Uses of Class
org.quantlib.Date

Uses of Date in org.quantlib

Methods in org.quantlib that return Date

Modifier and Type	Method	Description
static Date	BondFunctions.accrualEndDate(Bond bond)
static Date	BondFunctions.accrualEndDate(Bond bond, Date settlementDate)
Date	Coupon.accrualEndDate()
static Date	BondFunctions.accrualStartDate(Bond bond)
static Date	BondFunctions.accrualStartDate(Bond bond, Date settlementDate)
Date	Coupon.accrualStartDate()
Date	Date.add(int days)
Date	Date.add(Period arg0)
Date	Calendar.adjust(Date d)
Date	Calendar.adjust(Date d, BusinessDayConvention convention)
Date	Calendar.advance(Date d, int n, TimeUnit unit)
Date	Calendar.advance(Date d, int n, TimeUnit unit, BusinessDayConvention convention)
Date	Calendar.advance(Date d, int n, TimeUnit unit, BusinessDayConvention convention, boolean endOfMonth)
Date	Calendar.advance(Date d, Period period)
Date	Calendar.advance(Date d, Period period, BusinessDayConvention convention)
Date	Calendar.advance(Date d, Period period, BusinessDayConvention convention, boolean endOfMonth)
Date	CPICoupon.baseDate()
Date	IndexedCashFlow.baseDate()
Date	InflationTermStructure.baseDate()
Date	YoYInflationTermStructureHandle.baseDate()
Date	YoYOptionletVolatilitySurface.baseDate()
Date	YoYOptionletVolatilitySurfaceHandle.baseDate()
Date	ZeroInflationCashFlow.baseDate()
Date	ZeroInflationTermStructureHandle.baseDate()
static Date	ASX.date(String asxCode)
static Date	ASX.date(String asxCode, Date referenceDate)
Date	Callability.date()
Date	CashFlow.date()
Date	Exercise.date(long index)
static Date	IMM.date(String immCode)
static Date	IMM.date(String immCode, Date referenceDate)
Date	Schedule.date(long i)
Date	Exercise.dateAt(long index)
Date	DefaultProbabilityHelper.earliestDate()
Date	RateHelper.earliestDate()
Date	YoYHelper.earliestDate()
Date	YoYOptionHelper.earliestDate()
Date	ZeroHelper.earliestDate()
Date	Schedule.endDate()
Date	Calendar.endOfMonth(Date arg0)
static Date	Date.endOfMonth(Date arg0)
Date	Coupon.exCouponDate()
Date	SmileSection.exerciseDate()
Date	FloatingRateCoupon.fixingDate()
Date	ForwardRateAgreement.fixingDate()
Date	IndexedCashFlow.fixingDate()
Date	InflationCoupon.fixingDate()
Date	InterestRateIndex.fixingDate(Date valueDate)
Date	ZeroInflationCashFlow.fixingDate()
Date	DateVector.get(int index)
Date	Settings.getEvaluationDate()
Date	DatePair.getFirst()
Date	NodePair.getFirst()
Date	DatePair.getSecond()
static Date	QuantLib.inflationBaseDate(Date referenceDate, Period observationLag, Frequency frequency, boolean indexIsInterpolated)
Date	Bond.issueDate()
Date	Exercise.lastDate()
Date	DefaultProbabilityHelper.latestDate()
Date	RateHelper.latestDate()
Date	YoYHelper.latestDate()
Date	YoYOptionHelper.latestDate()
Date	ZeroHelper.latestDate()
Date	DefaultProbabilityHelper.latestRelevantDate()
Date	RateHelper.latestRelevantDate()
Date	YoYHelper.latestRelevantDate()
Date	YoYOptionHelper.latestRelevantDate()
Date	ZeroHelper.latestRelevantDate()
static Date	Date.localDateTime()
Date	Bond.maturityDate()
static Date	BondFunctions.maturityDate(Bond bond)
Date	CapFloor.maturityDate()
static Date	CashFlows.maturityDate(Leg arg0)
Date	DefaultProbabilityHelper.maturityDate()
Date	InterestRateIndex.maturityDate(Date valueDate)
Date	RateHelper.maturityDate()
Date	Swap.maturityDate()
Date	YoYHelper.maturityDate()
Date	YoYOptionHelper.maturityDate()
Date	ZeroHelper.maturityDate()
Date	AndreasenHugeVolatilityInterpl.maxDate()
Date	BlackVolTermStructureHandle.maxDate()
Date	CapFloorTermVolatilityStructureHandle.maxDate()
Date	CapFloorTermVolSurface.maxDate()
static Date	Date.maxDate()
Date	DefaultProbabilityTermStructureHandle.maxDate()
Date	LocalVolTermStructureHandle.maxDate()
Date	OptionletVolatilityStructureHandle.maxDate()
Date	SwaptionVolatilityStructureHandle.maxDate()
Date	TermStructure.maxDate()
Date	YieldTermStructureHandle.maxDate()
Date	YoYInflationTermStructureHandle.maxDate()
Date	YoYOptionletVolatilitySurfaceHandle.maxDate()
Date	ZeroInflationTermStructureHandle.maxDate()
Date	YoYCapFloorTermPriceSurface.maxMaturity()
static Date	Date.minDate()
Date	YoYCapFloorTermPriceSurface.minMaturity()
static Date	BondFunctions.nextCashFlowDate(Bond bond)
static Date	BondFunctions.nextCashFlowDate(Bond bond, Date refDate)
static Date	CashFlows.nextCashFlowDate(Leg leg, boolean includeSettlementDateFlows)
static Date	CashFlows.nextCashFlowDate(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static Date	ASX.nextDate()
static Date	ASX.nextDate(String asxCode)
static Date	ASX.nextDate(String asxCode, boolean mainCycle)
static Date	ASX.nextDate(String asxCode, boolean mainCycle, Date referenceDate)
static Date	ASX.nextDate(Date d)
static Date	ASX.nextDate(Date d, boolean mainCycle)
static Date	IMM.nextDate()
static Date	IMM.nextDate(String immCode)
static Date	IMM.nextDate(String immCode, boolean mainCycle)
static Date	IMM.nextDate(String immCode, boolean mainCycle, Date referenceDate)
static Date	IMM.nextDate(Date d)
static Date	IMM.nextDate(Date d, boolean mainCycle)
Date	Schedule.nextDate(Date refDate)
static Date	Date.nextWeekday(Date arg0, Weekday arg1)
static Date	Date.nthWeekday(long n, Weekday arg1, Month m, int y)
static Date	Date.of(LocalDate localDate)
Date	SwaptionVolatilityStructure.optionDateFromTenor(Period p)
Date	SwaptionVolatilityStructureHandle.optionDateFromTenor(Period p)
Date	SwaptionVolatilityDiscrete.optionDateFromTime(double optionTime)
static Date	DateParser.parse(String str, String fmt)
static Date	DateParser.parseFormatted(String str, String fmt)
static Date	DateParser.parseISO(String str)
Date	DefaultProbabilityHelper.pillarDate()
Date	RateHelper.pillarDate()
Date	YoYHelper.pillarDate()
Date	YoYOptionHelper.pillarDate()
Date	ZeroHelper.pillarDate()
static Date	BondFunctions.previousCashFlowDate(Bond bond)
static Date	BondFunctions.previousCashFlowDate(Bond bond, Date refDate)
static Date	CashFlows.previousCashFlowDate(Leg leg, boolean includeSettlementDateFlows)
static Date	CashFlows.previousCashFlowDate(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
Date	Schedule.previousDate(Date refDate)
Date	CreditDefaultSwap.protectionEndDate()
Date	CreditDefaultSwap.protectionStartDate()
Date	BlackVolTermStructureHandle.referenceDate()
Date	CapFloorTermVolatilityStructureHandle.referenceDate()
Date	DefaultProbabilityTermStructureHandle.referenceDate()
Date	LastFixingQuote.referenceDate()
Date	LocalVolTermStructureHandle.referenceDate()
Date	OptionletVolatilityStructureHandle.referenceDate()
Date	SmileSection.referenceDate()
Date	SwaptionVolatilityStructureHandle.referenceDate()
Date	TermStructure.referenceDate()
Date	YieldTermStructureHandle.referenceDate()
Date	YoYInflationTermStructureHandle.referenceDate()
Date	YoYOptionletVolatilitySurfaceHandle.referenceDate()
Date	ZeroInflationTermStructureHandle.referenceDate()
Date	Coupon.referencePeriodEnd()
Date	Coupon.referencePeriodStart()
Date	DateVector.remove(int index)
Date	DateVector.set(int index, Date e)
Date	Bond.settlementDate()
Date	Bond.settlementDate(Date d)
Date	Forward.settlementDate()
Date	Bond.startDate()
static Date	BondFunctions.startDate(Bond bond)
Date	CapFloor.startDate()
static Date	CashFlows.startDate(Leg arg0)
Date	Schedule.startDate()
Date	Swap.startDate()
Date	Date.subtract(int days)
Date	Date.subtract(Period arg0)
Date	SwaptionHelper.swaptionExpiryDate()
Date	SwaptionHelper.swaptionMaturityDate()
static Date	Date.todaysDate()
Date	CreditDefaultSwap.tradeDate()
static Date	Date.universalDateTime()
Date	InterestRateIndex.valueDate(Date fixingDate)
Date	YoYCapFloorTermPriceSurface.yoyOptionDateFromTenor(Period p)

Methods in org.quantlib with parameters of type Date

Modifier and Type	Method	Description
static int	BondFunctions.accrualDays(Bond bond, Date settlementDate)
static Date	BondFunctions.accrualEndDate(Bond bond, Date settlementDate)
static double	BondFunctions.accrualPeriod(Bond bond, Date settlementDate)
static Date	BondFunctions.accrualStartDate(Bond bond, Date settlementDate)
double	Bond.accruedAmount(Date settlement)
static double	BondFunctions.accruedAmount(Bond bond, Date settlementDate)
double	Coupon.accruedAmount(Date date)
static int	BondFunctions.accruedDays(Bond bond, Date settlementDate)
static double	BondFunctions.accruedPeriod(Bond bond, Date settlementDate)
void	DateVector.add(int index, Date e)
boolean	DateVector.add(Date e)
void	ExchangeRateManager.add(ExchangeRate arg0, Date startDate)
void	ExchangeRateManager.add(ExchangeRate arg0, Date startDate, Date endDate)
void	Index.addFixing(Date fixingDate, double fixing)
void	Index.addFixing(Date fixingDate, double fixing, boolean forceOverwrite)
void	Calendar.addHoliday(Date arg0)
Date	Calendar.adjust(Date d)
Date	Calendar.adjust(Date d, BusinessDayConvention convention)
Date	Calendar.advance(Date d, int n, TimeUnit unit)
Date	Calendar.advance(Date d, int n, TimeUnit unit, BusinessDayConvention convention)
