From 5e285523dd4a018c225cd59739ebc1ad45fb8895 Mon Sep 17 00:00:00 2001 From: GitHub Action Date: Mon, 22 Apr 2024 19:55:00 +0000 Subject: [PATCH] New documentation --- .../quantlib.time.daycounters.actual_actual.ActualActual.html | 2 +- searchindex.js | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/_autosummary/quantlib.time.daycounters.actual_actual.ActualActual.html b/_autosummary/quantlib.time.daycounters.actual_actual.ActualActual.html index 07fc41f07..497949f24 100644 --- a/_autosummary/quantlib.time.daycounters.actual_actual.ActualActual.html +++ b/_autosummary/quantlib.time.daycounters.actual_actual.ActualActual.html @@ -37,7 +37,7 @@

quantlib.time.daycounters.actual_actual.ActualActual

-class ActualActual(Convention convention=Convention.ISDA, Schedule schedule=Schedule.from_dates([]))
+class ActualActual(Convention convention=Convention.ISDA, Schedule schedule=Schedule.__new__(Schedule))

Bases: DayCounter

diff --git a/searchindex.js b/searchindex.js index 0039dcccd..5055e00a1 100644 --- a/searchindex.js +++ b/searchindex.js @@ -1 +1 @@ -Search.setIndex({"alltitles": {"Asset pricing": [[730, "asset-pricing"], [738, "asset-pricing"]], "Bootstrapping Zero-Coupon Yield Curves": [[733, "Bootstrapping-Zero-Coupon-Yield-Curves"]], "Building and installing PyQL": [[727, "building-and-installing-pyql"]], "Business dates": [[724, "business-dates"], [738, "business-dates"]], "CVA calculation algorithm": [[732, "CVA-calculation-algorithm"]], "Calendars": [[724, "calendars"], [738, "calendars"]], "Creating a new market:": [[729, "creating-a-new-market"]], "Curve building": [[730, "curve-building"], [738, "curve-building"]], "Data Structures Templates": [[734, "data-structures-templates"], [738, "data-structures-templates"]], "Date": [[724, "date"], [738, "date"]], "Date generation": [[724, "date-generation"], [738, "date-generation"]], "Day counters": [[724, "day-counters"], [738, "day-counters"]], "Debugging with gdb": [[726, "debugging-with-gdb"]], "Declaration of the QL classes to be exposed": [[725, "declaration-of-the-ql-classes-to-be-exposed"], [735, "declaration-of-the-ql-classes-to-be-exposed"]], "Declaration of the python class": [[725, "declaration-of-the-python-class"], [735, "declaration-of-the-python-class"]], "Developer\u2019s corner": [[726, "developer-s-corner"]], "Documentation": [[736, "documentation"]], "Example of CVA computation": [[732, "Example-of-CVA-computation"]], "Features:": [[727, "features"]], "Getting started": [[727, "getting-started"], [731, "getting-started"], [738, "getting-started"]], "How to wrap QuantLib classes with cython": [[725, "how-to-wrap-quantlib-classes-with-cython"], [735, "how-to-wrap-quantlib-classes-with-cython"]], "Hull-White model for future yield curve simulations": [[732, "Hull-White-model-for-future-yield-curve-simulations"]], "Implementation of the python class": [[725, "implementation-of-the-python-class"], [735, "implementation-of-the-python-class"]], "Indices and tables": [[728, "indices-and-tables"]], "Installation from source": [[727, "installation-from-source"]], "Installation from source on Windows": [[727, "installation-from-source-on-windows"]], "Managing C++ references using shared_ptr": [[725, "managing-c-references-using-shared-ptr"], [735, "managing-c-references-using-shared-ptr"]], "Market": [[729, "market"]], "Market quotes": [[729, "market-quotes"]], "Mlab": [[730, "mlab"], [738, "mlab"]], "Names": [[734, "names"], [738, "names"]], "Notebooks": [[731, "notebooks"], [738, "notebooks"]], "Outline": [[732, "Outline"]], "Performance considerations": [[724, "performance-considerations"], [738, "performance-considerations"]], "Principal Components Analysis and Display": [[733, "Principal-Components-Analysis-and-Display"]], "PyQL - an overview": [[727, "pyql-an-overview"]], "Reference": [[734, "reference"], [738, "reference"]], "Reference documentation for the quantlib package": [[723, 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"calculate() (impliedvolatilityhelper class method)": [[198, "quantlib.instruments.implied_volatility.ImpliedVolatilityHelper.calculate", false]], "calendar (class in quantlib.time.calendar)": [[619, "quantlib.time.calendar.Calendar", false]], "calendar (row attribute)": [[245, "quantlib.market.conventions.swap.row.calendar", false]], "calibrate() (hestonmodel