- d -

• d() : AbcdAtmVolCurve, AbcdCalibration, AbcdInterpolation, AbcdMathFunction
• D() : AnalyticBarrierEngine, SuoWangDoubleBarrierEngine
• d0() : D0Interpolator
• D0Interpolator() : D0Interpolator
• d1() : AnalyticPartialTimeBarrierOptionEngine, AnalyticTwoAssetBarrierEngine
• d2() : AnalyticPartialTimeBarrierOptionEngine, AnalyticTwoAssetBarrierEngine
• d3() : AnalyticTwoAssetBarrierEngine
• d4() : AnalyticTwoAssetBarrierEngine
• dailyPositions() : EnergySwap
• DailyTenorCHFLibor() : DailyTenorCHFLibor
• DailyTenorEURLibor() : DailyTenorEURLibor
• DailyTenorGBPLibor() : DailyTenorGBPLibor
• DailyTenorJPYLibor() : DailyTenorJPYLibor
• DailyTenorLibor() : DailyTenorLibor
• DailyTenorUSDLibor() : DailyTenorUSDLibor
• DASHCurrency() : DASHCurrency
• Data() : CommodityType::Data, Currency::Data, Data< X, Y >, Data< std::vector< Real >, EmptyArg >
• data() : GeneralStatistics, InterpolatedAffineHazardRateCurve< Interpolator >, InterpolatedDefaultDensityCurve< Interpolator >, InterpolatedDiscountCurve< Interpolator >, InterpolatedForwardCurve< Interpolator >, InterpolatedHazardRateCurve< Interpolator >, InterpolatedSimpleZeroCurve< Interpolator >, InterpolatedSurvivalProbabilityCurve< Interpolator >, InterpolatedYoYInflationCurve< Interpolator >, InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >, InterpolatedZeroCurve< Interpolator >, InterpolatedZeroInflationCurve< Interpolator >
• Data() : PaymentTerm::Data
• data() : PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
• Data() : Region::Data, UnitOfMeasure::Data, UnitOfMeasureConversion::Data
• DataTable() : DataTable< X >, DataTable< Real >
• date() : ASX, Callability, CashFlow, CommodityCashFlow, Coupon
• Date() : Date
• date() : DefaultEvent, DefaultEvent::DefaultSettlement, simple_event, Dividend, ECB, Event, Exercise, IMM, IndexedCashFlow, Schedule, SimpleCashFlow
• dateAt() : Exercise
• DatedOISRateHelper() : DatedOISRateHelper
• dateFromTenor() : CorrelationTermStructure
• DateHelper() : Gaussian1dSwaptionVolatility::DateHelper
• DateInterval() : DateInterval
• DateProxy() : Settings::DateProxy
• dates() : CommodityCurve, Exercise, InterpolatedAffineHazardRateCurve< Interpolator >, InterpolatedDefaultDensityCurve< Interpolator >, InterpolatedDiscountCurve< Interpolator >, InterpolatedForwardCurve< Interpolator >, InterpolatedHazardRateCurve< Interpolator >, InterpolatedSimpleZeroCurve< Interpolator >, InterpolatedSurvivalProbabilityCurve< Interpolator >, InterpolatedYoYInflationCurve< Interpolator >, InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >, InterpolatedZeroCurve< Interpolator >, InterpolatedZeroInflationCurve< Interpolator >, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, Schedule, TimeSeries< T, Container >
• dayCount() : Actual360::Impl, Actual36525::Impl, Actual365Fixed::NL_Impl, Actual366::Impl, Business252::Impl, DayCounter, DayCounter::Impl, OneDayCounter::Impl, SimpleDayCounter::Impl, Thirty360::EU_Impl, Thirty360::ISDA_Impl, Thirty360::ISMA_Impl, Thirty360::IT_Impl, Thirty360::NASD_Impl, Thirty360::US_Impl, Thirty365::Impl
• dayCount1() : FloatFloatSwap
• dayCount2() : FloatFloatSwap
• dayCounter() : AmortizingFixedRateBond, AndreasenHugeLocalVolAdapter, AndreasenHugeVolatilityAdapter, AtmAdjustedSmileSection, AtmSmileSection, BlackVarianceCurve, BlackVarianceSurface, CallableBondConstantVolatility, CapletVarianceCurve, CompositeZeroYieldStructure< BinaryFunction >, Coupon, CPIBond
• DayCounter() : DayCounter
• dayCounter() : EquityTotalReturnSwap, ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface, FactorSpreadedHazardRateCurve, FixedRateBond, FixedRateCoupon, FloatingRateCoupon, Forward, ForwardRateAgreement, ForwardSpreadedTermStructure, HestonBlackVolSurface, ImpliedTermStructure, ImpliedVolTermStructure, InflationCoupon, InterestRate, InterestRateIndex, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, KahaleSmileSection, LocalConstantVol, LocalVolCurve, LocalVolSurface, NthToDefault, OptionletStripper, QuantoTermStructure, SabrVolSurface, SmileSection, SpreadedHazardRateCurve, SpreadedOptionletVolatility, SpreadedSmileSection, SpreadedSwaptionVolatility, StrippedOptionlet, StrippedOptionletBase, SwaptionVolatilityCube, TermStructure, UltimateForwardTermStructure, ZeroCouponInflationSwap, ZeroSpreadedTermStructure
• dayOfMonth() : Date
• dayOfYear() : Date
• days() : Period
• daysBetween() : Date
• daysPerYear() : GJRGARCHProcess
• DecreasingGaussianWalk() : DecreasingGaussianWalk
• DecreasingInertia() : DecreasingInertia
• decrement() : step_iterator< Iterator >
• deepUpdate() : Bond, CapFloor, CappedFlooredCoupon, CompositeInstrument, DigitalCoupon, Observer, StrippedCappedFlooredCoupon, StrippedOptionletAdapter, Swap, Swaption
• defaultCorrelation() : Basket, ConstantLossModel< copulaPolicy >, DefaultLatentModel< copulaPolicy >, DefaultLossModel, RandomLM< derivedRandomLM, copulaPolicy, USNG >
• defaultDensities() : InterpolatedDefaultDensityCurve< Interpolator >
• defaultDensity() : DefaultProbabilityTermStructure
• defaultDensityImpl() : DefaultProbabilityTermStructure, HazardRateStructure, InterpolatedDefaultDensityCurve< Interpolator >, InterpolatedSurvivalProbabilityCurve< Interpolator >, OneFactorAffineSurvivalStructure, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, SurvivalProbabilityStructure
• DefaultDensityStructure() : DefaultDensityStructure
• defaultedBetween() : Issuer
• DefaultEvent() : DefaultEvent
• defaultKey() : Pool
• defaultKeys() : Basket, Pool
• DefaultLatentModel() : DefaultLatentModel< copulaPolicy >
• defaultLegNPV() : CreditDefaultSwap
• DefaultLogCubic() : DefaultLogCubic
• DefaultLogMixedLinearCubic() : DefaultLogMixedLinearCubic
• DefaultLossModel() : DefaultLossModel
• defaultProbability() : DefaultProbabilityTermStructure, Issuer
• DefaultProbabilityTermStructure() : DefaultProbabilityTermStructure
• DefaultProbKey() : DefaultProbKey
• Defaults() : LazyObject::Defaults
• defaultsBetween() : Issuer
• DefaultSettlement() : DefaultEvent::DefaultSettlement
• defaultTS() : RiskyBondEngine
• defaultType() : DefaultEvent, DefaultType
• DefaultType() : DefaultType
• defaultValues() : NoArbSabrSpecs, SABRSpecs, SviSpecs, ZabrSpecs< Evaluation >
• definiteDerivativeCoefficients() : AbcdMathFunction, PolynomialFunction
• definiteIntegral() : AbcdMathFunction, PolynomialFunction
• definiteIntegralCoefficients() : AbcdMathFunction, PolynomialFunction
• deflatedZerobond() : MarkovFunctional
• deflatedZerobondArray() : MarkovFunctional
• deformationSize() : CTSMMCapletCalibration
• degreeFreedom() : CumulativeBehrensFisher
• delta() : AmericanPayoffAtHit, BatesModel, BatesProcess, BlackCalculator, BlackScholesCalculator, DeltaVolQuote, BachelierSpec, Black76Spec, MultiAssetOption, OneAssetOption
• delta1() : MargrabeOption
• delta2() : MargrabeOption
• deltaAt() : FdmBatesSolver, FdmBlackScholesSolver, FdmCIRSolver, FdmHestonHullWhiteSolver, FdmHestonSolver, FdmSimple2dBSSolver
• deltaForward() : BlackCalculator, OneAssetOption
• deltaFromStrike() : BlackDeltaCalculator
• deltaType() : DeltaVolQuote
• DeltaVolQuote() : DeltaVolQuote
• deltaXat() : Fdm2dBlackScholesSolver
• deltaYat() : Fdm2dBlackScholesSolver
• DEMCurrency() : DEMCurrency
• Denmark() : Denmark
• denseSabrParameters() : XabrSwaptionVolatilityCube< Model >
• density() : AtmAdjustedSmileSection, CumulativeBehrensFisher, Distribution, GaussianCopulaPolicy, LatentModel< copulaPolicyImpl >, NoArbSabrModel, NoArbSabrSmileSection, OneFactorCopula, OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, OneFactorStudentGaussianCopula, SmileSection, TCopulaPolicy
• densitydm() : OneFactorCopula
• densityTrancheLoss() : Basket, DefaultLossModel
• DepositRateHelper() : DepositRateHelper
• depth() : Tracing
• der2Rs_derX2() : GFunctionFactory::GFunctionWithShifts
• der2Z_derX2() : GFunctionFactory::GFunctionWithShifts
• derDriftDerLambdaS() : RangeAccrualPricerByBgm
• derDriftDerLambdaT() : RangeAccrualPricerByBgm
• derivative() : AbcdMathFunction, CashFlows::IrrFinder, CumulativeNormalDistribution, AbcdInterpolationImpl< I1, I2 >, BackwardFlatInterpolationImpl< I1, I2 >, ConvexMonotoneImpl< I1, I2 >, CubicInterpolationImpl< I1, I2 >, ForwardFlatInterpolationImpl< I1, I2 >, KernelInterpolationImpl< I1, I2, Kernel >, LagrangeInterpolationImpl< I1, I2 >, LinearFlatInterpolationImpl< I1, I2 >, LinearInterpolationImpl< I1, I2 >, LogInterpolationImpl< I1, I2, Interpolator >, MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >, VannaVolgaInterpolationImpl< I1, I2 >, XABRInterpolationImpl< I1, I2, Model >, Gaussian1dSwaptionVolatility::DateHelper, GaussianKernel, GFunctionFactory::GFunctionWithShifts::ObjectiveFunction, Interpolation, Interpolation::Impl, NormalDistribution, PolynomialFunction, SaddlePointLossModel< CP >::SaddleObjectiveFunction
• derivativeCoefficients() : AbcdMathFunction, PolynomialFunction
• derivativesVolatility() : VolatilityBumpInstrumentJacobian
• derivativeX() : BicubicSpline, BicubicSplineDerivatives, BicubicSplineImpl< I1, I2, M >, Fdm1DimSolver, Fdm2DimSolver
• derivativeXX() : Fdm1DimSolver, Fdm2DimSolver
• derivativeXY() : BicubicSpline, BicubicSplineDerivatives, BicubicSplineImpl< I1, I2, M >, Fdm2DimSolver
• derivativeY() : BicubicSpline, BicubicSplineDerivatives, BicubicSplineImpl< I1, I2, M >, Fdm2DimSolver
• derivativeYY() : Fdm2DimSolver
• DerivedQuote() : DerivedQuote< UnaryFunction >
• derLambdaDerLambdaS() : RangeAccrualPricerByBgm
• derLambdaDerLambdaT() : RangeAccrualPricerByBgm
• derRs_derX() : GFunctionFactory::GFunctionWithShifts
• derZ_derX() : GFunctionFactory::GFunctionWithShifts
• descendant() : BinomialTree< T >, BlackScholesLattice< T >, ExtendedBinomialTree< T >, OneFactorModel::ShortRateTree, TreeLattice2D< Impl, T >, TrinomialTree::Branching, TrinomialTree
• description() : BasketPayoff, CashOrNothingPayoff, DoubleStickyRatchetPayoff, ForwardTypePayoff, GapPayoff, NullPayoff, PathPayoff, Payoff, StrikedTypePayoff, SuperSharePayoff, TypePayoff
• Destr() : Destr
• detachment() : CDO
• detachmentAmount() : Basket
• detachmentRatio() : Basket
• determinant() : Matrix
• diag() : ModTripleBandLinearOp
• diagonal() : Matrix, TridiagonalOperator
• DifferentialEvolution() : DifferentialEvolution
• diffusion() : CoxIngersollRossProcess, EndEulerDiscretization, EulerDiscretization, ExtendedBlackScholesMertonProcess, ExtendedOrnsteinUhlenbeckProcess, ExtOUWithJumpsProcess, G2ForwardProcess, G2Process, GemanRoncoroniProcess, GeneralizedBlackScholesProcess, GeneralizedOrnsteinUhlenbeckProcess, GeometricBrownianMotionProcess, GJRGARCHProcess, GsrProcess, HestonProcess, HestonSLVProcess, HullWhiteForwardProcess, HullWhiteProcess, HybridHestonHullWhiteProcess, JointStochasticProcess, KlugeExtOUProcess, LfmCovarianceParameterization, LfmCovarianceProxy, LfmHullWhiteParameterization, LiborForwardModelProcess, Merton76Process, MfStateProcess, OrnsteinUhlenbeckProcess, PdeBSM, PdeConstantCoeff< PdeClass >, PdeSecondOrderParabolic, SquareRootProcess, StochasticProcess1D, StochasticProcess1D::discretization, StochasticProcess, StochasticProcess::discretization, StochasticProcessArray, VarianceGammaProcess, VegaStressedBlackScholesProcess
• DigitalCmsCoupon() : DigitalCmsCoupon
• DigitalCmsLeg() : DigitalCmsLeg
• DigitalCmsSpreadCoupon() : DigitalCmsSpreadCoupon
• DigitalCmsSpreadLeg() : DigitalCmsSpreadLeg
• DigitalCoupon() : DigitalCoupon
• DigitalIborCoupon() : DigitalIborCoupon
• DigitalIborLeg() : DigitalIborLeg
• DigitalNotionalRisk() : DigitalNotionalRisk
• digitalOptionPrice() : AtmAdjustedSmileSection, NoArbSabrModel, NoArbSabrSmileSection, SmileSection
• DigitalPathPricer() : DigitalPathPricer
• digitalPrice() : RangeAccrualPricerByBgm
• digitalPriceWithoutSmile() : RangeAccrualPricerByBgm
• digitalPriceWithSmile() : RangeAccrualPricerByBgm
• digitalRangePrice() : RangeAccrualPricerByBgm
• DigitalReplication() : DigitalReplication
• dilationFactor() : SABRSpecs, ZabrSpecs< Evaluation >
• dim() : FdmLinearOpLayout, GeneralLinearLeastSquares
• dimension() : Burley2020SobolBrownianBridgeRsg, Burley2020SobolRsg, NoArbSabrSpecs, SABRSpecs, SviSpecs, ZabrSpecs< Evaluation >, FaureRsg, HaltonRsg, InverseCumulativeRsg< USG, IC >, LatticeRsg, RandomizedLDS< LDS, PRS >, RandomSequenceGenerator< RNG >, SobolBrownianBridgeRsg, SobolRsg
• direct() : AbcdCalibration::AbcdParametersTransformation, NoArbSabrSpecs, SABRSpecs, SviSpecs, ZabrSpecs< Evaluation >, ParametersTransformation
• directLookup() : ExchangeRateManager, UnitOfMeasureConversionManager
• DirichletBC() : DirichletBC
• dirtyPrice() : Bond, BondFunctions
• disable() : Tracing
• disableCallability() : CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct
• disableExtrapolation() : Extrapolator
• disableUpdates() : ObservableSettings
• discount() : AffineModel, BlackScholesLattice< T >, FittedBondDiscountCurve::FittingMethod, G2, LiborForwardModel, OneFactorAffineModel, OneFactorModel::ShortRateTree, PdeBSM, PdeConstantCoeff< PdeClass >, PdeSecondOrderParabolic, TwoFactorModel::ShortRateTree, YieldTermStructure
• discountBond() : AffineModel, G2, LiborForwardModel, LiborForwardModelProcess, OneFactorAffineModel
• discountBondOption() : AffineModel, CoxIngersollRoss, ExtendedCoxIngersollRoss, G2, GeneralizedHullWhite, HullWhite, LiborForwardModel, Vasicek
• discountCurve() : DiscountingBondEngine, DiscountingSwapEngine, Forward, ForwardRateAgreement, MonteCarloCatBondEngine
• discountedAmount() : CommodityCashFlow
• discountedPaymentAmount() : CommodityCashFlow
• discountFactor() : CommodityCashFlow, FFTEngine, FFTVanillaEngine, FFTVarianceGammaEngine, InterestRate
• discountFunction() : CubicBSplinesFitting, ExponentialSplinesFitting, FittedBondDiscountCurve::FittingMethod, NelsonSiegelFitting, SimplePolynomialFitting, SpreadFittingMethod, SvenssonFitting
• discountImpl() : FdmAffineModelTermStructure, FittedBondDiscountCurve, FlatForward, ForwardRateStructure, ImpliedTermStructure, InterpolatedDiscountCurve< Interpolator >, InterpolatedSimpleZeroCurve< Interpolator >, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, YieldTermStructure, ZeroYieldStructure