Date	Calendar.advance(Date d, int n, TimeUnit unit, BusinessDayConvention convention, boolean endOfMonth)
Date	Calendar.advance(Date d, Period period)
Date	Calendar.advance(Date d, Period period, BusinessDayConvention convention)
Date	Calendar.advance(Date d, Period period, BusinessDayConvention convention, boolean endOfMonth)
Schedule	Schedule.after(Date truncationDate)
double	Claim.amount(Date defaultDate, double notional, double recoveryRate)
static double	BondFunctions.atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate)
static double	BondFunctions.atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate, double cleanPrice)
static double	CashFlows.atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double npv)
double	SwaptionVolatilityCube.atmStrike(Date optionDate, Period swapTenor)
double	YoYCapFloorTermPriceSurface.atmYoYRate(Date d)
double	YoYCapFloorTermPriceSurface.atmYoYRate(Date d, Period obsLag)
double	YoYCapFloorTermPriceSurface.atmYoYRate(Date d, Period obsLag, boolean extrapolate)
double	YoYCapFloorTermPriceSurface.atmYoYSwapRate(Date d)
double	YoYCapFloorTermPriceSurface.atmYoYSwapRate(Date d, boolean extrapolate)
static double	BondFunctions.basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.basisPointValue(Bond bond, InterestRate yield, Date settlementDate)
static double	CashFlows.basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
double	BlackVolTermStructure.blackForwardVariance(Date arg0, Date arg1, double strike)
double	BlackVolTermStructure.blackForwardVariance(Date arg0, Date arg1, double strike, boolean extrapolate)
double	BlackVolTermStructureHandle.blackForwardVariance(Date arg0, Date arg1, double strike)
double	BlackVolTermStructureHandle.blackForwardVariance(Date arg0, Date arg1, double strike, boolean extrapolate)
double	BlackVolTermStructure.blackForwardVol(Date arg0, Date arg1, double strike)
double	BlackVolTermStructure.blackForwardVol(Date arg0, Date arg1, double strike, boolean extrapolate)
double	BlackVolTermStructureHandle.blackForwardVol(Date arg0, Date arg1, double strike)
double	BlackVolTermStructureHandle.blackForwardVol(Date arg0, Date arg1, double strike, boolean extrapolate)
double	BlackVolTermStructure.blackVariance(Date arg0, double strike)
double	BlackVolTermStructure.blackVariance(Date arg0, double strike, boolean extrapolate)
double	BlackVolTermStructureHandle.blackVariance(Date arg0, double strike)
double	BlackVolTermStructureHandle.blackVariance(Date arg0, double strike, boolean extrapolate)
double	OptionletVolatilityStructure.blackVariance(Date arg0, double strike)
double	OptionletVolatilityStructure.blackVariance(Date arg0, double strike, boolean extrapolate)
double	OptionletVolatilityStructureHandle.blackVariance(Date arg0, double strike)
double	OptionletVolatilityStructureHandle.blackVariance(Date arg0, double strike, boolean extrapolate)
double	SwaptionVolatilityStructure.blackVariance(Date start, Period length, double strike)
double	SwaptionVolatilityStructure.blackVariance(Date start, Period length, double strike, boolean extrapolate)
double	SwaptionVolatilityStructureHandle.blackVariance(Date start, Period length, double strike)
double	SwaptionVolatilityStructureHandle.blackVariance(Date start, Period length, double strike, boolean extrapolate)
double	BlackVolTermStructure.blackVol(Date arg0, double strike)
double	BlackVolTermStructure.blackVol(Date arg0, double strike, boolean extrapolate)
double	BlackVolTermStructureHandle.blackVol(Date arg0, double strike)
double	BlackVolTermStructureHandle.blackVol(Date arg0, double strike, boolean extrapolate)
static double	BondFunctions.bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.bps(Bond bond, InterestRate yield, Date settlementDate)
static double	BondFunctions.bps(Bond bond, YieldTermStructure discountCurve, Date settlementDate)
static double	CashFlows.bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
DateVector	Calendar.businessDayList(Date from, Date to)
int	Calendar.businessDaysBetween(Date from, Date to)
int	Calendar.businessDaysBetween(Date from, Date to, boolean includeFirst)
int	Calendar.businessDaysBetween(Date from, Date to, boolean includeFirst, boolean includeLast)
double	YoYCapFloorTermPriceSurface.capPrice(Date d, double k)
double	Bond.cleanPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement)
static double	BondFunctions.cleanPrice(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.cleanPrice(Bond bond, InterestRate yield, Date settlementDate)
static double	BondFunctions.cleanPrice(Bond bond, YieldTermStructure discountCurve, Date settlementDate)
static double	QuantLib.cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate)
double	CallableBond.cleanPriceOAS(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static String	ASX.code(Date asxDate)
static String	IMM.code(Date immDate)
double	InterestRate.compoundFactor(Date d1, Date d2)
double	InterestRate.compoundFactor(Date d1, Date d2, Date refStart)
double	InterestRate.compoundFactor(Date d1, Date d2, Date refStart, Date refEnd)
static double	BondFunctions.convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.convexity(Bond bond, InterestRate yield, Date settlementDate)
static double	CashFlows.convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
double	Seasonality.correctYoYRate(Date d, double r, InflationTermStructure iTS)
double	Seasonality.correctZeroRate(Date d, double r, InflationTermStructure iTS)
static Date	ASX.date(String asxCode, Date referenceDate)
static Date	IMM.date(String immCode, Date referenceDate)
int	DayCounter.dayCount(Date d1, Date d2)
static double	QuantLib.daysBetween(Date arg0, Date arg1)
double	DefaultProbabilityTermStructure.defaultDensity(Date arg0)
double	DefaultProbabilityTermStructure.defaultDensity(Date arg0, boolean extrapolate)
double	DefaultProbabilityTermStructureHandle.defaultDensity(Date arg0)
double	DefaultProbabilityTermStructureHandle.defaultDensity(Date arg0, boolean extrapolate)
double	DefaultProbabilityTermStructure.defaultProbability(Date arg0)
double	DefaultProbabilityTermStructure.defaultProbability(Date arg0, boolean extrapolate)
double	DefaultProbabilityTermStructure.defaultProbability(Date arg0, Date arg1)
double	DefaultProbabilityTermStructure.defaultProbability(Date arg0, Date arg1, boolean extrapolate)
double	DefaultProbabilityTermStructureHandle.defaultProbability(Date arg0)
double	DefaultProbabilityTermStructureHandle.defaultProbability(Date arg0, boolean extrapolate)
double	DefaultProbabilityTermStructureHandle.defaultProbability(Date arg0, Date arg1)
double	DefaultProbabilityTermStructureHandle.defaultProbability(Date arg0, Date arg1, boolean extrapolate)
double	Bond.dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement)
double	YieldTermStructure.discount(Date arg0)
double	YieldTermStructure.discount(Date arg0, boolean extrapolate)
double	YieldTermStructureHandle.discount(Date arg0)
double	YieldTermStructureHandle.discount(Date arg0, boolean extrapolate)
double	InterestRate.discountFactor(Date d1, Date d2)
double	InterestRate.discountFactor(Date d1, Date d2, Date refStart)
double	InterestRate.discountFactor(Date d1, Date d2, Date refStart, Date refEnd)
PairDoubleVector	KInterpolatedYoYInflationOptionletVolatilitySurface.Dslice(Date d)
static double	BondFunctions.duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, Date settlementDate)
static double	BondFunctions.duration(Bond bond, InterestRate yield, Duration.Type type, Date settlementDate)
static double	CashFlows.duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)
Date	Calendar.endOfMonth(Date arg0)
static Date	Date.endOfMonth(Date arg0)
InterestRate	InterestRate.equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2)
InterestRate	InterestRate.equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart)
InterestRate	InterestRate.equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart, Date refEnd)
double	Index.fixing(Date fixingDate)
double	Index.fixing(Date fixingDate, boolean forecastTodaysFixing)
Date	InterestRateIndex.fixingDate(Date valueDate)
double	YoYCapFloorTermPriceSurface.floorPrice(Date d, double k)
double	SwapSpreadIndex.forecastFixing(Date fixingDate)
double	Gaussian1dModel.forwardRate(Date fixing)
double	Gaussian1dModel.forwardRate(Date fixing, Date referenceDate)
double	Gaussian1dModel.forwardRate(Date fixing, Date referenceDate, double y)
double	Gaussian1dModel.forwardRate(Date fixing, Date referenceDate, double y, IborIndex iborIdx)
InterestRate	YieldTermStructure.forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3)
InterestRate	YieldTermStructure.forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f)
InterestRate	YieldTermStructure.forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f, boolean extrapolate)
InterestRate	YieldTermStructureHandle.forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3)
InterestRate	YieldTermStructureHandle.forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f)
