingengines/greeks.hpp> #include <ql/processes/blackscholesprocess.hpp> #include <ql/termstructures/yield/flatforward.hpp> #include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp> Classes class BinomialVanillaEngine< T > Pricing engine for vanilla options using binomial trees. Detailed Description Binomial option engine. Author Generated automatically by Doxygen for QuantLib from the source code. Index

QuantLib::LossDist – Probability formulas and algorithms. Synopsis #include <ql/experimental/credit/lossdistribution.hpp> Inherited by LossDistBinomial, LossDistBucketing, LossDistHomogeneous, and LossDistMonteCarlo. Public Member Functions virtual Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const =0 virtual Size buckets () const =0 virtual Real maximum () const =0 Static Public Member Functions static Real binomialProbabilityOfNEvents (int n,…

QuantLib::LossDist – Probability formulas and algorithms. Synopsis #include <ql/experimental/credit/lossdistribution.hpp> Inherited by LossDistBinomial, LossDistBucketing, LossDistHomogeneous, and LossDistMonteCarlo. Public Member Functions virtual Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const =0 virtual Size buckets () const =0 virtual Real maximum () const =0 Static Public Member Functions static Real binomialProbabilityOfNEvents (int n,…

ql/math/distributions/binomialdistribution.hpp – Binomial distribution. Synopsis #include <ql/math/factorial.hpp> #include <ql/math/beta.hpp> Classes class BinomialDistribution Binomial probability distribution function. class CumulativeBinomialDistribution Cumulative binomial distribution function. Functions Real binomialCoefficientLn (BigNatural n, BigNatural k) Real binomialCoefficient (BigNatural n, BigNatural k) Real PeizerPrattMethod2Inversion (Real z, BigNatural n) Detailed Description Binomial distribution. Author Generated automatically by Doxygen for QuantLib from the source…

ql/math/distributions/binomialdistribution.hpp – Binomial distribution. Synopsis #include <ql/math/factorial.hpp> #include <ql/math/beta.hpp> Classes class BinomialDistribution Binomial probability distribution function. class CumulativeBinomialDistribution Cumulative binomial distribution function. Functions Real binomialCoefficientLn (BigNatural n, BigNatural k) Real binomialCoefficient (BigNatural n, BigNatural k) Real PeizerPrattMethod2Inversion (Real z, BigNatural n) Detailed Description Binomial distribution. Author Generated automatically by Doxygen for QuantLib from the source…

NAME bindtextdomain – set directory containing message catalogs SYNOPSIS #include <libintl.h> char *bindtextdomain(const char *domainname, const char *dirname); DESCRIPTION The bindtextdomain function sets the base directory of the hierarchy containing message catalogs for a given message domain. A message domain is a set of translatable msgid messages. Usually, every software package has its own message…

NAME bindresvport – bind a socket to a privileged IP port SYNOPSIS #include <netinet/in.h> #include <sys/types.h> int bindresvport(int sockfd, struct sockaddr_in *sin); DESCRIPTION bindresvport() is used to bind the socket referred to by the file descriptor sockfd to a privileged anonymous IP port, that is, a port number arbitrarily selected from the range 512 to…

NAME bind_textdomain_codeset – set encoding of message translations SYNOPSIS #include <libintl.h> char *bind_textdomain_codeset(const char *domainname, const char *codeset); DESCRIPTION The bind_textdomain_codeset function sets the output codeset for message catalogs for domain domainname. A message domain is a set of translatable msgid messages. Usually, every software package has its own message domain. By default, the gettext…

NAME ql/math/interpolations/bicubicsplineinterpolation.hpp – bicubic spline interpolation between discrete points SYNOPSIS #include <ql/math/interpolations/interpolation2d.hpp> #include <ql/math/interpolations/cubicinterpolation.hpp> Classes class BicubicSpline bicubic-spline interpolation between discrete points class Bicubic bicubic-spline-interpolation factory Detailed Description bicubic spline interpolation between discrete points Author Generated automatically by Doxygen for QuantLib from the source code. Index

NAME QuantLib::GaussLobattoIntegral – Integral of a one-dimensional function. SYNOPSIS #include <ql/math/integrals/gausslobattointegral.hpp> Inherits QuantLib::Integrator. Public Member Functions GaussLobattoIntegral (Size maxIterations, Real absAccuracy, Real relAccuracy=Null< Real >(), bool useConvergenceEstimate=true) Protected Member Functions Real integrate (const boost::function< Real(Real)> &f, Real a, Real b) const Real adaptivGaussLobattoStep (const boost::function< Real(Real)> &f, Real a, Real b, Real fa, Real fb,…

ql/math/beta.hpp – Beta and beta incomplete functions. Synopsis #include <ql/math/distributions/gammadistribution.hpp> Functions Real betaFunction (Real z, Real w) Real betaContinuedFraction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Real incompleteBetaFunction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Incomplete Beta function. Detailed Description Beta and beta incomplete functions. Author Generated automatically by…

ql/math/beta.hpp – Beta and beta incomplete functions. Synopsis #include <ql/math/distributions/gammadistribution.hpp> Functions Real betaFunction (Real z, Real w) Real betaContinuedFraction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Real incompleteBetaFunction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Incomplete Beta function. Detailed Description Beta and beta incomplete functions. Author Generated automatically by…

NAME ql/math/beta.hpp – Beta and beta incomplete functions. SYNOPSIS #include <ql/math/distributions/gammadistribution.hpp> Functions Real betaFunction (Real z, Real w) Real betaContinuedFraction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Real incompleteBetaFunction (Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100) Incomplete Beta function. Detailed Description Beta and beta incomplete functions. Author Generated automatically…

NAME bestfit_color – Finds a palette color fitting the requested RGB values. Allegro game programming library. SYNOPSIS #include <allegro.h> int bestfit_color(const PALETTE pal, int r, int g, int b); DESCRIPTION Searches the specified palette for the closest match to the requested color, which are specified in the VGA hardware 0-63 format. Normally you should call…