QuantLib::TrinomialTree – Recombining trinomial tree class. Synopsis #include <ql/methods/lattices/trinomialtree.hpp> Inherits Tree< TrinomialTree >. Public Types enum Branches { branches = 3 } Public Member Functions TrinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, const TimeGrid &timeGrid, bool isPositive=false) Real dx (Size i) const const TimeGrid & timeGrid () const Size size (Size i) const Real underlying (Size…
QuantLib::Trigeorgis – Trigeorgis (additive equal jumps) binomial tree Synopsis #include <ql/methods/lattices/binomialtree.hpp> Inherits EqualJumpsBinomialTree< Trigeorgis >. Public Member Functions Trigeorgis (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) Detailed Description Trigeorgis (additive equal jumps) binomial tree Author Generated automatically by Doxygen for QuantLib from the source code.
ql/methods/finitedifferences/tridiagonaloperator.hpp – tridiagonal operator Synopsis void swap (TridiagonalOperator &, TridiagonalOperator &) Disposable< TridiagonalOperator > operator+ (const TridiagonalOperator &D) Disposable< TridiagonalOperator > operator- (const TridiagonalOperator &D) Disposable< TridiagonalOperator > operator+ (const TridiagonalOperator &D1, const TridiagonalOperator &D2) Disposable< TridiagonalOperator > operator- (const TridiagonalOperator &D1, const TridiagonalOperator &D2) Disposable< TridiagonalOperator > operator* (Real a, const TridiagonalOperator &D) Disposable<…
QuantLib::TreeVanillaSwapEngine – Numerical lattice engine for simple swaps. Synopsis #include <ql/pricingengines/swap/treeswapengine.hpp> Inherits LatticeShortRateModelEngine< VanillaSwap::arguments, VanillaSwap::results >. Public Member Functions void calculate () const Constructors Note: the term structure is only needed when the short-rate model cannot provide one itself. TreeVanillaSwapEngine (const boost::shared_ptr< ShortRateModel > &, Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) TreeVanillaSwapEngine…
QuantLib::TreeSwaptionEngine – Numerical lattice engine for swaptions. Synopsis #include <ql/pricingengines/swaption/treeswaptionengine.hpp> Inherits LatticeShortRateModelEngine< Swaption::arguments, Swaption::results >. Public Member Functions void calculate () const Constructors Note: the term structure is only needed when the short-rate model cannot provide one itself. TreeSwaptionEngine (const boost::shared_ptr< ShortRateModel > &, Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) TreeSwaptionEngine (const…
QuantLib::TreeLattice2D – Two-dimensional tree-based lattice. Synopsis #include <ql/methods/lattices/lattice2d.hpp> Inherits TreeLattice< Impl >. Public Member Functions TreeLattice2D (const boost::shared_ptr< T > &tree1, const boost::shared_ptr< T > &tree2, Real correlation) Size size (Size i) const Size descendant (Size i, Size index, Size branch) const Real probability (Size i, Size index, Size branch) const Protected Member Functions Disposable<…
QuantLib::TreeLattice1D – One-dimensional tree-based lattice. Synopsis #include <ql/methods/lattices/lattice1d.hpp> Inherits TreeLattice< Impl >. Public Member Functions TreeLattice1D (const TimeGrid &timeGrid, Size n) Disposable< Array > grid (Time t) const Real underlying (Size i, Size index) const Detailed Description template<class Impl> class QuantLib::TreeLattice1D< Impl > One-dimensional tree-based lattice. Derived classes must implement the following interface: Real underlying(Size…
QuantLib::TreeLattice – Tree-based lattice-method base class. Synopsis #include <ql/methods/lattices/lattice.hpp> Inherits QuantLib::Lattice, and CuriouslyRecurringTemplate< Impl >. Public Member Functions TreeLattice (const TimeGrid &timeGrid, Size n) const Array & statePrices (Size i) const void stepback (Size i, const Array &values, Array &newValues) const Lattice interface void initialize (DiscretizedAsset &, Time t) const initialize an asset at the…