InterestRate	YieldTermStructureHandle.forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f, boolean extrapolate)
MakeSchedule	MakeSchedule.from(Date effectiveDate)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
static FixedRateBond	FixedRateBond.from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
static FixedRateBond	FixedRateBond.from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
static FixedRateBond	FixedRateBond.from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
static FixedRateBond	FixedRateBond.from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
static FixedRateBond	FixedRateBond.from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
static FixedRateBond	FixedRateBond.from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
static FixedRateBond	FixedRateBond.from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
static FixedRateBond	FixedRateBond.from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
static FixedRateBond	FixedRateBond.from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
static FixedRateBond	FixedRateBond.from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
static FixedRateBond	FixedRateBond.from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
static FixedRateBond	FixedRateBond.from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
static FixedRateBond	FixedRateBond.from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
protected static long	Date.getCPtr(Date obj)
boolean	Index.hasHistoricalFixing(Date fixingDate)
boolean	IndexManager.hasHistoricalFixing(String name, Date fixingDate)
boolean	CashFlow.hasOccurred(Date refDate)
double	DefaultProbabilityTermStructure.hazardRate(Date arg0)
double	DefaultProbabilityTermStructure.hazardRate(Date arg0, boolean extrapolate)
double	DefaultProbabilityTermStructureHandle.hazardRate(Date arg0)
double	DefaultProbabilityTermStructureHandle.hazardRate(Date arg0, boolean extrapolate)
DateVector	Calendar.holidayList(Date from, Date to)
DateVector	Calendar.holidayList(Date from, Date to, boolean includeWeekEnds)
static InterestRate	InterestRate.impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2)
static InterestRate	InterestRate.impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart)
static InterestRate	InterestRate.impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart, Date refEnd)
InterestRate	Forward.impliedYield(double underlyingSpotValue, double forwardValue, Date settlementDate, Compounding compoundingConvention, DayCounter dayCounter)
double	CPICoupon.indexRatio(Date d)
static Date	QuantLib.inflationBaseDate(Date referenceDate, Period observationLag, Frequency frequency, boolean indexIsInterpolated)
static DatePair	QuantLib.inflationPeriod(Date d, Frequency f)
static double	QuantLib.inflationYearFraction(Frequency f, boolean indexIsInterpolated, DayCounter dayCount, Date d1, Date d2)
static boolean	ASX.isASXdate(Date d)
static boolean	ASX.isASXdate(Date d, boolean mainCycle)
boolean	Calendar.isBusinessDay(Date arg0)
boolean	Calendar.isEndOfMonth(Date arg0)
static boolean	Date.isEndOfMonth(Date arg0)
boolean	Calendar.isHoliday(Date arg0)
static boolean	IMM.isIMMdate(Date d)
static boolean	IMM.isIMMdate(Date d, boolean mainCycle)
static boolean	BondFunctions.isTradable(Bond bond, Date settlementDate)
boolean	Index.isValidFixingDate(Date fixingDate)
static double	CPI.laggedFixing(ZeroInflationIndex index, Date date, Period observationLag, CPI.InterpolationType interpolationType)
double	LocalVolTermStructure.localVol(Date arg0, double u)
double	LocalVolTermStructure.localVol(Date arg0, double u, boolean extrapolate)
double	LocalVolTermStructureHandle.localVol(Date arg0, double u)
double	LocalVolTermStructureHandle.localVol(Date arg0, double u, boolean extrapolate)
UnsignedIntPair	SwaptionVolatilityMatrix.locate(Date optionDate, Period swapTenor)
ExchangeRate	ExchangeRateManager.lookup(Currency source, Currency target, Date date)
ExchangeRate	ExchangeRateManager.lookup(Currency source, Currency target, Date date, ExchangeRate.Type type)
Date	InterestRateIndex.maturityDate(Date valueDate)
static CashFlow	CashFlows.nextCashFlow(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static double	BondFunctions.nextCashFlowAmount(Bond bond, Date refDate)
static double	CashFlows.nextCashFlowAmount(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static Date	BondFunctions.nextCashFlowDate(Bond bond, Date refDate)
static Date	CashFlows.nextCashFlowDate(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static String	ASX.nextCode(String asxCode, boolean mainCycle, Date referenceDate)
static String	ASX.nextCode(Date d)
static String	ASX.nextCode(Date d, boolean mainCycle)
static String	IMM.nextCode(String immCode, boolean mainCycle, Date referenceDate)
static String	IMM.nextCode(Date d)
static String	IMM.nextCode(Date d, boolean mainCycle)
double	Bond.nextCouponRate(Date d)
static double	BondFunctions.nextCouponRate(Bond bond, Date settlementDate)
static Date	ASX.nextDate(String asxCode, boolean mainCycle, Date referenceDate)
static Date	ASX.nextDate(Date d)
static Date	ASX.nextDate(Date d, boolean mainCycle)
static Date	IMM.nextDate(String immCode, boolean mainCycle, Date referenceDate)
static Date	IMM.nextDate(Date d)
static Date	IMM.nextDate(Date d, boolean mainCycle)
Date	Schedule.nextDate(Date refDate)
static Date	Date.nextWeekday(Date arg0, Weekday arg1)
double	Bond.notional(Date d)
static double	CashFlows.npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static DoublePair	CashFlows.npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static DoublePair	CashFlows.npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static DoublePair	CashFlows.npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static DoublePair	CashFlows.npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
double	Gaussian1dModel.numeraire(Date referenceDate)
double	Gaussian1dModel.numeraire(Date referenceDate, double y)
double	Gaussian1dModel.numeraire(Date referenceDate, double y, YieldTermStructureHandle yts)
double	CallableBond.OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate)
double	CallableBond.OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy)
double	CallableBond.OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy, long maxIterations)
double	CallableBond.OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy, long maxIterations, double guess)
double	SwapSpreadIndex.pastFixing(Date fixingDate)
static CashFlow	CashFlows.previousCashFlow(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static double	BondFunctions.previousCashFlowAmount(Bond bond, Date refDate)
static double	CashFlows.previousCashFlowAmount(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static Date	BondFunctions.previousCashFlowDate(Bond bond, Date refDate)
static Date	CashFlows.previousCashFlowDate(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
double	Bond.previousCouponRate(Date d)
static double	BondFunctions.previousCouponRate(Bond bond, Date settlementDate)
Date	Schedule.previousDate(Date refDate)
double	YoYCapFloorTermPriceSurface.price(Date d, double k)
void	Calendar.removeHoliday(Date arg0)
Date	DateVector.set(int index, Date e)
void	Settings.setEvaluationDate(Date d)
void	DatePair.setFirst(Date value)
void	NodePair.setFirst(Date value)
void	DatePair.setSecond(Date value)
Date	Bond.settlementDate(Date d)
double	SwaptionVolatilityStructure.shift(Date optionDate, double swapLength)
double	SwaptionVolatilityStructure.shift(Date optionDate, double swapLength, boolean extrapolate)
double	SwaptionVolatilityStructure.shift(Date optionDate, Period swapTenor)
double	SwaptionVolatilityStructure.shift(Date optionDate, Period swapTenor, boolean extrapolate)
double	SwaptionVolatilityStructureHandle.shift(Date optionDate, double swapLength)
double	SwaptionVolatilityStructureHandle.shift(Date optionDate, double swapLength, boolean extrapolate)
double	SwaptionVolatilityStructureHandle.shift(Date optionDate, Period swapTenor)
double	SwaptionVolatilityStructureHandle.shift(Date optionDate, Period swapTenor, boolean extrapolate)
static Schedule	QuantLib.sinkingSchedule(Date startDate, Period bondLength, Frequency frequency, Calendar paymentCalendar)
PairDoubleVector	YoYOptionletStripper.slice(Date d)
SmileSection	SwaptionVolatilityStructure.smileSection(Date optionDate, double swapLength)
SmileSection	SwaptionVolatilityStructure.smileSection(Date optionDate, double swapLength, boolean extr)
SmileSection	SwaptionVolatilityStructure.smileSection(Date optionDate, Period swapTenor)
SmileSection	SwaptionVolatilityStructure.smileSection(Date optionDate, Period swapTenor, boolean extr)
SmileSection	SwaptionVolatilityStructureHandle.smileSection(Date optionDate, double swapLength)
SmileSection	SwaptionVolatilityStructureHandle.smileSection(Date optionDate, double swapLength, boolean extr)
SmileSection	SwaptionVolatilityStructureHandle.smileSection(Date optionDate, Period swapTenor)
