Uses of Class org.quantlib.DayCounter (QuantLib module 1.32.0 API)

Uses of DayCounter in org.quantlib

Subclasses of DayCounter in org.quantlib
Modifier and Type	Class	Description
`class`	`Actual360`
`class`	`Actual364`
`class`	`Actual36525`
`class`	`Actual365Fixed`
`class`	`Actual366`
`class`	`ActualActual`
`class`	`Business252`
`class`	`OneDayCounter`
`class`	`SimpleDayCounter`
`class`	`Thirty360`
`class`	`Thirty365`

Methods in org.quantlib that return DayCounter
Modifier and Type	Method	Description
`DayCounter`	AmortizingFixedRateBond.`dayCounter()`
`DayCounter`	BlackVolTermStructureHandle.`dayCounter()`
`DayCounter`	CapFloorTermVolatilityStructureHandle.`dayCounter()`
`DayCounter`	Coupon.`dayCounter()`
`DayCounter`	DefaultProbabilityTermStructureHandle.`dayCounter()`
`DayCounter`	EquityTotalReturnSwap.`dayCounter()`
`DayCounter`	FixedRateBond.`dayCounter()`
`DayCounter`	Forward.`dayCounter()`
`DayCounter`	InterestRate.`dayCounter()`
`DayCounter`	InterestRateIndex.`dayCounter()`
`DayCounter`	LocalVolTermStructureHandle.`dayCounter()`
`DayCounter`	OptionletVolatilityStructureHandle.`dayCounter()`
`DayCounter`	SmileSection.`dayCounter()`
`DayCounter`	StrippedOptionletBase.`dayCounter()`
`DayCounter`	SwaptionVolatilityStructureHandle.`dayCounter()`
`DayCounter`	TermStructure.`dayCounter()`
`DayCounter`	YieldTermStructureHandle.`dayCounter()`
`DayCounter`	YoYInflationTermStructureHandle.`dayCounter()`
`DayCounter`	YoYOptionletVolatilitySurfaceHandle.`dayCounter()`
`DayCounter`	ZeroInflationTermStructureHandle.`dayCounter()`
`DayCounter`	ArithmeticAverageOIS.`fixedDayCount()`
`DayCounter`	NonstandardSwap.`fixedDayCount()`
`DayCounter`	OvernightIndexedSwap.`fixedDayCount()`
`DayCounter`	VanillaSwap.`fixedDayCount()`
`DayCounter`	NonstandardSwap.`floatingDayCount()`
`DayCounter`	VanillaSwap.`floatingDayCount()`

Methods in org.quantlib with parameters of type DayCounter
Modifier and Type	Method	Description
`static double`	BondFunctions.`basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	CashFlows.`basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`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`	BondFunctions.`bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	CashFlows.`bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`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)`
`double`	Bond.`cleanPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency)`
`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)`
`static double`	BondFunctions.`cleanPrice(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	QuantLib.`cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq)`
`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)`
`double`	CallableBond.`cleanPriceOAS(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`double`	CreditDefaultSwap.`conventionalSpread(double conventionalRecovery, YieldTermStructureHandle discountCurve, DayCounter dayCounter)`
`double`	CreditDefaultSwap.`conventionalSpread(double conventionalRecovery, YieldTermStructureHandle discountCurve, DayCounter dayCounter, CreditDefaultSwap.PricingModel model)`
`static double`	BondFunctions.`convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	CashFlows.`convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`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 Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, boolean growthOnly)`
`static Leg`	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, boolean growthOnly, CPI.InterpolationType observationInterpolation)
`double`	Bond.`dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency)`
`double`	Bond.`dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement)`
`static double`	BondFunctions.`duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type)`
`static double`	BondFunctions.`duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, Date settlementDate)`
`static double`	CashFlows.`duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows)`
`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)`
`double`	CallableBond.`effectiveConvexity(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`double`	CallableBond.`effectiveConvexity(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, double bump)`
`double`	CallableBond.`effectiveDuration(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`double`	CallableBond.`effectiveDuration(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, double bump)`
`boolean`	DayCounter.`equals(DayCounter other)`
`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`	ZeroCouponSwap.`fairFixedRate(DayCounter dayCounter)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, Compounding compounding)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, Compounding compounding, Frequency compoundingFrequency)`
`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)`
`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_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter)`
`static FixedRateBond`	FixedRateBond.`from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static FixedRateBond`	FixedRateBond.`from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption)`
`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`	DayCounter.`getCPtr(DayCounter obj)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, OptionalBool withIndexedCoupons)`
`double`	CreditDefaultSwap.`impliedHazardRate(double targetNPV, YieldTermStructureHandle discountCurve, DayCounter dayCounter)`
`double`	CreditDefaultSwap.`impliedHazardRate(double targetNPV, YieldTermStructureHandle discountCurve, DayCounter dayCounter, double recoveryRate)`
`double`	CreditDefaultSwap.`impliedHazardRate(double targetNPV, YieldTermStructureHandle discountCurve, DayCounter dayCounter, double recoveryRate, double accuracy)`
`double`	CreditDefaultSwap.`impliedHazardRate(double targetNPV, YieldTermStructureHandle discountCurve, DayCounter dayCounter, double recoveryRate, double accuracy, CreditDefaultSwap.PricingModel model)`
`static InterestRate`	InterestRate.`impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, double t)`
`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)`
`static double`	QuantLib.`inflationYearFraction(Frequency f, boolean indexIsInterpolated, DayCounter dayCount, Date d1, Date d2)`
`static double`	CashFlows.`npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`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 leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`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)`
`double`	CallableBond.`OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq)`
`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)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod, Calendar paymentCalendar)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod, Calendar paymentCalendar, long paymentLag)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, RateAveraging.Type averagingMethod)`
