From afb69874994c43aace68dd9df445385563c25eea Mon Sep 17 00:00:00 2001 From: GitHub Action Date: Wed, 31 Jul 2024 13:41:46 +0000 Subject: [PATCH] New documentation --- _autosummary/quantlib.cashflow.CashFlow.html | 7 +- _autosummary/quantlib.cashflow.Leg.html | 7 +- .../quantlib.cashflow.SimpleCashFlow.html | 7 +- _autosummary/quantlib.cashflow.html | 7 +- _autosummary/quantlib.cashflows.api.html | 7 +- ...floored_coupon.CappedFlooredCmsCoupon.html | 7 +- ...ap_floored_coupon.CappedFlooredCoupon.html | 7 +- ...loored_coupon.CappedFlooredIborCoupon.html | 7 +- ...quantlib.cashflows.cap_floored_coupon.html | 7 +- .../quantlib.cashflows.cashflows.html | 7 +- ...flows.cashflows.next_cash_flow_amount.html | 7 +- ...s.cashflows.previous_cash_flow_amount.html | 7 +- ...antlib.cashflows.cms_coupon.CmsCoupon.html | 7 +- .../quantlib.cashflows.cms_coupon.html | 7 +- ....conundrum_pricer.AnalyticHaganPricer.html | 7 +- ...ashflows.conundrum_pricer.HaganPricer.html | 7 +- 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6 +- ...ic_heston_engine.ComplexLogFormula.rst.txt | 1 + ...lesvanillaengine.CashDividendModel.rst.txt | 1 + .../quantlib.pricingengines.vanilla.rst.txt | 10 +- ...sses.heston_process.Discretization.rst.txt | 1 + .../_autosummary/quantlib.processes.rst.txt | 10 +- _sources/_autosummary/quantlib.quotes.rst.txt | 4 +- .../_autosummary/quantlib.reference.rst.txt | 4 +- _sources/_autosummary/quantlib.rst.txt | 62 +++--- _sources/_autosummary/quantlib.sim.rst.txt | 2 +- ...ated_hazardrate_curve.Interpolator.rst.txt | 1 + .../quantlib.termstructures.credit.rst.txt | 10 +- ...tlib.termstructures.helpers.Pillar.rst.txt | 1 + ..._zero_inflation_curve.Interpolator.rst.txt | 1 + .../quantlib.termstructures.inflation.rst.txt | 10 +- .../quantlib.termstructures.rst.txt | 18 +- ...ack_variance_surface.Extrapolation.rst.txt | 1 + ...lack_variance_surface.Interpolator.rst.txt | 1 + ...termstructures.volatility.equityfx.rst.txt | 14 +- ...ermstructures.volatility.optionlet.rst.txt | 2 +- ...quantlib.termstructures.volatility.rst.txt | 16 +- ...termstructures.volatility.swaption.rst.txt | 14 +- ...lity.volatilitytype.VolatilityType.rst.txt | 1 + ...lds.bootstraptraits.BootstrapTrait.rst.txt | 1 + .../quantlib.termstructures.yields.rst.txt | 30 +-- ...ayconvention.BusinessDayConvention.rst.txt | 1 + ...ntlib.time.calendars.canada.Market.rst.txt | 1 + ...tlib.time.calendars.germany.Market.rst.txt | 1 + ...rs.jointcalendar.JointCalendarRule.rst.txt | 1 + .../quantlib.time.calendars.rst.txt | 22 +- ...me.calendars.united_kingdom.Market.rst.txt | 1 + ...ime.calendars.united_states.Market.rst.txt | 1 + .../quantlib.time.date.Month.rst.txt | 1 + .../quantlib.time.date.TimeUnit.rst.txt | 1 + .../quantlib.time.date.Weekday.rst.txt | 1 + ...time.dategeneration.DateGeneration.rst.txt | 1 + ...ycounters.actual_actual.Convention.rst.txt | 1 + .../quantlib.time.daycounters.rst.txt | 6 +- ...e.daycounters.thirty360.Convention.rst.txt | 1 + .../quantlib.time.frequency.Frequency.rst.txt | 1 + .../quantlib.time.imm.Month.rst.txt | 1 + _sources/_autosummary/quantlib.time.rst.txt | 24 +-- _sources/_autosummary/quantlib.util.rst.txt | 10 +- _static/alabaster.css | 115 ++++------ _static/github-banner.svg | 5 + api.html | 7 +- business_dates.html | 7 +- cython_wrapper.html | 7 +- developers.html | 7 +- genindex.html | 25 ++- getting_started.html | 7 +- index.html | 7 +- market.html | 7 +- mlab.html | 7 +- notebooks.html | 7 +- notebooks/CVA computation.html | 7 +- notebooks/LiborRiskFactors.html | 7 +- objects.inv | Bin 62166 -> 62237 bytes py-modindex.html | 9 +- reference.html | 7 +- reference_guide.html | 7 +- roadmap.html | 7 +- search.html | 7 +- searchindex.js | 2 +- tutorial.html | 7 +- users_guide.html | 7 +- 859 files changed, 4746 insertions(+), 3234 deletions(-) create mode 100644 _autosummary/quantlib.indexes.inflation.aucpi.AUCPI.html create mode 100644 _autosummary/quantlib.indexes.inflation.aucpi.YYAUCPI.html create mode 100644 _autosummary/quantlib.indexes.inflation.aucpi.html create mode 100644 _sources/_autosummary/quantlib.indexes.inflation.aucpi.AUCPI.rst.txt create mode 100644 _sources/_autosummary/quantlib.indexes.inflation.aucpi.YYAUCPI.rst.txt create mode 100644 _sources/_autosummary/quantlib.indexes.inflation.aucpi.rst.txt create mode 100644 _static/github-banner.svg diff --git a/_autosummary/quantlib.cashflow.CashFlow.html b/_autosummary/quantlib.cashflow.CashFlow.html index a31a09004..120652b1e 100644 --- a/_autosummary/quantlib.cashflow.CashFlow.html +++ b/_autosummary/quantlib.cashflow.CashFlow.html @@ -7,7 +7,8 @@ quantlib.cashflow.CashFlow — Quantlib cython wrapper 0.1.1 documentation - + + @@ -148,8 +149,8 @@

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quantlib.cashflows.conundrum_pricer.YieldCurveModel¶

-class YieldCurveModel(value)¶
+class YieldCurveModel(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

Bases: IntFlag

-

An enumeration.

-__init__()¶
+__init__(*args, **kwds)¶

Methods

@@ -57,15 +57,18 @@

quantlib.cashflows.conundrum_pricer.YieldCurveModel

bit_count()

Number of ones in the binary representation of the absolute value of self.

-

to_bytes(length, byteorder, *[, signed])

+

to_bytes([length, byteorder, signed])

Return an array of bytes representing an integer.

-

from_bytes(byteorder, *[, signed])

+

from_bytes([byteorder, signed])

Return the integer represented by the given array of bytes.

as_integer_ratio()

Return integer ratio.

+

__init__(*args, **kwds)

+

+

Attributes

@@ -174,8 +177,8 @@

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NumericHaganPricer(swaption_vol, ...)

-

YieldCurveModel(value)

-

An enumeration.

+

YieldCurveModel(value[, names, module, ...])

+

@@ -125,8 +126,8 @@

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quantlib.cashflows.coupon_pricer.TimingAdjustment¶

-class TimingAdjustment(value)¶
+class TimingAdjustment(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

Bases: IntFlag

-

An enumeration.

-__init__()¶
+__init__(*args, **kwds)¶

Methods

@@ -57,15 +57,18 @@

quantlib.cashflows.coupon_pricer.TimingAdjustment

bit_count()

Number of ones in the binary representation of the absolute value of self.

-

to_bytes(length, byteorder, *[, signed])

+

to_bytes([length, byteorder, signed])

Return an array of bytes representing an integer.

-

from_bytes(byteorder, *[, signed])

+

from_bytes([byteorder, signed])

Return the integer represented by the given array of bytes.

as_integer_ratio()

Return integer ratio.

+

__init__(*args, **kwds)

+

+

Attributes

@@ -168,8 +171,8 @@

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IborCouponPricer()

-

TimingAdjustment(value)

-

An enumeration.

+

TimingAdjustment(value[, names, module, ...])

+

@@ -136,8 +137,8 @@

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Modules

- + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + @@ -159,8 +160,8 @@

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©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.cashflows.overnight_indexed_coupon.OvernightIndexedCoupon — Quantlib cython wrapper 0.1.1 documentation - + + @@ -200,8 +201,8 @@

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©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.cashflows.overnight_indexed_coupon.OvernightLeg — Quantlib cython wrapper 0.1.1 documentation - + + @@ -133,8 +134,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.cashflows.overnight_indexed_coupon — Quantlib cython wrapper 0.1.1 documentation - + + @@ -119,8 +120,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.cashflows.rateaveraging.RateAveraging — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

quantlib.cashflows.rateaveraging.RateAveraging¶

-class RateAveraging(value)¶
+class RateAveraging(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

Bases: IntFlag

-

An enumeration.

-__init__()¶
+__init__(*args, **kwds)¶

Methods

@@ -57,15 +57,18 @@

quantlib.cashflows.rateaveraging.RateAveraging

- + - + + + +

quantlib.cashflows.api

api

quantlib.cashflows.cap_floored_coupon

cap_floored_coupon

quantlib.cashflows.cashflows

cashflows

quantlib.cashflows.cms_coupon

cms_coupon

quantlib.cashflows.conundrum_pricer

conundrum_pricer

quantlib.cashflows.coupon

coupon

quantlib.cashflows.coupon_pricer

coupon_pricer

quantlib.cashflows.cpi_coupon_pricer

cpi_coupon_pricer

quantlib.cashflows.dividend

dividend

quantlib.cashflows.fixed_rate_coupon

fixed_rate_coupon

quantlib.cashflows.floating_rate_coupon

floating_rate_coupon

quantlib.cashflows.ibor_coupon

ibor_coupon

quantlib.cashflows.inflation_coupon_pricer

inflation_coupon_pricer

quantlib.cashflows.linear_tsr_pricer

linear_tsr_pricer

quantlib.cashflows.overnight_indexed_coupon

overnight_indexed_coupon

quantlib.cashflows.rateaveraging

rateaveraging

bit_count()

Number of ones in the binary representation of the absolute value of self.

to_bytes(length, byteorder, *[, signed])

to_bytes([length, byteorder, signed])

Return an array of bytes representing an integer.

from_bytes(byteorder, *[, signed])

from_bytes([byteorder, signed])

Return the integer represented by the given array of bytes.

as_integer_ratio()

Return integer ratio.

__init__(*args, **kwds)

Attributes

@@ -168,8 +171,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.cashflows.rateaveraging — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,8 +39,8 @@

Classes

- - + +

RateAveraging(value)

An enumeration.

RateAveraging(value[, names, module, ...])
@@ -116,8 +117,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.compounding.Compounding — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

quantlib.compounding.Compounding¶

-class Compounding(value)¶
+class Compounding(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

Bases: IntFlag

-

An enumeration.

-__init__()¶
+__init__(*args, **kwds)¶

Methods

@@ -57,15 +57,18 @@

quantlib.compounding.Compounding

bit_count()

Number of ones in the binary representation of the absolute value of self.

-

to_bytes(length, byteorder, *[, signed])

+

to_bytes([length, byteorder, signed])

Return an array of bytes representing an integer.

-

from_bytes(byteorder, *[, signed])

+

from_bytes([byteorder, signed])

Return the integer represented by the given array of bytes.

as_integer_ratio()

Return integer ratio.

+

__init__(*args, **kwds)

+

+

Attributes

@@ -175,8 +178,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.compounding — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,8 +39,8 @@

Classes

- - + +

Compounding(value)

An enumeration.

Compounding(value[, names, module, ...])
@@ -114,8 +115,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.api — Quantlib cython wrapper 0.1.1 documentation - + + @@ -108,8 +109,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.AUDCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.CHFCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.DKKCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.EURCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.GBPCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.HKDCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.INRCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.JPYCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.NOKCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.NZDCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

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©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.PLNCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.SEKCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.SGDCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.USDCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies.ZARCurrency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -152,8 +153,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currencies — Quantlib cython wrapper 0.1.1 documentation - + + @@ -159,8 +160,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currency.Currency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -157,8 +158,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currency_registry — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency.currency_registry.initialize_currency_registry — Quantlib cython wrapper 0.1.1 documentation - + + @@ -115,8 +116,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.currency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,16 +39,16 @@

Modules

- + - + - + - + @@ -123,8 +124,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.default.Protection — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

quantlib.default.Protection¶

-class Protection(value)¶
+class Protection(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

Bases: IntEnum

-

An enumeration.

