- d -

• data() : GeneralStatistics
• Date() : Date
• date() : SimpleCashFlow , DefaultEvent , CashFlow , Event , Callability
• Date() : Date
• date() : Coupon , IMM , Dividend
• dates() : Exercise , TimeSeries
• dayCount() : DayCounter , DayCounter::Impl
• dayCounter() : SwaptionVolatilityCube , DriftTermStructure , Coupon , ForwardSpreadedTermStructure , ImpliedTermStructure , FixedRateCoupon , PiecewiseZeroSpreadedTermStructure , QuantoTermStructure , FloatingRateCoupon , ZeroSpreadedTermStructure
• DayCounter() : DayCounter
• dayCounter() : CallableBondConstantVolatility
• DayCounter() : DayCounter
• dayCounter() : ExtendedBlackVarianceCurve , ExtendedBlackVarianceSurface , SabrVolSurface , TermStructure , BlackVarianceCurve , BlackVarianceSurface , ImpliedVolTermStructure , LocalConstantVol , LocalVolCurve , LocalVolSurface , CapletVarianceCurve
• dayOfYear() : Date
• days() : Period
• defaultDensity() : DefaultProbabilityTermStructure
• defaultDensityImpl() : HazardRateStructure , InterpolatedDefaultDensityCurve , DefaultProbabilityTermStructure
• DefaultDensityStructure() : DefaultDensityStructure
• defaultProbability() : DefaultProbabilityTermStructure
• DefaultProbabilityTermStructure() : DefaultProbabilityTermStructure
• delta() : BlackCalculator , BlackScholesCalculator
• deltaForward() : BlackCalculator
• density() : OneFactorGaussianStudentCopula , OneFactorStudentGaussianCopula , OneFactorCopula , OneFactorGaussianCopula , OneFactorStudentCopula
• detachmentAmount() : Basket
• detachmentRatio() : Basket
• determinant() : Matrix
• diffusion() : GJRGARCHProcess , ExtendedBlackScholesMertonProcess , EulerDiscretization , LiborForwardModelProcess , GeneralizedBlackScholesProcess , EndEulerDiscretization , EulerDiscretization , G2Process , G2ForwardProcess , GeometricBrownianMotionProcess , HestonProcess , HullWhiteProcess , HullWhiteForwardProcess , Merton76Process , OrnsteinUhlenbeckProcess , SquareRootProcess , StochasticProcessArray , StochasticProcess1D , StochasticProcess
• DigitalCoupon() : DigitalCoupon
• dirtyPrice() : Bond
• dirtyPriceFromZSpread() : Bond
• disableExtrapolation() : Extrapolator
• discount() : LiborForwardModel , OneFactorAffineModel , G2 , YieldTermStructure , AffineModel
• discountCurve() : Forward
• discountFactor() : InterestRate
• discountFunction() : FittedBondDiscountCurve::FittingMethod
• discountImpl() : ForwardRateStructure , ImpliedTermStructure , CompoundForward , InterpolatedDiscountCurve , YieldTermStructure , ZeroYieldStructure
• dividendRho() : BlackCalculator
• DotProduct() : Array
• downsideDeviation() : IncrementalStatistics , GenericRiskStatistics
• downsideVariance() : GenericRiskStatistics , IncrementalStatistics
• drift() : StochasticProcess , G2ForwardProcess , LiborForwardModelProcess , Merton76Process , OrnsteinUhlenbeckProcess , HestonProcess , EulerDiscretization , GeometricBrownianMotionProcess , GeneralizedBlackScholesProcess , StochasticProcessArray , ExtendedBlackScholesMertonProcess , EndEulerDiscretization , EulerDiscretization , HullWhiteForwardProcess , HullWhiteProcess , SquareRootProcess , G2Process , GJRGARCHProcess , StochasticProcess1D , BatesProcess , EndEulerDiscretization
• duration() : CashFlows
• dynamics() : ExtendedCoxIngersollRoss , Vasicek , G2 , TwoFactorModel , HullWhite , CoxIngersollRoss , BlackKarasinski , OneFactorModel