SysTutorials Posts

Numeric limits – Defines#define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)()) #define QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)()) #define QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)()) #define QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)()) #define QL_NULL_INTEGER ((std::numeric_limits<int>::max)()) #define QL_NULL_REAL ((std::numeric_limits<float>::max)()) Detailed DescriptionSome compilers do not give an implementation of <limits> yet. For the code to be portable these macros should be used instead of the corresponding method of…

Numeric limits – Defines#define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)()) #define QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)()) #define QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)()) #define QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)()) #define QL_NULL_INTEGER ((std::numeric_limits<int>::max)()) #define QL_NULL_REAL ((std::numeric_limits<float>::max)()) Detailed DescriptionSome compilers do not give an implementation of <limits> yet. For the code to be portable these macros should be used instead of the corresponding method of…

Numeric limits – Defines#define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)()) #define QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)()) #define QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)()) #define QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)()) #define QL_NULL_INTEGER ((std::numeric_limits<int>::max)()) #define QL_NULL_REAL ((std::numeric_limits<float>::max)()) Detailed DescriptionSome compilers do not give an implementation of <limits> yet. For the code to be portable these macros should be used instead of the corresponding method of…

Numeric limits – Defines#define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)()) #define QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)()) #define QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)()) #define QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)()) #define QL_NULL_INTEGER ((std::numeric_limits<int>::max)()) #define QL_NULL_REAL ((std::numeric_limits<float>::max)()) Detailed DescriptionSome compilers do not give an implementation of <limits> yet. For the code to be portable these macros should be used instead of the corresponding method of…

ql/qldefines.hpp – Global definitions and compiler switches. Synopsis#include <boost/config.hpp> #include <boost/version.hpp> #include <ql/config.ansi.hpp> #include <cmath> #include <boost/limits.hpp> Defines#define BOOST_ENABLE_ASSERT_HANDLER #define QL_INTEGER int #define QL_BIG_INTEGER long #define QL_REAL double #define QL_VERSION ‘0.9.7’ version string #define QL_HEX_VERSION 0x000907f0 version hexadecimal number #define QL_LIB_VERSION ‘0_9_7’ version string for output lib name #define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define…

ql/qldefines.hpp – Global definitions and compiler switches. Synopsis#include <boost/config.hpp> #include <boost/version.hpp> #include <ql/config.ansi.hpp> #include <cmath> #include <boost/limits.hpp> Defines#define BOOST_ENABLE_ASSERT_HANDLER #define QL_INTEGER int #define QL_BIG_INTEGER long #define QL_REAL double #define QL_VERSION ‘0.9.7’ version string #define QL_HEX_VERSION 0x000907f0 version hexadecimal number #define QL_LIB_VERSION ‘0_9_7’ version string for output lib name #define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define…

ql/qldefines.hpp – Global definitions and compiler switches. Synopsis#include <boost/config.hpp> #include <boost/version.hpp> #include <ql/config.ansi.hpp> #include <cmath> #include <boost/limits.hpp> Defines#define BOOST_ENABLE_ASSERT_HANDLER #define QL_INTEGER int #define QL_BIG_INTEGER long #define QL_REAL double #define QL_VERSION ‘0.9.7’ version string #define QL_HEX_VERSION 0x000907f0 version hexadecimal number #define QL_LIB_VERSION ‘0_9_7’ version string for output lib name #define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define…

ql/errors.hpp – Classes and functions for error handling. Synopsis#include <ql/qldefines.hpp> #include <boost/assert.hpp> #include <boost/current_function.hpp> #include <boost/shared_ptr.hpp> #include <exception> #include <sstream> Classesclass Error Base error class. Defines#define QL_FAIL(message) throw an error (possibly with file and line information) #define QL_ASSERT(condition, message) throw an error if the given condition is not verified #define QL_REQUIRE(condition, message) throw an error…

Numeric limits – Defines#define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define QL_MIN_REAL -((std::numeric_limits<QL_REAL>::max)()) #define QL_MIN_POSITIVE_REAL ((std::numeric_limits<QL_REAL>::min)()) #define QL_MAX_REAL ((std::numeric_limits<QL_REAL>::max)()) #define QL_EPSILON ((std::numeric_limits<QL_REAL>::epsilon)()) #define QL_NULL_INTEGER ((std::numeric_limits<int>::max)()) #define QL_NULL_REAL ((std::numeric_limits<float>::max)()) Detailed DescriptionSome compilers do not give an implementation of <limits> yet. For the code to be portable these macros should be used instead of the corresponding method of…

