DiscreteHedging – Example of using QuantLib SynopsisDiscreteHedging DescriptionDiscreteHedging is an example of using the QuantLib Monte Carlo simulation framework. By simulation, DiscreteHedging computes profit and loss of a discrete interval hedging strategy and compares with the outcome with the results of Derman and Kamal’s Goldman Sachs Equity Derivatives Research Note "When You Cannot Hedge Continuously:…
DRAWEXE – OpenCASCADE test harness SynopsisDRAWEXE DescriptionThis program provides a kind of scripting interface to the OpenCASCADE libraries. You can perform a simple test by starting it and entering at the command line: "pload ALL" then "source /usr/share/opencascade/6.5.0/src/DrawResources/VisualizationDemo.tcl". AuthorAdam Powell <hazelsct [at] debian.org>
ConvertibleBonds – Example of using QuantLib to value convertible bonds SynopsisConvertibleBonds DescriptionConvertibleBonds is an example of using QuantLib. For a given set of option parameters, it computes the value of a convertible bond with an embedded put option for two different equity options types (with european and american exercise features) using the Tsiveriotis-Fernandes method with…
ConicProj — perform conic projections SynopsisConicProj ( -c | -a ) lat1 lat2 [ -l lon0 ] [ -k k1 ] [ -r ] [ -e a f ] [ -p prec ] [ –comment-delimiter commentdelim ] [ –version | -h | –help ] [ –input-file infile | –input-string instring ] [ –line-separator linesep ]…
CartConvert — convert geodetic coordinates to geocentric or local cartesian SynopsisCartConvert [ -r ] [ -l lat0 lon0 h0 ] [ -e a f ] [ –comment-delimiter commentdelim ] [ –version | -h | –help ] [ –input-file infile | –input-string instring ] [ –line-separator linesep ] [ –output-file outfile ] DescriptionConvert geodetic coordinates to…
CallableBonds – Example of callable-bond pricing SynopsisCallableBonds DescriptionCallableBonds is an example of using QuantLib. It prices a number of callable bonds and compares the results to known good data. See AlsoThe source code CallableBonds.cpp, BermudanSwaption(1), EquityOption(1), DiscreteHedging(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org. AuthorsThe QuantLib Group (see Authors.txt). This manual page was added…
CMCEnroll – Used to sign a certificate request with an agent’s certificate. SynopsisCMCEnroll -d <directory_of_NSS_security_database_containing_agent_cert> -n <certificate_nickname> -r <certificate_request_file> -p <certificate_DB_passwd> DescriptionThe Certificate Management over Cryptographic Message Syntax (CMC) Enrollment utility, CMCEnroll, provides a command-line utility used to sign a certificate request with an agent’s certificate. This can be used in conjunction with the CA…
CDS – Example of Credit-Default Swap pricing SynopsisCDS DescriptionCDS is an example of using QuantLib. It bootstraps a default-probability curve over a number of CDS and reprices them. See AlsoThe source code CDS.cpp, BermudanSwaption(1), EquityOption(1), DiscreteHedging(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org. AuthorsThe QuantLib Group (see Authors.txt). This manual page was added by…
BtoA – Convert binary base-64 encoded data to ASCII base-64 encoded data. SynopsisBtoA <input_file> <output_file> DescriptionThe BtoA command provides a command-line utility used to convert binary base-64 encoded data to ASCII base-64 encoded data. OptionsThe following parameters are mandatory: <input_file> Specifies the path to the file which contains the base-64 encoded binary data. <output_file> Specifies…
BermudanSwaption – Example of using QuantLib SynopsisBermudanSwaption DescriptionBermudanSwaption is an example of using the QuantLib interest-rate model framework. BermudanSwaption prices a bermudan swaption using different models calibrated to market swaptions. The calibration examples include Hull and White’s using both an analytic formula as well as numerically, and Black and Karasinski’s model. Using these three calibrations,…