`protected static long`	DayCounter.`swigRelease(DayCounter obj)`
`boolean`	DayCounter.`unEquals(DayCounter other)`
`static FdmStepConditionComposite`	FdmStepConditionComposite.`vanillaComposite(DividendSchedule schedule, Exercise exercise, FdmMesher mesher, FdmInnerValueCalculator calculator, Date refDate, DayCounter dayCounter)`
`MakeOIS`	MakeOIS.`withFixedLegDayCount(DayCounter dc)`
`MakeVanillaSwap`	MakeVanillaSwap.`withFixedLegDayCount(DayCounter dc)`
`MakeVanillaSwap`	MakeVanillaSwap.`withFloatingLegDayCount(DayCounter dc)`
`double`	Bond.`yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq)`
`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)`
`double`	Bond.`yield(DayCounter dc, Compounding compounding, Frequency freq)`
`double`	Bond.`yield(DayCounter dc, Compounding compounding, Frequency freq, double accuracy)`
`double`	Bond.`yield(DayCounter dc, Compounding compounding, Frequency freq, double accuracy, long maxEvaluations)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`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)`
`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)`
`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)`
`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)`
`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)`
`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)`
`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)`
`static double`	BondFunctions.`yieldValueBasisPoint(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`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)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`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)`
`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 DayCounter
Constructor	Description
`AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)`
`AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays)`
`AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings)`
`AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads)`
`AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`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)`
`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)`
`AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)`
`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)`
`AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter)`
`AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)`
`AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays)`
`AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings)`
`AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads)`
`AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`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)`
`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)`
`ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule)`
`ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread)`
`ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed)`
`ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility)`
`ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility, boolean byApprox)`
`ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule)`
`ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread)`
`ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed)`
`ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility)`
`ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility, boolean byApprox)`
`AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount)`
`AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount, boolean parAssetSwap)`
`BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc)`
`BlackCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol, DayCounter dc)`
`BlackCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol, DayCounter dc, double displacement)`
`BlackConstantVol(long settlementDays, Calendar calendar, double volatility, DayCounter dayCounter)`
`BlackConstantVol(long settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter)`
`BlackConstantVol(Date referenceDate, Calendar c, double volatility, DayCounter dayCounter)`
`BlackConstantVol(Date referenceDate, Calendar c, QuoteHandle volatility, DayCounter dayCounter)`
`BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc)`
`BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc, double displacement)`
`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)`
`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)`
`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(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc)`
`CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc)`
`CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc)`
`CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc)`
`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, DayCounter dc)`
`CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure)`
`CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType)`
`CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, VolatilityType type)`
`CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, VolatilityType type, double shift)`
`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, 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, 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, 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)`
`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)`
`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)`
`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, 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)`
`ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter)`
`ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type)`
`ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type, double shift)`
`ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter)`
`ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type)`
`ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift)`
`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(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc)`
`ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type)`
`ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type, double shift)`
`ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc)`
`ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type)`
`ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, 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)`
`ConstantYoYOptionletVolatility(double volatility, long settlementDays, Calendar cal, BusinessDayConvention bdc, DayCounter dc, Period observationLag, Frequency frequency, boolean indexIsInterpolated)`
