Deprecated List

Member roll (const Date &d, BusinessDayConvention convention=Following, const Date &origin=Date()) const
renamed to Calendar::roll()

Class CalibrationSet
use a std::vector of CalibrationHelpers instead

Class CliquetOptionPricer
use CliquetOption with AnalyticCliquetPricer instead

Member roll () const
use businessDayConvention() instead

Class ContinuousGeometricAPO
use ContinuousAveragingAsianOption with AnalyticContinuousAveragingAsianEngine instead

Class DividendEuropeanOption
use DividendVanillaOption with AnalyticDividendEuropeanEngine instead

Member roll () const
use businessDayConvention() instead

Class Frankfurt
use Germany with the FrankfurtStockExchange market

Class London
use UnitedKingdom with the Exchange market

Member MakeSchedule (const Calendar &calendar, const Date &startDate, const Date &endDate, Frequency frequency, BusinessDayConvention convention, bool isAdjusted)
use the constructor without the isAdjusted argument; use convention = Unadjusted for isAdjusted = false.

Class McBasket
use BasketOption instead

Class Milan
use Italy with the Exchange market

Class NewYork
use UnitedStates with the Exchange market

Class PerformanceOption
Use CliquetOption with AnalyticPerformanceEngine instead

Member rollingConvention () const
renamed to businessDayConvention()

Member isAdjusted () const
if you really need it (which you shouldn't) check that businessDayConvention() != Unadjusted

Member Schedule (const Calendar &calendar, const Date &startDate, const Date &endDate, Frequency frequency, BusinessDayConvention convention, bool isAdjusted, const Date &stubDate=Date(), bool startFromEnd=false, bool longFinal=false)
use the constructor without the isAdjusted argument; use convention = Unadjusted for isAdjusted = false.

Member Schedule (const std::vector< Date > &, const Calendar &calendar, BusinessDayConvention convention, bool isAdjusted)
use the constructor without the isAdjusted argument; use convention = Unadjusted for isAdjusted = false.

Member SimpleSwap (bool payFixedRate, const Date &startDate, Integer n, TimeUnit units, const Calendar &calendar, BusinessDayConvention rollingConvention, Real nominal, Frequency fixedFrequency, Rate fixedRate, bool fixedIsAdjusted, const DayCounter &fixedDayCount, Frequency floatingFrequency, const boost::shared_ptr< Xibor > &index, Integer indexFixingDays, Spread spread, const RelinkableHandle< TermStructure > &termStructure)
use the constructor taking two Schedules

Member SwapRateHelper (const RelinkableHandle< Quote > &rate, Integer n, TimeUnit units, Integer settlementDays, const Calendar &calendar, BusinessDayConvention convention, Frequency fixedFrequency, bool fixedIsAdjusted, const DayCounter &fixedDayCount, Frequency floatingFrequency)
use the version with two BusinessDayConvention arguments

Member SwapRateHelper (Rate rate, Integer n, TimeUnit units, Integer settlementDays, const Calendar &calendar, BusinessDayConvention convention, Frequency fixedFrequency, bool fixedIsAdjusted, const DayCounter &fixedDayCount, Frequency floatingFrequency)
use the version with two BusinessDayConvention arguments

Member rollingConvention () const
renamed to businessDayConvention()

Member Xibor (const std::string &familyName, Integer n, TimeUnit units, Integer settlementDays, CurrencyTag currency, const Calendar &calendar, bool isAdjusted, BusinessDayConvention convention, const DayCounter &dayCounter, const RelinkableHandle< TermStructure > &h)
use the constructor without isAdjusted argument; isAdjusted = false can be replicated by convention = Unadjusted.

Member Handle
This define will disappear in next release

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