AuditVerify – Command-Line utility for verifying Certificate System signed audit logs. SynopsisAuditVerify -d <dbdir> -n <signing_certificate_nickname> -a <logListFile> [-P cert/key_db_prefix] [-v]DescriptionThe AuditVerify command provides command-line utility to verify that signed audit logs were signed with the appropriate CS audit private signing key and that the audit logs have not been compromised. Auditors can verify the…
AtoB – Convert ASCII base-64 encoded data to binary base-64 encoded data. SynopsisAtoB <input_file> <output_file> DescriptionThe AtoB command provides a command-line utility used to convert ASCII base-64 encoded data to binary base-64 encoded data. OptionsThe following parameters are mandatory: <input_file> Specifies the path to the file containing the base-64 encoded ASCII data. <output_file> Specifies the…
7zr – A file archiver with high compression ratio format Synopsis7zr <command> [<switches>… ] <archive_name> [<file_names>… ] [<@listfiles>… ] Description7-Zip is a file archiver supporting 7z (that implements LZMA compression algorithm featuring very high compression ratio), LZMA2, XZ, ZIP, Zip64, CAB, RAR (if the non-free p7zip-rar package is installed), ARJ, GZIP, BZIP2, TAR, CPIO, RPM,…
7za – A file archiver with high compression ratio format Synopsis7za <command> [<switches>… ] <archive_name> [<file_names>… ] [<@listfiles>… ] Description7-Zip is a file archiver supporting 7z (that implements LZMA compression algorithm featuring very high compression ratio), LZMA2, XZ, ZIP, Zip64, CAB, RAR (if the non-free p7zip-rar package is installed), ARJ, GZIP, BZIP2, TAR, CPIO, RPM,…
7z – A file archiver with high compression ratio format Synopsis7z <command> [<switches>… ] <archive_name> [<file_names>… ] [<@listfiles>… ] Description7-Zip is a file archiver supporting 7z (that implements LZMA compression algorithm featuring very high compression ratio), LZMA2, XZ, ZIP, Zip64, CAB, RAR (if the non-free p7zip-rar package is installed), ARJ, GZIP, BZIP2, TAR, CPIO, RPM,…
411toppm – convert Sony Mavica .411 image to ppm Synopsis411toppm [-width width] [-height height] [411file] All options may be abbreviated to the shortest unique prefix. DescriptionReads a .411 file, such as from a Sony Mavic camera, and converts it to a PPM image as output. Output is to Standard Output. The originator of this program…
2to3-2.7 – Python2 to Python3 converter Synopsis2to3 [options] file|dir … Options-h, –help show this help message and exit -d, –doctests_only Fix up doctests only -f FIX, –fix=FIX Each FIX specifies a transformation; default: all -j PROCESSES, –processes=PROCESSES Run 2to3 concurrently -x NOFIX, –nofix=NOFIX Prevent a transformation from being run -l, –list-fixes List available transformations -p,…
listen – listen for connections on a socket Synopsis#include <sys/types.h> /* See NOTES */ #include <sys/socket.h> int listen(int sockfd, int backlog);Descriptionlisten() marks the socket referred to by sockfd as a passive socket, that is, as a socket that will be used to accept incoming connection requests using accept(2). The sockfd argument is a file descriptor…
bind – bind a name to a socket Synopsis#include <sys/types.h> /* See NOTES */ #include <sys/socket.h> int bind(int sockfd, const struct sockaddr *addr, socklen_t addrlen);DescriptionWhen a socket is created with socket(2), it exists in a name space (address family) but has no address assigned to it. bind() assigns the address specified by addr to the…
connect – initiate a connection on a socket Synopsis#include <sys/types.h> /* See NOTES */ #include <sys/socket.h> int connect(int sockfd, const struct sockaddr *addr, socklen_t addrlen);DescriptionThe connect() system call connects the socket referred to by the file descriptor sockfd to the address specified by addr. The addrlen argument specifies the size of addr. The format of…