QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Deprecated Features
Member AbcdMathFunction::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member AbcdMathFunction::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member AbcdSquared::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member AbcdSquared::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member AliMikhailHaqCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member AliMikhailHaqCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member AliMikhailHaqCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member AnalyticDividendEuropeanEngine::AnalyticDividendEuropeanEngine (ext::shared_ptr< GeneralizedBlackScholesProcess > process)
Use the other constructor instead and pass the dividends to the engine. Deprecated in version 1.30.
Member AUCPI::AUCPI (Frequency frequency, bool revised, bool interpolated, const Handle< ZeroInflationTermStructure > &ts={})
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.
Member BinomialDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member BinomialDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CappedFlooredYoYInflationCoupon::setCommon (Rate cap, Rate floor)
Do not use this method and rely on its being called by the constructor of the base class. If you have overridden it, move the code to the constructor of your derived class. Deprecated in version 1.30.
Member CashFlows::npvbps (const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate, Date npvDate, Real &npv, Real &bps)
Use the overload returning a pair of Reals. Deprecated in version 1.29.
Member ClaytonCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member ClaytonCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member ClaytonCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CPICoupon::CPICoupon (Real baseCPI, const Date &baseDate, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, Spread spread, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date())
Use one of the constructors without spread. Deprecated in version 1.31.
Member CPICoupon::CPICoupon (const Date &baseDate, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, Spread spread, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date())
Use one of the constructors without spread. Deprecated in version 1.31.
Member CPICoupon::CPICoupon (Real baseCPI, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, Spread spread, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date())
Use one of the constructors without spread. Deprecated in version 1.31.
Member CPICoupon::spread () const
Do not use this method. A spread doesn't make sense for this coupon. Deprecated in version 1.31.
Member CPICoupon::spread_
Don't use this data member. A spread doesn't make sense for this coupon. Deprecated in version 1.31.
Member CPICouponPricer::adjustedFixing (Rate fixing=Null< Rate >()) const
Don't use this method. In derived classes, override accruedRate. Deprecated in version 1.31.
Member CPICouponPricer::spread_
Don't use this data member. A spread doesn't make sense for this coupon. Deprecated in version 1.31.
Member CPILeg::withSpreads (const std::vector< Spread > &spreads)
Do not use this method. A spread doesn't make sense for these coupons. Deprecated in version 1.31.
Member CPILeg::withSpreads (Spread spread)
Do not use this method. A spread doesn't make sense for these coupons. Deprecated in version 1.31.
Member CumulativeBehrensFisher::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeBehrensFisher::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeBinomialDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeBinomialDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeChiSquareDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeChiSquareDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeGammaDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeGammaDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeNormalDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeNormalDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativePoissonDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativePoissonDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeStudentDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member CumulativeStudentDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member DigitalCmsLeg::withReplication ()
Use the overload that passes a replication instead. Deprecated in version 1.32.
Member DigitalCmsSpreadLeg::withReplication ()
Use the overload that passes a replication instead. Deprecated in version 1.32.
Member DigitalIborLeg::withReplication ()
Use the overload that passes a replication instead. Deprecated in version 1.32.
Class DividendBarrierOption
Use BarrierOption instead and pass the dividends to the desired engine. Deprecated in version 1.30.
Class DividendVanillaOption
Use VanillaOption instead and pass the dividends to the desired engine. Deprecated in version 1.30.
Member earlier_than< CashFlow >::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member earlier_than< CashFlow >::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member earlier_than< CashFlow >::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member earlier_than< ext::shared_ptr< T > >::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member earlier_than< ext::shared_ptr< T > >::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member earlier_than< ext::shared_ptr< T > >::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member ErrorFunction::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member ErrorFunction::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member EUHICP::EUHICP (bool interpolated, const Handle< ZeroInflationTermStructure > &ts={})
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.
Member EUHICPXT::EUHICPXT (bool interpolated, const Handle< ZeroInflationTermStructure > &ts={})
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.
Member FarlieGumbelMorgensternCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member FarlieGumbelMorgensternCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member FarlieGumbelMorgensternCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Class FDMultiPeriodEngine< Scheme >
Use the new finite-differences framework instead. Deprecated in version 1.32.
Class FDVanillaEngine
Use the new finite-differences framework instead. Deprecated in version 1.32.
Class FixedRateBondForward
Use BondForward instead.
