- 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