`ConstantYoYOptionletVolatility(double volatility, long settlementDays, Calendar cal, BusinessDayConvention bdc, DayCounter dc, Period observationLag, Frequency frequency, boolean indexIsInterpolated, double minStrike)`
`ConstantYoYOptionletVolatility(double volatility, long settlementDays, Calendar cal, BusinessDayConvention bdc, DayCounter dc, Period observationLag, Frequency frequency, boolean indexIsInterpolated, double minStrike, double maxStrike)`
`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)`
`CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)`
`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)`
`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)`
`CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex)`
`CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex, CPI.InterpolationType observationInterpolation)`
`CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex, CPI.InterpolationType observationInterpolation, double inflationNominal)`
`CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter)`
`CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual)`
`CreditDefaultSwap(Protection.Side side, double notional, double upfront, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime)`
`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)`
`CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual)`
`CreditDefaultSwap(Protection.Side side, double notional, double spread, Schedule schedule, BusinessDayConvention paymentConvention, DayCounter dayCounter, boolean settlesAccrual, boolean paysAtDefaultTime)`
`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(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Cubic interpolator, DayCounter dc)`
`CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type)`
`CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type, double shift)`
`CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator, DayCounter dc)`
`CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type)`
`CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type, double shift)`
`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, 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)`
`CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i)`
`CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i, Compounding compounding)`
`CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i, Compounding compounding, Frequency frequency)`
`DailyTenorLibor(String familyName, long settlementDays, Currency currency, Calendar financialCenterCalendar, DayCounter dayCounter)`
`DailyTenorLibor(String familyName, long settlementDays, Currency currency, Calendar financialCenterCalendar, DayCounter dayCounter, YieldTermStructureHandle h)`
`DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter)`
`DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar)`
`DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar, Linear i)`
`DepositRateHelper(double rate, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)`
`DepositRateHelper(QuoteHandle rate, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)`
`DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, LogLinear i)`
`EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin)`
`EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing)`
`EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar)`
`EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention)`
`EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay)`
`EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin)`
`EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing)`
`EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar)`
`EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention)`
`EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay)`
`FdmBermudanStepCondition(DateVector exerciseDates, Date referenceDate, DayCounter dayCounter, FdmMesher mesher, FdmInnerValueCalculator calculator)`
`FdmDividendHandler(DividendSchedule schedule, FdmMesher mesher, Date referenceDate, DayCounter dayCounter, long equityDirection)`
`FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod)`
`FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy)`
`FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations)`
`FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)`
`FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)`
`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)`
`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)`
`FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption)`
`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, 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)`
`FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption)`
`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(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter)`
`FlatForward(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter, Compounding compounding)`
`FlatForward(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter)`
`FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter, Compounding compounding)`
`FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`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(int settlementDays, Calendar calendar, QuoteHandle hazardRate, DayCounter dayCounter)`
`FlatHazardRate(Date todaysDate, QuoteHandle hazardRate, DayCounter dayCounter)`
`FlatSmileSection(double exerciseTime, double vol, DayCounter dc)`
`FlatSmileSection(double exerciseTime, double vol, DayCounter dc, double atmLevel)`
`FlatSmileSection(double exerciseTime, double vol, DayCounter dc, double atmLevel, VolatilityType type)`
`FlatSmileSection(double exerciseTime, double vol, DayCounter dc, double atmLevel, VolatilityType type, double shift)`
`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)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2)`
`FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2)`
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1, BusinessDayConvention paymentConvention2)
`FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)`
`FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays)`
`FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings)`
`FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads)`
`FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`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)`
`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)`
`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)`
`ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter)`
`ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter, Calendar calendar)`
`ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter, Calendar calendar, BackwardFlat i)`
`FraRateHelper(double rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)`
`FraRateHelper(double rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar)`