SmileSection	SwaptionVolatilityStructureHandle.smileSection(Date optionDate, Period swapTenor, boolean extr)
int	Date.subtract(Date other)
double	DefaultProbabilityTermStructure.survivalProbability(Date arg0)
double	DefaultProbabilityTermStructure.survivalProbability(Date arg0, boolean extrapolate)
double	DefaultProbabilityTermStructureHandle.survivalProbability(Date arg0)
double	DefaultProbabilityTermStructureHandle.survivalProbability(Date arg0, boolean extrapolate)
double	Gaussian1dModel.swapAnnuity(Date fixing, Period tenor)
double	Gaussian1dModel.swapAnnuity(Date fixing, Period tenor, Date referenceDate)
double	Gaussian1dModel.swapAnnuity(Date fixing, Period tenor, Date referenceDate, double y)
double	Gaussian1dModel.swapAnnuity(Date fixing, Period tenor, Date referenceDate, double y, SwapIndex swapIdx)
double	Gaussian1dModel.swapRate(Date fixing, Period tenor)
double	Gaussian1dModel.swapRate(Date fixing, Period tenor, Date referenceDate)
double	Gaussian1dModel.swapRate(Date fixing, Period tenor, Date referenceDate, double y)
double	Gaussian1dModel.swapRate(Date fixing, Period tenor, Date referenceDate, double y, SwapIndex swapIdx)
protected static long	Date.swigRelease(Date obj)
double	YoYOptionletVolatilitySurface.timeFromBase(Date date)
double	YoYOptionletVolatilitySurface.timeFromBase(Date date, Period obsLag)
double	YoYOptionletVolatilitySurfaceHandle.timeFromBase(Date date)
double	YoYOptionletVolatilitySurfaceHandle.timeFromBase(Date date, Period obsLag)
double	BlackVolTermStructureHandle.timeFromReference(Date date)
double	CapFloorTermVolatilityStructureHandle.timeFromReference(Date date)
double	DefaultProbabilityTermStructureHandle.timeFromReference(Date date)
double	LocalVolTermStructureHandle.timeFromReference(Date date)
double	OptionletVolatilityStructureHandle.timeFromReference(Date date)
double	SwaptionVolatilityStructureHandle.timeFromReference(Date date)
double	TermStructure.timeFromReference(Date date)
double	YieldTermStructureHandle.timeFromReference(Date date)
double	YoYInflationTermStructureHandle.timeFromReference(Date date)
double	YoYOptionletVolatilitySurfaceHandle.timeFromReference(Date date)
double	ZeroInflationTermStructureHandle.timeFromReference(Date date)
MakeSchedule	MakeSchedule.to(Date terminationDate)
double	YoYOptionletVolatilitySurface.totalVariance(Date exerciseDate, double strike)
double	YoYOptionletVolatilitySurface.totalVariance(Date exerciseDate, double strike, Period obsLag)
double	YoYOptionletVolatilitySurface.totalVariance(Date exerciseDate, double strike, Period obsLag, boolean extrapolate)
double	YoYOptionletVolatilitySurfaceHandle.totalVariance(Date exerciseDate, double strike)
double	YoYOptionletVolatilitySurfaceHandle.totalVariance(Date exerciseDate, double strike, Period obsLag)
double	YoYOptionletVolatilitySurfaceHandle.totalVariance(Date exerciseDate, double strike, Period obsLag, boolean extrapolate)
OvernightIndexedSwap	OvernightIndexedSwapIndex.underlyingSwap(Date fixingDate)
Schedule	Schedule.until(Date truncationDate)
Date	InterestRateIndex.valueDate(Date fixingDate)
static FdmStepConditionComposite	FdmStepConditionComposite.vanillaComposite(DividendSchedule schedule, Exercise exercise, FdmMesher mesher, FdmInnerValueCalculator calculator, Date refDate, DayCounter dayCounter)
double	CapFloorTermVolatilityStructure.volatility(Date end, double strike)
double	CapFloorTermVolatilityStructure.volatility(Date end, double strike, boolean extrapolate)
double	CapFloorTermVolatilityStructureHandle.volatility(Date end, double strike)
double	CapFloorTermVolatilityStructureHandle.volatility(Date end, double strike, boolean extrapolate)
double	OptionletVolatilityStructure.volatility(Date arg0, double strike)
double	OptionletVolatilityStructure.volatility(Date arg0, double strike, boolean extrapolate)
double	OptionletVolatilityStructureHandle.volatility(Date arg0, double strike)
double	OptionletVolatilityStructureHandle.volatility(Date arg0, double strike, boolean extrapolate)
double	SwaptionVolatilityStructure.volatility(Date start, Period length, double strike)
double	SwaptionVolatilityStructure.volatility(Date start, Period length, double strike, boolean extrapolate)
double	SwaptionVolatilityStructureHandle.volatility(Date start, Period length, double strike)
double	SwaptionVolatilityStructureHandle.volatility(Date start, Period length, double strike, boolean extrapolate)
double	YoYOptionletVolatilitySurface.volatility(Date maturityDate, double strike)
double	YoYOptionletVolatilitySurface.volatility(Date maturityDate, double strike, Period obsLag)
double	YoYOptionletVolatilitySurface.volatility(Date maturityDate, double strike, Period obsLag, boolean extrapolate)
double	YoYOptionletVolatilitySurfaceHandle.volatility(Date maturityDate, double strike)
double	YoYOptionletVolatilitySurfaceHandle.volatility(Date maturityDate, double strike, Period obsLag)
double	YoYOptionletVolatilitySurfaceHandle.volatility(Date maturityDate, double strike, Period obsLag, boolean extrapolate)
MakeOIS	MakeOIS.withEffectiveDate(Date arg0)
MakeVanillaSwap	MakeVanillaSwap.withEffectiveDate(Date arg0)
MakeSchedule	MakeSchedule.withFirstDate(Date d)
MakeVanillaSwap	MakeVanillaSwap.withFixedLegFirstDate(Date d)
MakeVanillaSwap	MakeVanillaSwap.withFixedLegNextToLastDate(Date d)
MakeVanillaSwap	MakeVanillaSwap.withFloatingLegFirstDate(Date d)
MakeVanillaSwap	MakeVanillaSwap.withFloatingLegNextToLastDate(Date d)
MakeSchedule	MakeSchedule.withNextToLastDate(Date d)
MakeOIS	MakeOIS.withTerminationDate(Date arg0)
MakeVanillaSwap	MakeVanillaSwap.withTerminationDate(Date arg0)
double	DayCounter.yearFraction(Date d1, Date d2)
double	DayCounter.yearFraction(Date d1, Date d2, Date startRef)
double	DayCounter.yearFraction(Date d1, Date d2, Date startRef, Date endRef)
double	Bond.yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement)
double	Bond.yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement, double accuracy)
double	Bond.yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement, double accuracy, long maxEvaluations)
static double	BondFunctions.yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	BondFunctions.yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations)
static double	BondFunctions.yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess)
static double	CashFlows.yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy)
static double	CashFlows.yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations)
static double	CashFlows.yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess)
static double	BondFunctions.yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	BondFunctions.yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)
static double	BondFunctions.yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	BondFunctions.yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)
static double	BondFunctions.yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	BondFunctions.yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)
static double	BondFunctions.yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	BondFunctions.yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)
static double	BondFunctions.yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	BondFunctions.yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)
static double	BondFunctions.yieldValueBasisPoint(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.yieldValueBasisPoint(Bond bond, InterestRate yield, Date settlementDate)
double	YoYInflationTermStructure.yoyRate(Date d)
double	YoYInflationTermStructure.yoyRate(Date d, Period instObsLag)
double	YoYInflationTermStructure.yoyRate(Date d, Period instObsLag, boolean forceLinearInterpolation)
double	YoYInflationTermStructure.yoyRate(Date d, Period instObsLag, boolean forceLinearInterpolation, boolean extrapolate)
double	YoYInflationTermStructureHandle.yoyRate(Date d)
double	YoYInflationTermStructureHandle.yoyRate(Date d, Period instObsLag)
double	YoYInflationTermStructureHandle.yoyRate(Date d, Period instObsLag, boolean forceLinearInterpolation)
double	YoYInflationTermStructureHandle.yoyRate(Date d, Period instObsLag, boolean forceLinearInterpolation, boolean extrapolate)
double	Gaussian1dModel.zerobond(Date maturity)
double	Gaussian1dModel.zerobond(Date maturity, Date referenceDate)
double	Gaussian1dModel.zerobond(Date maturity, Date referenceDate, double y)
double	Gaussian1dModel.zerobond(Date maturity, Date referenceDate, double y, YieldTermStructureHandle yts)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints, boolean extrapolatePayoff)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints, boolean extrapolatePayoff, boolean flatPayoffExtrapolation)
InterestRate	YieldTermStructure.zeroRate(Date d, DayCounter arg1, Compounding arg2)
InterestRate	YieldTermStructure.zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f)
