SysTutorials Posts

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 >…

VolPack – introduction to VolPack, a library for volume rendering Synopsis #include <volpack.h> cc file.c -lvolpack -lm Description VolPack is a portable software library for volume rendering. It is based on a new family of fast volume rendering algorithms (see Philippe Lacroute and Marc Levoy, Fast Volume Rendering Using a Shear-Warp Factorization of the Viewing…

DisplayOfCCC, VisualOfCCC, ScreenNumberOfCCC, ScreenWhitePointOfCCC, ClientWhitePointOfCCC – Color Conversion Context macros Syntax Display *DisplayOfCCC(XcmsCCC ccc); Visual *VisualOfCCC(XcmsCCC ccc); int ScreenNumberOfCCC(XcmsCCC ccc); XcmsColor *ScreenWhitePointOfCCC(XcmsCCC ccc); XcmsColor *ClientWhitePointOfCCC(XcmsCCC ccc); Arguments ccc Specifies the CCC. Description The DisplayOfCCC macro returns the display associated with the specified CCC. The VisualOfCCC macro returns the visual associated with the specified CCC. The…

VirtualBindings — Bindings for virtual mouse and key events Description The Motif reference pages describe key translations in terms of virtual bindings, based on those described in the Motif Style Guide. Bindings for osf Keysyms Keysym strings that begin with <osf> are not part of the X server’s keyboard mapping. Instead, these keysyms are produced…

XMLTV::Version – Adds a –version argument to XMLTV grabbers Description Add a –version argument to your program, eg use XMLTV::Version ‘$Id: Version.pm,v 1.3 2010/04/24 12:28:22 crispygoth Exp $’; If a –version parameter is supplied on the command-line, it will be caught already by the “use” statement, a message will be printed to STDOUT and the…

VendorShell — The VendorShell widget class Synopsis #include <Xm/Xm.h> #include <X11/Shell.h> Description VendorShell is a Motif widget class used as a supporting superclass for all shell classes that are visible to the window manager and that are not override redirect. It contains resources that describe the MWM-specific look and feel. It also manages the MWM-specific…

AllPlanes, BlackPixel, WhitePixel, ConnectionNumber, DefaultColormap, DefaultDepth, XListDepths, DefaultGC, DefaultRootWindow, DefaultScreenOfDisplay, DefaultScreen, DefaultVisual, DisplayCells, DisplayPlanes, DisplayString, XMaxRequestSize, XExtendedMaxRequestSize, LastKnownRequestProcessed, NextRequest, ProtocolVersion, ProtocolRevision, QLength, RootWindow, ScreenCount, ScreenOfDisplay, ServerVendor, VendorRelease – Display macros and functions Syntax unsigned long AllPlanes; unsigned long BlackPixel(Display *display, int screen_number); unsigned long WhitePixel(Display *display, int screen_number); int ConnectionNumber(Display *display); Colormap DefaultColormap(Display *display, int…

QuantLib::VegaBumpCollection – Synopsis #include <ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp> Public Member Functions VegaBumpCollection (const boost::shared_ptr< MarketModel > &volStructure, bool allowFactorwiseBumping=true) VegaBumpCollection (const std::vector< VegaBumpCluster > &allBumps, const boost::shared_ptr< MarketModel > &volStructure) Size numberBumps () const const boost::shared_ptr< MarketModel > & associatedModel () const const std::vector< VegaBumpCluster > & allBumps () const bool isFull () const bool isNonOverlapping () const…

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 () const…

ql/instruments/varianceswap.hpp – Variance swap. Synopsis #include <ql/processes/blackscholesprocess.hpp> #include <ql/instruments/payoffs.hpp> #include <ql/option.hpp> #include <ql/position.hpp> Classes class VarianceSwap Variance swap. class arguments Arguments for forward fair-variance calculation class results Results from variance-swap calculation class engine base class for variance-swap engines Detailed Description Variance swap. Author Generated automatically by Doxygen for QuantLib from the source code.

ql/experimental/varianceoption/varianceoption.hpp – Variance option. Synopsis #include <ql/processes/blackscholesprocess.hpp> #include <ql/instruments/payoffs.hpp> #include <ql/option.hpp> #include <ql/position.hpp> Classes class VarianceOption Variance option. class arguments Arguments for forward fair-variance calculation class results Results from variance-option calculation class engine base class for variance-option engines Detailed Description Variance option. Author Generated automatically by Doxygen for QuantLib from the source code.

