- d -
- data() : GeneralStatistics
- date() : CashFlow
- Date() : Date
- date() : Event
- dates() : Exercise
- dayCount() : DayCounterImpl , DayCounter
- dayCounter() : TermStructure
- DayCounter() : DayCounter
- dayCounter() : Coupon
- dayOfYear() : Date
- diffusion() : StochasticProcess , StochasticProcess1D , GeneralizedBlackScholesProcess , EulerDiscretization
- dirtyPrice() : Bond
- disableExtrapolation() : Extrapolator
- discount() : AffineModel , YieldTermStructure
- discountCurve() : Forward
- discountFactor() : InterestRate
- discountImpl() : ForwardRateStructure , YieldTermStructure , ZeroYieldStructure , ImpliedTermStructure
- downsideDeviation() : IncrementalStatistics , GenericRiskStatistics
- downsideVariance() : GenericRiskStatistics , IncrementalStatistics
- drift() : GeneralizedBlackScholesProcess , StochasticProcess , StochasticProcess1D , EulerDiscretization
- DriftCalculator() : DriftCalculator
- duration() : Cashflows
- dynamics() : OneFactorModel , TwoFactorModel