-__init__()¶
+__init__(*args, **kwds)¶

Methods

@@ -57,15 +57,18 @@

quantlib.default.Protection

- + - + + + +

quantlib.currency.api

api

quantlib.currency.currencies

currencies

Contains all the country specific currency implementations.

quantlib.currency.currency

currency

quantlib.currency.currency_registry

currency_registry

bit_count()

Number of ones in the binary representation of the absolute value of self.

to_bytes(length, byteorder, *[, signed])

to_bytes([length, byteorder, signed])

Return an array of bytes representing an integer.

from_bytes(byteorder, *[, signed])

from_bytes([byteorder, signed])

Return the integer represented by the given array of bytes.

as_integer_ratio()

Return integer ratio.

__init__(*args, **kwds)

Attributes

@@ -166,8 +169,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.default — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,8 +39,8 @@

Classes

- - + +

Protection(value)

An enumeration.

Protection(value[, names, module, qualname, ...])
@@ -114,8 +115,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.defines — Quantlib cython wrapper 0.1.1 documentation - + + @@ -106,8 +107,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.coupons.cms_spread_coupon.CappedFlooredCmsSpreadCoupon — Quantlib cython wrapper 0.1.1 documentation - + + @@ -223,8 +224,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.coupons.cms_spread_coupon.CmsSpreadCoupon — Quantlib cython wrapper 0.1.1 documentation - + + @@ -205,8 +206,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.coupons.cms_spread_coupon.CmsSpreadCouponPricer — Quantlib cython wrapper 0.1.1 documentation - + + @@ -149,8 +150,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.coupons.cms_spread_coupon — Quantlib cython wrapper 0.1.1 documentation - + + @@ -124,8 +125,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.coupons — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,13 +39,13 @@

Modules

- + - + - + @@ -122,8 +123,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.coupons.lognormal_cmsspread_pricer.LognormalCmsSpreadPricer — Quantlib cython wrapper 0.1.1 documentation - + + @@ -149,8 +150,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.coupons.lognormal_cmsspread_pricer — Quantlib cython wrapper 0.1.1 documentation - + + @@ -118,8 +119,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.coupons.swap_spread_index.SwapSpreadIndex — Quantlib cython wrapper 0.1.1 documentation - + + @@ -199,8 +200,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.coupons.swap_spread_index — Quantlib cython wrapper 0.1.1 documentation - + + @@ -118,8 +119,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,13 +39,13 @@

Modules

quantlib.experimental.coupons.cms_spread_coupon

cms_spread_coupon

quantlib.experimental.coupons.lognormal_cmsspread_pricer

lognormal_cmsspread_pricer

quantlib.experimental.coupons.swap_spread_index

swap_spread_index

- + - + - + @@ -120,8 +121,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.risk — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,7 +39,7 @@

Modules

quantlib.experimental.coupons

coupons

quantlib.experimental.risk

risk

quantlib.experimental.termstructures

termstructures

- + @@ -116,8 +117,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.risk.sensitivityanalysis.SensitivityAnalysis — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

quantlib.experimental.risk.sensitivityanalysis.SensitivityAnalysis¶

-class SensitivityAnalysis(value)¶
+class SensitivityAnalysis(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

Bases: IntFlag

-

An enumeration.

-__init__()¶
+__init__(*args, **kwds)¶

Methods

@@ -57,15 +57,18 @@

quantlib.experimental.risk.sensitivityanalysis.SensitivityAnalysis

- + - + + + +

quantlib.experimental.risk.sensitivityanalysis

sensitivityanalysis

bit_count()

Number of ones in the binary representation of the absolute value of self.

to_bytes(length, byteorder, *[, signed])

to_bytes([length, byteorder, signed])

Return an array of bytes representing an integer.

from_bytes(byteorder, *[, signed])

from_bytes([byteorder, signed])

Return the integer represented by the given array of bytes.

as_integer_ratio()

Return integer ratio.

__init__(*args, **kwds)

Attributes

@@ -170,8 +173,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.risk.sensitivityanalysis.bucket_analysis — Quantlib cython wrapper 0.1.1 documentation - + + @@ -129,8 +130,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.risk.sensitivityanalysis — Quantlib cython wrapper 0.1.1 documentation - + + @@ -49,8 +50,8 @@

Classes

- - + +

SensitivityAnalysis(value)

An enumeration.

SensitivityAnalysis(value[, names, module, ...])
@@ -129,8 +130,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.risk.sensitivityanalysis.parallel_analysis — Quantlib cython wrapper 0.1.1 documentation - + + @@ -133,8 +134,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.termstructures.crosscurrencyratehelpers.ConstNotionalCrossCurrencyBasisSwapRateHelper — Quantlib cython wrapper 0.1.1 documentation - + + @@ -173,8 +174,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.termstructures.crosscurrencyratehelpers.MtMCrossCurrencyBasisSwapRateHelper — Quantlib cython wrapper 0.1.1 documentation - + + @@ -163,8 +164,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.termstructures.crosscurrencyratehelpers — Quantlib cython wrapper 0.1.1 documentation - + + @@ -121,8 +122,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.experimental.termstructures — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,7 +39,7 @@

Modules

- + @@ -116,8 +117,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib — Quantlib cython wrapper 0.1.1 documentation - + + @@ -39,97 +40,97 @@

Modules

quantlib.experimental.termstructures.crosscurrencyratehelpers

crosscurrencyratehelpers

- + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + @@ -203,8 +204,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.index.Index — Quantlib cython wrapper 0.1.1 documentation - + + @@ -214,8 +215,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.index — Quantlib cython wrapper 0.1.1 documentation - + + @@ -115,8 +116,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.api — Quantlib cython wrapper 0.1.1 documentation - + + @@ -113,8 +114,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,40 +39,40 @@

Modules

quantlib.cashflow

cashflow

quantlib.cashflows

cashflows

quantlib.compounding

compounding

quantlib.currency

currency

quantlib.default

default

quantlib.defines

defines

quantlib.experimental

experimental

quantlib.index

index

Abstract base class for indices

quantlib.indexes

indexes

quantlib.instrument

instrument

Abstract instrument class

quantlib.instruments

instruments

quantlib.interest_rate

interest_rate

quantlib.market

market

quantlib.math

math

quantlib.methods

methods

quantlib.mlab

mlab

quantlib.models

models

quantlib.observable

observable

quantlib.pricingengines

pricingengines

quantlib.processes

processes

quantlib.quote

quote

Abstract base class for market observables

quantlib.quotes

quotes

quantlib.reference

reference

quantlib.settings

settings

quantlib.sim

sim

quantlib.stochastic_process

stochastic_process

quantlib.termstructures

termstructures

quantlib.time

time

quantlib.time_grid

time_grid

quantlib.time_series

time_series

quantlib.util

util

- + - + - + - + - + - + - + - + - + - + - + - + @@ -147,8 +148,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.eonia.Eonia — Quantlib cython wrapper 0.1.1 documentation - + + @@ -199,8 +200,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.eonia — Quantlib cython wrapper 0.1.1 documentation - + + @@ -118,8 +119,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.euribor.Euribor — Quantlib cython wrapper 0.1.1 documentation - + + @@ -199,8 +200,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.euribor.Euribor3M — Quantlib cython wrapper 0.1.1 documentation - + + @@ -199,8 +200,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.euribor.Euribor6M — Quantlib cython wrapper 0.1.1 documentation - + + @@ -199,8 +200,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.euribor — Quantlib cython wrapper 0.1.1 documentation - + + @@ -129,8 +130,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,19 +39,19 @@

Modules

quantlib.indexes.api

api

Copyright (C) 2014, Enthought Inc Copyright (C) 2014, Patrick Henaff

quantlib.indexes.ibor

ibor

quantlib.indexes.ibor_index

ibor_index

quantlib.indexes.index_manager

index_manager

quantlib.indexes.inflation

inflation

quantlib.indexes.inflation_index

inflation_index

Copyright (C) 2016, Enthought Inc Copyright (C) 2016, Patrick Henaff

quantlib.indexes.interest_rate_index

interest_rate_index

Copyright (C) 2011, Enthought Inc Copyright (C) 2011, Patrick Henaff

quantlib.indexes.region

region

Copyright (C) 2016, Enthought Inc Copyright (C) 2016, Patrick Henaff

quantlib.indexes.region_registry

region_registry

Copyright (C) 2016, Enthought Inc Copyright (C) 2016, Patrick Henaff

quantlib.indexes.regions

regions

Module that contains all the region implementations.

quantlib.indexes.swap

swap

quantlib.indexes.swap_index

swap_index

Copyright (C) 2011, Enthought Inc Copyright (C) 2011, Patrick Henaff
- + - + - + - + - + @@ -128,8 +129,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.libor.Libor — Quantlib cython wrapper 0.1.1 documentation - + + @@ -207,8 +208,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.libor — Quantlib cython wrapper 0.1.1 documentation - + + @@ -123,8 +124,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.sofr.Sofr — Quantlib cython wrapper 0.1.1 documentation - + + @@ -199,8 +200,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.sofr — Quantlib cython wrapper 0.1.1 documentation - + + @@ -118,8 +119,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.usdlibor.USDLibor — Quantlib cython wrapper 0.1.1 documentation - + + @@ -202,8 +203,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor.usdlibor — Quantlib cython wrapper 0.1.1 documentation - + + @@ -118,8 +119,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor_index.IborIndex — Quantlib cython wrapper 0.1.1 documentation - + + @@ -203,8 +204,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor_index.OvernightIndex — Quantlib cython wrapper 0.1.1 documentation - + + @@ -197,8 +198,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.ibor_index — Quantlib cython wrapper 0.1.1 documentation - + + @@ -119,8 +120,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.index_manager.IndexManager — Quantlib cython wrapper 0.1.1 documentation - + + @@ -169,8 +170,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.index_manager — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | + + + + + + + quantlib.indexes.inflation.aucpi.AUCPI — Quantlib cython wrapper 0.1.1 documentation + + + + + + + + + + + + + + + + + + + + + +
+
+
+ + +
+ +
+

quantlib.indexes.inflation.aucpi.AUCPI¶

+
+
+class AUCPI(Frequency frequency, bool revised, ZeroInflationTermStructure ts=ZeroInflationTermStructure())¶
+

Bases: ZeroInflationIndex

+
+
+__init__(*args, **kwargs)¶
+
+ +

Methods

+

quantlib.indexes.ibor.eonia

eonia

quantlib.indexes.ibor.euribor

euribor

Copyright (C) 2011, Enthought Inc Copyright (C) 2011, Patrick Henaff

quantlib.indexes.ibor.libor

libor

Copyright (C) 2011, Enthought Inc Copyright (C) 2011, Patrick Henaff

quantlib.indexes.ibor.sofr

sofr

quantlib.indexes.ibor.usdlibor

usdlibor

+ + + + + + + + + + + + + + + + + + + + + + + +

__init__(*args, **kwargs)

add_fixing(self, Date fixingDate, ...)

add_fixings(self, list dates, list values, ...)

clear_fixings(self)

fixing(self, Date fixingDate, ...)

is_valid_fixing_date(self, Date fixing_date)

zero_inflation_term_structure(self)

+

Attributes

+ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +

availability_lag

currency

family_name

fixing_calendar

the calendar defining valid fixing dates

frequency

last_fixing_date

name

the name of the index

region

time_series

the fixing TimeSeries

+
+ + + + + + + + + +
+ +
+ ©2011, Didrik Pinte, Patrick Henaff. + + | + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 + + | + Page source +
+ + + + + + \ No newline at end of file diff --git a/_autosummary/quantlib.indexes.inflation.aucpi.YYAUCPI.html b/_autosummary/quantlib.indexes.inflation.aucpi.YYAUCPI.html new file mode 100644 index 000000000..77a4e387e --- /dev/null +++ b/_autosummary/quantlib.indexes.inflation.aucpi.YYAUCPI.html @@ -0,0 +1,197 @@ + + + + + + + + quantlib.indexes.inflation.aucpi.YYAUCPI — Quantlib cython wrapper 0.1.1 documentation + + + + + + + + + + + + + + + + + + + + + +
+
+
+ + +
+ +
+

quantlib.indexes.inflation.aucpi.YYAUCPI¶

+
+
+class YYAUCPI¶
+

Bases: YoYInflationIndex

+
+
+__init__(*args, **kwargs)¶
+
+ +

Methods

+ + + + + + + + + + + + + + + + + + + + + + + + +

__init__(*args, **kwargs)

add_fixing(self, Date fixingDate, ...)

add_fixings(self, list dates, list values, ...)

clear_fixings(self)

fixing(self, Date fixingDate, ...)

is_valid_fixing_date(self, Date fixing_date)

zero_inflation_term_structure(self)

+

Attributes

+ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +

availability_lag

currency

family_name

fixing_calendar

the calendar defining valid fixing dates

frequency

last_fixing_date

name

the name of the index

region

time_series

the fixing TimeSeries

+
+ +
+ + +
+ +
+
+ +
+
+
+ ©2011, Didrik Pinte, Patrick Henaff. + + | + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 + + | + Page source +
+ + + + + + \ No newline at end of file diff --git a/_autosummary/quantlib.indexes.inflation.aucpi.html b/_autosummary/quantlib.indexes.inflation.aucpi.html new file mode 100644 index 000000000..4e473e4f2 --- /dev/null +++ b/_autosummary/quantlib.indexes.inflation.aucpi.html @@ -0,0 +1,137 @@ + + + + + + + + quantlib.indexes.inflation.aucpi — Quantlib cython wrapper 0.1.1 documentation + + + + + + + + + + + + + + + + + + + + + +
+
+
+ + +
+ +
+

quantlib.indexes.inflation.aucpi¶

+

Classes

+ + + + + + + + + +

AUCPI(Frequency frequency, bool revised, ...)

