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<div class="textblock"><dl class="reflist">
<dt><a class="anchor" id="_caveats000145"></a>Class <a class="el" href="class_quant_lib_1_1_actual365_fixed.html">Actual365Fixed</a> </dt>
<dd>According to ISDA, "Actual/365" (without "Fixed") is an alias for "Actual/Actual (ISDA)" (see ActualActual.) If Actual/365 is not explicitly specified as fixed in an instrument specification, you might want to double-check its meaning. </dd>
<dt><a class="anchor" id="_caveats000046"></a>Class <a class="el" href="class_quant_lib_1_1_asset_swap.html">AssetSwap</a> </dt>
<dd>bondCleanPrice must be the (forward) price at the floatSchedule start date </dd>
<dt><a class="anchor" id="_caveats000047"></a>Member <a class="el" href="class_quant_lib_1_1_barrier_option.html#a95c0837ce9c4bcc4cb9b9ff975f3bfe1">BarrierOption::impliedVolatility</a> (Real price, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const </dt>
<dd>see VanillaOption for notes on implied-volatility calculation. </dd>
<dt><a class="anchor" id="_caveats000143"></a>Member <a class="el" href="class_quant_lib_1_1_bespoke_calendar.html#a7f3c5b5278c667900534fb0e63f13c97">BespokeCalendar::BespokeCalendar</a> (const std::string &name="")</dt>
<dd>different bespoke calendars created with the same name (or different bespoke calendars created with no name) will compare as equal. </dd>
<dt><a class="anchor" id="_caveats000020"></a>Member <a class="el" href="class_quant_lib_1_1_black_atm_vol_curve.html#a804c305b2630b426e940d4fa622ce279">BlackAtmVolCurve::BlackAtmVolCurve</a> (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000021"></a>Member <a class="el" href="class_quant_lib_1_1_black_atm_vol_curve.html#ae6f7aa60ece6266f81c578c61e900c9f">BlackAtmVolCurve::BlackAtmVolCurve</a> (BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000006"></a>Class <a class="el" href="class_quant_lib_1_1_black_callable_fixed_rate_bond_engine.html">BlackCallableFixedRateBondEngine</a> </dt>
<dd>This class has yet to be tested </dd>
<dt><a class="anchor" id="_caveats000007"></a>Class <a class="el" href="class_quant_lib_1_1_black_callable_zero_coupon_bond_engine.html">BlackCallableZeroCouponBondEngine</a> </dt>
<dd>This class has yet to be tested. </dd>
<dt><a class="anchor" id="_caveats000012"></a>Class <a class="el" href="class_quant_lib_1_1_black_cds_option_engine.html">BlackCdsOptionEngine</a> </dt>
<dd>The engine assumes that the exercise date equals the start date of the passed CDS. </dd>
<dt><a class="anchor" id="_caveats000099"></a>Class <a class="el" href="class_quant_lib_1_1_black_swaption_engine.html">BlackSwaptionEngine</a> </dt>
<dd>The engine assumes that the exercise date equals the start date of the passed swap. </dd>
<dt><a class="anchor" id="_caveats000121"></a>Member <a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#a3076fe98673233ea9964c4149696862e">BlackVarianceTermStructure::BlackVarianceTermStructure</a> (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000122"></a>Member <a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html#a7ca10a1d65a41d8cc6289f8d2ee8613a">BlackVarianceTermStructure::BlackVarianceTermStructure</a> (BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000119"></a>Member <a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html#afca56fef10eda563e5199d7642626902">BlackVolatilityTermStructure::BlackVolatilityTermStructure</a> (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000120"></a>Member <a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html#a1ee866739267db6a169a63971c8edd9a">BlackVolatilityTermStructure::BlackVolatilityTermStructure</a> (BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000022"></a>Member <a class="el" href="class_quant_lib_1_1_black_vol_surface.html#a3152b6bf490ea2cfa5ae0af7aad2ad65">BlackVolSurface::BlackVolSurface</a> (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000023"></a>Member <a class="el" href="class_quant_lib_1_1_black_vol_surface.html#aa38e554a3ddfabe77ad448430e6304fa">BlackVolSurface::BlackVolSurface</a> (BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000117"></a>Member <a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#a7e38fd346a530ec9f0919b612926bbd7">BlackVolTermStructure::BlackVolTermStructure</a> (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000118"></a>Member <a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#a42ae80b78fc243101c7134e47ade1e71">BlackVolTermStructure::BlackVolTermStructure</a> (BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000048"></a>Class <a class="el" href="class_quant_lib_1_1_bond.html">Bond</a> </dt>
<dd>Most methods assume that the cash flows are stored sorted by date, the redemption(s) being after any cash flow at the same date. In particular, if there's one single redemption, it must be the last cash flow, </dd>
<dt><a class="anchor" id="_caveats000049"></a>Member <a class="el" href="class_quant_lib_1_1_bond.html#ae88c1a2337e0a6109f987cb8edbbe73c">Bond::Bond</a> (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(), const Leg &cashflows=Leg())</dt>
<dd>The last passed cash flow must be the bond redemption. No other cash flow can have a date later than the redemption date. </dd>
<dt><a class="anchor" id="_caveats000050"></a>Member <a class="el" href="class_quant_lib_1_1_bond.html#aab241a7a0ea7c566883009fe26b009a1">Bond::cleanPrice</a> () const </dt>
