Class Bibor9M: If needed, use the Bibor class with an explicit tenor instead. Deprecated in version 1.35.
Member Bond::yield (Real price, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100, Real guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) const: Use the overload taking a Bond::Price argument instead. Deprecated in version 1.34.
Member BondFunctions::atmRate (const Bond &bond, const YieldTermStructure &discountCurve, Date settlementDate, Real cleanPrice): Use the overload taking a Bond::Price argument instead. Deprecated in version 1.34.
Member BondFunctions::yield (const Bond &bond, Real price, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean): Use the overload taking a Bond::Price argument instead. Deprecated in version 1.34.
Member BondFunctions::yield (const Solver &solver, const Bond &bond, Real price, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Rate guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean): Use the overload taking a Bond::Price argument instead. Deprecated in version 1.34.
Member BondFunctions::zSpread (const Bond &bond, Real cleanPrice, const ext::shared_ptr< YieldTermStructure > &, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0): Use the overload taking a Bond::Price argument instead. Deprecated in version 1.34.
Member CPIBondHelper::cpiBond () const: Do not use; this method is broken and will be removed. Deprecated in version 1.34.
Member CPIBondHelper::cpiBond_: Do not use; this pointer is always null. Deprecated in version 1.34.
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::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 &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::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 (Spread spread): Do not use this method. A spread doesn't make sense for these coupons. 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 Currency::Currency (const std::string &name, const std::string &code, Integer numericCode, const std::string &symbol, const std::string &fractionSymbol, Integer fractionsPerUnit, const Rounding &rounding, const std::string &formatString, const Currency &triangulationCurrency=Currency(), const std::set< std::string > &minorUnitCodes={}): Use the constructor without formatString. Deprecated in version 1.33.
Member Currency::Data::Data (std::string name, std::string code, Integer numericCode, std::string symbol, std::string fractionSymbol, Integer fractionsPerUnit, const Rounding &rounding, Currency triangulationCurrency=Currency(), std::set< std::string > minorUnitCodes={}): Use the constructor without formatString. Deprecated in version 1.33.
Member Currency::format () const: Copy the formatting into your project if you need it. Deprecated in version 1.33.
Member DatedOISRateHelper::DatedOISRateHelper (const Date &startDate, const Date &endDate, const Handle< Quote > &fixedRate, const ext::shared_ptr< OvernightIndex > &overnightIndex, Handle< YieldTermStructure > discountingCurve, bool telescopicValueDates, RateAveraging::Type averagingMethod, Integer paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, const Calendar &paymentCalendar, const Period &forwardStart, Spread overnightSpread=0.0, ext::optional< bool > endOfMonth=ext::nullopt, ext::optional< Frequency > fixedPaymentFrequency=ext::nullopt, const Calendar &fixedCalendar=Calendar()): Use the overload without forward start. Deprecated in version 1.35.
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 Euribor10M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor11M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor2M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor2W: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_10M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_11M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_1M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_1Y: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_2M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_2W: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_3M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_3W: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_4M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_5M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_6M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_7M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_8M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_9M: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor365_SW: If needed, use the Euribor365 class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor3W: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor4M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor5M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor7M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor8M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class Euribor9M: If really needed, use the Euribor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor10M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor11M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor2M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor2W: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor4M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor5M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor7M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor8M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLibor9M: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
Class EURLiborSW: If needed, use the EURLibor class with an explicit tenor instead. Deprecated in version 1.35.
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 FixedRateBondHelper::fixedRateBond () const: Do not use; this method is broken and will be removed. Deprecated in version 1.34.
Member FixedRateBondHelper::fixedRateBond_: Do not use; this pointer is always null. Deprecated in version 1.34.
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 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 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 InflationTermStructure::InflationTermStructure (Natural settlementDays, const Calendar &calendar, Rate baseRate, const Period &observationLag, Frequency frequency, const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}): Use another overload and pass the base date directly instead of using a lag. Deprecated in version 1.34.
Member InflationTermStructure::InflationTermStructure (const Date &referenceDate, Rate baseRate, const Period &observationLag, Frequency frequency, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}): Use another overload and pass the base date directly instead of using a lag. Deprecated in version 1.34.