YYAUCPI

+
+ + +
+ +
+
+ +
+
+
+ ©2011, Didrik Pinte, Patrick Henaff. + + | + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 + + | + Page source +
+ + + + + + \ No newline at end of file diff --git a/_autosummary/quantlib.indexes.inflation.euhicp.EUHICP.html b/_autosummary/quantlib.indexes.inflation.euhicp.EUHICP.html index 44e5b7cae..29c5f2347 100644 --- a/_autosummary/quantlib.indexes.inflation.euhicp.EUHICP.html +++ b/_autosummary/quantlib.indexes.inflation.euhicp.EUHICP.html @@ -7,7 +7,8 @@ quantlib.indexes.inflation.euhicp.EUHICP — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,7 +38,7 @@

quantlib.indexes.inflation.euhicp.EUHICP¶

-class EUHICP(bool interpolated, ZeroInflationTermStructure ts=ZeroInflationTermStructure())¶
+class EUHICP(ZeroInflationTermStructure ts=ZeroInflationTermStructure())¶

Bases: ZeroInflationIndex

@@ -88,7 +89,7 @@

quantlib.indexes.inflation.euhicp.EUHICP

frequency

-

interpolated

+

last_fixing_date

name

@@ -181,8 +182,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation.euhicp.EUHICPXT — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,7 +38,7 @@

quantlib.indexes.inflation.euhicp.EUHICPXT¶

-class EUHICPXT(bool interpolated, ZeroInflationTermStructure ts=ZeroInflationTermStructure())¶
+class EUHICPXT(ZeroInflationTermStructure ts=ZeroInflationTermStructure())¶

Bases: ZeroInflationIndex

@@ -88,7 +89,7 @@

quantlib.indexes.inflation.euhicp.EUHICPXT

frequency

-

interpolated

+

last_fixing_date

name

@@ -181,8 +182,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation.euhicp.YYEUHICP — Quantlib cython wrapper 0.1.1 documentation - + + @@ -88,7 +89,7 @@

quantlib.indexes.inflation.euhicp.YYEUHICP

frequency

-

interpolated

+

last_fixing_date

name

@@ -181,8 +182,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation.euhicp.YYEUHICPXT — Quantlib cython wrapper 0.1.1 documentation - + + @@ -88,7 +89,7 @@

quantlib.indexes.inflation.euhicp.YYEUHICPXT

frequency

-

interpolated

+

last_fixing_date

name

@@ -181,8 +182,8 @@

Quick search

©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation.euhicp — Quantlib cython wrapper 0.1.1 documentation - + + @@ -15,7 +16,7 @@ - + @@ -38,10 +39,10 @@

Classes

- + - + @@ -92,7 +93,7 @@

Related Topics

  • quantlib

    • EUHICP(bool interpolated, ...)

    EUHICP(...)

    EUHICPXT(bool interpolated, ...)

    EUHICPXT(...)

    YYEUHICP(bool interpolated, ...)
    - + - + - + @@ -89,7 +90,7 @@

    Related Topics

  • quantlib
    • @@ -122,8 +123,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation.ukrpi.UKRPI — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,7 +38,7 @@

    quantlib.indexes.inflation.ukrpi.UKRPI¶

    -class UKRPI(bool interpolated, ZeroInflationTermStructure ts=ZeroInflationTermStructure())¶
    +class UKRPI(ZeroInflationTermStructure ts=ZeroInflationTermStructure())¶

    Bases: ZeroInflationIndex

    @@ -88,7 +89,7 @@

    quantlib.indexes.inflation.ukrpi.UKRPI

    - + @@ -181,8 +182,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation.ukrpi — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,7 +39,7 @@

    Classes

    quantlib.indexes.inflation.australia

    aucpi

    quantlib.indexes.inflation.euhicp

    euhicp

    quantlib.indexes.inflation.ukrpi

    ukrpi

    frequency

    interpolated

    last_fixing_date

    name

    - + @@ -118,8 +119,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation_index.AUCPI — Quantlib cython wrapper 0.1.1 documentation - + + @@ -88,7 +89,7 @@

    quantlib.indexes.inflation_index.AUCPI

    - + @@ -179,8 +180,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation_index.InflationIndex — Quantlib cython wrapper 0.1.1 documentation - + + @@ -85,16 +86,13 @@

    quantlib.indexes.inflation_index.InflationIndex

    - - - - + - + - + @@ -176,8 +174,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation_index.InterpolationType — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.indexes.inflation_index.InterpolationType¶

    -class InterpolationType(value)¶
    +class InterpolationType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.indexes.inflation_index.InterpolationType

    - + - + + + +

    UKRPI(bool interpolated, ...)

    UKRPI(...)

    frequency

    interpolated

    last_fixing_date

    name

    frequency

    interpolated

    name

    name

    the name of the index

    region

    region

    time_series

    time_series

    the fixing TimeSeries

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -171,8 +174,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation_index.YoYInflationIndex — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,7 +38,7 @@

    quantlib.indexes.inflation_index.YoYInflationIndex¶

    -class YoYInflationIndex(family_name, Region region, bool revised, bool interpolated, bool ratio, Frequency frequency, Period availability_lag, Currency currency, YoYInflationTermStructure ts=YoYInflationTermStructure())¶
    +class YoYInflationIndex(family_name, Region region, bool revised, bool ratio, Frequency frequency, Period availability_lag, Currency currency, YoYInflationTermStructure ts=YoYInflationTermStructure())¶

    Bases: ZeroInflationIndex

    @@ -88,7 +89,7 @@

    quantlib.indexes.inflation_index.YoYInflationIndex

    frequency

    -

    interpolated

    +

    last_fixing_date

    name

    @@ -179,8 +180,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation_index.ZeroInflationIndex — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,7 +38,7 @@

    quantlib.indexes.inflation_index.ZeroInflationIndex¶

    -class ZeroInflationIndex(str family_name, Region region, bool revised, bool interpolated, Frequency frequency, Period availabilityLag, Currency currency, ZeroInflationTermStructure ts=ZeroInflationTermStructure())¶
    +class ZeroInflationIndex(str family_name, Region region, bool revised, Frequency frequency, Period availabilityLag, Currency currency, ZeroInflationTermStructure ts=ZeroInflationTermStructure())¶

    Bases: InflationIndex

    @@ -88,7 +89,7 @@

    quantlib.indexes.inflation_index.ZeroInflationIndex

    frequency

    -

    interpolated

    +

    last_fixing_date

    name

    @@ -184,8 +185,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.inflation_index — Quantlib cython wrapper 0.1.1 documentation - + + @@ -49,8 +50,8 @@

    InflationIndex

    -

    InterpolationType(value)

    -

    An enumeration.

    +

    InterpolationType(value[, names, module, ...])

    +

    YoYInflationIndex(family_name, ...)

    @@ -133,8 +134,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.interest_rate_index.InterestRateIndex — Quantlib cython wrapper 0.1.1 documentation - + + @@ -205,8 +206,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.interest_rate_index — Quantlib cython wrapper 0.1.1 documentation - + + @@ -121,8 +122,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.region.CustomRegion — Quantlib cython wrapper 0.1.1 documentation - + + @@ -143,8 +144,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.region.Region — Quantlib cython wrapper 0.1.1 documentation - + + @@ -148,8 +149,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.region — Quantlib cython wrapper 0.1.1 documentation - + + @@ -124,8 +125,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.region_registry — Quantlib cython wrapper 0.1.1 documentation - + + @@ -121,8 +122,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.region_registry.initialize_region_registry — Quantlib cython wrapper 0.1.1 documentation - + + @@ -115,8 +116,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.regions.AustraliaRegion — Quantlib cython wrapper 0.1.1 documentation - + + @@ -143,8 +144,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.regions.EURegion — Quantlib cython wrapper 0.1.1 documentation - + + @@ -143,8 +144,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.regions.FranceRegion — Quantlib cython wrapper 0.1.1 documentation - + + @@ -143,8 +144,8 @@

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.indexes.regions.UKRegion — Quantlib cython wrapper 0.1.1 documentation - + + @@ -143,8 +144,8 @@

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    Modules

    - + - + @@ -119,8 +120,8 @@

    Quick search

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.asian_options.AverageType — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.instruments.asian_options.AverageType¶

    -class AverageType(value)¶
    +class AverageType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.asian_options.AverageType

    - + - + + + +

    quantlib.indexes.swap.euribor_swap

    euribor_swap

    quantlib.indexes.swap.usd_libor_swap

    usd_libor_swap

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -168,8 +171,8 @@

    Quick search

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    Classes

    - - + + @@ -123,8 +124,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.bond.Type — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.instruments.bond.Type¶

    -class Type(value)¶
    +class Type(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.bond.Type

    - + - + + + +

    AverageType(value)

    An enumeration.

    AverageType(value[, names, module, ...])

    ContinuousAveragingAsianOption(...)

    Continuous-averaging Asian option

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -168,8 +171,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.bond — Quantlib cython wrapper 0.1.1 documentation - + + @@ -47,8 +48,8 @@

    Price

    -

    Type(value)

    -

    An enumeration.

    +

    Type(value[, names, module, qualname, type, ...])

    +

    @@ -125,8 +126,8 @@

    Quick search

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    Quick search

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    quantlib.instruments.bonds.cpibond.InterpolationType¶

    -class InterpolationType(value)¶
    +class InterpolationType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.bonds.cpibond.InterpolationType

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -173,8 +176,8 @@

    Quick search

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    CPIBond(Natural settlement_days, ...)

    CPI bond

    -

    InterpolationType(value)

    -

    An enumeration.

    +

    InterpolationType(value[, names, module, ...])

    +

    @@ -121,8 +122,8 @@

    Quick search

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    Modules

    - + - + - + - + @@ -125,8 +126,8 @@

    Quick search

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    Quick search

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    quantlib.instruments.credit_default_swap.PricingModel¶

    -class PricingModel(value)¶
    +class PricingModel(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.credit_default_swap.PricingModel

    - + - + + + +

    quantlib.instruments.bonds.cpibond

    cpibond

    quantlib.instruments.bonds.fixedratebond

    fixedratebond

    quantlib.instruments.bonds.floatingratebond

    floatingratebond

    quantlib.instruments.bonds.zerocouponbond

    zerocouponbond

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -168,8 +171,8 @@

    Quick search

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    Quick search

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    CreditDefaultSwap(Protection side, ...)

    Credit default swap as running-spread only

    -

    PricingModel(value)

    -

    An enumeration.

    +

    PricingModel(value[, names, module, ...])

    +

    @@ -127,8 +128,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.exercise.Type — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.instruments.exercise.Type¶

    -class Type(value)¶
    +class Type(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.exercise.Type

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -171,8 +174,8 @@

    Quick search

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    Exercise

    -

    Type(value)

    -

    An enumeration.

