SysTutorials Posts

FreeFem++ – interpreter for the FreeFem++ language SynopsisFreeFem++ filename.edp FreeFem++-nw filename.edp FreeFem++-x11 filename.edp FreeFem++-glx filename.edp FreeFem++-mpi filename.edp FreeFem++-cs filename.edp DescriptionThis manual page documents briefly the FreeFem++, FreeFem++-nw, FreeFem++-glx, FreeFem++-mpi and FreeFem++-cs commands. This manual page was written for the Debian distribution because the original program does not have a manual page. Instead, it has detailed…

FittedBondCurve – Example of using QuantLib to fit discount curves SynopsisFittedBondCurve DescriptionFittedBondCurve is an example of using QuantLib. For a given set of coupons and terms to maturity, it computes the value of a bond by fitting the yields to a curve using different methods. The fitting methods are exponential splines, simple polynomials, Nelson-Siegel, and…

FileCheck – Flexible pattern matching file verifier SynopsisFileCheck match-filename [–check-prefix=XXX] [–strict-whitespace] DescriptionFileCheck reads two files (one from standard input, and one specified on the command line) and uses one to verify the other. This behavior is particularly useful for the testsuite, which wants to verify that the output of some tool (e.g. llc) contains the…

FRA – Example of using QuantLib SynopsisFRA DescriptionFRA is an example of using the QuantLib interest-rate model framework. FRA values a forward-rate agreement (FRA) at different forward dates under two yield curve assumptions. It thereby illustrates how set up a term structure, and to use it to price a simple forward-rate agreement. See AlsoThe source…

FBReader – e-book reader SynopsisFBReader [-zlui ui-type] [ui-specific options] [-lang language] [e-book] DescriptionFBReader is an e-book reader. It supports most open e-book formats, and can read compressed e-book archives. For more information on using the program, see the "About FBReader" button on its toolbar. Options-zlui ui-type Try to start FBReader with the specified uu type….

Eterm – the Enlightened terminal emulator for the X Window System SynopsisEterm [options] DescriptionEterm — version 0.9.5 — is a color vt102 terminal emulator intended as an xterm(1) replacement. It is designed with a Freedom of Choice philosophy, leaving as much power, flexibility, and freedom as possible in the hands of the user. It is…

EquityOption – Example of using QuantLib to value equity options SynopsisEquityOption DescriptionEquityOption is an example of using QuantLib. For a given set of option parameters, it computes the value of three different equity options types (with european, bermudan and american exercise features) using different valuation algorithms. The calculation methods are Black-Scholes (for european options only),…

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…

NAME 7zr – A file archiver with high compression ratio format SYNOPSIS 7zr <command> [<switches>… ] <archive_name> [<file_names>… ] [<@listfiles>… ] DESCRIPTION 7-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,…