method)": [[320, "quantlib.models.equity.heston_model.HestonModel.calibrate", false]], "calibrate() (hullwhite method)": [[338, "quantlib.models.shortrate.onefactormodels.hullwhite.HullWhite.calibrate", false]], "calibratedmodel (class in quantlib.models.model)": [[324, "quantlib.models.model.CalibratedModel", false]], "calibration_error() (blackcalibrationhelper method)": [[308, "quantlib.models.calibration_helper.BlackCalibrationHelper.calibration_error", false]], "calibrationerrortype (class in quantlib.models.calibration_helper)": [[309, "quantlib.models.calibration_helper.CalibrationErrorType", false]], "call_strikes (replicatingvarianceswapengine attribute)": [[380, "quantlib.pricingengines.forward.replicating_variance_swap_engine.ReplicatingVarianceSwapEngine.call_strikes", false]], "canada (class in quantlib.time.calendars.canada)": [[626, "quantlib.time.calendars.canada.Canada", false]], "caplet_price() (floatingratecouponpricer method)": [[26, "quantlib.cashflows.coupon_pricer.FloatingRateCouponPricer.caplet_price", false]], "caplet_rate() (floatingratecouponpricer method)": [[26, "quantlib.cashflows.coupon_pricer.FloatingRateCouponPricer.caplet_rate", false]], "cappedflooredcmscoupon (class in quantlib.cashflows.cap_floored_coupon)": [[8, "quantlib.cashflows.cap_floored_coupon.CappedFlooredCmsCoupon", false]], "cappedflooredcmsspreadcoupon (class in quantlib.experimental.coupons.cms_spread_coupon)": [[85, "quantlib.experimental.coupons.cms_spread_coupon.CappedFlooredCmsSpreadCoupon", false]], "cappedflooredcoupon (class in quantlib.cashflows.cap_floored_coupon)": [[9, "quantlib.cashflows.cap_floored_coupon.CappedFlooredCoupon", false]], "cappedfloorediborcoupon (class in quantlib.cashflows.cap_floored_coupon)": [[10, "quantlib.cashflows.cap_floored_coupon.CappedFlooredIborCoupon", false]], "cashannuitymodel (class in quantlib.pricingengines.swaption.black_swaption_engine)": [[387, "quantlib.pricingengines.swaption.black_swaption_engine.CashAnnuityModel", false]], "cashdividendmodel (class in quantlib.pricingengines.vanilla.fdblackscholesvanillaengine)": [[398, "quantlib.pricingengines.vanilla.fdblackscholesvanillaengine.CashDividendModel", false]], "cashflow (class in quantlib.cashflow)": [[2, "quantlib.cashflow.CashFlow", false]], "cashflows (bond attribute)": [[171, "quantlib.instruments.bond.Bond.cashflows", false]], "cds_maturity() (in module quantlib.instruments.credit_default_swap)": [[188, "quantlib.instruments.credit_default_swap.cds_maturity", false]], "cdshelper (class in quantlib.termstructures.credit.default_probability_helpers)": [[454, "quantlib.termstructures.credit.default_probability_helpers.CdsHelper", false]], "cfamounts() (in module quantlib.mlab.fixed_income)": [[295, "quantlib.mlab.fixed_income.cfamounts", false]], "chfcurrency (class in quantlib.currency.currencies)": [[61, "quantlib.currency.currencies.CHFCurrency", false]], "clean_price (bond attribute)": [[171, "quantlib.instruments.bond.Bond.clean_price", false]], "clear_fixings() (index method)": [[102, "quantlib.index.Index.clear_fixings", false]], "clear_histories() (indexmanager static method)": [[122, "quantlib.indexes.index_manager.IndexManager.clear_histories", false]], "clear_history() (indexmanager static method)": [[122, "quantlib.indexes.index_manager.IndexManager.clear_history", false]], "clone() (impliedvolatilityhelper class method)": [[198, "quantlib.instruments.implied_volatility.ImpliedVolatilityHelper.clone", false]], "cmscoupon (class in quantlib.cashflows.cms_coupon)": [[15, "quantlib.cashflows.cms_coupon.CmsCoupon", false]], "cmscouponpricer (class in quantlib.cashflows.coupon_pricer)": [[25, "quantlib.cashflows.coupon_pricer.CmsCouponPricer", false]], "cmsspreadcoupon (class in quantlib.experimental.coupons.cms_spread_coupon)": [[86, "quantlib.experimental.coupons.cms_spread_coupon.CmsSpreadCoupon", false]], "cmsspreadcouponpricer (class in quantlib.experimental.coupons.cms_spread_coupon)": [[87, "quantlib.experimental.coupons.cms_spread_coupon.CmsSpreadCouponPricer", false]], "code() (in module quantlib.time.imm)": [[695, "quantlib.time.imm.code", false]], "common_shape() (in module quantlib.mlab.util)": [[304, "quantlib.mlab.util.common_shape", false]], "complexlogformula (class in