    +

    Type(value[, names, module, qualname, type, ...])

    +

    @@ -128,8 +129,8 @@

    Quick search

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    quantlib.instruments.futures.FuturesType¶

    -class FuturesType(value)¶
    +class FuturesType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.futures.FuturesType

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -168,8 +171,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.futures — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,8 +39,8 @@

    Classes

    - - + +

    FuturesType(value)

    An enumeration.

    FuturesType(value[, names, module, ...])
    @@ -116,8 +117,8 @@

    Quick search

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    Modules

    - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + @@ -174,8 +175,8 @@

    Quick search

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    Quick search

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    Quick search

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.make_cms.MakeCms — Quantlib cython wrapper 0.1.1 documentation - + + @@ -161,8 +162,8 @@

    Quick search

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.option.OneAssetOption — Quantlib cython wrapper 0.1.1 documentation - + + @@ -188,8 +189,8 @@

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.option.OptionType — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.instruments.option.OptionType¶

    -class OptionType(value)¶
    +class OptionType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.option.OptionType

    - + - + + + +

    quantlib.instruments.api

    api

    quantlib.instruments.asian_options

    asian_options

    Asian option on a single asset

    quantlib.instruments.bond

    bond

    quantlib.instruments.bonds

    bonds

    quantlib.instruments.credit_default_swap

    credit_default_swap

    quantlib.instruments.exercise

    exercise

    quantlib.instruments.futures

    futures

    quantlib.instruments.implied_volatility

    implied_volatility

    Utilities for implied-volatility calculation

    quantlib.instruments.make_cds

    make_cds

    quantlib.instruments.make_cms

    make_cms

    quantlib.instruments.make_ois

    make_ois

    quantlib.instruments.make_swaption

    make_swaption

    quantlib.instruments.make_vanilla_swap

    make_vanilla_swap

    quantlib.instruments.option

    option

    quantlib.instruments.overnightindexedswap

    overnightindexedswap

    Overnight index swap paying compounded overnight vs.

    quantlib.instruments.overnightindexfuture

    overnightindexfuture

    quantlib.instruments.payoffs

    payoffs

    quantlib.instruments.swap

    swap

    Interest rate swap

    quantlib.instruments.swaption

    swaption

    quantlib.instruments.vanillaswap

    vanillaswap

    Simple fixed-rate vs Libor swap

    quantlib.instruments.variance_swap

    variance_swap

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -168,8 +171,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.option.VanillaOption — Quantlib cython wrapper 0.1.1 documentation - + + @@ -196,8 +197,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.option — Quantlib cython wrapper 0.1.1 documentation - + + @@ -47,8 +48,8 @@

    Option()

    -

    OptionType(value)

    -

    An enumeration.

    +

    OptionType(value[, names, module, qualname, ...])

    +

    VanillaOption(StrikedTypePayoff payoff, ...)

    @@ -128,8 +129,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.overnightindexedswap.OvernightIndexedSwap — Quantlib cython wrapper 0.1.1 documentation - + + @@ -231,8 +232,8 @@

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.swap.Swap — Quantlib cython wrapper 0.1.1 documentation - + + @@ -210,8 +211,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.swap.Type — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.instruments.swap.Type¶

    -class Type(value)¶
    +class Type(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.swap.Type

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -168,8 +171,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.swap — Quantlib cython wrapper 0.1.1 documentation - + + @@ -42,8 +43,8 @@

    Swap()

    Base swap class

    -

    Type(value)

    -

    An enumeration.

    +

    Type(value[, names, module, qualname, type, ...])

    +

    @@ -120,8 +121,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.swaption.Method — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.instruments.swaption.Method¶

    -class Method(value)¶
    +class Method(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.swaption.Method

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -174,8 +177,8 @@

    Quick search

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    quantlib.instruments.swaption.Type¶

    -class Type(value)¶
    +class Type(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.swaption.Type

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -168,8 +171,8 @@

    Quick search

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    Classes

    - - + + @@ -47,8 +48,8 @@ - - + +

    Method(value)

    An enumeration.

    Method(value[, names, module, qualname, ...])

    Settlement

    Swaption(VanillaSwap swap, ...)

    Type(value)

    An enumeration.

    Type(value[, names, module, qualname, type, ...])
    @@ -125,8 +126,8 @@

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.instruments.variance_swap.SwapType — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.instruments.variance_swap.SwapType¶

    -class SwapType(value)¶
    +class SwapType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.instruments.variance_swap.SwapType

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -168,8 +171,8 @@

    Quick search

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    Classes

    - - + + @@ -119,8 +120,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.interest_rate.InterestRate — Quantlib cython wrapper 0.1.1 documentation - + + @@ -181,8 +182,8 @@

    Quick search

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    Modules

    SwapType(value)

    An enumeration.

    SwapType(value[, names, module, qualname, ...])

    VarianceSwap(SwapType position, Real strike, ...)

    Variance swap warning This class does not manage seasoned variance swaps.

     - + @@ -116,8 +117,8 @@

    Quick search

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    Quick search

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    Quick search

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    Modules

    quantlib.market.conventions.swap

    swap

    - + - + @@ -117,8 +118,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Modules

    quantlib.market.conventions

    conventions

    quantlib.market.market

    market

    - + - + - + - + - + - + - + @@ -132,8 +133,8 @@

    Quick search

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    Modules

    quantlib.math.array

    array

    Copyright (C) 2015, Enthought Inc Copyright (C) 2015, Patrick Henaff

    quantlib.math.hestonhwcorrelationconstraint

    hestonhwcorrelationconstraint

    Copyright (C) 2015, Enthought Inc Copyright (C) 2015, Patrick Henaff

    quantlib.math.interpolation

    interpolation

    quantlib.math.matrix

    matrix

    quantlib.math.matrixutilities

    matrixutilities

    quantlib.math.optimization

    optimization

    quantlib.math.randomnumbers

    randomnumbers

    - + @@ -116,8 +117,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.math.matrixutilities.pseudosqrt.SalvagingAlgorithm — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.math.matrixutilities.pseudosqrt.SalvagingAlgorithm¶

    -class SalvagingAlgorithm(value)¶
    +class SalvagingAlgorithm(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.math.matrixutilities.pseudosqrt.SalvagingAlgorithm

    - + - + + + +

    quantlib.math.matrixutilities.pseudosqrt

    pseudosqrt

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -179,8 +182,8 @@

    Quick search

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    Classes

    - - + +

    SalvagingAlgorithm(value)

    An enumeration.

    SalvagingAlgorithm(value[, names, module, ...])
    @@ -126,8 +127,8 @@

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    Modules

    - + - + @@ -119,8 +120,8 @@

    Quick search

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    Quick search

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    Quick search

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    quantlib.math.randomnumbers.sobol_rsg.DirectionIntegers¶

    -class DirectionIntegers(value)¶
    +class DirectionIntegers(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.math.randomnumbers.sobol_rsg.DirectionIntegers

    - + - + + + +

    quantlib.math.randomnumbers.rngtraits

    rngtraits

    quantlib.math.randomnumbers.sobol_rsg

    sobol_rsg

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -194,8 +197,8 @@

    Quick search

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    Classes

    - - + + @@ -121,8 +122,8 @@

    Quick search

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    Modules

    DirectionIntegers(value)

    An enumeration.

    DirectionIntegers(value[, names, module, ...])

    SobolRsg(Size dimensionality, int seed=0, ...)

    - + @@ -116,8 +117,8 @@

    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeType — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeType¶

    -class FdmSchemeType(value)¶
    +class FdmSchemeType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeType

    - + - + + + +

    quantlib.methods.finitedifferences.solvers

    solvers

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -193,8 +196,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmStepConditionComposite — Quantlib cython wrapper 0.1.1 documentation - + + @@ -133,8 +134,8 @@

    Quick search

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    FdmSchemeDesc(FdmSchemeType type, ...)

    -

    FdmSchemeType(value)

    -

    An enumeration.

    +

    FdmSchemeType(value[, names, module, ...])

    +

    FdmStepConditionComposite

    @@ -129,8 +130,8 @@

    Quick search

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    Modules

    - + @@ -118,8 +119,8 @@

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    Modules

    quantlib.methods.finitedifferences.solvers.fdmbackwardsolver

    fdmbackwardsolver

    - + - + @@ -117,8 +118,8 @@

    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.mlab.fixed_income.bndprice — Quantlib cython wrapper 0.1.1 documentation - + + @@ -133,8 +134,8 @@

    Quick search

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    Modules

    quantlib.methods.finitedifferences

    finitedifferences

    quantlib.methods.montecarlo

    montecarlo

    - + - + - + - + @@ -123,8 +124,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.mlab.option_pricing.blsimpv — Quantlib cython wrapper 0.1.1 documentation - + + @@ -115,8 +116,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.models.calibration_helper.CalibrationErrorType — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.models.calibration_helper.CalibrationErrorType¶

    -class CalibrationErrorType(value)¶
    +class CalibrationErrorType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.models.calibration_helper.CalibrationErrorType

    - + - + + + +

    quantlib.mlab.fixed_income

    fixed_income

    Copyright (C) 2013, Enthought Inc Copyright (C) 2013, Patrick Henaff

    quantlib.mlab.option_pricing

    option_pricing

    Copyright (C) 2012, Enthought Inc Copyright (C) 2012, Patrick Henaff

    quantlib.mlab.term_structure

    term_structure

    Copyright (C) 2013, Enthought Inc Copyright (C) 2013, Patrick Henaff

    quantlib.mlab.util

    util

    Copyright (C) 2013, Enthought Inc Copyright (C) 2013, Patrick Henaff

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -171,8 +174,8 @@

    Quick search

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    BlackCalibrationHelper()

    -

    CalibrationErrorType(value)

    -

    An enumeration.

    +

    CalibrationErrorType(value[, names, module, ...])

    +

    @@ -124,8 +125,8 @@

    Quick search

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    Modules

    - + - + - + @@ -122,8 +123,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.models — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,19 +39,19 @@

    Modules

    quantlib.models.equity.bates_model

    bates_model

    quantlib.models.equity.dejd

    dejd

    Simulation of Double Exponential Joint Diffusion model

    quantlib.models.equity.heston_model

    heston_model

    Copyright (C) 2011, Enthought Inc Copyright (C) 2011, Patrick Henaff
    - + - + - + - + - + @@ -126,8 +127,8 @@

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    Modules

    quantlib.models.api

    api

    quantlib.models.calibration_helper

    calibration_helper

    Copyright (C) 2015, Enthought Inc Copyright (C) 2015, Patrick Henaff

    quantlib.models.equity

    equity

    quantlib.models.model

    model

    Copyright (C) 2015, Enthought Inc Copyright (C) 2015, Patrick Henaff

    quantlib.models.shortrate

    shortrate

    - + @@ -118,8 +119,8 @@

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    Modules

    quantlib.models.shortrate.calibrationhelpers.swaption_helper

    swaption_helper

    Copyright (C) 2015, Enthought Inc Copyright (C) 2015, Patrick Henaff
    - + - + - + @@ -122,8 +123,8 @@

    Quick search

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    Modules

    quantlib.models.shortrate.calibrationhelpers

    calibrationhelpers

    quantlib.models.shortrate.onefactor_model

    onefactor_model

    Copyright (C) 2015, Enthought Inc Copyright (C) 2015, Patrick Henaff

    quantlib.models.shortrate.onefactormodels

    onefactormodels

    - + - + - + @@ -124,8 +125,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.models.shortrate.onefactormodels.hullwhite.HullWhite — Quantlib cython wrapper 0.1.1 documentation - + + @@ -215,8 +216,8 @@

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.api — Quantlib cython wrapper 0.1.1 documentation - + + @@ -108,8 +109,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.asian.analyticcontgeomavprice.AnalyticContinuousGeometricAveragePriceAsianEngine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -141,8 +142,8 @@

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    Modules

    quantlib.models.shortrate.onefactormodels.blackkarasinski

    blackkarasinski

    Black-Karasinski model

    quantlib.models.shortrate.onefactormodels.hullwhite

    hullwhite

    Hull & White (HW) model

    quantlib.models.shortrate.onefactormodels.vasicek

    vasicek

    Vasiceck model
    - + - + @@ -119,8 +120,8 @@

    Quick search

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.bond.bondfunctions.DurationType — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.pricingengines.bond.bondfunctions.DurationType¶

    -class DurationType(value)¶
    +class DurationType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.pricingengines.bond.bondfunctions.DurationType

    - + - + + + +

    quantlib.pricingengines.asian.analyticcontgeomavprice

    analyticcontgeomavprice

    quantlib.pricingengines.asian.analyticdiscrgeomavprice

    analyticdiscrgeomavprice

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -173,8 +176,8 @@

    Quick search

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    Classes

    - - + +

    DurationType(value)

    An enumeration.

