QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Deprecated Features
Member BlackVarianceTermStructure::BlackVarianceTermStructure (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
Member BlackVolatilityTermStructure::BlackVolatilityTermStructure (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
Member BlackVolTermStructure::BlackVolTermStructure (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
Member CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure (const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())
Member FittedBondDiscountCurve::FittedBondDiscountCurve (Natural settlementDays, const Calendar &calendar, const std::vector< boost::shared_ptr< FixedRateBondHelper > > &bonds, const DayCounter &dayCounter, const FittingMethod &fittingMethod, Real accuracy=1.0e-10, Size maxEvaluations=10000, const Array &guess=Array(), Real simplexLambda=1.0)
Member FittedBondDiscountCurve::FittedBondDiscountCurve (const Date &referenceDate, const std::vector< boost::shared_ptr< FixedRateBondHelper > > &bonds, const DayCounter &dayCounter, const FittingMethod &fittingMethod, Real accuracy=1.0e-10, Size maxEvaluations=10000, const Array &guess=Array(), Real simplexLambda=1.0)
Member GeneralLinearLeastSquares::a () const
Use coefficients() instead
Member Handle< T >::Handle (T *p, bool registerAsObserver=true)
Member LocalVolTermStructure::LocalVolTermStructure (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
Member OptionletVolatilityStructure::OptionletVolatilityStructure (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())
Member Settings::includeReferenceDateCashFlows () const
Use includeReferenceDateEvents() instead
Member Settings::includeReferenceDateCashFlows ()
Use includeReferenceDateEvents() instead
Member SwaptionVolatilityStructure::SwaptionVolatilityStructure (const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())
Member VolatilityTermStructure::VolatilityTermStructure (const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())