<dd>the theoretical price calculated from a flat term structure might differ slightly from the price calculated from the corresponding yield by means of the other overload of this function. If the price from a constant yield is desired, it is advisable to use such other overload. </dd>
<dt><a class="anchor" id="_caveats000051"></a>Member <a class="el" href="class_quant_lib_1_1_bond.html#a6ae3fd1559be17f6c97829a8f36a4368">Bond::dirtyPrice</a> () const </dt>
<dd>the theoretical price calculated from a flat term structure might differ slightly from the price calculated from the corresponding yield by means of the other overload of this function. If the price from a constant yield is desired, it is advisable to use such other overload. </dd>
<dt><a class="anchor" id="_caveats000133"></a>Class <a class="el" href="class_quant_lib_1_1_bond_helper.html">BondHelper</a> </dt>
<dd>This class assumes that the reference date does not change between calls of setTermStructure(). </dd>
<dt><a class="anchor" id="_caveats000134"></a>Member <a class="el" href="class_quant_lib_1_1_bond_helper.html#af4868f10939da98e59cac5ed15f5d922">BondHelper::BondHelper</a> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle< Quote ></a> &cleanPrice, const boost::shared_ptr< Bond > &bond)</dt>
<dd>Setting a pricing engine to the passed bond from external code will cause the bootstrap to fail or to give wrong results. It is advised to discard the bond after creating the helper, so that the helper has sole ownership of it. </dd>
<dt><a class="anchor" id="_caveats000107"></a>Member <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#ac8bb5ca2d4e7d7754be9f69e43a054ce">BootstrapHelper< TS >::setTermStructure</a> (TS *)</dt>
<dd>Being a pointer and not a shared_ptr, the term structure is not guaranteed to remain allocated for the whole life of the rate helper. It is responsibility of the programmer to ensure that the pointer remains valid. It is advised that this method is called only inside the term structure being bootstrapped, setting the pointer to <b>this</b>, i.e., the term structure itself. </dd>
<dt><a class="anchor" id="_caveats000032"></a>Class <a class="el" href="class_quant_lib_1_1_c_a_d_libor.html">CADLibor</a> </dt>
<dd>This is the rate fixed in London by BBA. Use CDOR if you're interested in the Canadian fixing by IDA. </dd>
<dt><a class="anchor" id="_caveats000142"></a>Member <a class="el" href="class_quant_lib_1_1_calendar.html#a37627d5d5bba7f4a8690c71c2ab3cb07">Calendar::name</a> () const </dt>
<dd>This method is used for output and comparison between calendars. It is <b>not</b> meant to be used for writing switch-on-type code. </dd>
<dt><a class="anchor" id="_caveats000008"></a>Member <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#ac90021113d4115457bb5afdfb6492de1">CallableBondVolatilityStructure::CallableBondVolatilityStructure</a> (const DayCounter &dc=DayCounter(), BusinessDayConvention bdc=Following)</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000115"></a>Member <a class="el" href="class_quant_lib_1_1_cap_floor_term_volatility_structure.html#a61dbb4f9b8a6e44341929060ad31a74a">CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure</a> (const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000116"></a>Member <a class="el" href="class_quant_lib_1_1_cap_floor_term_volatility_structure.html#a78c3b4b9eed5cd633319bba3e4d8d303">CapFloorTermVolatilityStructure::CapFloorTermVolatilityStructure</a> (BusinessDayConvention bdc, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000033"></a>Class <a class="el" href="class_quant_lib_1_1_cdor.html">Cdor</a> </dt>
<dd>This is the rate fixed in Canada by IDA. Use CADLibor if you're interested in the London fixing by BBA. </dd>
<dt><a class="anchor" id="_caveats000034"></a>Class <a class="el" href="class_quant_lib_1_1_c_h_f_libor.html">CHFLibor</a> </dt>
<dd>This is the rate fixed in London by BBA. Use ZIBOR if you're interested in the Zurich fixing. </dd>
<dt><a class="anchor" id="_caveats000001"></a>Class <a class="el" href="class_quant_lib_1_1_cms_coupon.html">CmsCoupon</a> </dt>
<dd>This class does not perform any date adjustment, i.e., the start and end date passed upon construction should be already rolled to a business day. </dd>
<dt><a class="anchor" id="_caveats000052"></a>Class <a class="el" href="class_quant_lib_1_1_composite_instrument.html">CompositeInstrument</a> </dt>
<dd>Methods that drive the calculation directly (such as recalculate(), freeze() and others) might not work correctly. </dd>
<dt><a class="anchor" id="_caveats000029"></a>Group <a class="el" href="class_quant_lib_1_1_handle.html#amgrp559a25fdb98a7d1fd1c3771ac568d5e9">Constructors</a> </dt>
<dd><code>registerAsObserver</code> is left as a backdoor in case the programmer cannot guarantee that the object pointed to will remain alive for the whole lifetime of the handle---namely, it should be set to <code>false</code> when the passed shared pointer does not own the pointee (this should only happen in a controlled environment, so that the programmer is aware of it). Failure to do so can very likely result in a program crash. If the programmer does want the handle to register as observer of such a shared pointer, it is his responsibility to ensure that the handle gets destroyed before the pointed object does. </dd>
<dt><a class="anchor" id="_caveats000010"></a>Class <a class="el" href="class_quant_lib_1_1_convertible_fixed_coupon_bond.html">ConvertibleFixedCouponBond</a> </dt>