quantlib.pricingengines.vanilla.analytic_heston_engine)": [[395, "quantlib.pricingengines.vanilla.analytic_heston_engine.ComplexLogFormula", false]], "compound_factor() (interestrate method)": [[238, "quantlib.interest_rate.InterestRate.compound_factor", false]], "compounding (class in quantlib.compounding)": [[56, "quantlib.compounding.Compounding", false]], "constantoptionletvolatility (class in quantlib.termstructures.volatility.optionlet.optionlet_volatility_structure)": [[512, "quantlib.termstructures.volatility.optionlet.optionlet_volatility_structure.ConstantOptionletVolatility", false]], "constantswaptionvolatility (class in quantlib.termstructures.volatility.swaption.swaption_constant_vol)": [[530, "quantlib.termstructures.volatility.swaption.swaption_constant_vol.ConstantSwaptionVolatility", false]], "constnotionalcrosscurrencybasisswapratehelper (class in quantlib.experimental.termstructures.crosscurrencyratehelpers)": [[99, "quantlib.experimental.termstructures.crosscurrencyratehelpers.ConstNotionalCrossCurrencyBasisSwapRateHelper", false]], "constraint (class in quantlib.math.optimization)": [[273, "quantlib.math.optimization.Constraint", false]], "continuousaveragingasianoption (class in quantlib.instruments.asian_options)": [[168, "quantlib.instruments.asian_options.ContinuousAveragingAsianOption", false]], "convention (class in quantlib.time.daycounters.actual_actual)": [[681, "quantlib.time.daycounters.actual_actual.Convention", false]], "convention (class in quantlib.time.daycounters.thirty360)": [[689, "quantlib.time.daycounters.thirty360.Convention", false]], "conventional_spread() (creditdefaultswap method)": [[186, "quantlib.instruments.credit_default_swap.CreditDefaultSwap.conventional_spread", false]], "convexity_bias() (hullwhite static method)": [[338, "quantlib.models.shortrate.onefactormodels.hullwhite.HullWhite.convexity_bias", false]], "correctyoyrate() (seasonality method)": [[481, "quantlib.termstructures.inflation.seasonality.Seasonality.correctYoYRate", false]], "correctzerorate() (seasonality method)": [[481, "quantlib.termstructures.inflation.seasonality.Seasonality.correctZeroRate", false]], "coupon (class in quantlib.cashflows.coupon)": [[22, "quantlib.cashflows.coupon.Coupon", false]], "cpibond (class in quantlib.instruments.bonds.cpibond)": [[177, "quantlib.instruments.bonds.cpibond.CPIBond", false]], "cpicouponpricer (class in quantlib.cashflows.cpi_coupon_pricer)": [[31, "quantlib.cashflows.cpi_coupon_pricer.CPICouponPricer", false]], "craigsneyd() (fdmschemedesc static method)": [[288, "quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeDesc.CraigSneyd", false]], "cranknicolson() (fdmschemedesc static method)": [[288, "quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeDesc.CrankNicolson", false]], "create_at_par_coupons() (iborcouponsettings static method)": [[41, "quantlib.cashflows.ibor_coupon.IborCouponSettings.create_at_par_coupons", false]], "create_fixed_float_swap() (ibormarket method)": [[248, "quantlib.market.market.IborMarket.create_fixed_float_swap", false]], "create_indexed_coupons() (iborcouponsettings static method)": [[41, "quantlib.cashflows.ibor_coupon.IborCouponSettings.create_indexed_coupons", false]], "creditdefaultswap (class in quantlib.instruments.credit_default_swap)": [[186, "quantlib.instruments.credit_default_swap.CreditDefaultSwap", false]], "cubic (class in quantlib.math.interpolation)": [[263, "quantlib.math.interpolation.Cubic", false]], "cubicinterpolateddiscountcurve (class in quantlib.termstructures.yields.discount_curve)": [[553, "quantlib.termstructures.yields.discount_curve.CubicInterpolatedDiscountCurve", false]], "cubicinterpolatedforwardcurve (class in quantlib.termstructures.yields.forward_curve)": [[563, "quantlib.termstructures.yields.forward_curve.CubicInterpolatedForwardCurve", false]], "cubicinterpolatedzerocurve (class in quantlib.termstructures.yields.zero_curve)": [[606, "quantlib.termstructures.yields.zero_curve.CubicInterpolatedZeroCurve", false]], "currency (class in quantlib.currency.currency)": [[76, "quantlib.currency.currency.Currency", false]], "currency (row attribute)": [[245, "quantlib.market.conventions.swap.row.currency", false]], "customregion (class in quantlib.indexes.region)": [[142, "quantlib.indexes.region.CustomRegion", false]], "data (backwardflatinterpolateddiscountcurve attribute)": [[552, "quantlib.termstructures.yields.discount_curve.BackwardFlatInterpolatedDiscountCurve.data", false]], "data (backwardflatinterpolatedforwardcurve attribute)": [[562, "quantlib.termstructures.yields.forward_curve.BackwardFlatInterpolatedForwardCurve.data", false]], "data (backwardflatinterpolatedzerocurve attribute)": [[605, "quantlib.termstructures.yields.zero_curve.BackwardFlatInterpolatedZeroCurve.data", false]], "data (cubicinterpolateddiscountcurve attribute)": [[553, "quantlib.termstructures.yields.discount_curve.CubicInterpolatedDiscountCurve.data", false]], "data (cubicinterpolatedforwardcurve attribute)": [[563, "quantlib.termstructures.yields.forward_curve.CubicInterpolatedForwardCurve.data", false]], "data (cubicinterpolatedzerocurve attribute)": [[606, "quantlib.termstructures.yields.zero_curve.CubicInterpolatedZeroCurve.data", false]], "data (discountbackwardflatpiecewiseyieldcurve attribute)": [[581, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountBackwardFlatPiecewiseYieldCurve.data", false]], "data (discountcubicpiecewiseyieldcurve attribute)": [[582, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountCubicPiecewiseYieldCurve.data", false]], "data (discountlinearpiecewiseyieldcurve attribute)": [[583, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLinearPiecewiseYieldCurve.data", false]], "data (discountloglinearpiecewiseyieldcurve attribute)": [[584, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLogLinearPiecewiseYieldCurve.data", false]], "data (forwardratebackwardflatpiecewiseyieldcurve attribute)": [[585, "quantlib.termstructures.yields.piecewise_yield_curve.ForwardRateBackwardFlatPiecewiseYieldCurve.data", false]], "data (forwardratecubicpiecewiseyieldcurve attribute)": 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"quantlib.termstructures.yields.zero_curve.LinearInterpolatedZeroCurve.data", false]], "data (loglinearinterpolateddiscountcurve attribute)": [[557, "quantlib.termstructures.yields.discount_curve.LogLinearInterpolatedDiscountCurve.data", false]], "data (loglinearinterpolatedforwardcurve attribute)": [[567, "quantlib.termstructures.yields.forward_curve.LogLinearInterpolatedForwardCurve.data", false]], "data (loglinearinterpolatedzerocurve attribute)": [[609, "quantlib.termstructures.yields.zero_curve.LogLinearInterpolatedZeroCurve.data", false]], "data (piecewisedefaultcurve attribute)": [[464, "quantlib.termstructures.credit.piecewise_default_curve.PiecewiseDefaultCurve.data", false]], "data (zeroyieldbackwardflatpiecewiseyieldcurve attribute)": [[590, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldBackwardFlatPiecewiseYieldCurve.data", false]], "data (zeroyieldcubicpiecewiseyieldcurve attribute)": [[591, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldCubicPiecewiseYieldCurve.data", false]], "data (zeroyieldlinearpiecewiseyieldcurve attribute)": [[592, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldLinearPiecewiseYieldCurve.data", false]], "data (zeroyieldloglinearpiecewiseyieldcurve attribute)": [[593, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldLogLinearPiecewiseYieldCurve.data", false]], "data() (interpolatedzeroinflationcurve method)": [[475, "quantlib.termstructures.inflation.interpolated_zero_inflation_curve.InterpolatedZeroInflationCurve.data", false]], "date (class in quantlib.time.date)": [[653, "quantlib.time.date.Date", false]], "date() (in module quantlib.time.imm)": [[696, "quantlib.time.imm.date", false]], "datedoisratehelper (class in quantlib.termstructures.yields.ois_rate_helper)": [[574, "quantlib.termstructures.yields.ois_rate_helper.DatedOISRateHelper", false]], "dategeneration (class in quantlib.time.dategeneration)": [[675, "quantlib.time.dategeneration.DateGeneration", false]], "dateproxy (class in quantlib.settings)": [[442, "quantlib.settings.DateProxy", false]], "dates (backwardflatinterpolateddiscountcurve attribute)": [[552, "quantlib.termstructures.yields.discount_curve.BackwardFlatInterpolatedDiscountCurve.dates", false]], "dates (backwardflatinterpolatedforwardcurve attribute)": [[562, "quantlib.termstructures.yields.forward_curve.BackwardFlatInterpolatedForwardCurve.dates", false]], "dates (backwardflatinterpolatedzerocurve