InterestRate	YieldTermStructure.zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f, boolean extrapolate)
InterestRate	YieldTermStructureHandle.zeroRate(Date d, DayCounter arg1, Compounding arg2)
InterestRate	YieldTermStructureHandle.zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f)
InterestRate	YieldTermStructureHandle.zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f, boolean extrapolate)
double	ZeroInflationTermStructure.zeroRate(Date d)
double	ZeroInflationTermStructure.zeroRate(Date d, Period instObsLag)
double	ZeroInflationTermStructure.zeroRate(Date d, Period instObsLag, boolean forceLinearInterpolation)
double	ZeroInflationTermStructure.zeroRate(Date d, Period instObsLag, boolean forceLinearInterpolation, boolean extrapolate)
double	ZeroInflationTermStructureHandle.zeroRate(Date d)
double	ZeroInflationTermStructureHandle.zeroRate(Date d, Period instObsLag)
double	ZeroInflationTermStructureHandle.zeroRate(Date d, Period instObsLag, boolean forceLinearInterpolation)
double	ZeroInflationTermStructureHandle.zeroRate(Date d, Period instObsLag, boolean forceLinearInterpolation, boolean extrapolate)
static double	BondFunctions.zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	BondFunctions.zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations)
static double	BondFunctions.zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess)
static double	CashFlows.zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	CashFlows.zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy)
static double	CashFlows.zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations)
static double	CashFlows.zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess)

Constructors in org.quantlib with parameters of type Date

Constructor	Description
AmericanExercise(Date earliestDate, Date latestDate)
AmericanExercise(Date earliestDate, Date latestDate, boolean payoffAtExpiry)
AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate)
AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter)
AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)
AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, DoubleVector redemptions)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, DoubleVector redemptions, long paymentLag)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate)
AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod)
AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar)
AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, DoubleVector redemptions)
AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, DoubleVector redemptions, long paymentLag)
AmortizingPayment(double amount, Date date)
BlackConstantVol(Date referenceDate, Calendar c, double volatility, DayCounter dayCounter)
BlackConstantVol(Date referenceDate, Calendar c, QuoteHandle volatility, DayCounter dayCounter)
BlackVarianceCurve(Date referenceDate, DateVector dates, DoubleVector volatilities, DayCounter dayCounter)
BlackVarianceCurve(Date referenceDate, DateVector dates, DoubleVector volatilities, DayCounter dayCounter, boolean forceMonotoneVariance)
BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter)
BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower)
BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower, BlackVarianceSurface.Extrapolation upper)
BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower, BlackVarianceSurface.Extrapolation upper, String interpolator)
Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate)
Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, Date issueDate)
Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, Date issueDate, Leg cashflows)
Bond(long settlementDays, Calendar calendar, Date issueDate)
Bond(long settlementDays, Calendar calendar, Date issueDate, Leg coupons)
BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond)
BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond, YieldTermStructureHandle discountCurve)
BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond, YieldTermStructureHandle discountCurve, YieldTermStructureHandle incomeDiscountCurve)
Callability(BondPrice price, Callability.Type type, Date date)
CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule)
CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule, Period exCouponPeriod)
CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule, Period exCouponPeriod, Calendar exCouponCalendar)
CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
CallableZeroCouponBond(int settlementDays, double faceAmount, Calendar calendar, Date maturityDate, DayCounter dayCounter)
CallableZeroCouponBond(int settlementDays, double faceAmount, Calendar calendar, Date maturityDate, DayCounter dayCounter, BusinessDayConvention paymentConvention)
CallableZeroCouponBond(int settlementDays, double faceAmount, Calendar calendar, Date maturityDate, DayCounter dayCounter, BusinessDayConvention paymentConvention, double redemption)
CallableZeroCouponBond(int settlementDays, double faceAmount, Calendar calendar, Date maturityDate, DayCounter dayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
CallableZeroCouponBond(int settlementDays, double faceAmount, Calendar calendar, Date maturityDate, DayCounter dayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule)
CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols)
CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor, Date refPeriodStart)
CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)
CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)
ComplexChooserOption(Date choosingDate, double strikeCall, double strikePut, Exercise exerciseCall, Exercise exercisePut)
ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter)
ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type)
ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type, double shift)
ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter)
ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type)
ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type, double shift)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type, double shift)
ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess process, QuoteHandle runningAverage, Date startDate)
ContinuousPartialFixedLookbackOption(Date lookbackPeriodStart, StrikedTypePayoff payoff, Exercise exercise)
ContinuousPartialFloatingLookbackOption(double currentMinmax, double lambda, Date lookbackPeriodEnd, TypePayoff payoff, Exercise exercise)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule)
ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule, double redemption)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
CPICashFlow(double notional, ZeroInflationIndex index, Date baseDate, double baseFixing, Date observationDate, Period observationLag, CPI.InterpolationType interpolation, Date paymentDate)
CPICashFlow(double notional, ZeroInflationIndex index, Date baseDate, double baseFixing, Date observationDate, Period observationLag, CPI.InterpolationType interpolation, Date paymentDate, boolean growthOnly)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart)
CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Date upfrontDate)
CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Date upfrontDate, Claim claim)
CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Date upfrontDate, Claim claim, DayCounter lastPeriodDayCounter)
CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Date upfrontDate, Claim claim, DayCounter lastPeriodDayCounter, boolean rebatesAccrual)
CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Date upfrontDate, Claim claim, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, Date tradeDate)
CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Date upfrontDate, Claim claim, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, Date tradeDate, long cashSettlementDays)
CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart)
CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Claim claim)
CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Claim claim, DayCounter lastPeriodDayCounter)
CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Claim claim, DayCounter lastPeriodDayCounter, boolean rebatesAccrual)
CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Claim claim, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, Date tradeDate)
CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime, Date protectionStart, Claim claim, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, Date tradeDate, long cashSettlementDays)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Cubic interpolator)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate, VolatilityType type)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate, VolatilityType type, double shift)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate, VolatilityType type)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate, VolatilityType type, double shift)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, OptionalBool endOfMonth)