    DurationType(value[, names, module, ...])
    @@ -138,8 +139,8 @@

    Quick search

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    Modules

    - + - + @@ -119,8 +120,8 @@

    Quick search

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    Quick search

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    Modules

    quantlib.pricingengines.bond.bondfunctions

    bondfunctions

    quantlib.pricingengines.bond.discountingbondengine

    discountingbondengine

    Copyright (C) 2011, Enthought Inc
    - + - + - + @@ -122,8 +123,8 @@

    Quick search

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    quantlib.pricingengines.credit.isda_cds_engine.AccrualBias¶

    -class AccrualBias(value)¶
    +class AccrualBias(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.pricingengines.credit.isda_cds_engine.AccrualBias

    - + - + + + +

    quantlib.pricingengines.credit.api

    api

    quantlib.pricingengines.credit.isda_cds_engine

    isda_cds_engine

    quantlib.pricingengines.credit.midpoint_cds_engine

    midpoint_cds_engine

    Copyright (C) 2011, Enthought Inc

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -170,8 +173,8 @@

    Quick search

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    quantlib.pricingengines.credit.isda_cds_engine.ForwardsInCouponPeriod¶

    -class ForwardsInCouponPeriod(value)¶
    +class ForwardsInCouponPeriod(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.pricingengines.credit.isda_cds_engine.ForwardsInCouponPeriod

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -170,8 +173,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.credit.isda_cds_engine.IsdaCdsEngine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -144,8 +145,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.credit.isda_cds_engine.NumericalFix — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.pricingengines.credit.isda_cds_engine.NumericalFix¶

    -class NumericalFix(value)¶
    +class NumericalFix(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.pricingengines.credit.isda_cds_engine.NumericalFix

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -170,8 +173,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.credit.isda_cds_engine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,17 +39,17 @@

    Classes

    - - + + - - + + - - + +

    AccrualBias(value)

    An enumeration.

    AccrualBias(value[, names, module, ...])

    ForwardsInCouponPeriod(value)

    An enumeration.

    ForwardsInCouponPeriod(value[, names, ...])

    IsdaCdsEngine(...[, ...])

    NumericalFix(value)

    An enumeration.

    NumericalFix(value[, names, module, ...])
    @@ -127,8 +128,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.credit.midpoint_cds_engine.MidPointCdsEngine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -133,8 +134,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.forward — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,10 +39,10 @@

    Modules

    - + - + @@ -119,8 +120,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.forward.mc_variance_swap_engine.MCVarianceSwapEngine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -154,8 +155,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Modules

    quantlib.pricingengines.forward.mc_variance_swap_engine

    mc_variance_swap_engine

    quantlib.pricingengines.forward.replicating_variance_swap_engine

    replicating_variance_swap_engine

    - + - + - + - + - + - + - + - + - + - + @@ -141,8 +142,8 @@

    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.swaption.black_swaption_engine.BachelierSwaptionEngine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -137,8 +138,8 @@

    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.swaption.black_swaption_engine.CashAnnuityModel — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.pricingengines.swaption.black_swaption_engine.CashAnnuityModel¶

    -class CashAnnuityModel(value)¶
    +class CashAnnuityModel(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.pricingengines.swaption.black_swaption_engine.CashAnnuityModel

    - + - + + + +

    quantlib.pricingengines.api

    api

    quantlib.pricingengines.asian

    asian

    quantlib.pricingengines.blackformula

    blackformula

    quantlib.pricingengines.bond

    bond

    quantlib.pricingengines.credit

    credit

    quantlib.pricingengines.engine

    engine

    quantlib.pricingengines.forward

    forward

    quantlib.pricingengines.swap

    swap

    quantlib.pricingengines.swaption

    swaption

    quantlib.pricingengines.vanilla

    vanilla

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -170,8 +173,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.swaption.black_swaption_engine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -44,8 +45,8 @@

    BlackSwaptionEngine(...)

    Shifted Lognormal Black-formula swaption engine

    -

    CashAnnuityModel(value)

    -

    An enumeration.

    +

    CashAnnuityModel(value[, names, module, ...])

    +

    @@ -124,8 +125,8 @@

    Quick search

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    Modules

    - + - + - + @@ -122,8 +123,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.swaption.tree_swaption_engine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -118,8 +119,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.vanilla.analytic_heston_engine.AnalyticHestonEngine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -131,8 +132,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.vanilla.analytic_heston_engine.ComplexLogFormula — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.pricingengines.vanilla.analytic_heston_engine.ComplexLogFormula¶

    -class ComplexLogFormula(value)¶
    +class ComplexLogFormula(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.pricingengines.vanilla.analytic_heston_engine.ComplexLogFormula

    - + - + + + +

    quantlib.pricingengines.swaption.black_swaption_engine

    black_swaption_engine

    quantlib.pricingengines.swaption.jamshidian_swaption_engine

    jamshidian_swaption_engine

    quantlib.pricingengines.swaption.tree_swaption_engine

    tree_swaption_engine

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -182,8 +185,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.vanilla.analytic_heston_engine.Integration — Quantlib cython wrapper 0.1.1 documentation - + + @@ -163,8 +164,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.vanilla.analytic_heston_engine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -41,8 +42,8 @@

    AnalyticHestonEngine(HestonModel model, ...)

    -

    ComplexLogFormula(value)

    -

    An enumeration.

    +

    ComplexLogFormula(value[, names, module, ...])

    +

    Integration

    @@ -124,8 +125,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.vanilla.fdblackscholesvanillaengine.CashDividendModel — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.pricingengines.vanilla.fdblackscholesvanillaengine.CashDividendModel¶

    -class CashDividendModel(value)¶
    +class CashDividendModel(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.pricingengines.vanilla.fdblackscholesvanillaengine.CashDividendMode

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -170,8 +173,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.vanilla.fdblackscholesvanillaengine.FdBlackScholesVanillaEngine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -131,8 +132,8 @@

    Quick search

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    Classes

    - - + + @@ -121,8 +122,8 @@

    Quick search

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    Modules

    CashDividendModel(value)

    An enumeration.

    CashDividendModel(value[, names, module, ...])

    FdBlackScholesVanillaEngine(...)

    - + - + - + - + - + @@ -128,8 +129,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.vanilla.vanilla.BatesEngine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -131,8 +132,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.pricingengines.vanilla.vanilla.FdHestonHullWhiteVanillaEngine — Quantlib cython wrapper 0.1.1 documentation - + + @@ -139,8 +140,8 @@

    Quick search

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    Quick search

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.processes.api — Quantlib cython wrapper 0.1.1 documentation - + + @@ -108,8 +109,8 @@

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    Quick search

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    Quick search

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    quantlib.processes.heston_process.Discretization¶

    -class Discretization(value)¶
    +class Discretization(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.processes.heston_process.Discretization

    - + - + + + +

    quantlib.pricingengines.vanilla.analytic_heston_engine

    analytic_heston_engine

    quantlib.pricingengines.vanilla.fdblackscholesvanillaengine

    fdblackscholesvanillaengine

    quantlib.pricingengines.vanilla.mceuropeanhestonengine

    mceuropeanhestonengine

    quantlib.pricingengines.vanilla.mcvanillaengine

    mcvanillaengine

    quantlib.pricingengines.vanilla.vanilla

    vanilla

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -189,8 +192,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.processes.heston_process.HestonProcess — Quantlib cython wrapper 0.1.1 documentation - + + @@ -163,8 +164,8 @@

    Quick search

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    Classes

    - - + + @@ -119,8 +120,8 @@

    Quick search

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    Modules

    Discretization(value)

    An enumeration.

    Discretization(value[, names, module, ...])

    HestonProcess(...)

    Heston process: a diffusion process with mean-reverting stochastic variance.

     - + - + - + - + - + @@ -126,8 +127,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Modules

    quantlib.processes.api

    api

    quantlib.processes.bates_process

    bates_process

    Copyright (C) 2011, Enthought Inc Copyright (C) 2011, Patrick Henaff

    quantlib.processes.black_scholes_process

    black_scholes_process

    quantlib.processes.heston_process

    heston_process

    quantlib.processes.hullwhite_process

    hullwhite_process

    HUll-White stochastic process
    - + - + @@ -117,8 +118,8 @@

    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.reference.data_structures — Quantlib cython wrapper 0.1.1 documentation - + + @@ -127,8 +128,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.reference.data_structures.option_quotes_template — Quantlib cython wrapper 0.1.1 documentation - + + @@ -115,8 +116,8 @@

    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.reference — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,10 +39,10 @@

    Modules

    quantlib.quotes.futuresconvadjustmentquote

    futuresconvadjustmentquote

    quantlib.quotes.simplequote

    simplequote

    - + - + @@ -117,8 +118,8 @@

    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.settings.DateProxy — Quantlib cython wrapper 0.1.1 documentation - + + @@ -127,8 +128,8 @@

    Quick search

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    Quick search

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    Quick search

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    Modules

    quantlib.reference.data_structures

    data_structures

    Definition of canonical data structures used in the high-level functions of pyql.

    quantlib.reference.names

    names

    This module defines string constants that are used as panda
    - + @@ -114,8 +115,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Modules

    quantlib.sim.simulate

    simulate

    - + - + - + - + - + @@ -128,8 +129,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.termstructures.credit.interpolated_hazardrate_curve.InterpolatedHazardRateCurve — Quantlib cython wrapper 0.1.1 documentation - + + @@ -208,8 +209,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.termstructures.credit.interpolated_hazardrate_curve.Interpolator — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.termstructures.credit.interpolated_hazardrate_curve.Interpolator¶

    -class Interpolator(value)¶
    +class Interpolator(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.termstructures.credit.interpolated_hazardrate_curve.Interpolator

    - + - + + + +

    quantlib.termstructures.credit.api

    api

    quantlib.termstructures.credit.default_probability_helpers

    default_probability_helpers

    quantlib.termstructures.credit.flat_hazard_rate

    flat_hazard_rate

    quantlib.termstructures.credit.interpolated_hazardrate_curve

    interpolated_hazardrate_curve

    quantlib.termstructures.credit.piecewise_default_curve

    piecewise_default_curve

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -173,8 +176,8 @@

    Quick search

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    InterpolatedHazardRateCurve(...)

    DefaultProbabilityTermStructure based on interpolation of hazard rates

    -

    Interpolator(value)

    -

    An enumeration.

    +

    Interpolator(value[, names, module, ...])

    +

    @@ -121,8 +122,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.termstructures.helpers.Pillar — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.termstructures.helpers.Pillar¶

    -class Pillar(value)¶
    +class Pillar(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.termstructures.helpers.Pillar

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -171,8 +174,8 @@

    Quick search

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    Classes

    - - + +

    Pillar(value)

    An enumeration.