attribute)": [[605, "quantlib.termstructures.yields.zero_curve.BackwardFlatInterpolatedZeroCurve.dates", false]], "dates (cubicinterpolateddiscountcurve attribute)": [[553, "quantlib.termstructures.yields.discount_curve.CubicInterpolatedDiscountCurve.dates", false]], "dates (cubicinterpolatedforwardcurve attribute)": [[563, "quantlib.termstructures.yields.forward_curve.CubicInterpolatedForwardCurve.dates", false]], "dates (cubicinterpolatedzerocurve attribute)": [[606, "quantlib.termstructures.yields.zero_curve.CubicInterpolatedZeroCurve.dates", false]], "dates (discountbackwardflatpiecewiseyieldcurve attribute)": [[581, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountBackwardFlatPiecewiseYieldCurve.dates", false]], "dates (discountcubicpiecewiseyieldcurve attribute)": [[582, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountCubicPiecewiseYieldCurve.dates", false]], "dates (discountlinearpiecewiseyieldcurve attribute)": [[583, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLinearPiecewiseYieldCurve.dates", false]], "dates (discountloglinearpiecewiseyieldcurve attribute)": [[584, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLogLinearPiecewiseYieldCurve.dates", false]], "dates (forwardratebackwardflatpiecewiseyieldcurve attribute)": [[585, "quantlib.termstructures.yields.piecewise_yield_curve.ForwardRateBackwardFlatPiecewiseYieldCurve.dates", false]], "dates (forwardratecubicpiecewiseyieldcurve attribute)": [[586, "quantlib.termstructures.yields.piecewise_yield_curve.ForwardRateCubicPiecewiseYieldCurve.dates", false]], "dates (forwardratelinearpiecewiseyieldcurve attribute)": [[587, "quantlib.termstructures.yields.piecewise_yield_curve.ForwardRateLinearPiecewiseYieldCurve.dates", false]], "dates (forwardrateloglinearpiecewiseyieldcurve attribute)": [[588, "quantlib.termstructures.yields.piecewise_yield_curve.ForwardRateLogLinearPiecewiseYieldCurve.dates", false]], "dates (interpolatedhazardratecurve attribute)": [[461, "quantlib.termstructures.credit.interpolated_hazardrate_curve.InterpolatedHazardRateCurve.dates", false]], "dates (linearinterpolateddiscountcurve attribute)": [[556, "quantlib.termstructures.yields.discount_curve.LinearInterpolatedDiscountCurve.dates", false]], "dates (linearinterpolatedforwardcurve attribute)": [[566, "quantlib.termstructures.yields.forward_curve.LinearInterpolatedForwardCurve.dates", false]], "dates (linearinterpolatedzerocurve attribute)": [[608, "quantlib.termstructures.yields.zero_curve.LinearInterpolatedZeroCurve.dates", false]], "dates (loglinearinterpolateddiscountcurve attribute)": [[557, "quantlib.termstructures.yields.discount_curve.LogLinearInterpolatedDiscountCurve.dates", false]], "dates (loglinearinterpolatedforwardcurve attribute)": [[567, "quantlib.termstructures.yields.forward_curve.LogLinearInterpolatedForwardCurve.dates", false]], "dates (loglinearinterpolatedzerocurve attribute)": [[609, "quantlib.termstructures.yields.zero_curve.LogLinearInterpolatedZeroCurve.dates", false]], "dates (piecewisedefaultcurve attribute)": [[464, "quantlib.termstructures.credit.piecewise_default_curve.PiecewiseDefaultCurve.dates", false]], "dates (zeroyieldbackwardflatpiecewiseyieldcurve attribute)": [[590, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldBackwardFlatPiecewiseYieldCurve.dates", false]], "dates (zeroyieldcubicpiecewiseyieldcurve attribute)": [[591, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldCubicPiecewiseYieldCurve.dates", false]], "dates (zeroyieldlinearpiecewiseyieldcurve attribute)": [[592, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldLinearPiecewiseYieldCurve.dates", false]], "dates (zeroyieldloglinearpiecewiseyieldcurve attribute)": [[593, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldLogLinearPiecewiseYieldCurve.dates", false]], "dates() (exercise method)": [[193, "quantlib.instruments.exercise.Exercise.dates", false]], "dates() (schedule method)": [[702, "quantlib.time.schedule.Schedule.dates", false]], "day_count() (daycounter method)": [[677, "quantlib.time.daycounter.DayCounter.day_count", false]], "daycounter (class in quantlib.time.daycounter)": [[677, "quantlib.time.daycounter.DayCounter", false]], "days() (in module quantlib.time.date)": [[658, "quantlib.time.date.days", false]], "defaultprobabilityhelper (class in