- d -

d : formatted_date_holder, iso_date_holder, long_date_holder, long_weekday_holder, short_date_holder, short_weekday_holder, shortest_weekday_holder
d0_ : NinePointLinearOp
D1_ : AmericanPayoffAtExpiry, AmericanPayoffAtHit
d1_ : BlackCalculator, InverseCumulativeNormal, NinePointLinearOp
D2_ : AmericanPayoffAtExpiry, AmericanPayoffAtHit
d2_ : BlackCalculator, n_cubic_spline< X >, n_cubic_splint< X >, InverseCumulativeNormal, MultiCubicSpline< i >
d3_ : InverseCumulativeNormal
d4_ : InverseCumulativeNormal
d_ : Abcd, AbcdCalibration, AbcdMathFunction, AbcdCoeffHolder, n_cubic_spline< X >, n_cubic_splint< X >, GemanRoncoroniProcess, InverseCumulativeStudent, MultiCubicSpline< i >, PiecewiseConstantAbcdVariance, SquareRootProcessRNDCalculator, TqrEigenDecomposition
da_ : AbcdMathFunction, Cubic, CubicInterpolationImpl< I1, I2 >, LogCubic, LogMixedLinearCubic, MixedLinearCubic
dabcd_ : AbcdMathFunction
dailyPositions_ : EnergySwap
DalphaDd1_ : AmericanPayoffAtHit, BlackCalculator
dampingSteps : FdmSolverDesc
dampingSteps_ : Fd2dBlackScholesVanillaEngine, FdBatesVanillaEngine, FdBlackScholesBarrierEngine, FdBlackScholesRebateEngine, FdBlackScholesShoutEngine, FdBlackScholesVanillaEngine, FdCEVVanillaEngine, FdCIRVanillaEngine, FdG2SwaptionEngine, FdHestonBarrierEngine, FdHestonDoubleBarrierEngine, FdHestonHullWhiteVanillaEngine, FdHestonRebateEngine, FdHestonVanillaEngine, FdHullWhiteSwaptionEngine, FdOrnsteinUhlenbeckVanillaEngine, FdSabrVanillaEngine, MakeFdBlackScholesVanillaEngine, MakeFdCIRVanillaEngine, MakeFdHestonVanillaEngine
data_ : Array, CommodityCurve, CommodityType, Currency, ExchangeRateManager, Histogram, IndexManager, InterpolatedCurve< Interpolator >, Matrix, NormalCLVModel::MappingFunction, PaymentTerm, Pool, Region, UnitOfMeasure, UnitOfMeasureConversion, UnitOfMeasureConversionManager
data_table_ : DataTable< X >, DataTable< Real >
dataSizeAdjustment : ConvexMonotone
date : EnergyDailyPosition
date_ : Callability, CommodityCashFlow, simple_event, Dividend, SaddlePointLossModel< CP >::SaddlePercObjFunction, SimpleCashFlow
dates_ : CommodityCurve, Exercise, InterpolatedAffineHazardRateCurve< Interpolator >, InterpolatedDefaultDensityCurve< Interpolator >, InterpolatedDiscountCurve< Interpolator >, InterpolatedForwardCurve< Interpolator >, InterpolatedHazardRateCurve< Interpolator >, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, InterpolatedSimpleZeroCurve< Interpolator >, InterpolatedSurvivalProbabilityCurve< Interpolator >, InterpolatedYoYInflationCurve< Interpolator >, InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >, InterpolatedZeroCurve< Interpolator >, InterpolatedZeroInflationCurve< Interpolator >, Schedule
daughterExercise : CompoundOption::arguments
daughterExercise_ : CompoundOption
daughterPayoff : CompoundOption::arguments
daughterPayoff_ : CompoundOption
dayCount1_ : FloatFloatSwap
dayCount2_ : FloatFloatSwap
dayCount_ : BetaRiskSimulation
dayCounter : SyntheticCDO::arguments
dayCounter_ : AmortizingFixedRateBond, BlackVarianceCurve, BlackVarianceSurface, CallableBondConstantVolatility, CashFlows::IrrFinder, CDO, CdsHelper, CPIBond, EquityTotalReturnSwap, ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface, FixedRateBond, FloatingRateCoupon, Forward, ForwardRateAgreement, GridModelLocalVolSurface, InflationCoupon, InterestRateIndex, LocalConstantVol, MakeCreditDefaultSwap, MakeYoYInflationCapFloor, NthToDefault, SyntheticCDO, TermStructure, YearOnYearInflationSwapHelper, ZeroCouponInflationSwap, ZeroCouponInflationSwapHelper