<dd>Most methods inherited from Bond (such as yield or the yield-based dirtyPrice and cleanPrice) refer to the underlying plain-vanilla bond and do not take convertibility and callability into account. </dd>
<dt><a class="anchor" id="_caveats000011"></a>Class <a class="el" href="class_quant_lib_1_1_convertible_floating_rate_bond.html">ConvertibleFloatingRateBond</a> </dt>
<dd>Most methods inherited from Bond (such as yield or the yield-based dirtyPrice and cleanPrice) refer to the underlying plain-vanilla bond and do not take convertibility and callability into account. </dd>
<dt><a class="anchor" id="_caveats000009"></a>Class <a class="el" href="class_quant_lib_1_1_convertible_zero_coupon_bond.html">ConvertibleZeroCouponBond</a> </dt>
<dd>Most methods inherited from Bond (such as yield or the yield-based dirtyPrice and cleanPrice) refer to the underlying plain-vanilla bond and do not take convertibility and callability into account. </dd>
<dt><a class="anchor" id="_caveats000002"></a>Member <a class="el" href="class_quant_lib_1_1_coupon.html#a8059cf8902fe54a39631ef3c0775d05e">Coupon::Coupon</a> (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())</dt>
<dd>the coupon does not adjust the payment date which must already be a business day. </dd>
<dt><a class="anchor" id="_caveats000015"></a>Member <a class="el" href="class_quant_lib_1_1_c_p_i_cap_floor_term_price_surface.html#a2e986030f606857ab21de088507b12dd">CPICapFloorTermPriceSurface::price</a> (const Period &d, Rate k) const </dt>
<dd>you MUST remind the compiler in any descendants with the using:: mechanism because you overload the names remember that the strikes use the quoting convention </dd>
<dt><a class="anchor" id="_caveats000003"></a>Member <a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a7076f32553ee48e0680b92904cf7cecd">CPICoupon::baseCPI</a> () const </dt>
<dd>make sure that the interpolation used to create this is what you are using for the fixing, i.e. the observationInterpolation. </dd>
<dt><a class="anchor" id="_caveats000053"></a>Class <a class="el" href="class_quant_lib_1_1_c_p_i_swap.html">CPISwap</a> </dt>
<dd>Setting subtractInflationNominal to true means that the original inflation nominal is subtracted from both nominals before they are exchanged, even if they are different. </dd>
<dt><a class="anchor" id="_caveats000076"></a>Class <a class="el" href="class_quant_lib_1_1_crank_nicolson.html">CrankNicolson< Operator ></a> </dt>
<dd>The differential operator must be linear for this evolver to work. </dd>
<dt><a class="anchor" id="_caveats000054"></a>Class <a class="el" href="class_quant_lib_1_1_credit_default_swap.html">CreditDefaultSwap</a> </dt>
<dd>if <code>Settings::includeReferenceDateCashFlows()</code> is set to <code>true</code>, payments occurring at the settlement date of the swap might be included in the NPV and therefore affect the fair-spread calculation. This might not be what you want. </dd>
<dt><a class="anchor" id="_caveats000139"></a>Class <a class="el" href="class_quant_lib_1_1_cubic_b_splines_fitting.html">CubicBSplinesFitting</a> </dt>
<dd>"The results are extremely sensitive to the number and location of the knot points, and there is no optimal way of selecting them." James, J. and
N. Webber, "Interest Rate Modelling" John Wiley, 2000, pp. 440. </dd>
<dt><a class="anchor" id="_caveats000037"></a>Class <a class="el" href="class_quant_lib_1_1_daily_tenor_e_u_r_libor.html">DailyTenorEURLibor</a> </dt>
<dd>This is the rate fixed in London by BBA. Use Eonia if you're interested in the fixing by the ECB. </dd>
<dt><a class="anchor" id="_caveats000144"></a>Member <a class="el" href="class_quant_lib_1_1_day_counter.html#a37627d5d5bba7f4a8690c71c2ab3cb07">DayCounter::name</a> () const </dt>
<dd>This method is used for output and comparison between day counters. It is <b>not</b> meant to be used for writing switch-on-type code. </dd>
<dt><a class="anchor" id="_caveats000108"></a>Member <a class="el" href="class_quant_lib_1_1_default_density_structure.html#a9ea9cd8b6b75f0c6e5ed1d907dfe63e1">DefaultDensityStructure::survivalProbabilityImpl</a> (Time) const </dt>
<dd>This default implementation uses numerical integration, which might be inefficient and inaccurate. Derived classes should override it if a more efficient implementation is available. </dd>
<dt><a class="anchor" id="_caveats000005"></a>Class <a class="el" href="class_quant_lib_1_1_discretized_option.html">DiscretizedOption</a> </dt>
<dd>it is advised that derived classes take care of creating and initializing themselves an instance of the underlying. </dd>
<dt><a class="anchor" id="_caveats000151"></a>Class <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable< T ></a> </dt>
<dd>In order to avoid copies in code such as shown above, the conversion from <code>T</code> to <code>Disposable<T></code> is destructive, i.e., it does <b>not</b> preserve the state of the original object. Therefore, it is necessary for the developer to avoid code such as </dd>
<dt><a class="anchor" id="_caveats000055"></a>Member <a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#a95c0837ce9c4bcc4cb9b9ff975f3bfe1">DividendVanillaOption::impliedVolatility</a> (Real price, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const </dt>
<dd>see VanillaOption for notes on implied-volatility calculation. </dd>
<dt><a class="anchor" id="_caveats000148"></a>Member <a class="el" href="struct_quant_lib_1_1_e_c_b.html#a46fa6730251ce58e9881cd0ba426eeba">ECB::code</a> (const Date &ecbDate)</dt>
<dd>It raises an exception if the input date is not an ECB date </dd>
<dt><a class="anchor" id="_caveats000147"></a>Member <a class="el" href="struct_quant_lib_1_1_e_c_b.html#a723827e2a30022eb84b073335de1eebe">ECB::date</a> (const std::string &ecbCode, const Date &referenceDate=Date())</dt>
<dd>It raises an exception if the input string is not an ECB code </dd>
<dt><a class="anchor" id="_caveats000024"></a>Member <a class="el" href="class_quant_lib_1_1_equity_f_x_vol_surface.html#a933dc91a5bedd2573dbe7810d2d05da8">EquityFXVolSurface::EquityFXVolSurface</a> (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000025"></a>Member <a class="el" href="class_quant_lib_1_1_equity_f_x_vol_surface.html#adddc35bc937ffb39283d27dac309e919">EquityFXVolSurface::EquityFXVolSurface</a> (BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000035"></a>Class <a class="el" href="class_quant_lib_1_1_euribor.html">Euribor</a> </dt>
<dd>This is the rate fixed by the ECB. Use EurLibor if you're interested in the London fixing by BBA. </dd>
<dt><a class="anchor" id="_caveats000036"></a>Class <a class="el" href="class_quant_lib_1_1_e_u_r_libor.html">EURLibor</a> </dt>
<dd>This is the rate fixed in London by BBA. Use Euribor if you're interested in the fixing by the ECB. </dd>
<dt><a class="anchor" id="_caveats000004"></a>Member <a class="el" href="class_quant_lib_1_1_exchange_rate_manager.html#a093a0fb71cc0f5e543d1e5a29f265da2">ExchangeRateManager::lookup</a> (const Currency &source, const Currency &target, Date date=Date(), ExchangeRate::Type type=ExchangeRate::Derived) const </dt>
<dd>if two or more exchange-rate chains are possible which allow to specify a requested rate, it is unspecified which one is returned. </dd>
<dt><a class="anchor" id="_caveats000138"></a>Class <a class="el" href="class_quant_lib_1_1_exponential_splines_fitting.html">ExponentialSplinesFitting</a> </dt>
<dd>convergence may be slow </dd>
<dt><a class="anchor" id="_caveats000077"></a>Member <a class="el" href="class_quant_lib_1_1_finite_difference_model.html#a29eb8c23b64571be731ffa8f4df2590a">FiniteDifferenceModel< Evolver >::rollback</a> (array_type &a, Time from, Time to, Size steps)</dt>
<dd>being this a rollback, <code>from</code> must be a later time than <code>to</code>. </dd>
<dt><a class="anchor" id="_caveats000078"></a>Member <a class="el" href="class_quant_lib_1_1_finite_difference_model.html#a65ea4e753878a94e9daa438b1bd1cb75">FiniteDifferenceModel< Evolver >::rollback</a> (array_type &a, Time from, Time to, Size steps, const condition_type &condition)</dt>
<dd>being this a rollback, <code>from</code> must be a later time than <code>to</code>. </dd>
<dt><a class="anchor" id="_caveats000135"></a>Class <a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve.html">FittedBondDiscountCurve</a> </dt>
<dd>The method can be slow if there are many bonds to fit. Speed also depends on the particular choice of fitting method chosen and its convergence properties under optimization. See also todo list for BondDiscountCurveFittingMethod. </dd>
<dt><a class="anchor" id="_caveats000136"></a>Class <a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve_1_1_fitting_method.html">FittedBondDiscountCurve::FittingMethod</a> </dt>
<dd>some parameters to the Simplex optimization method may need to be tweaked internally to the class, depending on the fitting method used, in order to get proper/reasonable/faster convergence. </dd>
<dt><a class="anchor" id="_caveats000056"></a>Class <a class="el" href="class_quant_lib_1_1_fixed_rate_bond_forward.html">FixedRateBondForward</a> </dt>
<dd>This class still needs to be rigorously tested </dd>
<dt><a class="anchor" id="_caveats000057"></a>Class <a class="el" href="class_quant_lib_1_1_forward.html">Forward</a> </dt>
<dd>This class still needs to be rigorously tested </dd>
<dt><a class="anchor" id="_caveats000137"></a>Member <a class="el" href="class_quant_lib_1_1_forward_rate_structure.html#a5da0d2e596148e3aa538b6e47a8ecf63">ForwardRateStructure::zeroYieldImpl</a> (Time) const </dt>
<dd>This default implementation uses an highly inefficient and possibly wildly inaccurate numerical integration. Derived classes should override it if a more efficient implementation is available. </dd>
<dt><a class="anchor" id="_caveats000100"></a>Class <a class="el" href="class_quant_lib_1_1_g2_swaption_engine.html">G2SwaptionEngine</a> </dt>
<dd>The engine assumes that the exercise date equals the start date of the passed swap. </dd>
<dt><a class="anchor" id="_caveats000059"></a>Class <a class="el" href="class_quant_lib_1_1_gap_payoff.html">GapPayoff</a> </dt>
<dd>this payoff can be negative depending on the strikes </dd>
<dt><a class="anchor" id="_caveats000104"></a>Member <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html#a81842299056bb82662dce099fca6bcba">GeneralizedBlackScholesProcess::expectation</a> (Time t0, Real x0, Time dt) const </dt>
<dd>raises a "not implemented" exception. It should be rewritten to return the expectation E(S) of the process, not exp(E(log S)). </dd>
<dt><a class="anchor" id="_caveats000109"></a>Member <a class="el" href="class_quant_lib_1_1_hazard_rate_structure.html#a9ea9cd8b6b75f0c6e5ed1d907dfe63e1">HazardRateStructure::survivalProbabilityImpl</a> (Time) const </dt>
<dd>This default implementation uses numerical integration, which might be inefficient and inaccurate. Derived classes should override it if a more efficient implementation is available. </dd>
<dt><a class="anchor" id="_caveats000013"></a>Class <a class="el" href="class_quant_lib_1_1_himalaya_option.html">HimalayaOption</a> </dt>
