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

Here is a list of all documented class members with links to the class documentation for each member:

### - 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
- DerivativeApprox : CubicInterpolation
- Derived : ExchangeRate
- detachmentAmount() : Basket
- detachmentRatio() : Basket
- determinant() : Matrix
- Diagonal : SobolBrownianGenerator
- diffusion() : Merton76Process , ExtendedBlackScholesMertonProcess , ExtendedOrnsteinUhlenbeckProcess , HestonProcess , ExtOUWithJumpsProcess , GemanRoncoroniProcess , KlugeExtOUProcess , G2Process , VegaStressedBlackScholesProcess , GeneralizedOrnsteinUhlenbeckProcess , VarianceGammaProcess , LiborForwardModelProcess , GeneralizedBlackScholesProcess , EndEulerDiscretization , EulerDiscretization , G2ForwardProcess , GeometricBrownianMotionProcess , GJRGARCHProcess , HullWhiteProcess , HullWhiteForwardProcess , HybridHestonHullWhiteProcess , OrnsteinUhlenbeckProcess , SquareRootProcess , StochasticProcessArray , StochasticProcess , StochasticProcess1D
- DigitalCoupon() : DigitalCoupon
- Direct : ExchangeRate
- dirtyPrice() : Bond
- disableExtrapolation() : Extrapolator
- discount() : LiborForwardModel , OneFactorAffineModel , G2 , YieldTermStructure , AffineModel
- discountCurve() : Forward
- discountFactor() : InterestRate
- discountFunction() : FittedBondDiscountCurve::FittingMethod
- discountImpl() : ZeroYieldStructure , YieldTermStructure , ImpliedTermStructure , ForwardRateStructure , InterpolatedDiscountCurve< Interpolator >
- dividendRho() : BlackCalculator
- DotProduct() : Array
- Down : Rounding
- downsideDeviation() : IncrementalStatistics , GenericRiskStatistics< S >
- downsideVariance() : IncrementalStatistics , GenericRiskStatistics< S >
- drift() : EndEulerDiscretization , BatesProcess , KlugeExtOUProcess , OrnsteinUhlenbeckProcess , HullWhiteProcess , StochasticProcessArray , ExtendedOrnsteinUhlenbeckProcess , StochasticProcess1D , EndEulerDiscretization , GeneralizedBlackScholesProcess , G2ForwardProcess , GJRGARCHProcess , LiborForwardModelProcess , HullWhiteForwardProcess , Merton76Process , HestonProcess , EulerDiscretization , GeometricBrownianMotionProcess , VarianceGammaProcess , EulerDiscretization , ExtOUWithJumpsProcess , GemanRoncoroniProcess , GeneralizedOrnsteinUhlenbeckProcess , G2Process , HybridHestonHullWhiteProcess , SquareRootProcess , StochasticProcess , ExtendedBlackScholesMertonProcess
- dt() : OvernightIndexedCoupon
- duration() : CashFlows
- dynamics() : OneFactorModel , BlackKarasinski , Vasicek , TwoFactorModel , HullWhite , G2 , GeneralizedHullWhite , ExtendedCoxIngersollRoss , CoxIngersollRoss