dayFromRef : simEvent< RandomDefaultLM< copulaPolicy, USNG > >, simEvent< RandomLossLM< copulaPolicy, USNG > >
daysPerYear_ : GJRGARCHProcess
db_ : AbcdMathFunction
DbetaDd2_ : AmericanPayoffAtHit, BlackCalculator
dc1 : AdaptiveRungeKutta< T >
dc3 : AdaptiveRungeKutta< T >
dc4 : AdaptiveRungeKutta< T >
dc5 : AdaptiveRungeKutta< T >
dc6 : AdaptiveRungeKutta< T >
dc_ : FuturesConvAdjustmentQuote, GsrProcess, InterestRate, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, OptionletStripper2, SmileSection, StrippedOptionlet, ZeroSpreadedTermStructure
dDiscount_ : BlackDeltaCalculator, VannaVolgaInterpolationImpl< I1, I2 >, VannaVolga
ddiscr_ : DiscrepancyStatistics
decoratedInterp_ : FlatExtrapolator2D::FlatExtrapolator2DImpl
defaultBounds_ : LinearTsrPricer::Settings
defaultClubs_ : ClubsTopology
defaultDate_ : DefaultEvent
defaultedAmount_ : FailureToPayEvent
defaultKeys_ : Pool, RandomDefaultModel
defaultLegNPV : CreditDefaultSwap::results
defaultLegNPV_ : CreditDefaultSwap
defaultLowerBound : LinearTsrPricer
defaultTS_ : CounterpartyAdjSwapEngine, RiskyAssetSwap, RiskyBondEngine
defaultUpperBound : LinearTsrPricer
deferredObservers_ : ObservableSettings
deflatorAndDerivatives_ : PathwiseAccountingEngine, PathwiseVegasAccountingEngine, PathwiseVegasOuterAccountingEngine
deformationSize_ : CTSMMCapletCalibration
defSettlement_ : DefaultEvent
defTypes_ : DefaultType
degFreedom_ : PolarStudentTRng< URNG >
degreesFreedom_ : CumulativeBehrensFisher
delivery_ : MakeSwaption
delta : Greeks
delta0_ : DecreasingGaussianWalk
delta1 : MargrabeOption::results
delta1_ : MargrabeOption
delta2 : MargrabeOption::results
delta2_ : MargrabeOption
delta_ : BasketGeneratingEngine::MatchHelper, BatesProcess, BlackDeltaPremiumAdjustedSolverClass, CEVCalculator, CEVRNDCalculator, DeltaVolQuote, DistributionRandomWalk< Distribution >, FdmBatesOp, FdmBatesOp::IntegroIntegrand, GemanRoncoroniProcess, GFunctionFactory::GFunctionExactYield, GFunctionFactory::GFunctionStandard, HomogeneousPoolLossModel< copulaPolicy >, InhomogeneousPoolLossModel< copulaPolicy >, MultiAssetOption, OneAssetOption
delta_h_ : RichardsonExtrapolation
deltaForward : MoreGreeks
deltaForward_ : OneAssetOption
deltaType_ : DeltaVolQuote
denominator_ : NormalDistribution
denseParameters_ : XabrSwaptionVolatilityCube< Model >
denseSabrParameters_ : CmsMarketCalibration
density_ : Distribution, GaussianCopulaPolicy, OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, OneFactorStudentGaussianCopula
depth_ : Tracing
derC_ : PolynomialFunction
derivative_ : GFunctionFactory::GFunctionWithShifts::ObjectiveFunction
derivatives_ : VolatilityBumpInstrumentJacobian
derivativesProducer_ : OrthogonalizedBumpFinder
derNormalizationFactor_ : NormalDistribution
detach_ : HomogeneousPoolLossModel< copulaPolicy >, InhomogeneousPoolLossModel< copulaPolicy >
detachAmount_ : BinomialLossModel< LLM >, HomogeneousPoolLossModel< copulaPolicy >, InhomogeneousPoolLossModel< copulaPolicy >, RecursiveLossModel< copulaPolicy >
detachment_ : CDO
detachmentAmount_ : Basket
detachmentRatio_ : Basket
