SysTutorials Posts

QuantLib::AnalyticHestonEngine – analytic Heston-model engine based on Fourier transform Synopsis #include <ql/pricingengines/vanilla/analytichestonengine.hpp> Inherits GenericModelEngine< HestonModel, VanillaOption::arguments, VanillaOption::results >. Inherited by AnalyticHestonHullWhiteEngine, BatesDoubleExpEngine, and BatesEngine. Public Types enum ComplexLogFormula { Gatheral, BranchCorrection } Public Member Functions AnalyticHestonEngine (const boost::shared_ptr< HestonModel > &model, Real relTolerance, Size maxEvaluations) AnalyticHestonEngine (const boost::shared_ptr< HestonModel > &model, Size integrationOrder=144) AnalyticHestonEngine (const…

QuantLib::Calendar – calendar class Synopsis #include <ql/time/calendar.hpp> Inherited by Argentina, Australia, BespokeCalendar, Brazil, Canada, China, CzechRepublic, Denmark, Finland, Germany, HongKong, Hungary, Iceland, India, Indonesia, Italy, Japan, JointCalendar, Mexico, NewZealand, Norway, NullCalendar, Poland, SaudiArabia, Singapore, Slovakia, SouthAfrica, SouthKorea, Sweden, Switzerland, Taiwan, TARGET, Turkey, Ukraine, UnitedKingdom, and UnitedStates. Classes class Impl abstract base class for calendar implementations…

QuantLib::Index – purely virtual base class for indexes Synopsis #include <ql/index.hpp> Inherits QuantLib::Observable. Inherited by InflationIndex, and InterestRateIndex. Public Member Functions virtual std::string name () const =0 Returns the name of the index. virtual Calendar fixingCalendar () const =0 returns the calendar defining valid fixing dates virtual bool isValidFixingDate (const Date &fixingDate) const =0 returns…

QuantLib::Index – purely virtual base class for indexes Synopsis #include <ql/index.hpp> Inherits QuantLib::Observable. Inherited by InflationIndex, and InterestRateIndex. Public Member Functions virtual std::string name () const =0 Returns the name of the index. virtual Calendar fixingCalendar () const =0 returns the calendar defining valid fixing dates virtual bool isValidFixingDate (const Date &fixingDate) const =0 returns…

NAME QuantLib::ExchangeRateManager – exchange-rate repository SYNOPSIS #include <ql/currencies/exchangeratemanager.hpp> Inherits Singleton< ExchangeRateManager >. Public Member Functions void add (const ExchangeRate &, const Date &startDate=Date::minDate(), const Date &endDate=Date::maxDate()) Add an exchange rate. ExchangeRate lookup (const Currency &source, const Currency &target, Date date=Date(), ExchangeRate::Type type=ExchangeRate::Derived) const void clear () remove the added exchange rates Friends class Singleton< ExchangeRateManager…

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, Real…

NAME acquire_bitmap – Locks the bitmap before drawing onto it. Allegro game programming library. SYNOPSIS #include <allegro.h> void acquire_bitmap(BITMAP *bmp); DESCRIPTION Acquires the specified video bitmap prior to drawing onto it. You never need to call the function explicitly as it is low level, and will only give you a speed up if you know…

NAME acos, acosf, acosl – arc cosine function SYNOPSIS #include <math.h> double acos(double x); float acosf(float x); long double acosl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): acosf(), acosl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions calculate the arc cosine of x; that is…

NAME acosh, acoshf, acoshl – inverse hyperbolic cosine function SYNOPSIS #include <math.h> double acosh(double x); float acoshf(float x); long double acoshl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): acosh(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || _XOPEN_SOURCE >= 500     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE acoshf(), acoshl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE…

NAME acosh, acoshf, acoshl – inverse hyperbolic cosine function SYNOPSIS #include <math.h> double acosh(double x); float acoshf(float x); long double acoshl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): acosh(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || _XOPEN_SOURCE >= 500     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE acoshf(), acoshl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE…

NAME acosh, acoshf, acoshl – inverse hyperbolic cosine function SYNOPSIS #include <math.h> double acosh(double x); float acoshf(float x); long double acoshl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): acosh(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || _XOPEN_SOURCE >= 500     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE acoshf(), acoshl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE…

NAME acos, acosf, acosl – arc cosine function SYNOPSIS #include <math.h> double acos(double x); float acosf(float x); long double acosl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): acosf(), acosl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions calculate the arc cosine of x; that is…

NAME acos, acosf, acosl – arc cosine function SYNOPSIS #include <math.h> double acos(double x); float acosf(float x); long double acosl(long double x); Link with -lm. Feature Test Macro Requirements for glibc (see feature_test_macros(7)): acosf(), acosl(): _ISOC99_SOURCE || _POSIX_C_SOURCE >= 200112L     || /* Since glibc 2.19: */ _DEFAULT_SOURCE     || /* Glibc versions <= 2.19: */ _BSD_SOURCE || _SVID_SOURCE DESCRIPTION These functions calculate the arc cosine of x; that is…

NAME acl_valid – validate an ACL LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In sys/acl.h Ft int Fn acl_valid acl_t acl DESCRIPTION The Fn acl_valid function checks the ACL referred to by the argument acl for validity. The three required entries ACL_USER_OBJ, ACL_GROUP_OBJ, and ACL_OTHER must exist exactly once in the…

NAME acl_to_text – convert an ACL to text LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In sys/acl.h Ft char * Fn acl_to_text acl_t acl ssize_t *len_p DESCRIPTION The Fn acl_to_text function translates the ACL pointed to by the argument acl into a NULL terminated character string. If the pointer len_p is…

NAME acl_to_any_text – convert an ACL to text LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In acl/libacl.h Ft char * Fo acl_to_any_text Fa acl_t acl Fa const char *prefix Fa char separator Fa int options Fc DESCRIPTION The Fn acl_to_any_text function translates the ACL pointed to by the argument acl into…

NAME acl_size – get the size of the external representation of an ACL LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In sys/acl.h Ft ssize_t Fn acl_size acl_t acl DESCRIPTION The Fn acl_size function return the size, in bytes, of the buffer required to hold the exportable, contiguous, persistent form of the…

NAME acl_set_tag_type – set the tag type of an ACL entry LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In sys/acl.h Ft int Fn acl_set_tag_type acl_entry_t entry_d acl_tag_t tag_type DESCRIPTION The Fn acl_set_tag_type function sets the tag type of the ACL entry indicated by the argument entry_d to the value of the…

NAME acl_set_qualifier – set the qualifier of an ACL entry LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In sys/acl.h Ft int Fn acl_set_qualifier acl_entry_t entry_d const void *qualifier_p DESCRIPTION The Fn acl_set_qualifier function sets the qualifier of the ACL entry indicated by the argument entry_d to the value referred to by…

NAME acl_set_permset – set the permission set in an ACL entry LIBRARY Linux Access Control Lists library (libacl, -lacl). SYNOPSIS In sys/types.h In sys/acl.h Ft int Fn acl_set_permset acl_entry_t entry_d acl_permset_t permset_d DESCRIPTION The Fn acl_set_permset function sets the permission set of the ACL entry indicated by the argument entry_d to the permissions contained in…