quantlib.termstructures.credit.default_probability_helpers)": [[455, "quantlib.termstructures.credit.default_probability_helpers.DefaultProbabilityHelper", false]], "defaultprobabilitytermstructure (class in quantlib.termstructures.default_term_structure)": [[466, "quantlib.termstructures.default_term_structure.DefaultProbabilityTermStructure", false]], "density() (smilesection method)": [[523, "quantlib.termstructures.volatility.smilesection.SmileSection.density", false]], "depositratehelper (class in quantlib.termstructures.yields.rate_helpers)": [[597, "quantlib.termstructures.yields.rate_helpers.DepositRateHelper", false]], "df_to_zero_curve() (in module quantlib.util.converter)": [[710, "quantlib.util.converter.df_to_zero_curve", false]], "diffusion() (stochasticprocess1d method)": [[449, "quantlib.stochastic_process.StochasticProcess1D.diffusion", false]], "directionintegers (class in quantlib.math.randomnumbers.sobol_rsg)": [[281, "quantlib.math.randomnumbers.sobol_rsg.DirectionIntegers", false]], "dirty_price (bond attribute)": [[171, "quantlib.instruments.bond.Bond.dirty_price", false]], "discount() (yieldtermstructure method)": [[543, "quantlib.termstructures.yield_term_structure.YieldTermStructure.discount", false]], "discount_bound() (onefactoraffinemodel method)": [[331, "quantlib.models.shortrate.onefactor_model.OneFactorAffineModel.discount_bound", false]], "discountbackwardflatpiecewiseyieldcurve (class in quantlib.termstructures.yields.piecewise_yield_curve)": [[581, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountBackwardFlatPiecewiseYieldCurve", false]], "discountcubicpiecewiseyieldcurve (class in quantlib.termstructures.yields.piecewise_yield_curve)": [[582, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountCubicPiecewiseYieldCurve", false]], "discountcurve (in module quantlib.termstructures.yields.discount_curve)": [[554, "quantlib.termstructures.yields.discount_curve.DiscountCurve", false]], "discountingbondengine (class in quantlib.pricingengines.bond.discountingbondengine)": [[364, "quantlib.pricingengines.bond.discountingbondengine.DiscountingBondEngine", false]], "discountingswapengine (class in quantlib.pricingengines.swap)": [[382, "quantlib.pricingengines.swap.DiscountingSwapEngine", false]], "discountlinearpiecewiseyieldcurve (class in quantlib.termstructures.yields.piecewise_yield_curve)": [[583, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLinearPiecewiseYieldCurve", false]], "discountloglinearpiecewiseyieldcurve (class in quantlib.termstructures.yields.piecewise_yield_curve)": [[584, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLogLinearPiecewiseYieldCurve", false]], "discreteaveragingasianoption (class in quantlib.instruments.asian_options)": [[169, "quantlib.instruments.asian_options.DiscreteAveragingAsianOption", false]], "discretization (class in quantlib.processes.heston_process)": [[425, "quantlib.processes.heston_process.Discretization", false]], "dividendschedule (class in quantlib.cashflows.dividend)": [[33, "quantlib.cashflows.dividend.DividendSchedule", false]], "dk (replicatingvarianceswapengine attribute)": [[380, "quantlib.pricingengines.forward.replicating_variance_swap_engine.ReplicatingVarianceSwapEngine.dk", false]], "dkkcurrency (class in quantlib.currency.currencies)": [[62, "quantlib.currency.currencies.DKKCurrency", false]], "douglas() (fdmschemedesc static method)": [[288, "quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeDesc.Douglas", false]], "drift() (stochasticprocess1d method)": [[449, "quantlib.stochastic_process.StochasticProcess1D.drift", false]], "duration() (in module quantlib.pricingengines.bond.bondfunctions)": [[360, "quantlib.pricingengines.bond.bondfunctions.duration", false]], "durationtype (class in quantlib.pricingengines.bond.bondfunctions)": [[357, "quantlib.pricingengines.bond.bondfunctions.DurationType", false]], "enable_multiple_strikes_caching() (fdhestonhullwhitevanillaengine method)": [[414, "quantlib.pricingengines.vanilla.vanilla.FdHestonHullWhiteVanillaEngine.enable_multiple_strikes_caching", false]], "end_of_month() (calendar method)": [[619, "quantlib.time.calendar.Calendar.end_of_month", false]], "end_of_month() (in module quantlib.time.date)": [[659, "quantlib.time.date.end_of_month", false]], "endcriteria (class in