<dd>This implementation still does not manage seasoned options. </dd>
<dt><a class="anchor" id="_caveats000149"></a>Member <a class="el" href="struct_quant_lib_1_1_i_m_m.html#a90d63902ee5320a0154faa1b142fabcc">IMM::code</a> (const Date &immDate)</dt>
<dd>It raises an exception if the input date is not an IMM date </dd>
<dt><a class="anchor" id="_caveats000150"></a>Member <a class="el" href="struct_quant_lib_1_1_i_m_m.html#a6aa71cceab1d7bb39412a8902ff70dbd">IMM::date</a> (const std::string &immCode, const Date &referenceDate=Date())</dt>
<dd>It raises an exception if the input string is not an IMM code </dd>
<dt><a class="anchor" id="_caveats000123"></a>Class <a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a> </dt>
<dd>It doesn't make financial sense to have an asset-dependant implied Vol Term Structure. This class should be used with term structures that are time dependant only. </dd>
<dt><a class="anchor" id="_caveats000074"></a>Class <a class="el" href="class_quant_lib_1_1_incremental_statistics.html">IncrementalStatistics</a> </dt>
<dd>high moments are numerically unstable for high average/standardDeviation ratios. </dd>
<dt><a class="anchor" id="_caveats000030"></a>Class <a class="el" href="class_quant_lib_1_1_index.html">Index</a> </dt>
<dd>this class performs no check that the provided/requested fixings are for dates in the past, i.e. for dates less than or equal to the evaluation date. It is up to the client code to take care of possible inconsistencies due to "seeing in the
future" </dd>
<dt><a class="anchor" id="_caveats000031"></a>Member <a class="el" href="class_quant_lib_1_1_index.html#a7f04e718c6856c4d3d77a496b6acad0d">Index::name</a> () const =0</dt>
<dd>This method is used for output and comparison between indexes. It is <b>not</b> meant to be used for writing switch-on-type code. </dd>
<dt><a class="anchor" id="_caveats000045"></a>Member <a class="el" href="class_quant_lib_1_1_instrument.html#af259149d11ddda95328d6a41be778078">Instrument::setPricingEngine</a> (const boost::shared_ptr< PricingEngine > &)</dt>
<dd>calling this method will have no effects in case the <b>performCalculation</b> method was overridden in a derived class. </dd>
<dt><a class="anchor" id="_caveats000065"></a>Member <a class="el" href="class_quant_lib_1_1_interest_rate.html#aac316c9ade1203219bfab37e91726386">InterestRate::compoundFactor</a> (Time t) const </dt>
<dd>Time must be measured using InterestRate's own day counter. </dd>
<dt><a class="anchor" id="_caveats000064"></a>Member <a class="el" href="class_quant_lib_1_1_interest_rate.html#a009346f1741a384db90b95e6f02b7a36">InterestRate::discountFactor</a> (Time t) const </dt>
<dd>Time must be measured using InterestRate's own day counter. </dd>
<dt><a class="anchor" id="_caveats000067"></a>Member <a class="el" href="class_quant_lib_1_1_interest_rate.html#a3dda956718db96b302e4023950c6f409">InterestRate::equivalentRate</a> (Compounding comp, Frequency freq, Time t) const </dt>
<dd>Time must be measured using the InterestRate's own day counter. </dd>
<dt><a class="anchor" id="_caveats000066"></a>Member <a class="el" href="class_quant_lib_1_1_interest_rate.html#a9805f175eeb2f7eb24689d784df29470">InterestRate::impliedRate</a> (Real compound, const DayCounter &resultDC, Compounding comp, Frequency freq, Time t)</dt>
<dd>Time must be measured using the day-counter provided as input. </dd>
<dt><a class="anchor" id="_caveats000026"></a>Member <a class="el" href="class_quant_lib_1_1_interest_rate_vol_surface.html#a790c8f47798af91124e11ca9e2a52731">InterestRateVolSurface::InterestRateVolSurface</a> (const boost::shared_ptr< InterestRateIndex > &, const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000027"></a>Member <a class="el" href="class_quant_lib_1_1_interest_rate_vol_surface.html#a7f954b457571433df27468af92b2d99e">InterestRateVolSurface::InterestRateVolSurface</a> (const boost::shared_ptr< InterestRateIndex > &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000101"></a>Class <a class="el" href="class_quant_lib_1_1_jamshidian_swaption_engine.html">JamshidianSwaptionEngine</a> </dt>
<dd>The engine assumes that the exercise date equals the start date of the passed swap. </dd>
<dt><a class="anchor" id="_caveats000038"></a>Class <a class="el" href="class_quant_lib_1_1_j_p_y_libor.html">JPYLibor</a> </dt>
<dd>This is the rate fixed in London by BBA. Use TIBOR if you're interested in the Tokio fixing. </dd>
<dt><a class="anchor" id="_caveats000103"></a>Class <a class="el" href="class_quant_lib_1_1_ju_quadratic_approximation_engine.html">JuQuadraticApproximationEngine</a> </dt>
<dd>Barone-Adesi-Whaley critical commodity price calculation is used, it has not been modified to see whether the method of Ju is faster. Ju does not say how he solves the equation for the critical stock price, e.g. Newton method. He just gives the solution. The method of BAW gives answers to the same accuracy as in Ju (1999). </dd>
<dt><a class="anchor" id="_caveats000083"></a>Member <a class="el" href="class_quant_lib_1_1_lattice.html#a014c376879c97eb1268c460dfeeebb4d">Lattice::partialRollback</a> (DiscretizedAsset &, Time to) const =0</dt>
<dd>In version 0.3.7 and earlier, this method was called rollAlmostBack method and performed pre-adjustment. This is no longer true; when migrating your code, you'll have to replace calls such as: </dd>
<dt><a class="anchor" id="_caveats000084"></a>Member <a class="el" href="class_quant_lib_1_1_lazy_object.html#a10873979f635888606e03f9cb2d8a096">LazyObject::calculate</a> () const </dt>
<dd><p class="startdd">Objects cache the results of the previous calculation. Such results will be returned upon later invocations of <em><b>calculate</b></em>. When the results depend on arguments which could change between invocations, the lazy object must register itself as observer of such objects for the calculations to be performed again when they change.</p>
<p>Should this method be redefined in derived classes, LazyObject::calculate() should be called in the overriding method. </p>
<p class="enddd">Should this method be redefined in derived classes, LazyObject::calculate() should be called in the overriding method. </p>
</dd>
<dt><a class="anchor" id="_caveats000068"></a>Class <a class="el" href="class_quant_lib_1_1_libor_forward_model_process.html">LiborForwardModelProcess</a> </dt>
<dd>this class does not work correctly with Visual C++ 6. </dd>
<dt><a class="anchor" id="_caveats000125"></a>Member <a class="el" href="class_quant_lib_1_1_local_vol_term_structure.html#a22dbcfb670e37c7b778f6a53a8a39fe6">LocalVolTermStructure::LocalVolTermStructure</a> (BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000124"></a>Member <a class="el" href="class_quant_lib_1_1_local_vol_term_structure.html#aab7e89f622d77dc9b21b73a98e163be1">LocalVolTermStructure::LocalVolTermStructure</a> (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000089"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_american_basket_engine.html">MCAmericanBasketEngine< RNG ></a> </dt>
<dd>This method is intrinsically weak for out-of-the-money options. </dd>
<dt><a class="anchor" id="_caveats000016"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_american_path_engine.html">MCAmericanPathEngine< RNG ></a> </dt>
<dd>This method is intrinsically weak for out-of-the-money options. </dd>
<dt><a class="anchor" id="_caveats000088"></a>Class <a class="el" href="class_quant_lib_1_1_m_c_discrete_averaging_asian_engine.html">MCDiscreteAveragingAsianEngine< RNG, S ></a> </dt>
<dd>control-variate calculation is disabled under VC++6. </dd>
<dt><a class="anchor" id="_caveats000079"></a>Class <a class="el" href="class_quant_lib_1_1_mixed_scheme.html">MixedScheme< Operator ></a> </dt>
<dd>The differential operator must be linear for this evolver to work. </dd>
<dt><a class="anchor" id="_caveats000112"></a>Class <a class="el" href="class_quant_lib_1_1_multiplicative_price_seasonality.html">MultiplicativePriceSeasonality</a> </dt>
<dd>Multi-year seasonality (i.e. non-stationary) is fragile: the user <b>must</b> ensure that corrections at whole years before and after the inflation term structure base date are the same. Otherwise there can be an inconsistency with quoted rates. This is enforced if the frequency is lower than daily. This is not enforced for daily seasonality because this will always be inconsistent due to weekends, holidays, leap years, etc. If you use multi-year daily seasonality it is up to you to check. </dd>
<dt><a class="anchor" id="_caveats000075"></a>Class <a class="el" href="class_quant_lib_1_1_neumann_b_c.html">NeumannBC</a> </dt>
<dd>The value passed must not be the value of the derivative. Instead, it must be comprehensive of the grid step between the first two points--i.e., it must be the difference between f[0] and f[1]. </dd>
<dt><a class="anchor" id="_caveats000086"></a>Member <a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">Observable::operator=</a> (const Observable &)</dt>
<dd>notification is sent before the copy constructor has a chance of actually change the data members. Therefore, observers whose update() method tries to use their observables will not see the updated values. It is suggested that the update() method just raise a flag in order to trigger a later recalculation. </dd>
<dt><a class="anchor" id="_caveats000127"></a>Member <a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html#aac8c7b91f00da54ac59aed3bdb766beb">OptionletVolatilityStructure::OptionletVolatilityStructure</a> (BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000126"></a>Member <a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html#a32f8f347e008782ed493983ca4ce858c">OptionletVolatilityStructure::OptionletVolatilityStructure</a> (const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000044"></a>Member <a class="el" href="class_quant_lib_1_1_overnight_indexed_swap_index.html#a3c9a90446e2ee0b8cafbf57b9f4c671b">OvernightIndexedSwapIndex::underlyingSwap</a> (const Date &fixingDate) const </dt>
<dd>Relinking the term structure underlying the index will not have effect on the returned swap. </dd>
<dt><a class="anchor" id="_caveats000014"></a>Class <a class="el" href="class_quant_lib_1_1_pagoda_option.html">PagodaOption</a> </dt>
<dd>This implementation still does not manage seasoned options. </dd>
<dt><a class="anchor" id="_caveats000017"></a>Member <a class="el" href="class_quant_lib_1_1_path_payoff.html#a7f04e718c6856c4d3d77a496b6acad0d">PathPayoff::name</a> () const =0</dt>
<dd>This method is used for output and comparison between payoffs. It is <b>not</b> meant to be used for writing switch-on-type code. </dd>
<dt><a class="anchor" id="_caveats000087"></a>Member <a class="el" href="class_quant_lib_1_1_payoff.html#a7f04e718c6856c4d3d77a496b6acad0d">Payoff::name</a> () const =0</dt>
<dd>This method is used for output and comparison between payoffs. It is <b>not</b> meant to be used for writing switch-on-type code. </dd>