QuantLib::TreeCapFloorEngine – Numerical lattice engine for cap/floors. Synopsis #include <ql/pricingengines/capfloor/treecapfloorengine.hpp> Inherits LatticeShortRateModelEngine< CapFloor::arguments, CapFloor::results >. Public Member Functions void calculate () const Constructors Note: the term structure is only needed when the short-rate model cannot provide one itself. TreeCapFloorEngine (const boost::shared_ptr< ShortRateModel > &model, Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) TreeCapFloorEngine (const…
QuantLib::TreeCallableZeroCouponBondEngine – Numerical lattice engine for callable zero coupon bonds. Synopsis #include <ql/experimental/callablebonds/treecallablebondengine.hpp> Inherits QuantLib::TreeCallableFixedRateBondEngine. Public Member Functions TreeCallableZeroCouponBondEngine (const boost::shared_ptr< ShortRateModel > &model, const Size timeSteps, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) TreeCallableZeroCouponBondEngine (const boost::shared_ptr< ShortRateModel > &model, const TimeGrid &timeGrid, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) Detailed Description Numerical lattice engine…
QuantLib::TreeCallableFixedRateBondEngine – Numerical lattice engine for callable fixed rate bonds. Synopsis #include <ql/experimental/callablebonds/treecallablebondengine.hpp> Inherits LatticeShortRateModelEngine< CallableBond::arguments, CallableBond::results >. Inherited by TreeCallableZeroCouponBondEngine. Public Member Functions void calculate () const Constructors Note: the term structure is only needed when the short-rate model cannot provide one itself. TreeCallableFixedRateBondEngine (const boost::shared_ptr< ShortRateModel > &, const Size timeSteps, const Handle<…
NAME SPLAY_PROTOTYPE SPLAY_GENERATE SPLAY_ENTRY SPLAY_HEAD SPLAY_INITIALIZER SPLAY_ROOT SPLAY_EMPTY SPLAY_NEXT SPLAY_MIN SPLAY_MAX SPLAY_FIND SPLAY_LEFT SPLAY_RIGHT SPLAY_FOREACH SPLAY_INIT SPLAY_INSERT SPLAY_REMOVE RB_PROTOTYPE RB_PROTOTYPE_STATIC RB_GENERATE RB_GENERATE_STATIC RB_ENTRY RB_HEAD RB_INITIALIZER RB_ROOT RB_EMPTY RB_NEXT RB_PREV RB_MIN RB_MAX RB_FIND RB_NFIND RB_LEFT RB_RIGHT RB_PARENT RB_FOREACH RB_FOREACH_REVERSE RB_INIT RB_INSERT RB_REMOVE – implementations of splay and red-black trees SYNOPSIS In bsd/sys/tree.h Fn SPLAY_PROTOTYPE NAME TYPE…
ql/math/integrals/trapezoidintegral.hpp – integral of a one-dimensional function using the trapezoid formula Synopsis #include <ql/math/integrals/integral.hpp> #include <ql/utilities/null.hpp> #include <ql/errors.hpp> Classes class TrapezoidIntegral< IntegrationPolicy > Integral of a one-dimensional function. Detailed Description integral of a one-dimensional function using the trapezoid formula Author Generated automatically by Doxygen for QuantLib from the source code.
TransientShell — The TransientShell widget class Synopsis #include <Xm/Xm.h> #include <X11/Shell.h> Description TransientShell is used for shell windows that can be manipulated by the window manager, but are not allowed to be iconified separately. For example, DialogBoxes make no sense without their associated application. They are iconified by the window manager only if the main…
QuantLib::TransformedGrid – transformed grid Synopsis #include <ql/math/transformedgrid.hpp> Inherited by LogGrid. Public Member Functions TransformedGrid (const Array &grid) template<class T > TransformedGrid (const Array &grid, T func) const Array & gridArray () const const Array & transformedGridArray () const const Array & dxmArray () const const Array & dxpArray () const const Array & dxArray ()…
ql/math/matrixutilities/tqreigendecomposition.hpp – tridiag. QR eigen decomposition with explicite shift aka Wilkinson Synopsis #include <ql/math/array.hpp> #include <ql/math/matrix.hpp> Classes class TqrEigenDecomposition tridiag. QR eigen decomposition with explicite shift aka Wilkinson Detailed Description tridiag. QR eigen decomposition with explicite shift aka Wilkinson Author Generated automatically by Doxygen for QuantLib from the source code.