    Pillar(value[, names, module, qualname, ...])
    @@ -116,8 +117,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.termstructures — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,31 +39,31 @@

    Modules

    - + - + - + - + - + - + - + - + - + @@ -138,8 +139,8 @@

    Quick search

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    Quick search

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    Modules

    quantlib.termstructures.credit

    credit

    quantlib.termstructures.default_term_structure

    default_term_structure

    quantlib.termstructures.helpers

    helpers

    quantlib.termstructures.inflation

    inflation

    quantlib.termstructures.inflation_term_structure

    inflation_term_structure

    quantlib.termstructures.vol_term_structure

    vol_term_structure

    quantlib.termstructures.volatility

    volatility

    quantlib.termstructures.yield_term_structure

    yield_term_structure

    quantlib.termstructures.yields

    yields

    - + - + - + - + - + @@ -128,8 +129,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.termstructures.inflation.interpolated_zero_inflation_curve.InterpolatedZeroInflationCurve — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,7 +38,7 @@

    quantlib.termstructures.inflation.interpolated_zero_inflation_curve.InterpolatedZeroInflationCurve¶

    -class InterpolatedZeroInflationCurve(Interpolator interpolator, Date reference_date, Calendar calendar, DayCounter day_counter, Period lag, Frequency frequency, list dates, vector[Rate] rates)¶
    +class InterpolatedZeroInflationCurve(Interpolator interpolator, Date reference_date, list dates, vector[Rate] rates, Frequency frequency, DayCounter day_counter, Seasonality seasonality)¶

    Bases: ZeroInflationTermStructure

    @@ -165,8 +166,8 @@

    Quick search

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    quantlib.termstructures.inflation.interpolated_zero_inflation_curve.Interpolator¶

    -class Interpolator(value)¶
    +class Interpolator(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.termstructures.inflation.interpolated_zero_inflation_curve.Interpol

    - + - + + + +

    quantlib.termstructures.inflation.api

    api

    quantlib.termstructures.inflation.inflation_helpers

    inflation_helpers

    quantlib.termstructures.inflation.interpolated_zero_inflation_curve

    interpolated_zero_inflation_curve

    quantlib.termstructures.inflation.piecewise_zero_inflation_curve

    piecewise_zero_inflation_curve

    quantlib.termstructures.inflation.seasonality

    seasonality

    Copyright (C) 2016, Enthought Inc Copyright (C) 2016, Patrick Henaff

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -173,8 +176,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.termstructures.inflation.interpolated_zero_inflation_curve — Quantlib cython wrapper 0.1.1 documentation - + + @@ -41,8 +42,8 @@

    InterpolatedZeroInflationCurve(...)

    -

    Interpolator(value)

    -

    An enumeration.

    +

    Interpolator(value[, names, module, ...])

    +

    @@ -121,8 +122,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.termstructures.inflation.piecewise_zero_inflation_curve.PiecewiseZeroInflationCurve — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,7 +38,7 @@

    quantlib.termstructures.inflation.piecewise_zero_inflation_curve.PiecewiseZeroInflationCurve¶

    -class PiecewiseZeroInflationCurve(Interpolator interpolator, Date reference_date, Calendar calendar, DayCounter day_counter, Period lag, Frequency frequency, Rate base_zero_rate, list instruments, Real accuracy=1e-12)¶
    +class PiecewiseZeroInflationCurve(Interpolator interpolator, Date reference_date, Date base_date, Frequency frequency, DayCounter day_counter, list instruments, Seasonality seasonality=Seasonality(), Real accuracy=1e-12)¶

    Bases: InterpolatedZeroInflationCurve

    @@ -160,8 +161,8 @@

    Quick search

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    Quick search

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    quantlib.termstructures.inflation.seasonality.Seasonalityobject

    -__init__(*args, **kwargs)¶
    +__init__()¶

    Methods

    - + @@ -155,8 +156,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

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    quantlib.termstructures.volatility.equityfx.black_variance_surface.Extrapolation¶

    -class Extrapolation(value)¶
    +class Extrapolation(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.termstructures.volatility.equityfx.black_variance_surface.Extrapola

    - + - + + + +

    __init__(*args, **kwargs)

    __init__()

    correctYoYRate(self, Date d, Rate r, ...)

    MultiplicativePriceSeasonality(Date d, ...)

    Seasonality()

    Seasonality

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -172,8 +175,8 @@

    Quick search

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    quantlib.termstructures.volatility.equityfx.black_variance_surface.Interpolator¶

    -class Interpolator(value)¶
    +class Interpolator(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.termstructures.volatility.equityfx.black_variance_surface.Interpola

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -172,8 +175,8 @@

    Quick search

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    BlackVarianceSurface(Date reference_date, ...)

    Black volatility surface modelled as variance surface

    -

    Extrapolation(value)

    -

    An enumeration.

    +

    Extrapolation(value[, names, module, ...])

    +

    -

    Interpolator(value)

    -

    An enumeration.

    +

    Interpolator(value[, names, module, ...])

    +

    @@ -126,8 +127,8 @@

    Quick search

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    Modules

    - + - + - + - + - + - + - + @@ -136,8 +137,8 @@

    Quick search

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    Modules

    quantlib.termstructures.volatility.equityfx.black_constant_vol

    black_constant_vol

    quantlib.termstructures.volatility.equityfx.black_variance_curve

    black_variance_curve

    quantlib.termstructures.volatility.equityfx.black_variance_surface

    black_variance_surface

    quantlib.termstructures.volatility.equityfx.black_vol_term_structure

    black_vol_term_structure

    quantlib.termstructures.volatility.equityfx.heston_black_vol_surface

    heston_black_vol_surface

    quantlib.termstructures.volatility.equityfx.local_vol_surface

    local_vol_surface

    quantlib.termstructures.volatility.equityfx.local_vol_term_structure

    local_vol_term_structure

    - + - + - + - + - + - + - + - + @@ -137,8 +138,8 @@

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    Modules

    quantlib.termstructures.volatility.api

    api

    quantlib.termstructures.volatility.equityfx

    equityfx

    quantlib.termstructures.volatility.optionlet

    optionlet

    quantlib.termstructures.volatility.sabr

    sabr

    quantlib.termstructures.volatility.sabr_interpolated_smilesection

    sabr_interpolated_smilesection

    quantlib.termstructures.volatility.smilesection

    smilesection

    quantlib.termstructures.volatility.swaption

    swaption

    quantlib.termstructures.volatility.volatilitytype

    volatilitytype

    - + @@ -118,8 +119,8 @@

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    Modules

    quantlib.termstructures.volatility.optionlet.optionlet_volatility_structure

    optionlet_volatility_structure

    - + - + - + - + - + - + - + @@ -136,8 +137,8 @@

    Quick search

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.termstructures.volatility.volatilitytype.VolatilityType — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.termstructures.volatility.volatilitytype.VolatilityType¶

    -class VolatilityType(value)¶
    +class VolatilityType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.termstructures.volatility.volatilitytype.VolatilityType

    - + - + + + +

    quantlib.termstructures.volatility.swaption.sabr_swaption_volatility_cube

    sabr_swaption_volatility_cube

    quantlib.termstructures.volatility.swaption.spreaded_swaption_vol

    spreaded_swaption_vol

    quantlib.termstructures.volatility.swaption.swaption_constant_vol

    swaption_constant_vol

    quantlib.termstructures.volatility.swaption.swaption_vol_cube

    swaption_vol_cube

    quantlib.termstructures.volatility.swaption.swaption_vol_discrete

    swaption_vol_discrete

    quantlib.termstructures.volatility.swaption.swaption_vol_matrix

    swaption_vol_matrix

    quantlib.termstructures.volatility.swaption.swaption_vol_structure

    swaption_vol_structure

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -170,8 +173,8 @@

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    Classes

    - - + +

    VolatilityType(value)

    An enumeration.

    VolatilityType(value[, names, module, ...])
    @@ -118,8 +119,8 @@

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    quantlib.termstructures.yields.bootstraptraits.BootstrapTrait¶

    -class BootstrapTrait(value)¶
    +class BootstrapTrait(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.termstructures.yields.bootstraptraits.BootstrapTrait

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -173,8 +176,8 @@

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    Classes

    - - + +

    BootstrapTrait(value)

    An enumeration.

    BootstrapTrait(value[, names, module, ...])
    @@ -118,8 +119,8 @@

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    Modules

    - + - + - + - + - + - + - + - + - + - + - + - + - + - + - + @@ -158,8 +159,8 @@

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    quantlib.time.businessdayconvention.BusinessDayConvention¶

    -class BusinessDayConvention(value)¶
    +class BusinessDayConvention(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.businessdayconvention.BusinessDayConvention

    - + - + + + +

    quantlib.termstructures.yields.api

    api

    quantlib.termstructures.yields.bond_helpers

    bond_helpers

    quantlib.termstructures.yields.bootstraptraits

    bootstraptraits

    quantlib.termstructures.yields.discount_curve

    discount_curve

    quantlib.termstructures.yields.flat_forward

    flat_forward

    quantlib.termstructures.yields.forward_curve

    forward_curve

    quantlib.termstructures.yields.forward_spreaded_term_structure

    forward_spreaded_term_structure

    quantlib.termstructures.yields.implied_term_structure

    implied_term_structure

    quantlib.termstructures.yields.ois_rate_helper

    ois_rate_helper

    quantlib.termstructures.yields.overnightindexfutureratehelper

    overnightindexfutureratehelper

    quantlib.termstructures.yields.piecewise_yield_curve

    piecewise_yield_curve

    quantlib.termstructures.yields.piecewise_zerospreaded_termstructure

    piecewise_zerospreaded_termstructure

    quantlib.termstructures.yields.rate_helpers

    rate_helpers

    deposit, FRA, futures and various swap rate helpers

    quantlib.termstructures.yields.zero_curve

    zero_curve

    quantlib.termstructures.yields.zero_spreaded_term_structure

    zero_spreaded_term_structure

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -183,8 +186,8 @@

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    Classes

    - - + +

    BusinessDayConvention(value)

    An enumeration.

    BusinessDayConvention(value[, names, ...])
    @@ -116,8 +117,8 @@

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    Quick search

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    quantlib.time.calendars.canada.Market¶

    -class Market(value)¶
    +class Market(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.calendars.canada.Market

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -170,8 +173,8 @@

    Quick search

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    Canada

    Canada calendars.

    -

    Market(value)

    -

    An enumeration.

    +

    Market(value[, names, module, qualname, ...])

    +

    @@ -121,8 +122,8 @@

    Quick search

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    quantlib.time.calendars.germany.Market¶

    -class Market(value)¶
    +class Market(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.calendars.germany.Market

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -179,8 +182,8 @@

    Quick search

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    Germany

    Germany calendars.

    -

    Market(value)

    -

    An enumeration.

    +

    Market(value[, names, module, qualname, ...])

    +

    @@ -121,8 +122,8 @@

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    Modules

    - + - + - + - + - + - + - + - + - + - + - + @@ -146,8 +147,8 @@

    Quick search

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    Quick search

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    Quick search

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    quantlib.time.calendars.jointcalendar.JointCalendarRule¶

    -class JointCalendarRule(value)¶
    +class JointCalendarRule(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.calendars.jointcalendar.JointCalendarRule

    - + - + + + +

    quantlib.time.calendars.canada

    canada

    quantlib.time.calendars.germany

    germany

    quantlib.time.calendars.japan

    japan

    quantlib.time.calendars.jointcalendar

    jointcalendar

    quantlib.time.calendars.null_calendar

    null_calendar

    quantlib.time.calendars.poland

    poland

    quantlib.time.calendars.switzerland

    switzerland

    quantlib.time.calendars.target

    target

    quantlib.time.calendars.united_kingdom

    united_kingdom

    quantlib.time.calendars.united_states

    united_states

    quantlib.time.calendars.weekends_only

    weekends_only

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -170,8 +173,8 @@

    Quick search

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    JointCalendar

    Joint calendar Depending on the chosen rule, this calendar has a set of business days given by either the union or the intersection of the sets of business days of the given calendars.

    -

    JointCalendarRule(value)

    -

    An enumeration.

    +

    JointCalendarRule(value[, names, module, ...])

    +

    @@ -121,8 +122,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.calendars.united_kingdom.Market — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.time.calendars.united_kingdom.Market¶

    -class Market(value)¶
    +class Market(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.calendars.united_kingdom.Market

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -173,8 +176,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.calendars.united_kingdom.UnitedKingdom — Quantlib cython wrapper 0.1.1 documentation - + + @@ -215,8 +216,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.calendars.united_kingdom — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,8 +39,8 @@

    Classes

    - - + + @@ -121,8 +122,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.calendars.united_states.Market — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,12 @@

    quantlib.time.calendars.united_states.Market¶

    -class Market(value)¶
    +class Market(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    US calendars

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +58,18 @@

    quantlib.time.calendars.united_states.Market

    - + - + + + +

    Market(value)

    An enumeration.

    Market(value[, names, module, qualname, ...])

    UnitedKingdom

    United Kingdom calendars.

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -182,8 +186,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.calendars.united_states.UnitedStates — Quantlib cython wrapper 0.1.1 documentation - + + @@ -255,8 +256,8 @@

    Quick search

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    Classes

    - + @@ -121,8 +122,8 @@

    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.Date — Quantlib cython wrapper 0.1.1 documentation - + + @@ -186,8 +187,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.Month — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.time.date.Month¶

    -class Month(value)¶
    +class Month(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.date.Month

    - + - + + + +

    Market(value)

    Market(value[, names, module, qualname, ...])