`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(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)`
`FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar)`
`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)`
`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(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)`
`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)`
`HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter)`
`HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter, Calendar calendar)`
`HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter, Calendar calendar, BackwardFlat i)`
`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)`
`IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)`
`IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, YieldTermStructureHandle h)`
`InterestRate(double r, DayCounter dc, Compounding comp, Frequency freq)`
`InterpolatedYoYInflationOptionletVolatilityCurve(long settlementDays, Calendar arg1, BusinessDayConvention bdc, DayCounter dc, Period lag, Frequency frequency, boolean indexIsInterpolated, DateVector d, DoubleVector v, double minStrike, double maxStrike)`
`InterpolatedYoYInflationOptionletVolatilityCurve(long settlementDays, Calendar arg1, BusinessDayConvention bdc, DayCounter dc, Period lag, Frequency frequency, boolean indexIsInterpolated, DateVector d, DoubleVector v, double minStrike, double maxStrike, Linear i)`
`KInterpolatedYoYInflationOptionletVolatilitySurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, DayCounter dc, Period lag, YoYCapFloorTermPriceSurface capFloorPrices, PricingEngine pricer, YoYOptionletStripper yoyOptionletStripper, double slope)`
`KInterpolatedYoYInflationOptionletVolatilitySurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, DayCounter dc, Period lag, YoYCapFloorTermPriceSurface capFloorPrices, PricingEngine pricer, YoYOptionletStripper yoyOptionletStripper, double slope, Linear interpolator)`
`KrugerLogDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`KrugerLogDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`KrugerLogDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, KrugerLog i)`
`KrugerZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`KrugerZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`KrugerZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Kruger i)`
`KrugerZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Kruger i, Compounding compounding)`
`KrugerZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Kruger i, Compounding compounding, Frequency frequency)`
`Libor(String familyName, Period tenor, long settlementDays, Currency currency, Calendar financialCenterCalendar, DayCounter dayCounter)`
`Libor(String familyName, Period tenor, long settlementDays, Currency currency, Calendar financialCenterCalendar, DayCounter dayCounter, YieldTermStructureHandle h)`
`LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator, DayCounter dc)`
`LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator, DayCounter dc, VolatilityType type)`
`LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator, DayCounter dc, VolatilityType type, double shift)`
`LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc)`
`LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc, VolatilityType type)`
`LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc, VolatilityType type, double shift)`
`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, 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(int settlementDays, Calendar calendar, double volatility, DayCounter dayCounter)`
`LocalConstantVol(int settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter)`
`LocalConstantVol(Date referenceDate, double volatility, DayCounter dayCounter)`
`LocalConstantVol(Date referenceDate, QuoteHandle volatility, DayCounter dayCounter)`
`LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, DefaultLogCubic i)`
`LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, DefaultLogCubic i, Compounding compounding)`
`LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, DefaultLogCubic i, Compounding compounding, Frequency frequency)`
`LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i)`
`LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding)`
`LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding, Frequency frequency)`
`LogMixedLinearCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`LogMixedLinearCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`LogMixedLinearCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, LogMixedLinearCubic i)`
`MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator, DayCounter dc)`
`MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type)`
`MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type, double shift)`
`MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc)`
`MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type)`
`MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type, double shift)`
`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, 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)`
`MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i)`
`MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i, Compounding compounding)`
`MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i, Compounding compounding, Frequency frequency)`
`MonotonicLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`MonotonicLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`MonotonicLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, MonotonicLogCubic i)`
`NaturalCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`NaturalCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`NaturalCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, SplineCubic i)`
`NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i)`
`NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i, Compounding compounding)`
`NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i, Compounding compounding, Frequency frequency)`
`NaturalLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`NaturalLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`NaturalLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, SplineLogCubic i)`
`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, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)`
`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)`
`NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount)`
`NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange)`
`NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange, boolean finalCapitalExchange)`
`NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange, boolean finalCapitalExchange, BusinessDayConvention paymentConvention)`
`OvernightIndex(String familyName, int settlementDays, Currency currency, Calendar calendar, DayCounter dayCounter)`
