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<title>QuantLib: Class Members - Functions</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h3 class="navbartitle">Version 0.3.14</h3>
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<h3 class="navbartitle">Getting started</h3>
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<li><a href="functions_func.html#index_a"><span>a</span></a></li>
<li><a href="functions_func_0x62.html#index_b"><span>b</span></a></li>
<li><a href="functions_func_0x63.html#index_c"><span>c</span></a></li>
<li id="current"><a href="functions_func_0x64.html#index_d"><span>d</span></a></li>
<li><a href="functions_func_0x65.html#index_e"><span>e</span></a></li>
<li><a href="functions_func_0x66.html#index_f"><span>f</span></a></li>
<li><a href="functions_func_0x67.html#index_g"><span>g</span></a></li>
<li><a href="functions_func_0x68.html#index_h"><span>h</span></a></li>
<li><a href="functions_func_0x69.html#index_i"><span>i</span></a></li>
<li><a href="functions_func_0x6b.html#index_k"><span>k</span></a></li>
<li><a href="functions_func_0x6c.html#index_l"><span>l</span></a></li>
<li><a href="functions_func_0x6d.html#index_m"><span>m</span></a></li>
<li><a href="functions_func_0x6e.html#index_n"><span>n</span></a></li>
<li><a href="functions_func_0x6f.html#index_o"><span>o</span></a></li>
<li><a href="functions_func_0x70.html#index_p"><span>p</span></a></li>
<li><a href="functions_func_0x72.html#index_r"><span>r</span></a></li>
<li><a href="functions_func_0x73.html#index_s"><span>s</span></a></li>
<li><a href="functions_func_0x74.html#index_t"><span>t</span></a></li>
<li><a href="functions_func_0x75.html#index_u"><span>u</span></a></li>
<li><a href="functions_func_0x76.html#index_v"><span>v</span></a></li>
<li><a href="functions_func_0x77.html#index_w"><span>w</span></a></li>
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<li><a href="functions_func_0x7a.html#index_z"><span>z</span></a></li>
<li><a href="functions_func_0x7e.html#index_~"><span>~</span></a></li>
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<p>
<p>
<h3><a class="anchor" name="index_d">- d -</a></h3><ul>
<li>data()
: <a class="el" href="class_quant_lib_1_1_general_statistics.html#6a593303e461b12dc41c23e41551f885">GeneralStatistics</a>
<li>date()
: <a class="el" href="class_quant_lib_1_1_cash_flow.html#a13bda6290db5f0ae13c13f69c1ae4c0">CashFlow</a>
<li>Date()
: <a class="el" href="class_quant_lib_1_1_date.html#ff49fc2cda4491ff4457ca481bb8edf9">Date</a>
<li>date()
: <a class="el" href="class_quant_lib_1_1_event.html#a13bda6290db5f0ae13c13f69c1ae4c0">Event</a>
<li>dates()
: <a class="el" href="class_quant_lib_1_1_exercise.html#61bd806d4dda74252ab0a5b2bcbe4d81">Exercise</a>
<li>dayCount()
: <a class="el" href="class_quant_lib_1_1_day_counter_impl.html#661c8d40e61a2592dc0365097bc733b0">DayCounterImpl</a>
, <a class="el" href="class_quant_lib_1_1_day_counter.html#64c03e978534d65abfb5d90a15ce393b">DayCounter</a>
<li>dayCounter()
: <a class="el" href="class_quant_lib_1_1_term_structure.html#93c57cb7bc65ba899bd5a80bb52831b0">TermStructure</a>
<li>DayCounter()
: <a class="el" href="class_quant_lib_1_1_day_counter.html#4c13117cd5659354dad5d3a3d4b36925">DayCounter</a>
<li>dayCounter()
: <a class="el" href="class_quant_lib_1_1_coupon.html#93c57cb7bc65ba899bd5a80bb52831b0">Coupon</a>
<li>dayOfYear()