ql/errors.hpp – Classes and functions for error handling. Synopsis#include <ql/qldefines.hpp> #include <boost/assert.hpp> #include <boost/current_function.hpp> #include <boost/shared_ptr.hpp> #include <exception> #include <sstream> Classesclass Error Base error class. Defines#define QL_FAIL(message) throw an error (possibly with file and line information) #define QL_ASSERT(condition, message) throw an error if the given condition is not verified #define QL_REQUIRE(condition, message) throw an error…

ql/utilities/tracing.hpp – tracing facilities Synopsis#include <ql/types.hpp> #include <ql/errors.hpp> #include <ql/patterns/singleton.hpp> #include <boost/current_function.hpp> #include <iosfwd> Defines#define QL_DEFAULT_TRACER #define QL_TRACE_ENABLE enable tracing #define QL_TRACE_DISABLE disable tracing #define QL_TRACE_ON(out) set tracing stream #define QL_TRACE(message) output tracing information #define QL_TRACE_ENTER_FUNCTION output tracing information #define QL_TRACE_EXIT_FUNCTION output tracing information #define QL_TRACE_LOCATION output tracing information #define QL_TRACE_VARIABLE(variable) output tracing information Detailed…

ql/qldefines.hpp – Global definitions and compiler switches. Synopsis#include <boost/config.hpp> #include <boost/version.hpp> #include <ql/config.ansi.hpp> #include <cmath> #include <boost/limits.hpp> Defines#define BOOST_ENABLE_ASSERT_HANDLER #define QL_INTEGER int #define QL_BIG_INTEGER long #define QL_REAL double #define QL_VERSION ‘0.9.7’ version string #define QL_HEX_VERSION 0x000907f0 version hexadecimal number #define QL_LIB_VERSION ‘0_9_7’ version string for output lib name #define QL_MIN_INTEGER ((std::numeric_limits<QL_INTEGER>::min)()) #define QL_MAX_INTEGER ((std::numeric_limits<QL_INTEGER>::max)()) #define…

ql/errors.hpp – Classes and functions for error handling. Synopsis#include <ql/qldefines.hpp> #include <boost/assert.hpp> #include <boost/current_function.hpp> #include <boost/shared_ptr.hpp> #include <exception> #include <sstream> Classesclass Error Base error class. Defines#define QL_FAIL(message) throw an error (possibly with file and line information) #define QL_ASSERT(condition, message) throw an error if the given condition is not verified #define QL_REQUIRE(condition, message) throw an error…

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 Syntaxunsigned 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 screen_number);…

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 Syntaxunsigned 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 screen_number);…

QuantLib::ProjectedCostFunction – Parameterized cost function. Synopsis#include <ql/math/optimization/projectedcostfunction.hpp> Inherits QuantLib::CostFunction. Public Member FunctionsProjectedCostFunction (const CostFunction &costFunction, const Array &parametersValues, const std::vector< bool > &parametersFreedoms) virtual Disposable< Array > project (const Array &parameters) const returns the subset of free parameters corresponding virtual Disposable< Array > include (const Array &projectedParameters) const returns whole set of parameters corresponding to…

QuantLib::Problem – Constrained optimization problem. Synopsis#include <ql/math/optimization/problem.hpp> Public Member FunctionsProblem (CostFunction &costFunction, Constraint &constraint, const Array &initialValue=Array()) default constructor void reset () Real value (const Array &x) call cost function computation and increment evaluation counter Disposable< Array > values (const Array &x) call cost values computation and increment evaluation counter void gradient (Array &grad_f, const…

QuantLib::LossDistBinomial – Binomial loss distribution. Synopsis #include <ql/experimental/credit/lossdistribution.hpp> Inherits QuantLib::LossDist. Public Member Functions LossDistBinomial (Size nBuckets, Real maximum) Distribution operator() (Size n, Real volume, Real probability) const Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const Size buckets () const Real maximum () const Real volume () const Size size ()…

ql/experimental/commodities/pricingperiod.hpp – Pricing period. Synopsis#include <ql/experimental/commodities/dateinterval.hpp> #include <ql/experimental/commodities/quantity.hpp> #include <vector> Classesclass PricingPeriod Time pricingperiod described by a number of a given time unit. Typedefstypedef std::vector< boost::shared_ptr< PricingPeriod > > PricingPeriods Detailed DescriptionPricing period. AuthorGenerated automatically by Doxygen for QuantLib from the source code.

ql/experimental/commodities/pricingperiod.hpp – Pricing period. Synopsis #include <ql/experimental/commodities/dateinterval.hpp> #include <ql/experimental/commodities/quantity.hpp> #include <vector> Classes class PricingPeriod Time pricingperiod described by a number of a given time unit. Typedefs typedef std::vector< boost::shared_ptr< PricingPeriod > > PricingPeriods Detailed Description Pricing period. Author Generated automatically by Doxygen for QuantLib from the source code.