Deprecated List

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

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen