QuantLib 0.3.9
Getting started
Reference manual
|
- Class ArrayFormatter
- use streams and manipulators for proper formatting
- Member Bond::cleanPrice (Rate yield, Date settlementDate=Date()) const
- use the method taking a compounding
- Member Bond::dirtyPrice (Rate yield, Date settlementDate=Date()) const
- use the method taking a compounding
- Member Bond::yield (Real cleanPrice, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const
- use the method taking a compounding
- Class CompoundingRuleFormatter
- use streams and manipulators for proper formatting
- Class CurrencyFormatter
- use streams and manipulators for proper formatting
- Class DateFormatter
- use streams and manipulators for proper formatting
- Class DecimalFormatter
- use streams and manipulators for proper formatting
- Member DecimalFormatter::toExponential (Decimal x, Integer precision=6, Integer digits=0)
- use streams and manipulators for proper formatting
- Class FdAmericanOption
- use VanillaOption with FDAmericanEngine instead
- Class FdBermudanOption
- use DividendVanillaOption with FDBermudanEngine instead
- Class FdBsmOption
- derive engines from FDVanillaEngine instead
- Class FdDividendAmericanOption
- use DividendVanillaOption with FDDividendAmericanEngine instead
- Class FdDividendOption
- use DividendVanillaOption with FDDividendEuropeanEngine instead
- Class FdDividendShoutOption
- use DividendVanillaOption with FDDividendShoutEngine instead
- Class FdEuropean
- use EuropeanOption with FDEuropeanEngine instead
- Class FdMultiPeriodOption
- derive engines from FDMultiPeriodEngine instead
- Class FdShoutOption
- use VanillaOption with FDShoutEngine instead
- Class FdStepConditionOption
- derive engines from FDStepConditionEngine instead
- Class FrequencyFormatter
- use streams and manipulators for proper formatting
- Class IntegerFormatter
- use streams and manipulators for proper formatting
- Class InterestRateFormatter
- use streams and manipulators for proper formatting
- Class MatrixFormatter
- use streams and manipulators for proper formatting
- Class MoneyFormatter
- use streams and manipulators for proper formatting
- Class OptionTypeFormatter
- use streams and manipulators for proper formatting
- Member PiecewiseFlatForward::PiecewiseFlatForward (const std::vector< Date > &dates, const std::vector< Rate > &forwards, const DayCounter &dayCounter)
- use ForwardCurve instead
- Class RateFormatter
- use streams and manipulators for proper formatting
- Class SizeFormatter
- use streams and manipulators for proper formatting
- Class StringFormatter
- use the lowercase() and uppercase() functions
- Class VolatilityFormatter
- use streams and manipulators for proper formatting
- Class WeekdayFormatter
- use streams and manipulators for proper formatting
- Member QL_ATOI
- use std::atoi instead
- Member QL_SQRT
- use std::sqrt instead
- Member QL_FABS
- use std::fabs instead
- Member QL_EXP
- use std::exp instead
- Member QL_LOG
- use std::log instead
- Member QL_SIN
- use std::sin instead
- Member QL_COS
- use std::cos instead
- Member QL_POW
- use std::pow instead
- Member QL_MODF
- use std::modf instead
- Member QL_SINH
- use std::sinh instead
- Member QL_COSH
- use std::cosh instead
- Member QL_FLOOR
- use std::floor instead
- Member QL_TIME
- use std::time instead
- Member QL_TIME_T
- use std::time_t instead
- Member QL_TM
- use std::tm instead
- Member QL_GMTIME
- use std::gmtime instead
- Member QL_TOUPPER
- use std::toupper instead
- Member QL_TOLOWER
- use std::tolower instead
- Member QL_MIN
- use std::min instead
- Member QL_MAX
- use std::max instead
|