`OvernightIndex(String familyName, int settlementDays, Currency currency, Calendar calendar, DayCounter dayCounter, YieldTermStructureHandle h)`
`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)`
`OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index)`
`OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread)`
`OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag)`
`OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment)`
`OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar)`
`OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates)`
`OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates, RateAveraging.Type averagingMethod)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag, BusinessDayConvention paymentAdjustment)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates, RateAveraging.Type averagingMethod)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates)`
`OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates, RateAveraging.Type averagingMethod)`
`PiecewiseConvexMonotoneZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseConvexMonotoneZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseConvexMonotoneZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, ConvexMonotone i)`
`PiecewiseConvexMonotoneZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseConvexMonotoneZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseConvexMonotoneZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, ConvexMonotone i)`
`PiecewiseConvexMonotoneZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, ConvexMonotone i, IterativeBootstrap b)`
`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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, Cubic i)`
`PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Cubic i)`
`PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Cubic 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, BackwardFlat i)`
`PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i)`
`PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat 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(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter)`
`PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, BackwardFlat i)`
`PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, BackwardFlat i, IterativeBootstrap b)`
`PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseKrugerLogDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseKrugerLogDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, KrugerLog i)`
`PiecewiseKrugerLogDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseKrugerLogDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseKrugerLogDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, KrugerLog i)`
`PiecewiseKrugerLogDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, KrugerLog i, 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseKrugerZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseKrugerZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, Kruger i)`
`PiecewiseKrugerZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseKrugerZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseKrugerZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Kruger i)`
`PiecewiseKrugerZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Kruger 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, Linear i)`
`PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i)`
`PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, Linear i)`
`PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i)`
`PiecewiseLinearZero(int settlementDays, Calendar calendar, 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, MonotonicLogCubic i)`
`PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, MonotonicLogCubic i)`
`PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, MonotonicLogCubic 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, LogLinear i)`
`PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogLinear i)`
`PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogLinear 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseLogMixedLinearCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseLogMixedLinearCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, LogMixedLinearCubic i)`
`PiecewiseLogMixedLinearCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseLogMixedLinearCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLogMixedLinearCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogMixedLinearCubic i)`
`PiecewiseLogMixedLinearCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogMixedLinearCubic 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseNaturalCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseNaturalCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, SplineCubic i)`
`PiecewiseNaturalCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseNaturalCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseNaturalCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i)`
`PiecewiseNaturalCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseNaturalLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseNaturalLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, SplineLogCubic i)`
`PiecewiseNaturalLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseNaturalLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseNaturalLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineLogCubic i)`
`PiecewiseNaturalLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineLogCubic 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(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)`
`PiecewiseSplineCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)`
`PiecewiseSplineCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, SplineCubic i)`
`PiecewiseSplineCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)`
`PiecewiseSplineCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseSplineCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i)`
`PiecewiseSplineCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic 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)`
`PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc)`
`PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)`
`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)`
`SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, SplineCubic interpolator, DayCounter dc)`
`SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type)`
`SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type, double shift)`
`SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator, DayCounter dc)`
`SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type)`
`SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type, double shift)`
`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, 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)`
`SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual)`
`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)`
`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)`
`SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual)`
`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)`
`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)`
`SpreadedBackwardFlatZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc)`
`SpreadedBackwardFlatZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, BackwardFlat factory)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)`
`StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc)`
`StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc, VolatilityType type)`
`StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc, VolatilityType type, double displacement)`
`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)`
`SurvivalProbabilityCurve(DateVector dates, DoubleVector probabilities, DayCounter dayCounter)`
`SurvivalProbabilityCurve(DateVector dates, DoubleVector probabilities, DayCounter dayCounter, Calendar calendar)`
`SurvivalProbabilityCurve(DateVector dates, DoubleVector probabilities, DayCounter dayCounter, Calendar calendar, Linear i)`
`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, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)`
`SviSmileSection(Date d, double forward, DoubleVector sviParameters, DayCounter dc)`
`SwapIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, Period fixedLegTenor, BusinessDayConvention fixedLegConvention, DayCounter fixedLegDayCounter, IborIndex iborIndex)`
`SwapIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, Period fixedLegTenor, BusinessDayConvention fixedLegConvention, DayCounter fixedLegDayCounter, IborIndex iborIndex, YieldTermStructureHandle discountCurve)`
`SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index)`
`SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread)`
`SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart)`
`SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)`
`SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays)`
`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)`
`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(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index)`
`SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread)`
`SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart)`
`SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)`
`SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays)`
`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)`
`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)`
`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)`
`SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure)`
`SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType)`
`SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike)`
`SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal)`
`SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)`
`SwaptionHelper(Period maturity, 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(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter)`
`SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation)`
`SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)`
`SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts)`
`SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter)`
`SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation)`
`SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)`
`SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, DoubleVectorVector shifts)`
`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)`
`UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)`
`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)`
`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)`
`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)`
`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)`
`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)`
`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)`
`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)`
`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)`
`VanillaSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount)`
`VanillaSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount, OptionalBool withIndexedCoupons)`
`YearOnYearInflationSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar)`
`YearOnYearInflationSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar, BusinessDayConvention paymentConvention)`
`YearOnYearInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bdc, DayCounter dayCounter, YoYInflationIndex index, YieldTermStructureHandle nominalTS)`
`YoYInflationCapFloorTermPriceSurface(long fixingDays, Period yyLag, YoYInflationIndex yii, double baseRate, YieldTermStructureHandle nominal, DayCounter dc, Calendar cal, BusinessDayConvention bdc, DoubleVector cStrikes, DoubleVector fStrikes, PeriodVector cfMaturities, Matrix cPrice, Matrix fPrice)`
`YoYInflationCapFloorTermPriceSurface(long fixingDays, Period yyLag, YoYInflationIndex yii, double baseRate, YieldTermStructureHandle nominal, DayCounter dc, Calendar cal, BusinessDayConvention bdc, DoubleVector cStrikes, DoubleVector fStrikes, PeriodVector cfMaturities, Matrix cPrice, Matrix fPrice, Bicubic interpolator2d)`
`YoYInflationCapFloorTermPriceSurface(long fixingDays, Period yyLag, YoYInflationIndex yii, double baseRate, YieldTermStructureHandle nominal, DayCounter dc, Calendar cal, BusinessDayConvention bdc, DoubleVector cStrikes, DoubleVector fStrikes, PeriodVector cfMaturities, Matrix cPrice, Matrix fPrice, Bicubic interpolator2d, Cubic interpolator1d)`
`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)`
`YoYOptionletHelper(QuoteHandle price, double notional, YoYInflationCapFloor.Type capFloorType, Period lag, DayCounter yoyDayCounter, Calendar paymentCalendar, long fixingDays, YoYInflationIndex index, double strike, long n, PricingEngine pricer)`
`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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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)`
`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)`
`ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i)`
`ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i, Compounding compounding)`
`ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i, Compounding compounding, Frequency frequency)`
`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)`
`ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp, Frequency freq, DayCounter dc)`

Uses of Classorg.quantlib.DayCounter

Uses of DayCounter in org.quantlib

Uses of Class
org.quantlib.DayCounter