QuantLib::Germany – German calendars. Synopsis #include <ql/time/calendars/germany.hpp> Inherits QuantLib::Calendar. Public Types enum Market { Settlement, FrankfurtStockExchange, Xetra, Eurex } German calendars. Public Member Functions Germany (Market market=FrankfurtStockExchange) Detailed Description German calendars. Public holidays: * Saturdays * Sundays * New Year’s Day, January 1st * Good Friday * Easter Monday * Ascension Thursday * Whit Monday…
QuantLib::GeometricBrownianMotionProcess – Geometric brownian-motion process. Synopsis #include <ql/processes/geometricbrownianprocess.hpp> Inherits QuantLib::StochasticProcess1D. Public Member Functions GeometricBrownianMotionProcess (double initialValue, double mue, double sigma) Real x0 () const returns the initial value of the state variable Real drift (Time t, Real x) const returns the drift part of the equation, i.e. $ mu(t, x_t) $ Real diffusion (Time t,…
QuantLib::GenericSequenceStatistics – Statistics analysis of N-dimensional (sequence) data. Synopsis #include <ql/math/statistics/sequencestatistics.hpp> Public Types typedef StatisticsType statistics_type typedef std::vector< typename StatisticsType::value_type > value_type Public Member Functions GenericSequenceStatistics (Size dimension=0) inspectors Size size () const covariance and correlation Disposable< Matrix > covariance () const returns the covariance Matrix Disposable< Matrix > correlation () const returns the correlation…
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…
QuantLib::GenericModelEngine – Base class for some pricing engine on a particular model. Synopsis #include <ql/pricingengines/genericmodelengine.hpp> Inherits GenericEngine< ArgumentsType, ResultsType >. Public Member Functions GenericModelEngine (const boost::shared_ptr< ModelType > &model) void setModel (const boost::shared_ptr< ModelType > &model) Protected Attributes boost::shared_ptr< ModelType > model_ Detailed Description template<class ModelType, class ArgumentsType, class ResultsType> class QuantLib::GenericModelEngine< ModelType, ArgumentsType, ResultsType…
Lintian::Processable::Patched – access to sources with Debian patches applied Synopsis use Lintian::Processable; my $processable = Lintian::Processable::Binary->new; Description Lintian::Processable::Patched provides an interface to collected data about patched sources. Instance Methods patched Returns a index object representing a patched source tree. index (FILE) The index of a source package is not very well defined for non-native source…
Lintian::Processable::Package — An object that Lintian can process Synopsis use Lintian::Processable::Package; my $proc = Lintian::Processable::Package->new (‘lintian_2.5.0_all.deb’); my $pkg_name = $proc->pkg_name; my $pkg_version = $proc->pkg_version; # etc. Description Instances of this perl class are objects that Lintian can process (e.g. deb files). Multiple objects can then be combined into groups, which Lintian will process together. Class…
Lintian::Processable::Overrides – access to override data Synopsis use Lintian::Processable; my $processable = Lintian::Processable::Binary->new; Description Lintian::Processable::Overrides provides an interface to package data for overrides. Instance Methods add_overrides overrides(OVERRIDE-FILE) Read OVERRIDE-FILE and add the overrides found there which match the metadata of the current file (package and type). The overrides are added to the overrides hash in…
Lintian::Processable::Orig – access to collected data about the upstream (orig) sources Synopsis use Lintian::Processable; my $processable = Lintian::Processable::Binary->new; Description Lintian::Processable::Orig provides an interface to collected data about the upstream (orig) sources. Instance Methods orig Returns the index for orig.tar.gz. orig_index (FILE) Like “index” except orig_index is based on the “orig tarballs” of the source packages….