: <a class="el" href="class_quant_lib_1_1_date.html#9fe7e5e2bc70723b30aa39c99f84ef72">Date</a>
<li>diffusion()
: <a class="el" href="class_quant_lib_1_1_stochastic_process.html#544a462673e37c7b6639c747680c8148">StochasticProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#9df3a04e3fab76cdee05ab834d5b7cb3">StochasticProcess1D</a>
, <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html#5ab4b67d548a4674f8a989868c0a922b">GeneralizedBlackScholesProcess</a>
, <a class="el" href="class_quant_lib_1_1_euler_discretization.html#bcdf23c85f11bfe53769fbad570343b9">EulerDiscretization</a>
<li>dirtyPrice()
: <a class="el" href="class_quant_lib_1_1_bond.html#efe5c5d71af1ddbfc99d536dbaa8761e">Bond</a>
<li>disableExtrapolation()
: <a class="el" href="class_quant_lib_1_1_extrapolator.html#bab5047522a68771f2b1d51d1ac78383">Extrapolator</a>
<li>discount()
: <a class="el" href="class_quant_lib_1_1_affine_model.html#484ef5ed3fad32d2fe6fcbb34c4ba29a">AffineModel</a>
, <a class="el" href="class_quant_lib_1_1_yield_term_structure.html#f41bcf35daa1d6c971d5f4972a0ce14c">YieldTermStructure</a>
<li>discountCurve()
: <a class="el" href="class_quant_lib_1_1_forward.html#1a057395d6db670e81ec6299184c5346">Forward</a>
<li>discountFactor()
: <a class="el" href="class_quant_lib_1_1_interest_rate.html#9f0217e36fda633b528327857269ea5b">InterestRate</a>
<li>discountImpl()
: <a class="el" href="class_quant_lib_1_1_forward_rate_structure.html#08c98cafd406e91aa8e17cedb889c99d">ForwardRateStructure</a>
, <a class="el" href="class_quant_lib_1_1_yield_term_structure.html#57e35fba8673aa757ede8c239745bfdf">YieldTermStructure</a>
, <a class="el" href="class_quant_lib_1_1_zero_yield_structure.html#08c98cafd406e91aa8e17cedb889c99d">ZeroYieldStructure</a>
, <a class="el" href="class_quant_lib_1_1_implied_term_structure.html#08c98cafd406e91aa8e17cedb889c99d">ImpliedTermStructure</a>
<li>downsideDeviation()
: <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#4cf7034a986db419e73ff5d5a9152885">IncrementalStatistics</a>
, <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#4cf7034a986db419e73ff5d5a9152885">GenericRiskStatistics</a>
<li>downsideVariance()
: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#112f592cca5db06e22ba282ad6fb36e3">GenericRiskStatistics</a>
, <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#112f592cca5db06e22ba282ad6fb36e3">IncrementalStatistics</a>
<li>drift()
: <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html#c0fef0634785539f761f09c6fe6fa566">GeneralizedBlackScholesProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process.html#7b454d617b60ff608c812d18068c7e29">StochasticProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#e06f30a6c4425e8c3e4633d1cf15c761">StochasticProcess1D</a>
, <a class="el" href="class_quant_lib_1_1_euler_discretization.html#69411bff6b78aefa30e6f3e1a7969bd1">EulerDiscretization</a>
<li>DriftCalculator()
: <a class="el" href="class_quant_lib_1_1_drift_calculator.html#5974bd71c6a21380ece867f440600881">DriftCalculator</a>
<li>duration()
: <a class="el" href="class_quant_lib_1_1_cashflows.html#4758e38bc3be6c9b70d36f8b6ca5dbdc">Cashflows</a>
<li>dynamics()
: <a class="el" href="class_quant_lib_1_1_one_factor_model.html#4f31a05ee99de4f96e67defdf4917356">OneFactorModel</a>
, <a class="el" href="class_quant_lib_1_1_two_factor_model.html#4f31a05ee99de4f96e67defdf4917356">TwoFactorModel</a>
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