    US calendars

    UnitedStates

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -231,8 +234,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.Period — Quantlib cython wrapper 0.1.1 documentation - + + @@ -154,8 +155,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.TimeUnit — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.time.date.TimeUnit¶

    -class TimeUnit(value)¶
    +class TimeUnit(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.date.TimeUnit

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -189,8 +192,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.Weekday — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.time.date.Weekday¶

    -class Weekday(value)¶
    +class Weekday(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.date.Weekday

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -204,8 +207,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.days — Quantlib cython wrapper 0.1.1 documentation - + + @@ -117,8 +118,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.end_of_month — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date — Quantlib cython wrapper 0.1.1 documentation - + + @@ -94,17 +95,17 @@

    Date(*args)

    Date class

    -

    Month(value)

    -

    An enumeration.

    +

    Month(value[, names, module, qualname, ...])

    +

    Period(*args)

    Class providing a Period (length + time unit) class and implements a limited algebra.

    -

    TimeUnit(value)

    -

    An enumeration.

    +

    TimeUnit(value[, names, module, qualname, ...])

    +

    -

    Weekday(value)

    -

    An enumeration.

    +

    Weekday(value[, names, module, qualname, ...])

    +

    @@ -181,8 +182,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.is_end_of_month — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.is_leap — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.local_date_time — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.next_weekday — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.pydate_from_qldate — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.qldate_from_pydate — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.today — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.universal_date_time — Quantlib cython wrapper 0.1.1 documentation - + + @@ -116,8 +117,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.weeks — Quantlib cython wrapper 0.1.1 documentation - + + @@ -117,8 +118,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.date.years — Quantlib cython wrapper 0.1.1 documentation - + + @@ -117,8 +118,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.dategeneration.DateGeneration — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.time.dategeneration.DateGeneration¶

    -class DateGeneration(value)¶
    +class DateGeneration(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntEnum

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.dategeneration.DateGeneration

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -192,8 +195,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.dategeneration — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,8 +39,8 @@

    Classes

    - - + +

    DateGeneration(value)

    An enumeration.

    DateGeneration(value[, names, module, ...])
    @@ -116,8 +117,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.daycounter.DayCounter — Quantlib cython wrapper 0.1.1 documentation - + + @@ -166,8 +167,8 @@

    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.daycounters.actual_actual.ActualActual — Quantlib cython wrapper 0.1.1 documentation - + + @@ -160,8 +161,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.daycounters.actual_actual.Convention — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.time.daycounters.actual_actual.Convention¶

    -class Convention(value)¶
    +class Convention(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.daycounters.actual_actual.Convention

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    -

    to_bytes(length, byteorder, *[, signed])

    +

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    -

    from_bytes(byteorder, *[, signed])

    +

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    +

    __init__(*args, **kwds)

    +

    +

    Attributes

    @@ -185,8 +188,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.daycounters.actual_actual — Quantlib cython wrapper 0.1.1 documentation - + + @@ -55,8 +56,8 @@

    ActualActual(...)

    -

    Convention(value)

    -

    An enumeration.

    +

    Convention(value[, names, module, qualname, ...])

    +

    @@ -135,8 +136,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.daycounters — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,13 +39,13 @@

    Modules

    - + - + - + @@ -122,8 +123,8 @@

    Quick search

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    Quick search

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    Quick search

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    Quick search

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    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.daycounters.simple.SimpleDayCounter — Quantlib cython wrapper 0.1.1 documentation - + + @@ -148,8 +149,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.daycounters.simple — Quantlib cython wrapper 0.1.1 documentation - + + @@ -132,8 +133,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.daycounters.thirty360.Convention — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.time.daycounters.thirty360.Convention¶

    -class Convention(value)¶
    +class Convention(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.daycounters.thirty360.Convention

    - + - + + + +

    quantlib.time.daycounters.actual_actual

    actual_actual

    Actual/Actual day count

    quantlib.time.daycounters.simple

    simple

    This module contains "simple" Daycounter classes, i.e. which do not depend on a convention.

    quantlib.time.daycounters.thirty360

    thirty360

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -191,8 +194,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.daycounters.thirty360.Thirty360 — Quantlib cython wrapper 0.1.1 documentation - + + @@ -195,8 +196,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.daycounters.thirty360 — Quantlib cython wrapper 0.1.1 documentation - + + @@ -38,8 +39,8 @@

    Classes

    - - + + @@ -121,8 +122,8 @@

    Quick search

    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | quantlib.time.frequency.Frequency — Quantlib cython wrapper 0.1.1 documentation - + + @@ -37,12 +38,11 @@

    quantlib.time.frequency.Frequency¶

    -class Frequency(value)¶
    +class Frequency(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.frequency.Frequency

    - + - + + + +

    Convention(value)

    An enumeration.

    Convention(value[, names, module, qualname, ...])

    Thirty360

    30/360 day count convention

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -201,8 +204,8 @@

    Quick search

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    Classes

    - - + +

    Frequency(value)

    An enumeration.

    Frequency(value[, names, module, qualname, ...])
    @@ -116,8 +117,8 @@

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    Modules

    - + - + - + - + - + - + - + - + - + - + - + - + @@ -147,8 +148,8 @@

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    quantlib.time.imm.Month¶

    -class Month(value)¶
    +class Month(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)¶

    Bases: IntFlag

    -

    An enumeration.

    -__init__()¶
    +__init__(*args, **kwds)¶

    Methods

    @@ -57,15 +57,18 @@

    quantlib.time.imm.Month

    - + - + + + +

    quantlib.time.api

    api

    Copyright (C) 2011, Enthought Inc Copyright (C) 2011, Patrick Henaff

    quantlib.time.businessdayconvention

    businessdayconvention

    quantlib.time.calendar

    calendar

    quantlib.time.calendar_registry

    calendar_registry

    quantlib.time.calendars

    calendars

    quantlib.time.date

    date

    quantlib.time.dategeneration

    dategeneration

    quantlib.time.daycounter

    daycounter

    quantlib.time.daycounters

    daycounters

    quantlib.time.frequency

    frequency

    quantlib.time.imm

    imm

    Copyright (C) 2014, Enthought Inc Copyright (C) 2014, Patrick Henaff

    quantlib.time.schedule

    schedule

    bit_count()

    Number of ones in the binary representation of the absolute value of self.

    to_bytes(length, byteorder, *[, signed])

    to_bytes([length, byteorder, signed])

    Return an array of bytes representing an integer.

    from_bytes(byteorder, *[, signed])

    from_bytes([byteorder, signed])

    Return the integer represented by the given array of bytes.

    as_integer_ratio()

    Return integer ratio.

    __init__(*args, **kwds)

    Attributes

    @@ -198,8 +201,8 @@

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    Classes

    - - + +

    Month(value)

    An enumeration.

    Month(value[, names, module, qualname, ...])
    @@ -144,8 +145,8 @@

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    ©2011, Didrik Pinte, Patrick Henaff. | - Powered by     Sphinx 7.4.3 - & Alabaster 0.7.16 + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 | div { @@ -263,10 +261,6 @@ div.admonition p.last { margin-bottom: 0; } -div.highlight { - background-color: #fff; -} - dt:target, .highlight { background: #FAF3E8; } @@ -454,7 +448,7 @@ ul, ol { } pre { - background: #EEE; + background: unset; padding: 7px 30px; margin: 15px 0px; line-height: 1.3em; @@ -485,15 +479,15 @@ a.reference { border-bottom: 1px dotted #004B6B; } +a.reference:hover { + border-bottom: 1px solid #6D4100; +} + /* Don't put an underline on images */ a.image-reference, a.image-reference:hover { border-bottom: none; } -a.reference:hover { - border-bottom: 1px solid #6D4100; -} - a.footnote-reference { text-decoration: none; font-size: 0.7em; @@ -509,68 +503,7 @@ a:hover tt, a:hover code { background: #EEE; } - -@media screen and (max-width: 870px) { - - div.sphinxsidebar { - display: none; - } - - div.document { - width: 100%; - - } - - div.documentwrapper { - margin-left: 0; - margin-top: 0; - margin-right: 0; - margin-bottom: 0; - } - - div.bodywrapper { - margin-top: 0; - margin-right: 0; - margin-bottom: 0; - margin-left: 0; - } - - ul { - margin-left: 0; - } - - li > ul { - /* Matches the 30px from the "ul, ol" selector above */ - margin-left: 30px; - } - - .document { - width: auto; - } - - .footer { - width: auto; - } - - .bodywrapper { - margin: 0; - } - - .footer { - width: auto; - } - - .github { - display: none; - } - - - -} - - - -@media screen and (max-width: 875px) { +@media screen and (max-width: 940px) { body { margin: 0; @@ -580,12 +513,16 @@ a:hover tt, a:hover code { div.documentwrapper { float: none; background: #fff; + margin-left: 0; + margin-top: 0; + margin-right: 0; + margin-bottom: 0; } div.sphinxsidebar { display: block; float: none; - width: 102.5%; + width: unset; margin: 50px -30px -20px -30px; padding: 10px 20px; background: #333; @@ -620,8 +557,14 @@ a:hover tt, a:hover code { div.body { min-height: 0; + min-width: auto; /* fixes width on small screens, breaks .hll */ padding: 0; } + + .hll { + /* "fixes" the breakage */ + width: max-content; + } .rtd_doc_footer { display: none; @@ -635,13 +578,18 @@ a:hover tt, a:hover code { width: auto; } - .footer { - width: auto; - } - .github { display: none; } + + ul { + margin-left: 0; + } + + li > ul { + /* Matches the 30px from the "ul, ol" selector above */ + margin-left: 30px; + } } @@ -705,4 +653,11 @@ nav#breadcrumbs li+li:before { div.related { display: none; } +} + +img.github { + position: absolute; + top: 0; + border: 0; + right: 0; } \ No newline at end of file diff --git a/_static/github-banner.svg b/_static/github-banner.svg new file mode 100644 index 000000000..c47d9dc0c --- /dev/null +++ b/_static/github-banner.svg @@ -0,0 +1,5 @@ + + + + + diff --git a/api.html b/api.html index 6cf2b1bc6..0f955ddf9 100644 --- a/api.html +++ b/api.html @@ -7,7 +7,8 @@ Reference documentation for the quantlib package — Quantlib cython wrapper 0.1.1 documentation - + + @@ -105,8 +106,8 @@

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    _

  • (Array method)
    • -
  • (AUCPI method), [1] +
  • (AUCPI method), [1]
  • (AUDCurrency method)
    • @@ -754,6 +755,8 @@

    _

  • (YoYInflationIndex method)
  • (YoYInflationTermStructure method) +
    • +
  • (YYAUCPI method)
  • (YYEUHICP method)
    • @@ -850,7 +853,7 @@

    A

  • atm_vol() (SwaptionVolatilityCube method)
    • -
  • AUCPI (class in quantlib.indexes.inflation.australia) +
  • AUCPI (class in quantlib.indexes.inflation.aucpi)
  • - quantlib.indexes.inflation.australia + quantlib.indexes.inflation.aucpi
  • @@ -5090,15 +5093,17 @@

    Y

  • YieldTermStructure (class in quantlib.termstructures.yield_term_structure)
    • - - + @@ -1441,8 +1442,8 @@

