QuantLib 0.3.7
Getting started
Reference manual
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- 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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