QuantLib: Class Members - Functions

A free/open-source library for quantitative finance Reference manual - version 1.6

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### - d -

- data() : GeneralStatistics
- date() : ASX , Callability , CashFlow , Coupon
- Date() : Date
- date() : DefaultEvent , Dividend , ECB , Event , IMM , IndexedCashFlow , SimpleCashFlow
- dateFromTenor() : CorrelationTermStructure
- dates() : Exercise , TimeSeries< T, Container >
- dayCount() : DayCounter , DayCounter::Impl
- dayCounter() : BlackVarianceCurve , BlackVarianceSurface , CallableBondConstantVolatility , Coupon
- DayCounter() : DayCounter
- dayCounter() : DriftTermStructure , ExtendedBlackVarianceCurve , ExtendedBlackVarianceSurface , FactorSpreadedHazardRateCurve , FixedRateCoupon , FloatingRateCoupon , ForwardSpreadedTermStructure , ImpliedTermStructure , ImpliedVolTermStructure , InflationCoupon , InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator > , LocalConstantVol , LocalVolCurve , LocalVolSurface , QuantoTermStructure , SabrVolSurface , SpreadedHazardRateCurve , SwaptionVolatilityCube , TermStructure , ZeroSpreadedTermStructure
- dayOfYear() : Date
- days() : Period
- defaultCorrelation() : ConstantLossModel< copulaPolicy > , DefaultLatentModel< copulaPolicy > , DefaultLossModel , RandomLM< derivedRandomLM, copulaPolicy, USNG >
- defaultDensityImpl() : DefaultProbabilityTermStructure , HazardRateStructure , InterpolatedDefaultDensityCurve< Interpolator > , InterpolatedSurvivalProbabilityCurve< Interpolator > , SurvivalProbabilityStructure
- DefaultEvent() : DefaultEvent
- defaultKeys() : Basket
- DefaultLatentModel() : DefaultLatentModel< copulaPolicy >
- defaultProbability() : DefaultProbabilityTermStructure
- degreeFreedom() : CumulativeBehrensFisher
- delta() : BlackCalculator , BlackScholesCalculator
- deltaForward() : BlackCalculator
- density() : CumulativeBehrensFisher , GaussianCopulaPolicy , LatentModel< copulaPolicyImpl > , OneFactorCopula , OneFactorGaussianCopula , OneFactorGaussianStudentCopula , OneFactorStudentCopula , OneFactorStudentGaussianCopula , TCopulaPolicy
- densityTrancheLoss() : DefaultLossModel
- detachmentAmount() : Basket
- detachmentRatio() : Basket
- determinant() : Matrix
- diffusion() : EndEulerDiscretization , EulerDiscretization , ExtendedBlackScholesMertonProcess , ExtendedOrnsteinUhlenbeckProcess , ExtOUWithJumpsProcess , G2ForwardProcess , G2Process , GemanRoncoroniProcess , GeneralizedBlackScholesProcess , GeneralizedOrnsteinUhlenbeckProcess , GeometricBrownianMotionProcess , GJRGARCHProcess , GsrProcess , HestonProcess , HullWhiteForwardProcess , HullWhiteProcess , HybridHestonHullWhiteProcess , KlugeExtOUProcess , LiborForwardModelProcess , Merton76Process , MfStateProcess , OrnsteinUhlenbeckProcess , SquareRootProcess , StochasticProcess1D , StochasticProcess , StochasticProcessArray , VarianceGammaProcess , VegaStressedBlackScholesProcess
- DigitalCoupon() : DigitalCoupon
- dirtyPrice() : Bond
- disableExtrapolation() : Extrapolator
- discount() : AffineModel , G2 , LiborForwardModel , OneFactorAffineModel , YieldTermStructure
- discountCurve() : Forward
- discountFactor() : InterestRate
- discountFunction() : FittedBondDiscountCurve::FittingMethod
- discountImpl() : ForwardRateStructure , ImpliedTermStructure , InterpolatedDiscountCurve< Interpolator > , YieldTermStructure , ZeroYieldStructure
- dividendRho() : BlackCalculator
- DotProduct() : Array
- downsideDeviation() : GenericRiskStatistics< S > , IncrementalStatistics
- downsideVariance() : GenericRiskStatistics< S > , IncrementalStatistics
- drift() : BatesProcess , EndEulerDiscretization , EulerDiscretization , ExtendedBlackScholesMertonProcess , ExtendedOrnsteinUhlenbeckProcess , ExtOUWithJumpsProcess , G2ForwardProcess , G2Process , GemanRoncoroniProcess , GeneralizedBlackScholesProcess , GeneralizedOrnsteinUhlenbeckProcess , GeometricBrownianMotionProcess , GJRGARCHProcess , GsrProcess , HestonProcess , HullWhiteForwardProcess , HullWhiteProcess , HybridHestonHullWhiteProcess , KlugeExtOUProcess , LiborForwardModelProcess , Merton76Process , MfStateProcess , OrnsteinUhlenbeckProcess , SquareRootProcess , StochasticProcess1D , StochasticProcess , StochasticProcessArray , VarianceGammaProcess
- dt() : OvernightIndexedCoupon
- duration() : CashFlows
- dynamics() : BlackKarasinski , CoxIngersollRoss , ExtendedCoxIngersollRoss , G2 , GeneralizedHullWhite , HullWhite , OneFactorModel , TwoFactorModel , Vasicek