Here is a list of all documented functions with links to the class documentation for each member:

- d -

• data() : GeneralStatistics
• Date() : Date
• date() : ASX, Callability, CashFlow, Coupon, DefaultEvent, Dividend, ECB, Event, IMM, IndexedCashFlow, SimpleCashFlow
• dateFromTenor() : CorrelationTermStructure
• dates() : Exercise, TimeSeries< T, Container >
• dayCount() : DayCounter, DayCounter::Impl
• DayCounter() : DayCounter
• dayCounter() : BlackVarianceCurve, BlackVarianceSurface, CallableBondConstantVolatility, Coupon, ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface, FactorSpreadedHazardRateCurve, FixedRateCoupon, FloatingRateCoupon, ForwardSpreadedTermStructure, ImpliedTermStructure, ImpliedVolTermStructure, InflationCoupon, InterpolatedPiecewiseForwardSpreadedTermStructure< Interpolator >, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, InterpolatedSpreadDiscountCurve< Interpolator >, LocalConstantVol, LocalVolCurve, LocalVolSurface, QuantoTermStructure, SabrVolSurface, SpreadedHazardRateCurve, SwaptionVolatilityCube, TermStructure, UltimateForwardTermStructure, ZeroSpreadedTermStructure
• dayOfYear() : Date
• daysBetween() : Date
• deepUpdate() : Bond, CapFloor, CappedFlooredCoupon, CappedFlooredOvernightIndexedCoupon, CompositeInstrument, DigitalCoupon, Observer, StrippedOptionletAdapter, Swap, Swaption
• defaultCorrelation() : ConstantLossModel< copulaPolicy >, DefaultLatentModel< copulaPolicy >, DefaultLossModel, RandomLM< derivedRandomLM, copulaPolicy, USNG >
• defaultDensityImpl() : DefaultProbabilityTermStructure, HazardRateStructure, InterpolatedDefaultDensityCurve< Interpolator >, InterpolatedSurvivalProbabilityCurve< Interpolator >, OneFactorAffineSurvivalStructure, SurvivalProbabilityStructure
• DefaultEvent() : DefaultEvent
• defaultKeys() : Basket
• DefaultLatentModel() : DefaultLatentModel< copulaPolicy >
• defaultProbability() : DefaultProbabilityTermStructure
• definiteDerivativeCoefficients() : AbcdMathFunction, PolynomialFunction
• definiteIntegral() : AbcdMathFunction, PolynomialFunction
• definiteIntegralCoefficients() : AbcdMathFunction, PolynomialFunction
• degreeFreedom() : CumulativeBehrensFisher
• delta() : BachelierCalculator, BlackCalculator, BlackScholesCalculator
• deltaForward() : BachelierCalculator, BlackCalculator
• deltaFromStrike() : BlackDeltaCalculator
• density() : CumulativeBehrensFisher, GaussianCopulaPolicy, LatentModel< copulaPolicyImpl >, OneFactorCopula, OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, OneFactorStudentGaussianCopula, TCopulaPolicy
• densityTrancheLoss() : DefaultLossModel
• derivative() : AbcdMathFunction, PolynomialFunction
• detachmentAmount() : Basket
• detachmentRatio() : Basket
• diffusion() : CoxIngersollRossProcess, EndEulerDiscretization, EulerDiscretization, ExtendedBlackScholesMertonProcess, ExtendedOrnsteinUhlenbeckProcess, ExtOUWithJumpsProcess, G2ForwardProcess, G2Process, GemanRoncoroniProcess, GeneralizedBlackScholesProcess, GeneralizedOrnsteinUhlenbeckProcess, GeometricBrownianMotionProcess, GJRGARCHProcess, GsrProcess, HestonProcess, HullWhiteForwardProcess, HullWhiteProcess, HybridHestonHullWhiteProcess, KlugeExtOUProcess, LiborForwardModelProcess, Merton76Process, MfStateProcess, OrnsteinUhlenbeckProcess, SquareRootProcess, StochasticProcess1D, StochasticProcess, StochasticProcessArray, VarianceGammaProcess, VegaStressedBlackScholesProcess
• DigitalCoupon() : DigitalCoupon
• dirtyPrice() : Bond
• disableExtrapolation() : Extrapolator
• discount() : AffineModel, FittedBondDiscountCurve::FittingMethod, G2, LiborForwardModel, OneFactorAffineModel, YieldTermStructure
• discountBondOption() : GeneralizedHullWhite
• discountCurve() : Forward, ForwardRateAgreement
• discountFactor() : InterestRate
• discountFunction() : FittedBondDiscountCurve::FittingMethod, NaturalCubicFitting
• discountImpl() : ForwardRateStructure, ImpliedTermStructure, InterpolatedDiscountCurve< Interpolator >, InterpolatedSimpleZeroCurve< Interpolator >, InterpolatedSpreadDiscountCurve< Interpolator >, YieldTermStructure, ZeroYieldStructure
• DiscreteAveragingAsianOption() : DiscreteAveragingAsianOption
• displacement() : YoYOptionletVolatilitySurface
• dividendRho() : BachelierCalculator, BlackCalculator
• downsideDeviation() : GenericRiskStatistics< S >, IncrementalStatistics
• downsideSamples() : IncrementalStatistics
• downsideVariance() : GenericRiskStatistics< S >, IncrementalStatistics
• downsideWeightSum() : IncrementalStatistics
• drift() : BatesProcess, CoxIngersollRossProcess, EndEulerDiscretization, EulerDiscretization, ExtendedBlackScholesMertonProcess, ExtendedOrnsteinUhlenbeckProcess, ExtOUWithJumpsProcess, G2ForwardProcess, G2Process, GemanRoncoroniProcess, GeneralizedBlackScholesProcess, GeneralizedOrnsteinUhlenbeckProcess, GeometricBrownianMotionProcess, GJRGARCHProcess, GsrProcess, HestonProcess, HullWhiteForwardProcess, HullWhiteProcess, HybridHestonHullWhiteProcess, KlugeExtOUProcess, LiborForwardModelProcess, Merton76Process, MfStateProcess, OrnsteinUhlenbeckProcess, SquareRootProcess, StochasticProcess1D, StochasticProcess, StochasticProcessArray, VarianceGammaProcess
• dt() : MultipleResetsCoupon, OvernightIndexedCoupon
• duration() : CashFlows
• dynamics() : BlackKarasinski, CoxIngersollRoss, ExtendedCoxIngersollRoss, G2, GeneralizedHullWhite, HullWhite, OneFactorModel, TwoFactorModel, Vasicek