- d -
- data() : GeneralStatistics
- Date() : Date
- date() : IndexedCashFlow , SimpleCashFlow , CashFlow , Event , DefaultEvent
- Date() : Date
- date() : Coupon , Callability , ECB , Dividend , ECB , IMM
- dates() : Exercise , TimeSeries
- dayCount() : DayCounter::Impl , DayCounter
- dayCounter() : BlackVarianceSurface , ImpliedVolTermStructure , LocalConstantVol , LocalVolCurve , LocalVolSurface , CapletVarianceCurve , SwaptionVolatilityCube , DriftTermStructure , Coupon , ForwardSpreadedTermStructure , ImpliedTermStructure , FixedRateCoupon , PiecewiseZeroSpreadedTermStructure , QuantoTermStructure , FloatingRateCoupon , ZeroSpreadedTermStructure
- DayCounter() : DayCounter
- dayCounter() : InflationCoupon
- DayCounter() : DayCounter
- dayCounter() : CallableBondConstantVolatility , FactorSpreadedHazardRateCurve , SpreadedHazardRateCurve , ExtendedBlackVarianceCurve , ExtendedBlackVarianceSurface , SabrVolSurface , TermStructure , BlackVarianceCurve
- dayOfYear() : Date
- days() : Period
- defaultDensityImpl() : HazardRateStructure , InterpolatedDefaultDensityCurve , InterpolatedSurvivalProbabilityCurve , SurvivalProbabilityStructure , DefaultProbabilityTermStructure
- DefaultEvent() : DefaultEvent
- defaultProbability() : DefaultProbabilityTermStructure
- delta() : BlackCalculator , BlackScholesCalculator
- deltaForward() : BlackCalculator
- density() : OneFactorStudentCopula , OneFactorGaussianStudentCopula , OneFactorStudentGaussianCopula , OneFactorCopula , OneFactorGaussianCopula
- detachmentAmount() : Basket
- detachmentRatio() : Basket
- determinant() : Matrix
- diffusion() : GeometricBrownianMotionProcess , ExtendedBlackScholesMertonProcess , LiborForwardModelProcess , GeneralizedBlackScholesProcess , EndEulerDiscretization , EulerDiscretization , G2Process , G2ForwardProcess , GJRGARCHProcess , HestonProcess , HullWhiteProcess , HullWhiteForwardProcess , HybridHestonHullWhiteProcess , Merton76Process , OrnsteinUhlenbeckProcess , StochasticProcessArray , StochasticProcess , StochasticProcess1D , SquareRootProcess
- DigitalCoupon() : DigitalCoupon
- dirtyPrice() : Bond
- disableExtrapolation() : Extrapolator
- discount() : YieldTermStructure , AffineModel , OneFactorAffineModel , G2 , LiborForwardModel
- discountCurve() : Forward
- discountFactor() : InterestRate
- discountFunction() : FittedBondDiscountCurve::FittingMethod
- discountImpl() : ZeroYieldStructure , ImpliedTermStructure , InterpolatedDiscountCurve , YieldTermStructure , ForwardRateStructure
- dividendRho() : BlackCalculator
- DotProduct() : Array
- downsideDeviation() : IncrementalStatistics , GenericRiskStatistics
- downsideVariance() : IncrementalStatistics , GenericRiskStatistics
- drift() : EndEulerDiscretization , Merton76Process , HullWhiteForwardProcess , GeometricBrownianMotionProcess , HestonProcess , GeneralizedBlackScholesProcess , EndEulerDiscretization , SquareRootProcess , G2ForwardProcess , GJRGARCHProcess , StochasticProcess , ExtendedBlackScholesMertonProcess , HullWhiteProcess , BatesProcess , HybridHestonHullWhiteProcess , StochasticProcessArray , StochasticProcess1D , G2Process , LiborForwardModelProcess , EulerDiscretization , OrnsteinUhlenbeckProcess , EulerDiscretization
- dt() : OvernightIndexedCoupon
- duration() : CashFlows
- dynamics() : Vasicek , TwoFactorModel , OneFactorModel , BlackKarasinski , G2 , ExtendedCoxIngersollRoss , HullWhite , CoxIngersollRoss