<dt><a class="anchor" id="_caveats000110"></a>Class <a class="el" href="class_quant_lib_1_1_piecewise_default_curve.html">PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap ></a> </dt>
<dd>The bootstrapping algorithm will raise an exception if any two instruments have the same maturity date. </dd>
<dt><a class="anchor" id="_caveats000140"></a>Class <a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">PiecewiseYieldCurve< Traits, Interpolator, Bootstrap ></a> </dt>
<dd>The bootstrapping algorithm will raise an exception if any two instruments have the same maturity date. </dd>
<dt><a class="anchor" id="_caveats000070"></a>Member <a class="el" href="class_quant_lib_1_1_problem.html#ad20897c5c8bd47f5d4005989bead0e55">Problem::reset</a> ()</dt>
<dd>it does not reset the current minumum to any initial value </dd>
<dt><a class="anchor" id="_caveats000069"></a>Member <a class="el" href="class_quant_lib_1_1_matrix.html#abbbd1fbdec84c274b421380416f9716a">pseudoSqrt</a> </dt>
<dd>Higham algorithm only works for correlation matrices. </dd>
<dt><a class="anchor" id="_caveats000098"></a>Class <a class="el" href="class_quant_lib_1_1_quanto_engine.html">QuantoEngine< Instr, Engine ></a> </dt>
<dd>for the time being, this engine will only work with simple Black-Scholes processes (i.e., no Merton.) </dd>
<dt><a class="anchor" id="_caveats000071"></a>Class <a class="el" href="class_quant_lib_1_1_randomized_l_d_s.html">RandomizedLDS< LDS, PRS ></a> </dt>
<dd>Inverting LDS and PRS is possible, but it doesn't make sense. </dd>
<dt><a class="anchor" id="_caveats000072"></a>Class <a class="el" href="class_quant_lib_1_1_random_sequence_generator.html">RandomSequenceGenerator< RNG ></a> </dt>
<dd>do not use with low-discrepancy sequence generator. </dd>
<dt><a class="anchor" id="_caveats000028"></a>Class <a class="el" href="class_quant_lib_1_1_relinkable_handle.html">RelinkableHandle< T ></a> </dt>
<dd>see the Handle documentation for issues relatives to <code>registerAsObserver</code>. </dd>
<dt><a class="anchor" id="_caveats000073"></a>Member <a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7">Rounding::Type</a> </dt>
<dd>the names of the Floor and Ceiling methods might be misleading. Check the provided reference. </dd>
<dt><a class="anchor" id="_caveats000105"></a>Member <a class="el" href="class_quant_lib_1_1_settings.html#a95055e9410ed0465a5f30d3ffc90c1d3">Settings::evaluationDate</a> ()</dt>
<dd>a notification is not sent when the evaluation date changes for natural causes---i.e., a date was not explicitly set (which results in today's date being used for pricing) and the current date changes as the clock strikes midnight. </dd>
<dt><a class="anchor" id="_caveats000146"></a>Class <a class="el" href="class_quant_lib_1_1_simple_day_counter.html">SimpleDayCounter</a> </dt>
<dd>this day counter should be used together with NullCalendar, which ensures that dates at whole-month distances share the same day of month. It is <b>not</b> guaranteed to work with any other calendar. </dd>
<dt><a class="anchor" id="_caveats000111"></a>Member <a class="el" href="class_quant_lib_1_1_survival_probability_structure.html#aacf490703e42933ebc53ef281a4a38fb">SurvivalProbabilityStructure::defaultDensityImpl</a> (Time) const </dt>
<dd>This implementation uses numerical differentiation, which might be inefficient and inaccurate. Derived classes should override it if a more efficient implementation is available. </dd>
<dt><a class="anchor" id="_caveats000043"></a>Member <a class="el" href="class_quant_lib_1_1_swap_index.html#afccaabbaca855e9e0b6a82e88eb59551">SwapIndex::underlyingSwap</a> (const Date &fixingDate) const </dt>
<dd>Relinking the term structure underlying the index will not have effect on the returned swap. </dd>
<dt><a class="anchor" id="_caveats000128"></a>Class <a class="el" href="class_quant_lib_1_1_swaption_volatility_cube.html">SwaptionVolatilityCube</a> </dt>
<dd>this class is not finalized and its interface might change in subsequent releases. </dd>
<dt><a class="anchor" id="_caveats000130"></a>Member <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a4ae32fc9ee5910b3da98ce36c581a121">SwaptionVolatilityStructure::SwaptionVolatilityStructure</a> (BusinessDayConvention bdc, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000129"></a>Member <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#ac6fd129ebf717507b17923db697987d5">SwaptionVolatilityStructure::SwaptionVolatilityStructure</a> (const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000106"></a>Member <a class="el" href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">TermStructure::TermStructure</a> (const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000039"></a>Class <a class="el" href="class_quant_lib_1_1_tibor.html">Tibor</a> </dt>
<dd>This is the rate fixed in Tokio by JBA. Use JPYLibor if you're interested in the London fixing by BBA. </dd>
<dt><a class="anchor" id="_caveats000080"></a>Class <a class="el" href="class_quant_lib_1_1_t_r_b_d_f2.html">TRBDF2< Operator ></a> </dt>
<dd>The differential operator must be linear for this evolver to work. </dd>
<dt><a class="anchor" id="_caveats000102"></a>Class <a class="el" href="class_quant_lib_1_1_tree_swaption_engine.html">TreeSwaptionEngine</a> </dt>
<dd>This engine is not guaranteed to work if the underlying swap has a start date in the past, i.e., before today's date. When using this engine, prune the initial part of the swap so that it starts at <img class="formulaInl" alt="$ t \geq 0 $" src="form_320.png"/>. </dd>