TopLevelShell — The TopLevelShell widget class Synopsis #include <Xm/Xm.h> #include <X11/Shell.h> Description TopLevelShell is used for normal top-level windows such as any additional top-level widgets an application needs. Classes TopLevelShell inherits behavior and resources from Core, Composite, Shell, WMShell, and VendorShell. The class pointer is topLevelShellWidgetClass. The class name is TopLevelShell. New Resources The following…
Tk_WindowId, Tk_Parent, Tk_Display, Tk_DisplayName, Tk_ScreenNumber, Tk_Screen, Tk_X, Tk_Y, Tk_Width, Tk_Height, Tk_Changes, Tk_Attributes, Tk_IsContainer, Tk_IsEmbedded, Tk_IsMapped, Tk_IsTopLevel, Tk_ReqWidth, Tk_ReqHeight, Tk_MinReqWidth, Tk_MinReqHeight, Tk_InternalBorderLeft, Tk_InternalBorderRight, Tk_InternalBorderTop, Tk_InternalBorderBottom, Tk_Visual, Tk_Depth, Tk_Colormap, Tk_Interp – retrieve information from Tk’s local data structure Synopsis #include <tk.h> Window Tk_WindowId(tkwin) Tk_Window Tk_Parent(tkwin) Display * Tk_Display(tkwin) const char * Tk_DisplayName(tkwin) int Tk_ScreenNumber(tkwin) Screen * Tk_Screen(tkwin)…
Tk_WindowId, Tk_Parent, Tk_Display, Tk_DisplayName, Tk_ScreenNumber, Tk_Screen, Tk_X, Tk_Y, Tk_Width, Tk_Height, Tk_Changes, Tk_Attributes, Tk_IsContainer, Tk_IsEmbedded, Tk_IsMapped, Tk_IsTopLevel, Tk_ReqWidth, Tk_ReqHeight, Tk_MinReqWidth, Tk_MinReqHeight, Tk_InternalBorderLeft, Tk_InternalBorderRight, Tk_InternalBorderTop, Tk_InternalBorderBottom, Tk_Visual, Tk_Depth, Tk_Colormap, Tk_Interp – retrieve information from Tk’s local data structure Synopsis #include <tk.h> Window Tk_WindowId(tkwin) Tk_Window Tk_Parent(tkwin) Display * Tk_Display(tkwin) const char * Tk_DisplayName(tkwin) int Tk_ScreenNumber(tkwin) Screen * Tk_Screen(tkwin)…
Tk_WindowId, Tk_Parent, Tk_Display, Tk_DisplayName, Tk_ScreenNumber, Tk_Screen, Tk_X, Tk_Y, Tk_Width, Tk_Height, Tk_Changes, Tk_Attributes, Tk_IsContainer, Tk_IsEmbedded, Tk_IsMapped, Tk_IsTopLevel, Tk_ReqWidth, Tk_ReqHeight, Tk_MinReqWidth, Tk_MinReqHeight, Tk_InternalBorderLeft, Tk_InternalBorderRight, Tk_InternalBorderTop, Tk_InternalBorderBottom, Tk_Visual, Tk_Depth, Tk_Colormap, Tk_Interp – retrieve information from Tk’s local data structure Synopsis #include <tk.h> Window Tk_WindowId(tkwin) Tk_Window Tk_Parent(tkwin) Display * Tk_Display(tkwin) const char * Tk_DisplayName(tkwin) int Tk_ScreenNumber(tkwin) Screen * Tk_Screen(tkwin)…