QuantLib::LfmCovarianceProxy – proxy for a libor forward model covariance parameterization Synopsis #include <ql/legacy/libormarketmodels/lfmcovarproxy.hpp> Inherits QuantLib::LfmCovarianceParameterization. Public Member Functions LfmCovarianceProxy (const boost::shared_ptr< LmVolatilityModel > &volaModel, const boost::shared_ptr< LmCorrelationModel > &corrModel) boost::shared_ptr< LmVolatilityModel > volatilityModel () const boost::shared_ptr< LmCorrelationModel > correlationModel () const Disposable< Matrix > diffusion (Time t, const Array &x=Null< Array >()) const Disposable< Matrix…

ql/instruments/vanillaswap.hpp – Simple fixed-rate vs Libor swap. Synopsis #include <ql/instruments/swap.hpp> #include <ql/time/daycounter.hpp> #include <ql/time/schedule.hpp> Classes class VanillaSwap Plain-vanilla swap. class arguments Arguments for simple swap calculation class results Results from simple swap calculation Functions std::ostream & operator<< (std::ostream &out, VanillaSwap::Type t) Detailed Description Simple fixed-rate vs Libor swap. Author Generated automatically by Doxygen for QuantLib…

QuantLib::VanillaOption – Vanilla option (no discrete dividends, no barriers) on a single asset. Synopsis #include <ql/instruments/vanillaoption.hpp> Inherits QuantLib::OneAssetOption. Inherited by EuropeanOption. Public Member Functions VanillaOption (const boost::shared_ptr< StrikedTypePayoff > &, const boost::shared_ptr< Exercise > &) Volatility impliedVolatility (Real price, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const Detailed Description…

XMLTV::ValidateGrabber – Validates an XMLTV grabber Description Utility library that validates that a grabber properly implements the capabilities described at http://wiki.xmltv.org/index.php/XmltvCapabilities The ValidateGrabber call first asks the grabber which capabilities it claims to support and then validates that it actually does support these capabilities. Exported Functions All these functions are exported on demand. ConfigureGrabber ConfigureGrabber(…

XMLTV::ValidateFile – Validates an XMLTV file Description Utility library that validates that a file is correct according to http://wiki.xmltv.org/index.php/XMLTVFormat. Exported Functions All these functions are exported on demand. LoadDtd Load the xmltv dtd. Takes a single parameter which is the name of the xmltv dtd file. LoadDtd must be called before ValidateFile can be called….

VIRTUAL_W, VIRTUAL_H – Global define to obtain the virtual size of the screen. Allegro game programming library. Synopsis #include <allegro.h> #define VIRTUAL_W; #define VIRTUAL_H; Description Global defines that return the width and height of the virtual screen, or zero if the screen has not been initialised yet. Example: char buf[100]; … uszprintf(buf, sizeof(buf), "The virtual…

VIRTUAL_W, VIRTUAL_H – Global define to obtain the virtual size of the screen. Allegro game programming library. Synopsis #include <allegro.h> #define VIRTUAL_W; #define VIRTUAL_H; Description Global defines that return the width and height of the virtual screen, or zero if the screen has not been initialised yet. Example: char buf[100]; … uszprintf(buf, sizeof(buf), "The virtual…

V3D_f – Floating point vertex structure used by 3d functions. Allegro game programming library. Synopsis #include <allegro.h> typedef struct V3D_f Description float x, y, z; – position float u, v; – texture map coordinates int c; – color Like V3D but using float values instead of fixed ones. Read the description of polygon3d_f() for a…

V3D – Fixed point vertex structure used by 3d functions. Allegro game programming library. Synopsis #include <allegro.h> typedef struct V3D Description fixed x, y, z; – position fixed u, v; – texture map coordinates int c; – color A vertex structure used by polygon3d and other polygon rendering functions. Read the description of polygon3d() for…