QuantLib 0.3.8
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Reference manual
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- Member AffineTermStructure (const Date &todaysDate, const Date &referenceDate, const boost::shared_ptr< AffineModel > &model, const DayCounter &dayCounter)
- use the constructor without today's date.
- Member AffineTermStructure (const Date &todaysDate, const Date &referenceDate, const boost::shared_ptr< AffineModel > &model, const std::vector< boost::shared_ptr< RateHelper > > &, const boost::shared_ptr< OptimizationMethod > &, const DayCounter &dayCounter)
- use the constructor without today's date.
- Member applyTo (boost::shared_ptr< DiscretizedAsset > asset) const
- use adjustValues() on the asset itself
- Member operator<< (std::ostream &, const Array &)
- send to the stream the output of ArrayFormatter
- Member BaseTermStructure (const Date &todaysDate, const Date &referenceDate)
- use the constructor without today's date; set the evaluation date through Settings::instance().
- Member todaysDate () const
- use Settings::instance().evaluationDate().
- Member CapVolatilityVector (const Date &todaysDate, const Calendar &calendar, Integer settlementDays, const std::vector< Period > &lengths, const std::vector< Volatility > &volatilities, const DayCounter &dayCounter)
- use one of the other constructors
- Class combining_iterator
- use a combination of boost::zip_iterator and boost::transform_iterator instead
- Member CompoundForward (const Date &todaysDate, const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Rate > &forwards, const Calendar &calendar, const BusinessDayConvention conv, const Integer compounding, const DayCounter &dayCounter)
- use the constructor without today's date
- Class coupling_iterator
- use a combination of boost::zip_iterator and boost::transform_iterator instead
- Member isEndOfMonth () const
- use the static isEOM() method instead
- Member lastDayOfMonth () const
- use the static endOfMonth() method instead
- Member plusDays (Integer n) const
- use date + n*Days instead
- Member plusWeeks (Integer n) const
- use date + n*Weeks instead
- Member plusMonths (Integer n) const
- use date + n*Months instead
- Member plusYears (Integer n) const
- use date + n*Years instead
- Member plus (Integer n, TimeUnit units) const
- use date + n*units instead
- Member plus (const Period &) const
- use date + period instead
- Member operator<< (std::ostream &, const Date &)
- send to the stream the output of DateFormatter
- Member DiscountCurve (const Date &todaysDate, const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const DayCounter &dayCounter)
- use the constructor without today's date.
- Class DiscountStructure
- use YieldTermStructure instead
- Class DiscreteGeometricAPO
- use the DiscreteAveragingAsianOption instrument with AnalyticDiscreteGeometricAveragePriceAsianEngine instead
- Member addTimesTo (std::list< Time > &l) const
- use mandatoryTimes() instead.
- Member DiscretizedAsset (const boost::shared_ptr< NumericalMethod > &method)
- use the constructor with no arguments
- Member DiscretizedDiscountBond (const boost::shared_ptr< NumericalMethod > &method)
- use the constructor with no arguments
- Class EuroFormatter
- use MoneyFormatter instead
- Member ExtendedDiscountCurve (const Date &todaysDate, const std::vector< Date > &dates, const std::vector< DiscountFactor > &dfs, const Calendar &calendar, const BusinessDayConvention conv, const DayCounter &dayCounter)
- use the constructor without today's date
- Class filtering_iterator
- use boost::filter_iterator instead
- Member FlatForward (const Date &todaysDate, const Date &referenceDate, Rate forward, const DayCounter &dayCounter)
- use one of the non-deprecated constructors.
- Member FlatForward (const Date &todaysDate, const Date &referenceDate, const Handle< Quote > &forward, const DayCounter &dayCounter)
- use one of the non-deprecated constructors.
- Member fixing () const =0
- use rate() instead
- Member ForwardRateStructure (const Date &todaysDate, const Date &referenceDate)
- use the constructor without today's date; set the evaluation date through Settings::instance().
- Member isNull () const
- use empty() instead
- Class ICGaussianRng
- use InverseCumulativeRng instead
- Class ICGaussianRsg
- use InverseCumulativeRsg instead
- Member ImpliedTermStructure (const Handle< YieldTermStructure > &, const Date &newTodaysDate, const Date &newReferenceDate)
- use the constructor without today's date; set the evaluation date through Settings::instance().