detachRatio_ : BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >, SaddlePointLossModel< CP >
detail : PricingError
df_ : CumulativeChiSquareDistribution
dF_ : LongstaffSchwartzMultiPathPricer, LongstaffSchwartzPathPricer< PathType >
df_ : NonCentralCumulativeChiSquareDistribution, NonCentralCumulativeChiSquareSankaranApprox, SquareRootProcessRNDCalculator
dffMap_ : FdmSabrOp
diacplusbcc_ : AbcdMathFunction
diag_ : TripleBandLinearOp
diagonal_ : SymmetricSchurDecomposition, TridiagonalOperator
dibc_ : AbcdMathFunction
diffProcess_ : BarrierPathPricer, DigitalPathPricer
diffusion_ : LfmHullWhiteParameterization, PdeConstantCoeff< PdeClass >
diffWeights_ : ProxyGreekEngine
digit_ : Rounding
digitalGap_ : MarkovFunctional::ModelSettings
digitalsAdjustmentFactors_ : MarkovFunctional::ModelOutputs
dim_ : FdmLinearOpIterator, FdmLinearOpLayout, IsotropicRandomWalk< Distribution, Engine >
dimension_ : GaussianQuadMultidimIntegrator, GenericSequenceStatistics< StatisticsType >, InverseCumulativeRsg< USG, IC >, OrthogonalProjections, PathGenerator< GSG >, RandomizedLDS< LDS, PRS >
dimensionality_ : Burley2020SobolRsg, FaureRsg, HaltonRsg, LatticeRsg, RandomSequenceGenerator< RNG >, SobolRsg
direction1_ : FdmG2Op
direction2_ : FdmG2Op
direction_ : FdmAffineModelSwapInnerValue< ModelType >, FdmBlackScholesFwdOp, FdmBlackScholesOp, FdmCellAveragingInnerValue, FdmCEVOp, FdmEscrowedLogInnerValueCalculator, FdmExpExtOUInnerValueCalculator, FdmExtendedOrnsteinUhlenbeckOp, FdmHullWhiteOp, FdmLocalVolFwdOp, FdmOrnsteinUhlenbeckOp, FdmShoutLogInnerValueCalculator, FdmSquareRootFwdOp, TripleBandLinearOp
directionIntegers_ : Burley2020SobolRsg, SobolRsg
dirty_ : MarkovFunctional::ModelOutputs
discount_ : AmericanPayoffAtExpiry, AmericanPayoffAtHit, ArithmeticAPOHestonPathPricer, ArithmeticAPOPathPricer, ArithmeticASOPathPricer, BlackCalculator, BlackIborCouponPricer, BlackScholesLattice< T >, CPICouponPricer, EuropeanGJRGARCHPathPricer, EuropeanHestonPathPricer, EuropeanMultiPathPricer, EuropeanPathPricer, EverestMultiPathPricer, ForwardEuropeanBSPathPricer, ForwardEuropeanHestonPathPricer, GeometricAPOHestonPathPricer, GeometricAPOPathPricer, HaganPricer, HimalayaMultiPathPricer, LognormalCmsSpreadPricer, OptionletStripper, PagodaMultiPathPricer, PdeConstantCoeff< PdeClass >, RangeAccrualPricer, SwapIndex, YoYInflationCouponPricer
discountAtStart_ : GFunctionFactory::GFunctionWithShifts
discountCurve_ : AnalyticCEVEngine, AnalyticEuropeanEngine, BachelierCapFloorEngine, BasketGeneratingEngine, BlackCallableFixedRateBondEngine, BlackCapFloorEngine, CdsHelper, CounterpartyAdjSwapEngine, BlackStyleSwaptionEngine< Spec >, DiscountingBondEngine, DiscountingSwapEngine, FdCEVVanillaEngine, Forward, ForwardRateAgreement, Gaussian1dCapFloorEngine, Gaussian1dFloatFloatSwaptionEngine, Gaussian1dNonstandardSwaptionEngine, Gaussian1dSwaptionEngine, IntegralCDOEngine, IntegralCdsEngine, IntegralNtdEngine, IsdaCdsEngine, LfmSwaptionEngine, LinearTsrPricer, MidPointCDOEngine, MidPointCdsEngine, MonteCarloCatBondEngine, RendistatoCalculator, TenorSwaptionVTS
discountCurvePaymentDiscount_ : LinearTsrPricer
discountedAmount_ : CommodityCashFlow
discountedPaymentAmount_ : CommodityCashFlow
discounters_ : AccountingEngine, PathwiseAccountingEngine, PathwiseVegasAccountingEngine, PathwiseVegasOuterAccountingEngine, ProxyGreekEngine, UpperBoundEngine
discountFactor_ : CommodityCashFlow
discountHandle_ : ArithmeticOISRateHelper, DatedOISRateHelper, IborIborBasisSwapRateHelper, OISRateHelper, OvernightIborBasisSwapRateHelper, SwapRateHelper
discountingCurve_ : SpreadFittingMethod
discountRatio_ : GFunctionFactory::GFunctionWithShifts
discountRelinkableHandle_ : ArithmeticOISRateHelper, DatedOISRateHelper, OISRateHelper, SwapRateHelper
discounts_ : BarrierPathPricer, BiasedBarrierPathPricer, DoubleBarrierPathPricer, EuropeanPathMultiPathPricer
Discounts_ : PathwiseAccountingEngine, PathwiseVegasAccountingEngine, PathwiseVegasOuterAccountingEngine
discounts_ : PerformanceOptionPathPricer
discountTermStructure_ : EnergyBasisSwap, EnergyVanillaSwap
discountTS_ : DigitalPathPricer
discRatios_ : CMSwapCurveState, CoterminalSwapCurveState, LMMCurveState
discreteNumeraire_ : MarkovFunctional
discretization_ : ExtendedBlackScholesMertonProcess, ExtendedOrnsteinUhlenbeckProcess, GJRGARCHProcess, HestonProcess, HybridHestonHullWhiteProcess, StochasticProcess1D, StochasticProcess
discTS_ : CmsMarket
dIsFixed_ : Abcd, AbcdCalibration, AbcdCoeffHolder
disModel_ : FdmAffineModelSwapInnerValue< ModelType >
displacedSwapVariances_ : CTSMMCapletCalibration
displacement_ : BlackCapFloorEngine, CapletVarianceCurve, ConstantOptionletVolatility, CTSMMCapletCalibration, FlatVolFactory, OptionletStripper, StrippedOptionlet, YoYOptionletVolatilitySurface
displacements_ : AbcdVol, CMSMMDriftCalculator, FlatVol, FwdPeriodAdapter, LMMDriftCalculator, LogNormalCmSwapRatePc, LogNormalCotSwapRatePc, LogNormalFwdRateBalland, LogNormalFwdRateEuler, LogNormalFwdRateEulerConstrained, LogNormalFwdRateiBalland, LogNormalFwdRateIpc, LogNormalFwdRatePc, PseudoRootFacade, RatePseudoRootJacobian, RatePseudoRootJacobianAllElements, RatePseudoRootJacobianNumerical, SMMDriftCalculator, SVDDFwdRatePc
distrib_ : InverseCumulativeBehrensFisher
distribution_ : ClubsTopology, FireflyAlgorithm, IsotropicRandomWalk< Distribution, Engine >, ProbabilityBoltzmann, ProbabilityBoltzmannDownhill, SamplerCauchy, SamplerGaussian, SamplerLogNormal, SamplerMirrorGaussian, SamplerRingGaussian, SamplerVeryFastAnnealing
distributions_ : TCopulaPolicy
disTs_ : FdmAffineModelSwapInnerValue< ModelType >
dividend_ : EquityIndex
dividendDates_ : DiscretizedConvertible, FdmDividendHandler
dividendDiscount_ : AmericanPayoffAtExpiry, AmericanPayoffAtHit, FFTVanillaEngine, FFTVarianceGammaEngine
dividendRho : Greeks
dividendRho_ : MultiAssetOption, OneAssetOption
dividends_ : AnalyticDividendEuropeanEngine, BinomialConvertibleEngine< T >, DiscretizedConvertible, FdBatesVanillaEngine, FdBlackScholesBarrierEngine, FdBlackScholesRebateEngine, FdBlackScholesShoutEngine, FdBlackScholesVanillaEngine, FdCIRVanillaEngine, FdHestonBarrierEngine, FdHestonHullWhiteVanillaEngine, FdHestonRebateEngine, FdHestonVanillaEngine, FdmDividendHandler, FdOrnsteinUhlenbeckVanillaEngine, MakeFdBlackScholesVanillaEngine, MakeFdCIRVanillaEngine, MakeFdHestonVanillaEngine
dividendSchedule_ : EscrowedDividendAdjustment
dividendTimes_ : DiscretizedConvertible, FdmDividendHandler
dividendTS_ : LocalVolSurface
dividendValues_ : DiscretizedConvertible
dividendYield_ : AnalyticContinuousGeometricAveragePriceAsianHestonEngine, AnalyticDiscreteGeometricAveragePriceAsianHestonEngine, AnalyticHestonForwardEuropeanEngine, GeneralizedBlackScholesProcess, GJRGARCHProcess, HestonModelHelper, HestonProcess, PiecewiseTimeDependentHestonModel, VarianceGammaProcess
dk_ : ReplicatingVarianceSwapEngine
DKDstrike_ : AmericanPayoffAtHit
dminus_ : Fdm1dMesher
doDeflation_ : PathwiseAccountingEngine, PathwiseVegasAccountingEngine, PathwiseVegasOuterAccountingEngine
domesticTS_ : VannaVolgaBarrierEngine, VannaVolgaDoubleBarrierEngine< DoubleBarrierEngine >
done : MarketModelComposite::SubProduct
doneIndex_ : MultiStepNothing
dontThrow_ : IterativeBootstrap< Curve >, OptionletStripper1
dontThrowSteps_ : IterativeBootstrap< Curve >
down_ : ExtendedJoshi4, ExtendedLeisenReimer, ExtendedTian, Joshi4, LeisenReimer, MarketModelPathwiseCoterminalSwaptionsNumericalDeflated, Tian
downs_ : CMSMMDriftCalculator, LMMDriftCalculator, LMMNormalDriftCalculator
downsideAcc_ : IncrementalStatistics
dplus_ : Fdm1dMesher
drift_ : PdeConstantCoeff< PdeClass >
driftPerStep_ : BinomialTree< T >
drifts1_ : LogNormalCmSwapRatePc, LogNormalCotSwapRatePc, LogNormalFwdRateBalland, LogNormalFwdRateEuler, LogNormalFwdRateEulerConstrained, LogNormalFwdRateIpc, LogNormalFwdRatePc, NormalFwdRatePc, SVDDFwdRatePc
drifts2_ : LogNormalCmSwapRatePc, LogNormalCotSwapRatePc, LogNormalFwdRateBalland, LogNormalFwdRatePc, NormalFwdRatePc, SVDDFwdRatePc
drifts_ : RatePseudoRootJacobianNumerical
driftsComputers_ : RatePseudoRootJacobianNumerical
dT_ : AndreasenHugeVolatilityInterpl
dt_ : BinomialTree< T >, BlackDeltaCalculator, BlackScholesLattice< T >, CraigSneydScheme, CrankNicolsonScheme, DouglasScheme, ExplicitEulerScheme, ExtendedBinomialTree< T >, HundsdorferScheme, ImplicitEulerScheme, JointStochasticProcess::CachingKey, MethodOfLinesScheme, MixedScheme< Operator >, ModifiedCraigSneydScheme, OvernightIndexedCoupon, SquareRootAndersen, SubPeriodsCoupon, TimeGrid, TRBDF2< Operator >, TrBDF2Scheme< TrapezoidalScheme >
dts_ : Root
dummyCashFlowsGenerated_ : CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct
dummyCashFlowsThisStep_ : CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct
duration_ : RendistatoCalculator
durations_ : RendistatoCalculator
dvec_ : InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunction
dx_ : CubicInterpolationImpl< I1, I2 >, Distribution, EqualJumpsBinomialTree< T >, ExtendedEqualJumpsBinomialTree< T >, TransformedGrid, TrinomialTree, UniformGridMesher
DxDs_ : BlackCalculator
DXDstrike_ : AmericanPayoffAtHit
DxDstrike_ : BlackCalculator
dxm_ : TransformedGrid
dxMap_ : FdmBlackScholesFwdOp, FdmBlackScholesOp, FdmCIREquityPart, FdmCIROp, FdmExtendedOrnsteinUhlenbeckOp, FdmG2Op, FdmHestonEquityPart, FdmHestonFwdOp, FdmHestonHullWhiteEquityPart, FdmHestonHullWhiteOp, FdmHestonOp, FdmLocalVolFwdOp, FdmSabrOp, FdmZabrOp
dxp_ : TransformedGrid
dxxMap_ : FdmBlackScholesFwdOp, FdmBlackScholesOp, FdmCEVOp, FdmCIREquityPart, FdmExtendedOrnsteinUhlenbeckOp, FdmHestonEquityPart, FdmHestonFwdOp, FdmHestonHullWhiteEquityPart, FdmLocalVolFwdOp, FdmSabrOp
dxyMap_ : FdmZabrOp
dyMap_ : FdmCIRMixedPart, FdmCIROp, FdmCIRRatesPart, FdmExtOUJumpOp, FdmG2Op, FdmHestonHullWhiteOp, FdmHestonOp, FdmHestonVariancePart, FdmZabrOp
dynamics_ : OneFactorModel::ShortRateTree, TwoFactorModel::ShortRateTree
dzMap_ : FdmCIROp, FdmHullWhiteOp