Member ForwardRateAgreement::ForwardRateAgreement (const Date &valueDate, const Date &maturityDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, const ext::shared_ptr< IborIndex > &index, Handle< YieldTermStructure > discountCurve={}, bool useIndexedCoupon=true)
Use one of the other constructors. Deprecated in version 1.31.
Member ForwardRateAgreement::ForwardRateAgreement (const Date &valueDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, const ext::shared_ptr< IborIndex > &index, Handle< YieldTermStructure > discountCurve={})
Use one of the other constructors. Deprecated in version 1.31.
Member FrankCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member FrankCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member FrankCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member FRHICP::FRHICP (bool interpolated, const Handle< ZeroInflationTermStructure > &ts={})
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.
Member GalambosCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member GalambosCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member GalambosCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member GammaFunction::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member GammaFunction::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member Garch11::const_iterator
Use auto or time_series::const_iterator instead. Deprecated in version 1.31.
Member Garch11::const_value_iterator
If needed, use auto or time_series::const_value_iterator. Prefer time_series::const_iterator instead. Deprecated in version 1.31.
Member GaussianCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member GaussianCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member GaussianCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member GenericCPI::GenericCPI (Frequency frequency, bool revised, bool interpolated, const Period &lag, const Currency &ccy, const Handle< ZeroInflationTermStructure > &ts={})
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.
Member GumbelCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member GumbelCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member GumbelCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member HuslerReissCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member HuslerReissCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member HuslerReissCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member IndependentCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member IndependentCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member IndependentCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InflationCouponPricer::rateCurve_
Don't use this data member. If you need it, provide it in your derived class. Deprecated in version 1.29.
Member InflationIndex::InflationIndex (std::string familyName, Region region, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, Currency currency)
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.
Member InflationIndex::interpolated () const
Don't use this method. Indexes should only be asked monthly fixings (by convention, on the first of the month); interpolation is delegated to coupons. Deprecated in version 1.29.
Member InflationIndex::interpolated_
Don't use this data member. Indexes should only be asked monthly fixings (by convention, on the first of the month); interpolation is delegated to coupons. Deprecated in version 1.29.
Member Interpolation2D::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member Interpolation2D::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member Interpolation2D::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member Interpolation::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member Interpolation::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InverseCumulativeBehrensFisher::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InverseCumulativeBehrensFisher::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InverseCumulativeNormal::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InverseCumulativeNormal::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InverseCumulativePoisson::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InverseCumulativePoisson::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InverseCumulativeStudent::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InverseCumulativeStudent::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InverseNonCentralCumulativeChiSquareDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member InverseNonCentralCumulativeChiSquareDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member LinearFct< Container >::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member LinearFct< Container >::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MaddockCumulativeNormal::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MaddockCumulativeNormal::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MaddockInverseCumulativeNormal::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MaddockInverseCumulativeNormal::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MarshallOlkinCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MarshallOlkinCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MarshallOlkinCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MaxCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MaxCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MaxCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MinCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MinCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MinCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MoroInverseCumulativeNormal::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member MoroInverseCumulativeNormal::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member multiplyV::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member NonCentralCumulativeChiSquareDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member NonCentralCumulativeChiSquareDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member NonCentralCumulativeChiSquareSankaranApprox::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member NonCentralCumulativeChiSquareSankaranApprox::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member NormalDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member NormalDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member NumericalDifferentiation::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member NumericalDifferentiation::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member NumericHaganPricer::Function::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member NumericHaganPricer::Function::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Class ParallelEvolver< Evolver >
Use the new finite-differences framework instead. Deprecated in version 1.32.
Class ParallelEvolverTraits< traits >
Use the new finite-differences framework instead. Deprecated in version 1.32.
Member PathPricer< PathType, ValueType >::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member Payoff::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member Payoff::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member PlackettCopula::first_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member PlackettCopula::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member PlackettCopula::second_argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member PoissonDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member PoissonDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member PolynomialFunction::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member PolynomialFunction::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member QuantLib::BlackVanillaOptionPricer
Renamed to MarketQuotedOptionPricer. Deprecated in version 1.31.
Member QuantLib::BSMTermOperator
Use the new finite-differences framework instead. Deprecated in version 1.32.
Member QuantLib::SampledCurveSet
Use the new finite-differences framework instead. Deprecated in version 1.32.
Member QuantLib::StandardFiniteDifferenceModel
Define your typedef if needed. Deprecated in version 1.32.