- Member isNull () const
- use empty() instead
- Class lowest_category_iterator
- no longer needed after deprecation of coupling_iterator
- Member operator<< (std::ostream &, const Matrix &)
- send to the stream the output of MatrixFormatter
- Class McDiscreteArithmeticAPO
- use the DiscreteAveragingAsianOption instrument with MCDiscreteArithmeticAPEngine instead
- Member PiecewiseFlatForward (const Date &todaysDate, const Date &referenceDate, const std::vector< boost::shared_ptr< RateHelper > > &instruments, const DayCounter &dayCounter, Real accuracy=1.0e-12)
- use a constructor without today's date
- Member PiecewiseFlatForward (const Date &todaysDate, const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter)
- use the constructor without today's date
- Class processing_iterator
- use boost::transform_iterator instead
- Member maturity () const
- renamed to latestDate()
- Member applyTo (boost::shared_ptr< DiscretizedAsset > asset) const
- use adjustValues() on the asset itself
- Member applyTo (boost::shared_ptr< DiscretizedAsset >) const =0
- use adjustValues() on the asset itself
- Class stepping_iterator
- use step_iterator instead
- Member Xibor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, CurrencyTag currency, const Calendar &calendar, BusinessDayConvention convention, const DayCounter &dayCounter, const Handle< YieldTermStructure > &h)
- use the constructor taking a Currency instance
- Class XiborManager
- use IndexManager instead
- Member YieldTermStructure (const Date &todaysDate, const Date &referenceDate)
- use the constructor without today's date; set the evaluation date through Settings::instance().
- Member zeroYield (const Date &, bool extrapolate=false) const
- use zeroRate(const Date& d, const DayCounter& dc, Continuous, NoFrequency, bool extrapolate) instead
- Member zeroYield (Time t, bool extrapolate=false) const
- use zeroRate(Time t, Continuous, NoFrequency, bool extrapolate) instead
- Member zeroCoupon (const Date &, Integer, bool extrapolate=false) const
- use zeroRate(const Date&, const DayCounter&, Compounding, Frequency, bool) instead
- Member zeroCoupon (Time, Integer, bool extrapolate=false) const
- use zeroRate(Time, Compounding, Frequency, bool) instead
- Member compoundForward (const Date &d1, Integer f, bool extrapolate=false) const
- use forwardRate(const Date& d1, const Date& d1, const DayCounter& dc, SimpleThenCompounded, Frequency f, bool extrapolate) instead
- Member compoundForward (Time t1, Integer f, bool extrapolate=false) const
- use forwardRate(Time t1, Time t1, SimpleThenCompounded, Frequency f, bool extrapolate) instead
- Member instantaneousForward (const Date &, bool extrapolate=false) const
- use forwardRate(const Date& d1, const Date& d1, const DayCounter& dc, Continuous, NoFrequency, bool extrapolate) instead
- Member instantaneousForward (Time, bool extrapolate=false) const
- use forwardRate(Time t1, Time t1, Continuous, NoFrequency, bool extrapolate) instead
- Member forward (const Date &d1, const Date &d2, bool extrapolate=false) const
- use forwardRate(const Date& d1, const Date& d2, const DayCounter& dc, Continuous, NoFrequency, bool extrapolate) instead
- Member forward (Time, Time, bool extrapolate=false) const
- use forwardRate(Time t1, Time t2, Continuous, NoFrequency, bool extrapolate) instead
- Member ZeroCurve (const Date &todaysDate, const std::vector< Date > &dates, const std::vector< Rate > &yields, const DayCounter &dayCounter)
- use the constructor without today's date
- Member ZeroYieldStructure (const Date &todaysDate, const Date &referenceDate)
- use the constructor without today's date; set the evaluation date through Settings::instance().
- Member RelinkableHandle
- renamed to Handle
- Member CurrencyTag
- use Currency instead
- Member Actual365
- use ActualActual or Actual365Fixed instead
- Member QL_SPECIALIZE_ITERATOR_TRAITS (T)
- no longer needed for the Boost iterator library
- Member QL_REVERSE_ITERATOR (iterator, type)
- use boost::reverse_iterator instead
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