Lintian::Processable::Objdump – access to collected binary object data Synopsis use Lintian::Processable; my $processable = Lintian::Processable::Binary->new; Description Lintian::Processable::Objdump provides an interface to collected binary object data. Instance Methods objdump_info Returns a hashref mapping a FILE to the data collected by objdump-info or "undef" if no data is available for that FILE. Data is generally only collected…
Lintian::Processable::IsNonFree – Lintian interface to source package data collection Synopsis my ($name, $type, $dir) = (‘foobar’, ‘source’, ‘/path/to/lab-entry’); my $collect = Lintian::Processable::IsNonFree->new($name); if ($collect->native) { print "Package is native\n"; } Description Lintian::Processable::IsNonFree provides an interface to package data for source packages. It implements data collection methods specific to source packages. This module is in its…
Lintian::Processable::Installed – access to collected data about the upstream (orig) sources Synopsis use Lintian::Processable; my $processable = Lintian::Processable::Binary->new; Description Lintian::Processable::Installed provides an interface to collected data about the upstream (orig) sources. Instance Methods installed Returns a index object representing installed files from a binary package. index (FILE) Returns a path object to FILE in the…
Lintian::Processable::Installable – Lintian interface to binary package data collection Synopsis my ($name, $type, $dir) = (‘foobar’, ‘binary’, ‘/path/to/lab-entry’); my $collect = Lintian::Processable::Installable->new($name); Description Lintian::Processable::Installable provides an interface to package data for binary packages. It implements data collection methods specific to binary packages. This module is in its infancy. Most of Lintian still reads all data…
Lintian::Processable::Hardening – access to collected hardening data Synopsis use Lintian::Processable; my $processable = Lintian::Processable::Binary->new; Description Lintian::Processable::Hardening provides an interface to collected hardening data. Instance Methods hardening_info Returns a hashref mapping a FILE to its hardening issues. NB: This is generally only useful for checks/binaries to emit the hardening-no-* tags. Needs-Info requirements for using hardening_info: hardening-info…
Lintian::Processable::Fields::Files – Lintian interface to .buildinfo or changes file data collection Synopsis use Moo; with ‘Lintian::Processable::Fields::Files’; Description Lintian::Processable::Fields::Files provides an interface to data for .buildinfo and changes files. It implements data collection methods specific to .buildinfo and changes files. Instance Methods files Returns a reference to a hash containing information about files listed in the…
Lintian::Processable::Diffstat – access to collected diffstat data Synopsis use Lintian::Processable; my $processable = Lintian::Processable::Binary->new; Description Lintian::Processable::Diffstat provides an interface to diffstat data. Instance Methods diffstat Returns the path to diffstat output run on the Debian packaging diff (a.k.a. the “diff.gz”) for 1.0 non-native packages. For source packages without a “diff.gz” component, this returns the path…
Lintian::Processable::Control::Conffiles – access to collected control data for conffiles Synopsis use Lintian::Processable; my $processable = Lintian::Processable::Binary->new; Description Lintian::Processable::Control::Conffiles provides an interface to control data for conffiles. Instance Methods conffiles Returns a list of absolute filenames found for conffiles. Needs-Info requirements for using conffiles: Same as control_index_resolved_path is_conffile (FILE) Returns a truth value if FILE is…
Lintian::Processable::Control – access to collected control file data Synopsis use Lintian::Processable; my $processable = Lintian::Processable::Binary->new; Description Lintian::Processable::Control provides an interface to control file data. Instance Methods control Returns the index for a binary control file. control_index (FILE) Returns a path object to FILE in the control.tar.gz. FILE must be relative to the root of the…
Lintian::Processable::Changes — A changes file Lintian can process Synopsis use Lintian::Processable::Changes; my $processable = Lintian::Processable::Changes->new; $processable->init(‘path’); Description This class represents a ‘changes’ file that Lintian can process. Objects of this kind are often part of a Lintian::Group, which represents all the files in a changes or buildinfo file. Instance Methods init (FILE) Initializes a new…
Lintian::Processable::Changelog::Version – Lintian interface to source package data collection Synopsis my ($name, $type, $dir) = (‘foobar’, ‘source’, ‘/path/to/lab-entry’); my $collect = Lintian::Processable::Changelog::Version->new($name); if ($collect->native) { print "Package is native\n"; } Description Lintian::Processable::Changelog::Version provides an interface to package data for source packages. It implements data collection methods specific to source packages. This module is in its…