• DiscountingBondEngine() : DiscountingBondEngine
• discountingCurve() : Gaussian1dFloatFloatSwaptionEngine
• DiscountingSwapEngine() : DiscountingSwapEngine
• discountingTermStructure() : SwapIndex
• discountRatio() : CMSwapCurveState, CoterminalSwapCurveState, CurveState, LMMCurveState
• discounts() : InterpolatedDiscountCurve< Interpolator >
• discrepancy() : DiscrepancyStatistics
• DiscrepancyStatistics() : DiscrepancyStatistics
• DiscreteAveragingAsianOption() : DiscreteAveragingAsianOption
• discreteSimpson() : AnalyticHestonEngine::Integration
• DiscreteSimpsonIntegrator() : DiscreteSimpsonIntegrator
• discreteTrapezoid() : AnalyticHestonEngine::Integration
• DiscreteTrapezoidIntegrator() : DiscreteTrapezoidIntegrator
• discretization() : HybridHestonHullWhiteProcess
• DiscretizedAsset() : DiscretizedAsset
• DiscretizedBarrierOption() : DiscretizedBarrierOption
• DiscretizedCallableFixedRateBond() : DiscretizedCallableFixedRateBond
• DiscretizedCapFloor() : DiscretizedCapFloor
• DiscretizedConvertible() : DiscretizedConvertible
• DiscretizedDermanKaniBarrierOption() : DiscretizedDermanKaniBarrierOption
• DiscretizedDermanKaniDoubleBarrierOption() : DiscretizedDermanKaniDoubleBarrierOption
• DiscretizedDiscountBond() : DiscretizedDiscountBond
• DiscretizedDoubleBarrierOption() : DiscretizedDoubleBarrierOption
• DiscretizedOption() : DiscretizedOption
• DiscretizedSwap() : DiscretizedSwap
• DiscretizedSwaption() : DiscretizedSwaption
• DiscretizedVanillaOption() : DiscretizedVanillaOption
• discriminant() : quadratic
• displacement() : BlackCapFloorEngine, CapletVarianceCurve, ConstantOptionletVolatility, OptionletStripper, OptionletVolatilityStructure, SpreadedOptionletVolatility, StrippedOptionlet, StrippedOptionletAdapter, StrippedOptionletBase, YoYOptionletVolatilitySurface
• displacements() : AbcdVol, CotSwapToFwdAdapter, CTSMMCapletCalibration, FlatVol, FwdPeriodAdapter, FwdToCotSwapAdapter, MarketModel, PseudoRootFacade
• distance() : FireflyAlgorithm::Intensity
• distance_to() : step_iterator< Iterator >
• Distribution() : Distribution
• distributionParams() : BSMRNDCalculator
• DistributionRandomWalk() : DistributionRandomWalk< Distribution >
• Dividend() : Dividend
• dividendAdjustment() : EscrowedDividendAdjustment
• dividendDates() : FdmDividendHandler
• dividendDiscount() : AnalyticBarrierEngine, AnalyticComplexChooserEngine, AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDoubleBarrierEngine, AnalyticHolderExtensibleOptionEngine, AnalyticPartialTimeBarrierOptionEngine, SuoWangDoubleBarrierEngine
• dividendDiscountDaughter() : AnalyticCompoundOptionEngine
• dividendDiscountMother() : AnalyticCompoundOptionEngine
• dividendDiscountMotherDaughter() : AnalyticCompoundOptionEngine
• dividendRateDaughter() : AnalyticCompoundOptionEngine
• dividendRho() : BlackCalculator, MultiAssetOption, OneAssetOption
• dividends() : BinomialConvertibleEngine< T >, FdmDividendHandler
• dividendTimes() : FdmDividendHandler
• dividendValues() : DiscretizedConvertible
• dividendYield() : AnalyticBarrierEngine, AnalyticComplexChooserEngine, AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDoubleBarrierEngine, AnalyticHolderExtensibleOptionEngine, AnalyticPartialTimeBarrierOptionEngine, EscrowedDividendAdjustment, FFTEngine, FFTVanillaEngine, FFTVarianceGammaEngine, GeneralizedBlackScholesProcess, GJRGARCHProcess, HestonProcess, HestonSLVProcess, Merton76Process, PiecewiseTimeDependentHestonModel, SuoWangDoubleBarrierEngine, VarianceGammaProcess
