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erate a single path, evolving the volatility coef cients a, b, c, and d over each step. We can then generate the forward-rate covariance matrix of elements C lf (j, k) = ((as(l) + bs(l)(tj sl))exp( cs(l)(tj sl) + ds(l)) (as(l) + bs(l)(tk sl))exp( cs(l)(tk sl) + ds(l)) jk sl which can then be used to price the swaption using the Black formula for swaptions using the input volatility given by equation (13.68). As a result, the swaption price is associated with a particular generated volatility path and the price under the in uence of stochastic volatility is simply obtained by Monte Carlo averaging, as in the case of caplets.28 This approach produces highly accurate swaption prices. Figures 13.12 and 13.13, from Rebonato and Joshi (2002), show the convergence of 1 1 swaption and 10 10 swaption as a function of the number of simulation paths. Rebonato and Joshi (2002) also provide details for calibrating to co-terminal swaptions using the displaced-diffusion LIBOR model as well as give numerical results from using the calibration procedure.

is the address of the laptop of a guest plugged into the LAN of a conference room in the pulver.com domain. The support for both telephony and web-type addressing enables Internet communications to bridge in a seamless way the telephone network and the Internet. Users on either network can reach any point either on the PSTN or on the Internet without giving up existing devices or the accustomed conveniences of either. For example, a user of the telephone network can make a call to a device on the Internet or to any other device on any other network (mobile voice, paging, data networks) just by dialing a number, as will be explained further. The ENUM technology allows users to have a single URl or phone number, if they so prefer, on their business card for contact information.

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How long You need to tell each command how many frames to capture to determine how long to record. For example, to record a 30-minute show at 30 frames/second, multiply 30 frames 60 seconds 30 minutes to get 54,000 frames (-F 54000 option). Video codecs With the nvrec commands you have a choice of which codecs to use to record video. To check which codecs are available with ffmpegrec, type ffmpegrec -vc help. It lists mpeg1video, h263, h263p, rv10, mjpeg, mpeg4, msmpeg4v1, msmpeg4v2, msmpeg4, wmv1, huffyuv, and rawvideo. You can feed any of those values to ffmpegrec with the -vc option. (I give examples of a few I ve found to work well.) You can also record video in DivX format, using the divx4rec command. Audio codecs To see what audio codecs are available with ffmpegrec, type ffmpegrec -ac help. You will see ac3, mp2, vorbis, and a variety of pcm formats. With divx4rec you can use mp3 (-ab or -aq) or raw PCM (-wav) to record the audio portions of your videos. Video size You can set the width and height (in pixels) to record your video. For example, to record video at 512 pixels wide 384 high, use the -w 512 -h 384 options. Input You can set where to get input for your recording. For example, to get television input, use the -input Television option. Video device You can identify the device from which to grab video to record. For example, -v /dev/video0. Audio device You can identify the audio device from which to get the audio portion of your video. For example, -d /dev/dsp.

Ac output power (kW) Ac output voltage (V) Dc voltage (V) Temperature of the membrane ( C) Normal maximum ow of the reformatted H2 (L/min) CO contents of the reformatted output (ppm)

has also proven to be the home network for other types of communications, information, entertainment, and data applications. To quote Jon Peterson, area director of the IETF: The Internet is the service.

can be noticed on the TV screen Note that this is also the case when using SONET or SDH protection when carrying a video over a TDM network rather than an MPLS network This sensitivity to short interruptions is in contrast to voice, where an interruption of a few tens of milliseconds would be unnoticed For the most critical broadcast TV traffic, application-level redundancy is sometimes used In this scheme, two copies of the real-time video stream are sent into the network, the replication required to create the two copies being carried out within the video domain The two streams follow different paths through the network such that they do not share the same fate (eg not following the same fibre or duct).

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