Member InflationTermStructure::InflationTermStructure (Rate baseRate, const Period &observationLag, Frequency frequency, const DayCounter &dayCounter=DayCounter(), ext::shared_ptr< Seasonality > seasonality={}): Use another overload and pass the base date directly instead of using a lag. Deprecated in version 1.34.
Member InflationTermStructure::setBaseRate (const Rate &r): Do not use; set baseRate_ directly if needed. Deprecated in version 1.34.
Member InflationTermStructure::setSeasonality (): Use the overload taking a pointer and pass an empty one to remove seasonality. Deprecated in version 1.34.
Member InterpolatedYoYInflationCurve< Interpolator >::InterpolatedYoYInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, std::vector< Date > dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator()): Use the other overload and pass the base date directly as the first date in the vector instead of using a lag. Deprecated in version 1.34.
Member InterpolatedYoYInflationCurve< Interpolator >::InterpolatedYoYInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Interpolator &interpolator=Interpolator()): Use the other overload and pass the base date directly instead of using a lag. Deprecated in version 1.34.
Member InterpolatedZeroInflationCurve< Interpolator >::InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, std::vector< Date > dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator()): Use the other overload and pass the base date directly as the first date in the vector instead of using a lag. Deprecated in version 1.34.
Member InterpolatedZeroInflationCurve< Interpolator >::InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Interpolator &interpolator=Interpolator()): Use the other overload and pass the base date directly instead of using a lag. A base rate should not be needed. Deprecated in version 1.34.
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 PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >::PiecewiseYoYInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseYoYRate, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, Real accuracy=1.0e-12, const Interpolator &i=Interpolator()): Use the other overload and pass the base date directly instead of using a lag. Deprecated in version 1.34.
Member PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >::PiecewiseZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, std::vector< ext::shared_ptr< typename Traits::helper > > instruments, Real accuracy=1.0e-12, const Interpolator &i=Interpolator()): Use the other overload and pass the base date directly instead of using a lag. A base rate is not needed. Deprecated in version 1.34.
Member QL_NULL_FUNCTION: To check if a function is empty, use it in a bool context instead of comparing it to QL_NULL_FUNCTION. Deprecated in version 1.32.
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::EuriborSW: Renamed to Euribor1W. Deprecated in version 1.35.
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 RelinkableHandle< T >::RelinkableHandle (T *p, bool registerAsObserver=true): Use one of the constructors taking shared_ptr. Deprecated in version 1.35.
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 Swaption::underlyingSwap () const: Use the Swaption::underlying method instead. Deprecated in version 1.34.
Member SwaptionHelper::underlyingSwap () const: Use the SwaptionHelper::underlying method instead. Deprecated in version 1.34.
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 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.
Member YoYInflationTermStructure::YoYInflationTermStructure (const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const ext::shared_ptr< Seasonality > &seasonality={}): Use another overload and pass the base date directly instead of using a lag. Deprecated in version 1.34.
Member YoYInflationTermStructure::YoYInflationTermStructure (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const ext::shared_ptr< Seasonality > &seasonality={}): Use another overload and pass the base date directly instead of using a lag. Deprecated in version 1.34.
Member YoYInflationTermStructure::YoYInflationTermStructure (Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseYoYRate, const Period &lag, Frequency frequency, bool indexIsInterpolated, const ext::shared_ptr< Seasonality > &seasonality={}): Use another overload and pass the base date directly instead of using a lag. Deprecated in version 1.34.
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 ZeroInflationTermStructure::ZeroInflationTermStructure (const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, const ext::shared_ptr< Seasonality > &seasonality={}): Use another overload and pass the base date directly instead of using a lag. A base rate should not be needed. Deprecated in version 1.34.
Member ZeroInflationTermStructure::ZeroInflationTermStructure (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, const ext::shared_ptr< Seasonality > &seasonality={}): Use another overload and pass the base date directly instead of using a lag. A base rate should not be needed. Deprecated in version 1.34.
Member ZeroInflationTermStructure::ZeroInflationTermStructure (Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, Rate baseZeroRate, const Period &lag, Frequency frequency, const ext::shared_ptr< Seasonality > &seasonality={}): Use another overload and pass the base date directly instead of using a lag. A base rate should not be needed. Deprecated in version 1.34.