### A free/open-source library for quantitative finance

### - d -

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