quantlib.math.optimization)": [[274, "quantlib.math.optimization.EndCriteria", false]], "enddiscounts() (swap method)": [[225, "quantlib.instruments.swap.Swap.endDiscounts", false]], "eonia (class in quantlib.indexes.ibor.eonia)": [[107, "quantlib.indexes.ibor.eonia.Eonia", false]], "equivalent_rate() (interestrate method)": [[238, "quantlib.interest_rate.InterestRate.equivalent_rate", false]], "euhicp (class in quantlib.indexes.inflation.euhicp)": [[127, "quantlib.indexes.inflation.euhicp.EUHICP", 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false]], "fixedratebond (class in quantlib.instruments.bonds.fixedratebond)": [[180, "quantlib.instruments.bonds.fixedratebond.FixedRateBond", false]], "fixedratebondhelper (class in quantlib.termstructures.yields.bond_helpers)": [[548, "quantlib.termstructures.yields.bond_helpers.FixedRateBondHelper", false]], "fixedratecoupon (class in quantlib.cashflows.fixed_rate_coupon)": [[35, "quantlib.cashflows.fixed_rate_coupon.FixedRateCoupon", false]], "fixedrateleg (class in quantlib.cashflows.fixed_rate_coupon)": [[36, "quantlib.cashflows.fixed_rate_coupon.FixedRateLeg", false]], "fixing() (index method)": [[102, "quantlib.index.Index.fixing", false]], "fixing_calendar (index attribute)": [[102, "quantlib.index.Index.fixing_calendar", false]], "fixing_date() (interestrateindex method)": [[140, "quantlib.indexes.interest_rate_index.InterestRateIndex.fixing_date", false]], "flat_rate() (in module quantlib.util.rates)": [[717, "quantlib.util.rates.flat_rate", false]], "flatforward (class in quantlib.termstructures.yields.flat_forward)": [[560, "quantlib.termstructures.yields.flat_forward.FlatForward", false]], "flathazardrate (class in quantlib.termstructures.credit.flat_hazard_rate)": [[459, "quantlib.termstructures.credit.flat_hazard_rate.FlatHazardRate", false]], "floating_leg_convention (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_convention", false]], "floating_leg_daycount (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_daycount", false]], "floating_leg_period (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_period", false]], "floating_leg_reference (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_reference", false]], "floatingratebond (class in quantlib.instruments.bonds.floatingratebond)": [[182, "quantlib.instruments.bonds.floatingratebond.FloatingRateBond", false]], "floatingratecoupon (class in quantlib.cashflows.floating_rate_coupon)": [[38, 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false]], "hazard_rate() (defaultprobabilitytermstructure method)": [[466, "quantlib.termstructures.default_term_structure.DefaultProbabilityTermStructure.hazard_rate", false]], "hazard_rates (interpolatedhazardratecurve attribute)": [[461, "quantlib.termstructures.credit.interpolated_hazardrate_curve.InterpolatedHazardRateCurve.hazard_rates", false]], "help() (in module quantlib.market.conventions.swap)": [[242, "quantlib.market.conventions.swap.help", false]], "heston_pricer() (in module quantlib.mlab.option_pricing)": [[299, "quantlib.mlab.option_pricing.heston_pricer", false]], "hestonblackvolsurface (class in quantlib.termstructures.volatility.equityfx.heston_black_vol_surface)": [[505, "quantlib.termstructures.volatility.equityfx.heston_black_vol_surface.HestonBlackVolSurface", false]], "hestonhullwhitecorrelationconstraint (class in quantlib.math.hestonhwcorrelationconstraint)": [[260, "quantlib.math.hestonhwcorrelationconstraint.HestonHullWhiteCorrelationConstraint", false]], 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"quantlib.processes.hullwhite_process.HullWhiteProcess", false]], "hundsdorfer() (fdmschemedesc static method)": [[288, "quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeDesc.Hundsdorfer", false]], "iborcoupon (class in quantlib.cashflows.ibor_coupon)": [[40, "quantlib.cashflows.ibor_coupon.IborCoupon", false]], "iborcouponpricer (class in quantlib.cashflows.coupon_pricer)": [[27, "quantlib.cashflows.coupon_pricer.IborCouponPricer", false]], "iborcouponsettings (class in quantlib.cashflows.ibor_coupon)": [[41, "quantlib.cashflows.ibor_coupon.IborCouponSettings", false]], "iborindex (class in quantlib.indexes.ibor_index)": [[119, "quantlib.indexes.ibor_index.IborIndex", false]], "iborleg (class in