<dt><a class="anchor" id="_caveats000081"></a>Class <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> </dt>
<dd>to use real time-dependant algebra, you must overload the corresponding operators in the inheriting time-dependent class. </dd>
<dt><a class="anchor" id="_caveats000082"></a>Class <a class="el" href="class_quant_lib_1_1_trinomial_tree.html">TrinomialTree</a> </dt>
<dd>The diffusion term of the SDE must be independent of the underlying process. </dd>
<dt><a class="anchor" id="_caveats000060"></a>Member <a class="el" href="class_quant_lib_1_1_vanilla_option.html#a95c0837ce9c4bcc4cb9b9ff975f3bfe1">VanillaOption::impliedVolatility</a> (Real price, const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const </dt>
<dd><p class="startdd">currently, this method returns the Black-Scholes implied volatility using analytic formulas for European options and a finite-difference method for American and Bermudan options. It will give unconsistent results if the pricing was performed with any other methods (such as jump-diffusion models.)</p>
<p class="enddd">options with a gamma that changes sign (e.g., binary options) have values that are <b>not</b> monotonic in the volatility. In these cases, the calculation can fail and the result (if any) is almost meaningless. Another possible source of failure is to have a target value that is not attainable with any volatility, e.g., a target value lower than the intrinsic value in the case of American options. </p>
</dd>
<dt><a class="anchor" id="_caveats000062"></a>Class <a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a> </dt>
<dd>if <code>Settings::includeReferenceDateCashFlows()</code> is set to <code>true</code>, payments occurring at the settlement date of the swap might be included in the NPV and therefore affect the fair-rate and fair-spread calculation. This might not be what you want. </dd>
<dt><a class="anchor" id="_caveats000018"></a>Class <a class="el" href="class_quant_lib_1_1_variance_gamma_model.html">VarianceGammaModel</a> </dt>
<dd>calibration is not implemented for VG </dd>
<dt><a class="anchor" id="_caveats000019"></a>Class <a class="el" href="class_quant_lib_1_1_variance_option.html">VarianceOption</a> </dt>
<dd>This class does not manage seasoned variance options. </dd>
<dt><a class="anchor" id="_caveats000063"></a>Class <a class="el" href="class_quant_lib_1_1_variance_swap.html">VarianceSwap</a> </dt>
<dd>This class does not manage seasoned variance swaps. </dd>
<dt><a class="anchor" id="_caveats000131"></a>Member <a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#a5f30fa48a97a7299157730452b4034e6">VolatilityTermStructure::VolatilityTermStructure</a> (const Calendar &cal, BusinessDayConvention bdc, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000132"></a>Member <a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#a6dde14edb40ab23fb1ea553c516d56f3">VolatilityTermStructure::VolatilityTermStructure</a> (BusinessDayConvention bdc, const DayCounter &dc=DayCounter())</dt>
<dd>term structures initialized by means of this constructor must manage their own reference date by overriding the referenceDate() method. </dd>
<dt><a class="anchor" id="_caveats000141"></a>Member <a class="el" href="class_quant_lib_1_1_yield_term_structure.html#a7bb62afcfd21cdc31aa6f38a01f1f6be">YieldTermStructure::forwardRate</a> (const Date &d, const Period &p, const DayCounter &resultDayCounter, Compounding comp, Frequency freq=Annual, bool extrapolate=false) const </dt>
<dd>dates are not adjusted for holidays </dd>
<dt><a class="anchor" id="_caveats000042"></a>Member <a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html#a1c776ca10de744b29a4d051102003eb9">YoYInflationIndex::fixing</a> (const Date &fixingDate, bool forecastTodaysFixing=false) const </dt>
<dd>the forecastTodaysFixing parameter (required by the Index interface) is currently ignored. </dd>
<dt><a class="anchor" id="_caveats000114"></a>Member <a class="el" href="class_quant_lib_1_1_yo_y_inflation_term_structure.html#a07b935dbbeb9135c753694f56eb1fa36">YoYInflationTermStructure::yoyRate</a> (Time t, bool extrapolate=false) const </dt>
<dd>Since inflation is highly linked to dates (lags, interpolation, months for seasonality, etc) this method cannot account for all effects. If you call it, You'll have to manage lag, seasonality etc. yourself. </dd>
<dt><a class="anchor" id="_caveats000041"></a>Member <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html#a1c776ca10de744b29a4d051102003eb9">ZeroInflationIndex::fixing</a> (const Date &fixingDate, bool forecastTodaysFixing=false) const </dt>
<dd>the forecastTodaysFixing parameter (required by the Index interface) is currently ignored. </dd>
<dt><a class="anchor" id="_caveats000113"></a>Member <a class="el" href="class_quant_lib_1_1_zero_inflation_term_structure.html#a8f53e7de10a1fd168a5cafe1f5b924bf">ZeroInflationTermStructure::zeroRate</a> (Time t, bool extrapolate=false) const </dt>
<dd>Since inflation is highly linked to dates (lags, interpolation, months for seasonality, etc) this method cannot account for all effects. If you call it, You'll have to manage lag, seasonality etc. yourself. </dd>
<dt><a class="anchor" id="_caveats000040"></a>Class <a class="el" href="class_quant_lib_1_1_zibor.html">Zibor</a> </dt>
<dd>This is the rate fixed in Zurich by BBA. Use CHFLibor if you're interested in the London fixing by BBA.</dd>
</dl>
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