• dividendYield1() : AnalyticTwoAssetBarrierEngine
• dividendYield2() : AnalyticTwoAssetBarrierEngine
• DKKCurrency() : DKKCurrency
• DKKLibor() : DKKLibor
• dm() : OneFactorCopula
• dMinus() : AnalyticCompoundOptionEngine
• DMinus() : DMinus
• dminus() : Fdm1dMesher, FdmMesher, FdmMesherComposite, UniformGridMesher
• dMinusTau12() : AnalyticCompoundOptionEngine
• doCalculation() : AnalyticHestonEngine
• doesIntersect() : VegaBumpCluster
• DoOneSubStep() : SquareRootAndersen
• DotProduct() : Array
• DoubleBarrierOption() : DoubleBarrierOption
• DoubleBarrierPathPricer() : DoubleBarrierPathPricer
• DoubleStickyRatchetPayoff() : DoubleStickyRatchetPayoff
• Douglas() : FdmSchemeDesc
• DouglasScheme() : DouglasScheme
• down() : Tracing
• DownRounding() : DownRounding
• downsideDeviation() : GenericRiskStatistics< S >, GenericSequenceStatistics< StatisticsType >, IncrementalStatistics
• downsideSamples() : IncrementalStatistics
• downsideVariance() : GenericRiskStatistics< S >, GenericSequenceStatistics< StatisticsType >, IncrementalStatistics
• downsideWeightSum() : IncrementalStatistics
• dPlus() : AnalyticCompoundOptionEngine
• DPlus() : DPlus
• dplus() : Fdm1dMesher, FdmMesher, FdmMesherComposite, UniformGridMesher
• DPlusDMinus() : DPlusDMinus
• dPlusTau12() : AnalyticCompoundOptionEngine
• drift() : BatesProcess, CoxIngersollRossProcess, EndEulerDiscretization, EulerDiscretization, ExtendedBlackScholesMertonProcess, ExtendedOrnsteinUhlenbeckProcess, ExtOUWithJumpsProcess, G2ForwardProcess, G2Process, GemanRoncoroniProcess, GeneralizedBlackScholesProcess, GeneralizedOrnsteinUhlenbeckProcess, GeometricBrownianMotionProcess, GJRGARCHProcess, GsrProcess, HestonProcess, HestonSLVProcess, HullWhiteForwardProcess, HullWhiteProcess, HybridHestonHullWhiteProcess, JointStochasticProcess, KlugeExtOUProcess, LiborForwardModelProcess, Merton76Process, MfStateProcess, OrnsteinUhlenbeckProcess, PdeBSM, PdeConstantCoeff< PdeClass >, PdeSecondOrderParabolic, RangeAccrualPricerByBgm, SquareRootProcess, StochasticProcess1D::discretization, StochasticProcess1D, StochasticProcess::discretization, StochasticProcess, StochasticProcessArray, VarianceGammaProcess
• driftsOverPeriod() : RangeAccrualPricerByBgm
• driftStep() : ExtendedBinomialTree< T >
• Dslice() : KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D >
• dt() : BlackScholesLattice< T >, OvernightIndexedCoupon, SubPeriodsCoupon, TimeGrid
• duration() : BondFunctions, CashFlows, RendistatoCalculator
• durations() : RendistatoCalculator
• dx() : Distribution, TransformedGrid, TrinomialTree
• dxArray() : TransformedGrid
• dxm() : TransformedGrid
• dxmArray() : TransformedGrid
• dxp() : TransformedGrid
• dxpArray() : TransformedGrid
• dxStep() : ExtendedCoxRossRubinstein, ExtendedEqualJumpsBinomialTree< T >, ExtendedTrigeorgis
• dynamics() : BlackKarasinski
• Dynamics() : BlackKarasinski::Dynamics
• dynamics() : CoxIngersollRoss
• Dynamics() : CoxIngersollRoss::Dynamics
• dynamics() : ExtendedCoxIngersollRoss
• Dynamics() : ExtendedCoxIngersollRoss::Dynamics
• dynamics() : G2
• Dynamics() : G2::Dynamics
• dynamics() : GeneralizedHullWhite
• Dynamics() : GeneralizedHullWhite::Dynamics
• dynamics() : HullWhite
• Dynamics() : HullWhite::Dynamics
• dynamics() : OneFactorModel, TwoFactorModel, Vasicek
• Dynamics() : Vasicek::Dynamics
• DynProgVPPIntrinsicValueEngine() : DynProgVPPIntrinsicValueEngine
• DZero() : DZero