- d -
- data() : GeneralStatistics
- date() : CashFlow , Dividend , IMM
- Date() : Date
- date() : SimpleCashFlow
- Date() : Date
- date() : Coupon , Event , Callability
- dates() : Exercise , TimeSeries
- dayCount() : DayCounter::Impl , DayCounter
- dayCounter() : Coupon , PiecewiseZeroSpreadedTermStructure , QuantoTermStructure , FixedRateCoupon , ZeroSpreadedTermStructure
- DayCounter() : DayCounter
- dayCounter() : FloatingRateCoupon
- DayCounter() : DayCounter
- dayCounter() : SabrVolSurface , TermStructure , BlackVarianceCurve , BlackVarianceSurface , ImpliedVolTermStructure , LocalConstantVol , LocalVolCurve , LocalVolSurface , SwaptionConstantVolatility , SwaptionVolatilityCube , DriftTermStructure , ForwardSpreadedTermStructure , ImpliedTermStructure
- dayOfYear() : Date
- delta() : BlackCalculator , BlackScholesCalculator
- deltaForward() : BlackCalculator
- diffusion() : LiborForwardModelProcess , GeneralizedBlackScholesProcess , EulerDiscretization , G2Process , G2ForwardProcess , GeometricBrownianMotionProcess , HestonProcess , HullWhiteProcess , HullWhiteForwardProcess , Merton76Process , OrnsteinUhlenbeckProcess , SquareRootProcess , StochasticProcessArray , StochasticProcess , StochasticProcess1D
- DigitalCoupon() : DigitalCoupon
- dirtyPrice() : Bond
- dirtyPriceFromZSpread() : Bond
- disableExtrapolation() : Extrapolator
- discount() : OneFactorAffineModel , G2 , YieldTermStructure , AffineModel , LiborForwardModel
- discountCurve() : Forward
- discountFactor() : InterestRate
- discountFunction() : FittedBondDiscountCurve::FittingMethod
- discountImpl() : InterpolatedDiscountCurve , ForwardRateStructure , ImpliedTermStructure , YieldTermStructure , CompoundForward , ZeroYieldStructure
- dividendRho() : BlackCalculator
- DotProduct() : Array
- downsideDeviation() : GenericRiskStatistics , IncrementalStatistics
- downsideVariance() : GenericRiskStatistics , IncrementalStatistics
- drift() : SquareRootProcess , EulerDiscretization , G2Process , HestonProcess , G2ForwardProcess , GeneralizedBlackScholesProcess , Merton76Process , HullWhiteProcess , LiborForwardModelProcess , StochasticProcess1D , EulerDiscretization , OrnsteinUhlenbeckProcess , GeometricBrownianMotionProcess , StochasticProcess , HullWhiteForwardProcess , StochasticProcessArray
- duration() : CashFlows
- dynamics() : BlackKarasinski , ExtendedCoxIngersollRoss , HullWhite , Vasicek , TwoFactorModel , OneFactorModel , G2 , CoxIngersollRoss