SysTutorials Posts

NAME QuantLib::MakeSchedule – helper class SYNOPSIS #include <ql/time/schedule.hpp> Public Member Functions MakeSchedule (const Date &effectiveDate, const Date &terminationDate, const Period &tenor, const Calendar &calendar, BusinessDayConvention convention) MakeSchedule & withTerminationDateConvention (BusinessDayConvention) MakeSchedule & withRule (DateGeneration::Rule) MakeSchedule & forwards () MakeSchedule & backwards () MakeSchedule & endOfMonth (bool flag=true) MakeSchedule & withFirstDate (const Date &d) MakeSchedule &…

NAME backtrace, backtrace_symbols, backtrace_symbols_fd – support for application self-debugging SYNOPSIS #include <execinfo.h> int backtrace(void **buffer, int size); char **backtrace_symbols(void *const *buffer, int size); void backtrace_symbols_fd(void *const *buffer, int size, int fd); DESCRIPTION backtrace() returns a backtrace for the calling program, in the array pointed to by buffer. A backtrace is the series of currently active…

NAME backtrace, backtrace_symbols, backtrace_symbols_fd – support for application self-debugging SYNOPSIS #include <execinfo.h> int backtrace(void **buffer, int size); char **backtrace_symbols(void *const *buffer, int size); void backtrace_symbols_fd(void *const *buffer, int size, int fd); DESCRIPTION backtrace() returns a backtrace for the calling program, in the array pointed to by buffer. A backtrace is the series of currently active…

NAME backtrace, backtrace_symbols, backtrace_symbols_fd – support for application self-debugging SYNOPSIS #include <execinfo.h> int backtrace(void **buffer, int size); char **backtrace_symbols(void *const *buffer, int size); void backtrace_symbols_fd(void *const *buffer, int size, int fd); DESCRIPTION backtrace() returns a backtrace for the calling program, in the array pointed to by buffer. A backtrace is the series of currently active…

NAME QuantLib::Array – 1-D array used in linear algebra. SYNOPSIS #include <ql/math/array.hpp> Public Types typedef Real value_type typedef Real * iterator typedef const Real * const_iterator typedef boost::reverse_iterator< iterator > reverse_iterator typedef boost::reverse_iterator< const_iterator > const_reverse_iterator Public Member Functions Constructors, destructor, and assignment Array (Size size=0) creates the array with the given dimension Array (Size…

NAME QuantLib::Vasicek – Vasicek model class SYNOPSIS #include <ql/models/shortrate/onefactormodels/vasicek.hpp> Inherits QuantLib::OneFactorAffineModel. Inherited by HullWhite. Classes class Dynamics Short-rate dynamics in the Vasicek model. Public Member Functions Vasicek (Rate r0=0.05, Real a=0.1, Real b=0.05, Real sigma=0.01, Real lambda=0.0) virtual Real discountBondOption (Option::Type type, Real strike, Time maturity, Time bondMaturity) const virtual boost::shared_ptr< ShortRateDynamics > dynamics ()…

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,…

NAME ax25_aton, ax25_aton_entry, ax25_aton_arglist, ax25_ntoa, ax25_cmp, ax25_validate – AX25 Address manipulation routines SYNOPSIS #include <netax25/ax25.h> int ax25_aton(const char *cp, struct full_sockaddr_ax25 *fsap); int ax25_aton_arglist(const char **cp, struct full_sockaddr_ax25 *fsap); int ax25_aton_entry(const char *cp, char *axp); char *ax25_ntoa(ax25_address *axp); int ax25_cmp(ax25_address *ax1, ax25_address *ax2); int ax25_validate(char *axp); char *ax25_config_file(const char *filename); DESCRIPTION ax25_aton() takes the ASCII…

ql/termstructures/yield/bootstraptraits.hpp – bootstrap traits Synopsis #include <ql/termstructures/yield/discountcurve.hpp> #include <ql/termstructures/yield/zerocurve.hpp> #include <ql/termstructures/yield/forwardcurve.hpp> #include <ql/termstructures/bootstraphelper.hpp> Classes struct Discount Discount-curve traits. struct ZeroYield Zero-curve traits. struct ForwardRate Forward-curve traits. Variables const Rate avgRate = 0.05 Detailed Description bootstrap traits Author Generated automatically by Doxygen for QuantLib from the source code.

QuantLib::ContinuousAveragingAsianOption – Continuous-averaging Asian option. Synopsis #include <ql/instruments/asianoption.hpp> Inherits QuantLib::OneAssetOption. Classes class arguments Extra arguments for single-asset continuous-average Asian option. class engine Continuous-averaging Asian engine base class. Public Member Functions ContinuousAveragingAsianOption (Average::Type averageType, const boost::shared_ptr< StrikedTypePayoff > &payoff, const boost::shared_ptr< Exercise > &exercise) void setupArguments (PricingEngine::arguments *) const Protected Attributes Average::Type averageType_ Detailed Description Continuous-averaging…

NAME ql/instruments/averagetype.hpp – Averaging algorithm enumeration. SYNOPSIS #include <ql/qldefines.hpp> #include <ostream> Classes struct Average Placeholder for enumerated averaging types. Functions std::ostream & operator<< (std::ostream &out, Average::Type type) Detailed Description Averaging algorithm enumeration. Author Generated automatically by Doxygen for QuantLib from the source code. Index

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…

NAME avcall – build a C argument list incrementally and call a C function on it. SYNOPSIS #include <avcall.h> av_alist alist; av_start_type(alist, &func [[, return_type], &return_value]); av_type(alist, [arg_type,] value); av_call(alist); DESCRIPTION This set of macros builds an argument list for a C function and calls the function on it. It significantly reduces the amount of…

NAME avc_context_to_sid, avc_sid_to_context, avc_get_initial_sid – obtain and manipulate SELinux security ID’s SYNOPSIS #include <selinux/selinux.h> #include <selinux/avc.h> int avc_context_to_sid(char *ctx, security_id_t *sid); int avc_sid_to_context(security_id_t sid, char **ctx); int avc_get_initial_sid(const char *name, security_id_t *sid); DESCRIPTION Security ID’s (SID’s) are opaque representations of security contexts, managed by the userspace AVC. avc_context_to_sid() returns a SID for the given context…

NAME avc_cache_stats, avc_av_stats, avc_sid_stats – obtain userspace SELinux AVC statistics SYNOPSIS #include <selinux/selinux.h> #include <selinux/avc.h> void avc_av_stats(void); void avc_sid_stats(void); void avc_cache_stats(struct avc_cache_stats *stats); DESCRIPTION The userspace AVC maintains two internal hash tables, one to store security ID’s and one to cache access decisions. avc_av_stats() and avc_sid_stats() produce log messages indicating the status of the access…

NAME avc_open, avc_destroy, avc_reset, avc_cleanup – userspace SELinux AVC setup and teardown SYNOPSIS #include <selinux/selinux.h> #include <selinux/avc.h> int avc_open(struct selinux_opt *options, unsigned nopt); void avc_destroy(void); int avc_reset(void); void avc_cleanup(void); DESCRIPTION avc_open() initializes the userspace AVC and must be called before any other AVC operation can be performed. avc_destroy() destroys the userspace AVC, freeing all internal…

NAME avc_open, avc_destroy, avc_reset, avc_cleanup – userspace SELinux AVC setup and teardown SYNOPSIS #include <selinux/selinux.h> #include <selinux/avc.h> int avc_open(struct selinux_opt *options, unsigned nopt); void avc_destroy(void); int avc_reset(void); void avc_cleanup(void); DESCRIPTION avc_open() initializes the userspace AVC and must be called before any other AVC operation can be performed. avc_destroy() destroys the userspace AVC, freeing all internal…

NAME avc_netlink_open, avc_netlink_close, avc_netlink_acquire_fd, avc_netlink_release_fd, avc_netlink_check_nb, avc_netlink_loop – SELinux netlink processing SYNOPSIS #include <selinux/selinux.h> #include <selinux/avc.h> int avc_netlink_open(int blocking); void avc_netlink_close(void); int avc_netlink_acquire_fd(void); void avc_netlink_release_fd(void); void avc_netlink_loop(void); int avc_netlink_check_nb(void); DESCRIPTION These functions enable applications to handle notification of SELinux events via netlink. The userspace AVC normally checks for netlink messages on each call to avc_has_perm(3)….

NAME avc_netlink_open, avc_netlink_close, avc_netlink_acquire_fd, avc_netlink_release_fd, avc_netlink_check_nb, avc_netlink_loop – SELinux netlink processing SYNOPSIS #include <selinux/selinux.h> #include <selinux/avc.h> int avc_netlink_open(int blocking); void avc_netlink_close(void); int avc_netlink_acquire_fd(void); void avc_netlink_release_fd(void); void avc_netlink_loop(void); int avc_netlink_check_nb(void); DESCRIPTION These functions enable applications to handle notification of SELinux events via netlink. The userspace AVC normally checks for netlink messages on each call to avc_has_perm(3)….

NAME avc_netlink_open, avc_netlink_close, avc_netlink_acquire_fd, avc_netlink_release_fd, avc_netlink_check_nb, avc_netlink_loop – SELinux netlink processing SYNOPSIS #include <selinux/selinux.h> #include <selinux/avc.h> int avc_netlink_open(int blocking); void avc_netlink_close(void); int avc_netlink_acquire_fd(void); void avc_netlink_release_fd(void); void avc_netlink_loop(void); int avc_netlink_check_nb(void); DESCRIPTION These functions enable applications to handle notification of SELinux events via netlink. The userspace AVC normally checks for netlink messages on each call to avc_has_perm(3)….