DatePair(Date first, Date second)
DateVector(int count, Date value)
DateVector(Date[] initialElements)
DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
DiscountingSwapEngine(YieldTermStructureHandle discountCurve, Date settlementDate)
DiscountingSwapEngine(YieldTermStructureHandle discountCurve, Date settlementDate, Date npvDate)
EquityCashFlow(double notional, EquityIndex index, Date baseDate, Date fixingDate, Date paymentDate)
EquityCashFlow(double notional, EquityIndex index, Date baseDate, Date fixingDate, Date paymentDate, boolean growthOnly)
EuropeanExercise(Date date)
FdmBermudanStepCondition(DateVector exerciseDates, Date referenceDate, DayCounter dayCounter, FdmMesher mesher, FdmInnerValueCalculator calculator)
FdmDividendHandler(DividendSchedule schedule, FdmMesher mesher, Date referenceDate, DayCounter dayCounter, long equityDirection)
FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod)
FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy)
FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations)
FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)
FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)
FixedDividend(double amount, Date date)
FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter)
FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)
FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter)
FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)
FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVectorVector strikes, Matrix localVolMatrix, DayCounter dayCounter)
FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVectorVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVectorVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond)
FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve)
FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve, YieldTermStructureHandle incomeDiscountCurve)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, BondPrice.Type priceType)
FixedRateCoupon(Date paymentDate, double nominal, double rate, DayCounter dayCounter, Date startDate, Date endDate)
FixedRateCoupon(Date paymentDate, double nominal, double rate, DayCounter dayCounter, Date startDate, Date endDate, Date refPeriodStart)
FixedRateCoupon(Date paymentDate, double nominal, double rate, DayCounter dayCounter, Date startDate, Date endDate, Date refPeriodStart, Date refPeriodEnd)
FixedRateCoupon(Date paymentDate, double nominal, double rate, DayCounter dayCounter, Date startDate, Date endDate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
FlatForward(Date referenceDate, double forward, DayCounter dayCounter)
FlatForward(Date referenceDate, double forward, DayCounter dayCounter, Compounding compounding)
FlatForward(Date referenceDate, double forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter)
FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter, Compounding compounding)
FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
FlatHazardRate(Date todaysDate, QuoteHandle hazardRate, DayCounter dayCounter)
FlatSmileSection(Date d, double vol, DayCounter dc)
FlatSmileSection(Date d, double vol, DayCounter dc, Date referenceDate)
FlatSmileSection(Date d, double vol, DayCounter dc, Date referenceDate, double atmLevel)
FlatSmileSection(Date d, double vol, DayCounter dc, Date referenceDate, double atmLevel, VolatilityType type)
FlatSmileSection(Date d, double vol, DayCounter dc, Date referenceDate, double atmLevel, VolatilityType type, double shift)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate, Period exCouponPeriod)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index)
ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve)
ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve, boolean useIndexedCoupon)
ForwardRateAgreement(Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index)
ForwardRateAgreement(Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve)
ForwardRateAgreement(IborIndex index, Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount)
ForwardRateAgreement(IborIndex index, Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, YieldTermStructureHandle discountCurve)
ForwardRateAgreement(IborIndex index, Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount)
ForwardRateAgreement(IborIndex index, Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, YieldTermStructureHandle discountCurve)
ForwardVanillaOption(double moneyness, Date resetDate, StrikedTypePayoff payoff, Exercise exercise)
FractionalDividend(double rate, Date date)
FraRateHelper(double rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(double rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FraRateHelper(double rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(double rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FraRateHelper(double rate, long monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(double rate, long monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FraRateHelper(double rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(double rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FraRateHelper(QuoteHandle rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(QuoteHandle rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FraRateHelper(QuoteHandle rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(QuoteHandle rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, double convexityAdjustment)
FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, double convexityAdjustment, Futures.Type type)
FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter)
FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, double convexityAdjustment)
FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, double convexityAdjustment, Futures.Type type)
FuturesRateHelper(double price, Date iborStartDate, IborIndex index)
FuturesRateHelper(double price, Date iborStartDate, IborIndex index, double convexityAdjustment)
FuturesRateHelper(double price, Date iborStartDate, IborIndex index, double convexityAdjustment, Futures.Type type)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment, Futures.Type type)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, QuoteHandle convexityAdjustment)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, QuoteHandle convexityAdjustment, Futures.Type type)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment, Futures.Type type)
GlobalLinearSimpleZeroCurve(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, GlobalBootstrap b)
GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter)
GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)
HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params)
HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging)
HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging, DateVector mandatoryDates)
HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging, DateVector mandatoryDates, double mixingFactor)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates, double mixingFactor)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)
ImpliedTermStructure(YieldTermStructureHandle curveHandle, Date referenceDate)
IndexedCashFlow(double notional, Index index, Date baseDate, Date fixingDate, Date paymentDate)
IndexedCashFlow(double notional, Index index, Date baseDate, Date fixingDate, Date paymentDate, boolean growthOnly)
KerkhofSeasonality(Date seasonalityBaseDate, DoubleVector seasonalityFactors)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator, Date referenceDate)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type, double shift)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type, double shift)
LocalConstantVol(Date referenceDate, double volatility, DayCounter dayCounter)
LocalConstantVol(Date referenceDate, QuoteHandle volatility, DayCounter dayCounter)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type, double shift)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type, double shift)
MultiplicativePriceSeasonality(Date seasonalityBaseDate, Frequency frequency, DoubleVector seasonalityFactors)
NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho)
NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted)
NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria)
NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
NoArbSabrSmileSection(Date d, double forward, DoubleVector sabrParameters)
NoArbSabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc)
NoArbSabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc, double shift)
NoArbSabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc, double shift, VolatilityType volatilityType)
NodePair(Date first, double second)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, Pillar.Choice pillar, Date customPillarDate)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, Pillar.Choice pillar, Date customPillarDate, RateAveraging.Type averagingMethod)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, Pillar.Choice pillar, Date customPillarDate, RateAveraging.Type averagingMethod, OptionalBool endOfMonth)
OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex)
OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing)
OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread)
OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart)
OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean telescopicValueDates)
OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean telescopicValueDates, RateAveraging.Type averagingMethod)
OvernightIndexFuture(OvernightIndex overnightIndex, Date valueDate, Date maturityDate)
OvernightIndexFuture(OvernightIndex overnightIndex, Date valueDate, Date maturityDate, QuoteHandle convexityAdjustment)
OvernightIndexFuture(OvernightIndex overnightIndex, Date valueDate, Date maturityDate, QuoteHandle convexityAdjustment, RateAveraging.Type averagingMethod)
OvernightIndexFutureRateHelper(QuoteHandle price, Date valueDate, Date maturityDate, OvernightIndex index)
OvernightIndexFutureRateHelper(QuoteHandle price, Date valueDate, Date maturityDate, OvernightIndex index, QuoteHandle convexityAdjustment)
OvernightIndexFutureRateHelper(QuoteHandle price, Date valueDate, Date maturityDate, OvernightIndex index, QuoteHandle convexityAdjustment, RateAveraging.Type averagingMethod)
PartialTimeBarrierOption(Barrier.Type barrierType, PartialBarrier.Range barrierRange, double barrier, double rebate, Date coverEventDate, StrikedTypePayoff payoff, Exercise exercise)
PiecewiseConvexMonotoneZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseConvexMonotoneZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseConvexMonotoneZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, ConvexMonotone i)
PiecewiseConvexMonotoneZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseConvexMonotoneZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseConvexMonotoneZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, ConvexMonotone i)
PiecewiseConvexMonotoneZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, ConvexMonotone i, IterativeBootstrap b)
PiecewiseCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, Cubic i)
PiecewiseCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Cubic i)
PiecewiseCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Cubic i, IterativeBootstrap b)
PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, BackwardFlat i)
PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i)
PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i, IterativeBootstrap b)
PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter)
PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, BackwardFlat i)
PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, BackwardFlat i, IterativeBootstrap b)
PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseKrugerLogDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseKrugerLogDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseKrugerLogDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, KrugerLog i)
PiecewiseKrugerLogDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseKrugerLogDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseKrugerLogDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, KrugerLog i)
PiecewiseKrugerLogDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, KrugerLog i, IterativeBootstrap b)
PiecewiseKrugerZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseKrugerZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseKrugerZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, Kruger i)
PiecewiseKrugerZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseKrugerZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseKrugerZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Kruger i)
PiecewiseKrugerZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Kruger i, IterativeBootstrap b)
PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, Linear i)
PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i)
PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i, IterativeBootstrap b)
PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, Linear i)
PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i)
PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i, IterativeBootstrap b)
PiecewiseLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, MonotonicLogCubic i)
PiecewiseLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, MonotonicLogCubic i)
PiecewiseLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, MonotonicLogCubic i, IterativeBootstrap b)
PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, LogLinear i)
PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogLinear i)
PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogLinear i, IterativeBootstrap b)
PiecewiseLogMixedLinearCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseLogMixedLinearCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseLogMixedLinearCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, LogMixedLinearCubic i)
PiecewiseLogMixedLinearCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseLogMixedLinearCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseLogMixedLinearCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogMixedLinearCubic i)
PiecewiseLogMixedLinearCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogMixedLinearCubic i, IterativeBootstrap b)
PiecewiseNaturalCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseNaturalCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseNaturalCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, SplineCubic i)
PiecewiseNaturalCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseNaturalCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseNaturalCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i)
PiecewiseNaturalCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i, IterativeBootstrap b)
PiecewiseNaturalLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseNaturalLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseNaturalLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, SplineLogCubic i)
PiecewiseNaturalLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseNaturalLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseNaturalLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineLogCubic i)
PiecewiseNaturalLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineLogCubic i, IterativeBootstrap b)
PiecewiseSplineCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
PiecewiseSplineCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
PiecewiseSplineCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, SplineCubic i)
PiecewiseSplineCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
PiecewiseSplineCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseSplineCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i)
PiecewiseSplineCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i, IterativeBootstrap b)
PiecewiseYoYInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, double baseRate, YoYHelperVector instruments)
PiecewiseYoYInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, double baseRate, YoYHelperVector instruments, double accuracy)
PiecewiseYoYInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, double baseRate, YoYHelperVector instruments, double accuracy, Linear i)
PiecewiseZeroInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, double baseRate, ZeroHelperVector instruments)
PiecewiseZeroInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, double baseRate, ZeroHelperVector instruments, double accuracy)
PiecewiseZeroInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, double baseRate, ZeroHelperVector instruments, double accuracy, Linear i)
QuantoForwardVanillaOption(double moneyness, Date resetDate, StrikedTypePayoff payoff, Exercise exercise)
Redemption(double amount, Date date)
SabrSmileSection(Date d, double forward, DoubleVector sabrParameters)
SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate)
SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate, DayCounter dc)
SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate, DayCounter dc, double shift)
SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate, DayCounter dc, double shift, VolatilityType volatilityType)
SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc)
SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc, double shift)
SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc, double shift, VolatilityType volatilityType)
Schedule(Date effectiveDate, Date terminationDate, Period tenor, Calendar calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, DateGeneration.Rule rule, boolean endOfMonth)
Schedule(Date effectiveDate, Date terminationDate, Period tenor, Calendar calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, DateGeneration.Rule rule, boolean endOfMonth, Date firstDate)
