- d -
- data() : GeneralStatistics
- date() : CashFlow , Event
- Date() : Date
- date() : IMM
- dates() : Exercise
- dayCount() : DayCounter::Impl , DayCounter
- dayCounter() : TermStructure
- DayCounter() : DayCounter
- dayCounter() : Coupon
- dayOfYear() : Date
- delta() : BlackCalculator , BlackScholesCalculator
- deltaForward() : BlackCalculator
- diffusion() : EulerDiscretization , StochasticProcess , StochasticProcess1D , GeneralizedBlackScholesProcess
- dirtyPrice() : Bond
- disableExtrapolation() : Extrapolator
- discount() : AffineModel , YieldTermStructure
- discountCurve() : Forward
- discountFactor() : InterestRate
- discountImpl() : YieldTermStructure , ForwardRateStructure , ImpliedTermStructure , ZeroYieldStructure
- dividendRho() : BlackCalculator
- DotProduct() : Array
- downsideDeviation() : IncrementalStatistics , GenericRiskStatistics
- downsideVariance() : IncrementalStatistics , GenericRiskStatistics
- drift() : EulerDiscretization , StochasticProcess , GeneralizedBlackScholesProcess , EulerDiscretization , StochasticProcess1D
- duration() : CashFlows
- dynamics() : OneFactorModel , TwoFactorModel