quantlib.cashflows.ibor_coupon)": [[42, "quantlib.cashflows.ibor_coupon.IborLeg", false]], "ibormarket (class in quantlib.market.market)": [[248, "quantlib.market.market.IborMarket", false]], "impliciteuler() (fdmschemedesc static method)": [[288, 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quantlib.instruments.implied_volatility)": [[198, "quantlib.instruments.implied_volatility.ImpliedVolatilityHelper", false]], "index (class in quantlib.index)": [[102, "quantlib.index.Index", false]], "indexmanager (class in quantlib.indexes.index_manager)": [[122, "quantlib.indexes.index_manager.IndexManager", false]], "inflationcouponpricer (class in quantlib.cashflows.inflation_coupon_pricer)": [[44, "quantlib.cashflows.inflation_coupon_pricer.InflationCouponPricer", false]], "inflationindex (class in quantlib.indexes.inflation_index)": [[135, "quantlib.indexes.inflation_index.InflationIndex", false]], "inflationtermstructure (class in quantlib.termstructures.inflation_term_structure)": [[483, "quantlib.termstructures.inflation_term_structure.InflationTermStructure", false]], "initialize_code_registry() (in module quantlib.time.calendar_registry)": [[622, "quantlib.time.calendar_registry.initialize_code_registry", false]], "initialize_currency_registry() (in module 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"quantlib.cashflows.cap_floored_coupon.CappedFlooredCoupon", false]], "cappedfloorediborcoupon (class in quantlib.cashflows.cap_floored_coupon)": [[10, "quantlib.cashflows.cap_floored_coupon.CappedFlooredIborCoupon", false]], "cashannuitymodel (class in quantlib.pricingengines.swaption.black_swaption_engine)": [[387, "quantlib.pricingengines.swaption.black_swaption_engine.CashAnnuityModel", false]], "cashdividendmodel (class in quantlib.pricingengines.vanilla.fdblackscholesvanillaengine)": [[398, "quantlib.pricingengines.vanilla.fdblackscholesvanillaengine.CashDividendModel", false]], "cashflow (class in quantlib.cashflow)": [[2, "quantlib.cashflow.CashFlow", false]], "cashflows (bond attribute)": [[171, "quantlib.instruments.bond.Bond.cashflows", false]], "cds_maturity() (in module quantlib.instruments.credit_default_swap)": [[188, "quantlib.instruments.credit_default_swap.cds_maturity", false]], "cdshelper (class in quantlib.termstructures.credit.default_probability_helpers)": [[454, "quantlib.termstructures.credit.default_probability_helpers.CdsHelper", false]], "cfamounts() (in module quantlib.mlab.fixed_income)": [[295, "quantlib.mlab.fixed_income.cfamounts", false]], "chfcurrency (class in quantlib.currency.currencies)": [[61, "quantlib.currency.currencies.CHFCurrency", false]], "clean_price (bond attribute)": [[171, "quantlib.instruments.bond.Bond.clean_price", false]], "clear_fixings() (index method)": [[102, "quantlib.index.Index.clear_fixings", false]], "clear_histories() (indexmanager static method)": [[122, "quantlib.indexes.index_manager.IndexManager.clear_histories", false]], "clear_history() (indexmanager static method)": [[122, "quantlib.indexes.index_manager.IndexManager.clear_history", false]], "clone() (impliedvolatilityhelper class method)": [[198, "quantlib.instruments.implied_volatility.ImpliedVolatilityHelper.clone", false]], "cmscoupon (class in quantlib.cashflows.cms_coupon)": [[15, "quantlib.cashflows.cms_coupon.CmsCoupon", false]], 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quantlib.termstructures.yields.flat_forward)": [[560, "quantlib.termstructures.yields.flat_forward.FlatForward", false]], "flathazardrate (class in quantlib.termstructures.credit.flat_hazard_rate)": [[459, "quantlib.termstructures.credit.flat_hazard_rate.FlatHazardRate", false]], "floating_leg_convention (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_convention", false]], "floating_leg_daycount (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_daycount", false]], "floating_leg_period (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_period", false]], "floating_leg_reference (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_reference", false]], "floatingratebond (class in quantlib.instruments.bonds.floatingratebond)": [[182, "quantlib.instruments.bonds.floatingratebond.FloatingRateBond", false]], "floatingratecoupon (class in quantlib.cashflows.floating_rate_coupon)": [[38, 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