- d -
- data() : GeneralStatistics
- Date() : Date
- date() : SimpleCashFlow , DefaultEvent , CashFlow , Event , Callability
- Date() : Date
- date() : Coupon , IMM , Dividend
- dates() : Exercise , TimeSeries
- dayCount() : DayCounter , DayCounter::Impl
- dayCounter() : SwaptionVolatilityCube , DriftTermStructure , Coupon , ForwardSpreadedTermStructure , ImpliedTermStructure , FixedRateCoupon , PiecewiseZeroSpreadedTermStructure , QuantoTermStructure , FloatingRateCoupon , ZeroSpreadedTermStructure
- DayCounter() : DayCounter
- dayCounter() : CallableBondConstantVolatility
- DayCounter() : DayCounter
- dayCounter() : ExtendedBlackVarianceCurve , ExtendedBlackVarianceSurface , SabrVolSurface , TermStructure , BlackVarianceCurve , BlackVarianceSurface , ImpliedVolTermStructure , LocalConstantVol , LocalVolCurve , LocalVolSurface , CapletVarianceCurve
- dayOfYear() : Date
- days() : Period
- defaultDensity() : DefaultProbabilityTermStructure
- defaultDensityImpl() : HazardRateStructure , InterpolatedDefaultDensityCurve , DefaultProbabilityTermStructure
- DefaultDensityStructure() : DefaultDensityStructure
- defaultProbability() : DefaultProbabilityTermStructure
- DefaultProbabilityTermStructure() : DefaultProbabilityTermStructure
- delta() : BlackCalculator , BlackScholesCalculator
- deltaForward() : BlackCalculator
- density() : OneFactorGaussianStudentCopula , OneFactorStudentGaussianCopula , OneFactorCopula , OneFactorGaussianCopula , OneFactorStudentCopula
- detachmentAmount() : Basket
- detachmentRatio() : Basket
- determinant() : Matrix
- diffusion() : GJRGARCHProcess , ExtendedBlackScholesMertonProcess , EulerDiscretization , LiborForwardModelProcess , GeneralizedBlackScholesProcess , EndEulerDiscretization , EulerDiscretization , G2Process , G2ForwardProcess , GeometricBrownianMotionProcess , HestonProcess , HullWhiteProcess , HullWhiteForwardProcess , Merton76Process , OrnsteinUhlenbeckProcess , SquareRootProcess , StochasticProcessArray , StochasticProcess1D , StochasticProcess
- DigitalCoupon() : DigitalCoupon
- dirtyPrice() : Bond
- dirtyPriceFromZSpread() : Bond
- disableExtrapolation() : Extrapolator
- discount() : LiborForwardModel , OneFactorAffineModel , G2 , YieldTermStructure , AffineModel
- discountCurve() : Forward
- discountFactor() : InterestRate
- discountFunction() : FittedBondDiscountCurve::FittingMethod
- discountImpl() : ForwardRateStructure , ImpliedTermStructure , CompoundForward , InterpolatedDiscountCurve , YieldTermStructure , ZeroYieldStructure
- dividendRho() : BlackCalculator
- DotProduct() : Array
- downsideDeviation() : IncrementalStatistics , GenericRiskStatistics
- downsideVariance() : GenericRiskStatistics , IncrementalStatistics
- drift() : StochasticProcess , G2ForwardProcess , LiborForwardModelProcess , Merton76Process , OrnsteinUhlenbeckProcess , HestonProcess , EulerDiscretization , GeometricBrownianMotionProcess , GeneralizedBlackScholesProcess , StochasticProcessArray , ExtendedBlackScholesMertonProcess , EndEulerDiscretization , EulerDiscretization , HullWhiteForwardProcess , HullWhiteProcess , SquareRootProcess , G2Process , GJRGARCHProcess , StochasticProcess1D , BatesProcess , EndEulerDiscretization
- duration() : CashFlows
- dynamics() : ExtendedCoxIngersollRoss , Vasicek , G2 , TwoFactorModel , HullWhite , CoxIngersollRoss , BlackKarasinski , OneFactorModel