Member QuantLib::StandardStepCondition
Define your typedef if needed. Deprecated in version 1.32.
Member QuantLib::StandardSystemFiniteDifferenceModel
Define your typedef if needed. Deprecated in version 1.32.
Member QuantLib::SwaptionVolCube1
Renamed to SabrSwaptionVolatilityCube. Deprecated in version 1.30.
Member QuantLib::SwaptionVolCube1a
Renamed to NoArbSabrSwaptionVolatilityCube. Deprecated in version 1.30.
Member QuantLib::SwaptionVolCube1x
Renamed to XabrSwaptionVolatilityCube. Deprecated in version 1.30.
Member QuantLib::SwaptionVolCube2
Renamed to InterpolatedSwaptionVolatilityCube. Deprecated in version 1.30.
Member QuantLib::ThreadKey
This typedef is obsolete. Do not use it. Deprecated in version 1.29.
Class SampledCurve
Use the new finite-differences framework instead. Deprecated in version 1.32.
Member step_iterator< Iterator >::advance (typename std::iterator_traits< Iterator >::difference_type n)
This class no longer inherits from boost::iterator_adaptor`. Deprecated in version 1.31.
Member step_iterator< Iterator >::base () const
This class no longer inherits from boost::iterator_adaptor`. Deprecated in version 1.31.
Member step_iterator< Iterator >::decrement ()
This class no longer inherits from boost::iterator_adaptor`. Deprecated in version 1.31.
Member step_iterator< Iterator >::distance_to (const step_iterator &i) const
This class no longer inherits from boost::iterator_adaptor`. Deprecated in version 1.31.
Member step_iterator< Iterator >::increment ()
This class no longer inherits from boost::iterator_adaptor`. Deprecated in version 1.31.
Class StepConditionSet< array_type >
Use the new finite-differences framework instead. Deprecated in version 1.32.
Member StochasticCollocationInvCDF::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member StochasticCollocationInvCDF::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member StudentDistribution::argument_type
Use auto or decltype instead. Deprecated in version 1.29.
Member StudentDistribution::result_type
Use auto or decltype instead. Deprecated in version 1.29.
Member TimeSeries< T, Container >::cbegin_time () const
Use cbegin instead and access the first data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::cbegin_values () const
Use cbegin instead and access the second data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::cend_time () const
Use cend instead and access the first data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::cend_values () const
Use cend instead and access the second data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::const_reverse_time_iterator
Use const_reverse_iterator instead and access the first data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::const_reverse_value_iterator
Use const_reverse_iterator instead and access the second data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::const_time_iterator
Use const_iterator instead and access the first data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::const_value_iterator
Use const_iterator instead and access the second data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::crbegin_time () const
Use crbegin instead and access the first data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::crbegin_values () const
Use crbegin instead and access the second data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::crend_time () const
Use crend instead and access the first data member. Deprecated in version 1.31.
Member TimeSeries< T, Container >::crend_values () const
Use crend instead and access the second data member. Deprecated in version 1.31.
Member UKRPI::UKRPI (bool interpolated, const Handle< ZeroInflationTermStructure > &ts={})
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.
Member USCPI::USCPI (bool interpolated, const Handle< ZeroInflationTermStructure > &ts={})
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.
Member YoYInflationIndex::YoYInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency &currency, Handle< YoYInflationTermStructure > ts={})
Use one of the other constructors instead. Deprecated in version 1.31.
Class YYAUCPIr
Pass the AUCPI index to YoYInflationIndex instead. Deprecated in version 1.31.
Class YYEUHICPr
Pass the EUHICP index to YoYInflationIndex instead. Deprecated in version 1.31.
Class YYFRHICPr
Pass the FRHICP index to YoYInflationIndex instead. Deprecated in version 1.31.
Class YYGenericCPIr
Pass a zero-inflation index to YoYInflationIndex instead. Deprecated in version 1.31.
Class YYUKRPIr
Pass the UKRPI index to YoYInflationIndex instead. Deprecated in version 1.31.
Class YYUSCPIr
Pass the USCPI index to YoYInflationIndex instead. Deprecated in version 1.31.
Class YYZACPIr
Pass the ZACPI index to YoYInflationIndex instead. Deprecated in version 1.31.
Member ZACPI::ZACPI (bool interpolated, const Handle< ZeroInflationTermStructure > &ts={})
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.
Member ZeroInflationIndex::ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency &currency, Handle< ZeroInflationTermStructure > ts={})
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.