Schedule(Date effectiveDate, Date terminationDate, Period tenor, Calendar calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, DateGeneration.Rule rule, boolean endOfMonth, Date firstDate, Date nextToLastDate)
SimpleCashFlow(double amount, Date date)
SimpleChooserOption(Date choosingDate, double strike, Exercise exercise)
SoftCallability(BondPrice price, Date date, double trigger)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, SplineCubic interpolator)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type, double shift)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type, double shift)
SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate)
SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter)
SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual)
SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)
SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index)
SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing)
SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread)
SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread)
SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart)
SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart, Date refPeriodEnd)
SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, Date exCouponDate)
SviInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double a, double b, double sigma, double rho, double m, boolean isAFixed, boolean isBFixed, boolean isSigmaFixed, boolean isRhoFixed, boolean isMFixed)
SviInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double a, double b, double sigma, double rho, double m, boolean isAFixed, boolean isBFixed, boolean isSigmaFixed, boolean isRhoFixed, boolean isMFixed, boolean vegaWeighted)
SviInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double a, double b, double sigma, double rho, double m, boolean isAFixed, boolean isBFixed, boolean isSigmaFixed, boolean isRhoFixed, boolean isMFixed, boolean vegaWeighted, EndCriteria endCriteria)
SviInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double a, double b, double sigma, double rho, double m, boolean isAFixed, boolean isBFixed, boolean isSigmaFixed, boolean isRhoFixed, boolean isMFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
SviInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double a, double b, double sigma, double rho, double m, boolean isAFixed, boolean isBFixed, boolean isSigmaFixed, boolean isRhoFixed, boolean isMFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
SviInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double a, double b, double sigma, double rho, double m, boolean aIsFixed, boolean bIsFixed, boolean sigmaIsFixed, boolean rhoIsFixed, boolean mIsFixed)
SviInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double a, double b, double sigma, double rho, double m, boolean aIsFixed, boolean bIsFixed, boolean sigmaIsFixed, boolean rhoIsFixed, boolean mIsFixed, boolean vegaWeighted)
SviInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double a, double b, double sigma, double rho, double m, boolean aIsFixed, boolean bIsFixed, boolean sigmaIsFixed, boolean rhoIsFixed, boolean mIsFixed, boolean vegaWeighted, EndCriteria endCriteria)
SviInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double a, double b, double sigma, double rho, double m, boolean aIsFixed, boolean bIsFixed, boolean sigmaIsFixed, boolean rhoIsFixed, boolean mIsFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
SviInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double a, double b, double sigma, double rho, double m, boolean aIsFixed, boolean bIsFixed, boolean sigmaIsFixed, boolean rhoIsFixed, boolean mIsFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
SviSmileSection(Date d, double forward, DoubleVector sviParameters)
SviSmileSection(Date d, double forward, DoubleVector sviParameters, DayCounter dc)
SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate)
SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate)
SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)
SwaptionVolatilityMatrix(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter)
SwaptionVolatilityMatrix(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation)
SwaptionVolatilityMatrix(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)
SwaptionVolatilityMatrix(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts)
Thirty360(Thirty360.Convention c, Date terminationDate)
UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate)
UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter)
UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual)
UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)
YearOnYearInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bdc, DayCounter dayCounter, YoYInflationIndex index, YieldTermStructureHandle nominalTS)
YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter)
YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing)
YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread)
YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, Date refPeriodStart)
YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
YoYInflationCurve(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, DateVector dates, DoubleVector rates)
YoYInflationCurve(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, DateVector dates, DoubleVector rates, Linear interpolator)
ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma)
ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrFullFdSmileSection(Date d, double forward, DoubleVector zabrParameters)
ZabrFullFdSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc)
ZabrFullFdSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness)
ZabrFullFdSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness, long fdRefinement)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters)
ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc)
ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness)
ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness, long fdRefinement)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrShortMaturityLognormalSmileSection(Date d, double forward, DoubleVector zabrParameters)
ZabrShortMaturityLognormalSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc)
ZabrShortMaturityLognormalSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness)
ZabrShortMaturityLognormalSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness, long fdRefinement)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrShortMaturityNormalSmileSection(Date d, double forward, DoubleVector zabrParameters)
ZabrShortMaturityNormalSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc)
ZabrShortMaturityNormalSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness)
ZabrShortMaturityNormalSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness, long fdRefinement)
ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate)
ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention)
ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention, double redemption)
ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates, Calendar infCalendar)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates, Calendar infCalendar, BusinessDayConvention infConvention)
ZeroCouponInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bcd, DayCounter dayCounter, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, YieldTermStructureHandle nominalTS)
ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedRate, DayCounter fixedDayCounter, IborIndex iborIndex, Calendar paymentCalendar)
ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedRate, DayCounter fixedDayCounter, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention)
ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedRate, DayCounter fixedDayCounter, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay)
ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedPayment, IborIndex iborIndex, Calendar paymentCalendar)
ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedPayment, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention)
ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedPayment, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay)
ZeroInflationCashFlow(double notional, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, Date startDate, Date endDate, Period observationLag, Date paymentDate)
ZeroInflationCashFlow(double notional, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, Date startDate, Date endDate, Period observationLag, Date paymentDate, boolean growthOnly)
ZeroInflationCurve(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, DateVector dates, DoubleVector rates)
ZeroInflationCurve(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, DateVector dates, DoubleVector rates, Linear interpolator)

Constructor parameters in org.quantlib with type arguments of type Date

Constructor	Description
DateVector(Iterable<Date> initialElements)