Deprecated List

Member BoxMullerGaussianRng (long seed=0)
initialize with a random number generator instead.

Member CLGaussianRng (long seed=0)
initialize with a random number generator instead.

Class CliquetOptionPathPricer_old
use CliquetOptionPathPricer instead

Class EuropeanOption
use VanillaOption with EuropeanAnalyticEngine

Member ICGaussianRng (long seed=0)
initialize with a random number generator instead.

Class McEuropean
use VanillaOption with McEuropeanEngine

Class MultivariateAccumulator
use SequenceStatistics instead

Class PathGenerator_old
use PathGenerator instead

Class PathPricer_old
use PathPricer instead

Class RandomArrayGenerator
use RandomSequenceGenerator instead.

Class RiskMeasures
use Statistics instead

Class RiskStatistics_old
use IncrementalGaussianStatistics or Statistics instead

Member SimpleSwap (bool payFixedRate, const Date &startDate, const Date &maturity, const Calendar &calendar, RollingConvention rollingConvention, double nominal, int fixedFrequency, Rate fixedRate, bool fixedIsAdjusted, const DayCounter &fixedDayCount, int floatingFrequency, const Handle< Indexes::Xibor > &index, int indexFixingDays, Spread spread, const RelinkableHandle< TermStructure > &termStructure, const Date &fixedStubDate=Date(), bool fixedFromEnd=false, bool fixedLongFinal=false, const Date &floatStubDate=Date(), bool floatFromEnd=false, bool floatLongFinal=false, const std::string &isinCode="", const std::string &description="")
use the constructor taking two Schedulers

Member FixedRateCouponVector (const std::vector< double > &nominals, const std::vector< Rate > &couponRates, const Date &startDate, const Date &endDate, int frequency, const Calendar &calendar, RollingConvention rollingConvention, bool isAdjusted, const DayCounter &dayCount, const DayCounter &firstPeriodDayCount, const Date &stubDate)
use the version taking a Scheduler instead

Member FloatingRateCouponVector (const std::vector< double > &nominals, const Date &startDate, const Date &endDate, int frequency, const Calendar &calendar, RollingConvention rollingConvention, const Handle< Indexes::Xibor > &index, int fixingDays, const std::vector< Spread > &spreads, const Date &stubDate=Date())
use the version taking a Scheduler instead.

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