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    Related Topics

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generation": [[723, "date-generation"], [737, "date-generation"]], "Day counters": [[723, "day-counters"], [737, "day-counters"]], "Debugging with gdb": [[725, "debugging-with-gdb"]], "Declaration of the QL classes to be exposed": [[724, "declaration-of-the-ql-classes-to-be-exposed"], [734, "declaration-of-the-ql-classes-to-be-exposed"]], "Declaration of the python class": [[724, "declaration-of-the-python-class"], [734, "declaration-of-the-python-class"]], "Developer\u2019s corner": [[725, null]], "Documentation": [[735, "documentation"]], "Example of CVA computation": [[731, null]], "Features:": [[726, "features"]], "Getting started": [[726, null], [730, "getting-started"], [737, "getting-started"]], "How to wrap QuantLib classes with cython": [[724, null], [734, "how-to-wrap-quantlib-classes-with-cython"]], "Hull-White model for future yield curve simulations": [[731, "Hull-White-model-for-future-yield-curve-simulations"]], "Implementation of the python class": [[724, "implementation-of-the-python-class"], [734, "implementation-of-the-python-class"]], "Indices and tables": [[727, "indices-and-tables"]], "Installation from source": [[726, "installation-from-source"]], "Installation from source on Windows": [[726, "installation-from-source-on-windows"]], "Managing C++ references using shared_ptr": [[724, "managing-c-references-using-shared-ptr"], [734, "managing-c-references-using-shared-ptr"]], "Market": [[728, null]], "Market quotes": [[728, "market-quotes"]], "Mlab": [[729, null], [737, "mlab"]], "Names": [[733, "names"], [737, "names"]], "Notebooks": [[730, null], [737, "notebooks"]], "Outline": [[731, "Outline"]], "Performance considerations": [[723, "performance-considerations"], [737, "performance-considerations"]], "Principal Components Analysis and Display": [[732, "Principal-Components-Analysis-and-Display"]], "PyQL - an overview": [[726, "pyql-an-overview"]], "Reference": [[733, null], [737, "reference"]], "Reference documentation for the quantlib package": [[722, null], [734, "reference-documentation-for-the-quantlib-package"]], "Reference guide": [[734, null]], "Repository of Trading Conventions": [[728, "repository-of-trading-conventions"]], "Risk Factors in USD Libor Market": [[732, null]], "Roadmap": [[735, null]], "Standard Calculations": [[728, "standard-calculations"]], "Standardized data structures": [[729, "standardized-data-structures"], [737, "standardized-data-structures"]], "The Interface Code": [[724, "the-interface-code"], [734, "the-interface-code"]], "Tutorial": [[736, null]], "User\u2019s guide": [[737, null]], "Welcome to PyQL\u2019s documentation": [[727, null]], "quantlib": [[0, null]], "quantlib.cashflow": [[1, null]], "quantlib.cashflow.CashFlow": [[2, null]], "quantlib.cashflow.Leg": [[3, null]], "quantlib.cashflow.SimpleCashFlow": [[4, null]], "quantlib.cashflows": [[5, null]], "quantlib.cashflows.api": [[6, null]], "quantlib.cashflows.cap_floored_coupon": [[7, null]], 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quantlib.termstructures.volatility.equityfx.black_constant_vol)": [[493, "quantlib.termstructures.volatility.equityfx.black_constant_vol.BlackConstantVol", false]], "blackformula() (in module quantlib.pricingengines.blackformula)": [[353, "quantlib.pricingengines.blackformula.blackFormula", false]], "blackformulaimpliedstddev() (in module quantlib.pricingengines.blackformula)": [[354, "quantlib.pricingengines.blackformula.blackFormulaImpliedStdDev", false]], "blackforwardvariance() (blackvoltermstructure method)": [[502, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolTermStructure.blackForwardVariance", false]], "blackforwardvol() (blackvoltermstructure method)": [[502, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolTermStructure.blackForwardVol", false]], "blackiborcouponpricer (class in quantlib.cashflows.coupon_pricer)": [[24, "quantlib.cashflows.coupon_pricer.BlackIborCouponPricer", false]], "blackkarasinski (class in 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"quantlib.termstructures.volatility.equityfx.black_variance_curve.BlackVarianceCurve", false]], "blackvariancesurface (class in quantlib.termstructures.volatility.equityfx.black_variance_surface)": [[497, "quantlib.termstructures.volatility.equityfx.black_variance_surface.BlackVarianceSurface", false]], "blackvariancetermstructure (class in quantlib.termstructures.volatility.equityfx.black_vol_term_structure)": [[501, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVarianceTermStructure", false]], "blackvol() (blackvoltermstructure method)": [[502, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolTermStructure.blackVol", false]], "blackvolatilitytermstructure (class in quantlib.termstructures.volatility.equityfx.black_vol_term_structure)": [[503, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolatilityTermStructure", false]], "blackvoltermstructure (class in quantlib.termstructures.volatility.equityfx.black_vol_term_structure)": [[502, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolTermStructure", false]], "blsimpv() (in module quantlib.mlab.option_pricing)": [[297, "quantlib.mlab.option_pricing.blsimpv", false]], "blsprice() (in module quantlib.mlab.option_pricing)": [[298, "quantlib.mlab.option_pricing.blsprice", false]], "bndprice() (in module quantlib.mlab.fixed_income)": [[294, "quantlib.mlab.fixed_income.bndprice", false]], "bond (class in quantlib.instruments.bond)": [[171, "quantlib.instruments.bond.Bond", false]], "bond_yield() (bond method)": [[171, "quantlib.instruments.bond.Bond.bond_yield", false]], "bond_yield() (in module quantlib.pricingengines.bond.bondfunctions)": [[359, "quantlib.pricingengines.bond.bondfunctions.bond_yield", false]], "bondhelper (class in quantlib.termstructures.yields.bond_helpers)": [[547, "quantlib.termstructures.yields.bond_helpers.BondHelper", false]], "bondprice 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"quantlib.instruments.implied_volatility.ImpliedVolatilityHelper.calculate", false]], "calendar (class in quantlib.time.calendar)": [[619, "quantlib.time.calendar.Calendar", false]], "calendar (row attribute)": [[245, "quantlib.market.conventions.swap.row.calendar", false]], "calibrate() (hestonmodel method)": [[320, "quantlib.models.equity.heston_model.HestonModel.calibrate", false]], "calibrate() (hullwhite method)": [[338, "quantlib.models.shortrate.onefactormodels.hullwhite.HullWhite.calibrate", false]], "calibratedmodel (class in quantlib.models.model)": [[324, "quantlib.models.model.CalibratedModel", false]], "calibration_error() (blackcalibrationhelper method)": [[308, "quantlib.models.calibration_helper.BlackCalibrationHelper.calibration_error", false]], "calibrationerrortype (class in quantlib.models.calibration_helper)": [[309, "quantlib.models.calibration_helper.CalibrationErrorType", false]], "call_strikes (replicatingvarianceswapengine attribute)": [[380, 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quantlib.time.dategeneration)": [[674, "quantlib.time.dategeneration.DateGeneration", false]], "dateproxy (class in quantlib.settings)": [[442, "quantlib.settings.DateProxy", false]], "dates (backwardflatinterpolateddiscountcurve attribute)": [[552, "quantlib.termstructures.yields.discount_curve.BackwardFlatInterpolatedDiscountCurve.dates", false]], "dates (backwardflatinterpolatedforwardcurve attribute)": [[562, "quantlib.termstructures.yields.forward_curve.BackwardFlatInterpolatedForwardCurve.dates", false]], "dates (backwardflatinterpolatedzerocurve attribute)": [[605, "quantlib.termstructures.yields.zero_curve.BackwardFlatInterpolatedZeroCurve.dates", false]], "dates (cubicinterpolateddiscountcurve attribute)": [[553, "quantlib.termstructures.yields.discount_curve.CubicInterpolatedDiscountCurve.dates", false]], "dates (cubicinterpolatedforwardcurve attribute)": [[563, "quantlib.termstructures.yields.forward_curve.CubicInterpolatedForwardCurve.dates", false]], "dates 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quantlib.termstructures.credit.default_probability_helpers)": [[455, "quantlib.termstructures.credit.default_probability_helpers.DefaultProbabilityHelper", false]], "defaultprobabilitytermstructure (class in quantlib.termstructures.default_term_structure)": [[466, "quantlib.termstructures.default_term_structure.DefaultProbabilityTermStructure", false]], "density() (smilesection method)": [[523, "quantlib.termstructures.volatility.smilesection.SmileSection.density", false]], "depositratehelper (class in quantlib.termstructures.yields.rate_helpers)": [[597, "quantlib.termstructures.yields.rate_helpers.DepositRateHelper", false]], "df_to_zero_curve() (in module quantlib.util.converter)": [[709, "quantlib.util.converter.df_to_zero_curve", false]], "diffusion() (stochasticprocess1d method)": [[449, "quantlib.stochastic_process.StochasticProcess1D.diffusion", false]], "directionintegers (class in quantlib.math.randomnumbers.sobol_rsg)": [[281, "quantlib.math.randomnumbers.sobol_rsg.DirectionIntegers", false]], "dirty_price (bond attribute)": [[171, "quantlib.instruments.bond.Bond.dirty_price", false]], "discount() (yieldtermstructure method)": [[543, "quantlib.termstructures.yield_term_structure.YieldTermStructure.discount", false]], "discount_bound() (onefactoraffinemodel method)": [[331, "quantlib.models.shortrate.onefactor_model.OneFactorAffineModel.discount_bound", false]], "discountbackwardflatpiecewiseyieldcurve (class in quantlib.termstructures.yields.piecewise_yield_curve)": [[581, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountBackwardFlatPiecewiseYieldCurve", false]], "discountcubicpiecewiseyieldcurve (class in quantlib.termstructures.yields.piecewise_yield_curve)": [[582, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountCubicPiecewiseYieldCurve", false]], "discountcurve (in module quantlib.termstructures.yields.discount_curve)": [[554, "quantlib.termstructures.yields.discount_curve.DiscountCurve", false]], "discountingbondengine (class in quantlib.pricingengines.bond.discountingbondengine)": [[364, "quantlib.pricingengines.bond.discountingbondengine.DiscountingBondEngine", false]], "discountingswapengine (class in quantlib.pricingengines.swap)": [[382, "quantlib.pricingengines.swap.DiscountingSwapEngine", false]], "discountlinearpiecewiseyieldcurve (class in quantlib.termstructures.yields.piecewise_yield_curve)": [[583, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLinearPiecewiseYieldCurve", false]], "discountloglinearpiecewiseyieldcurve (class in quantlib.termstructures.yields.piecewise_yield_curve)": [[584, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLogLinearPiecewiseYieldCurve", false]], "discreteaveragingasianoption (class in quantlib.instruments.asian_options)": [[169, "quantlib.instruments.asian_options.DiscreteAveragingAsianOption", false]], "discretization (class in quantlib.processes.heston_process)": [[425, "quantlib.processes.heston_process.Discretization", false]], "dividendschedule (class in quantlib.cashflows.dividend)": [[33, "quantlib.cashflows.dividend.DividendSchedule", false]], "dk (replicatingvarianceswapengine attribute)": [[380, "quantlib.pricingengines.forward.replicating_variance_swap_engine.ReplicatingVarianceSwapEngine.dk", false]], "dkkcurrency (class in quantlib.currency.currencies)": [[62, "quantlib.currency.currencies.DKKCurrency", false]], "douglas() (fdmschemedesc static method)": [[288, "quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeDesc.Douglas", false]], "drift() (stochasticprocess1d method)": [[449, "quantlib.stochastic_process.StochasticProcess1D.drift", false]], "duration() (in module quantlib.pricingengines.bond.bondfunctions)": [[360, "quantlib.pricingengines.bond.bondfunctions.duration", false]], "durationtype (class in quantlib.pricingengines.bond.bondfunctions)": [[357, 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false]], "euhicpxt (class in quantlib.indexes.inflation.euhicp)": [[128, "quantlib.indexes.inflation.euhicp.EUHICPXT", false]], "eurcurrency (class in quantlib.currency.currencies)": [[63, "quantlib.currency.currencies.EURCurrency", false]], "euregion (class in quantlib.indexes.regions)": [[148, "quantlib.indexes.regions.EURegion", false]], "euribor (class in quantlib.indexes.ibor.euribor)": [[109, "quantlib.indexes.ibor.euribor.Euribor", false]], "euribor3m (class in quantlib.indexes.ibor.euribor)": [[110, "quantlib.indexes.ibor.euribor.Euribor3M", false]], "euribor6m (class in quantlib.indexes.ibor.euribor)": [[111, "quantlib.indexes.ibor.euribor.Euribor6M", false]], "euriborswapisdafixa (class in quantlib.indexes.swap.euribor_swap)": [[154, "quantlib.indexes.swap.euribor_swap.EuriborSwapIsdaFixA", false]], "euriborswapisdafixb (class in quantlib.indexes.swap.euribor_swap)": [[155, "quantlib.indexes.swap.euribor_swap.EuriborSwapIsdaFixB", false]], "europeanexercise (class in 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false]], "fixedratebond (class in quantlib.instruments.bonds.fixedratebond)": [[180, "quantlib.instruments.bonds.fixedratebond.FixedRateBond", false]], "fixedratebondhelper (class in quantlib.termstructures.yields.bond_helpers)": [[548, "quantlib.termstructures.yields.bond_helpers.FixedRateBondHelper", false]], "fixedratecoupon (class in quantlib.cashflows.fixed_rate_coupon)": [[35, "quantlib.cashflows.fixed_rate_coupon.FixedRateCoupon", false]], "fixedrateleg (class in quantlib.cashflows.fixed_rate_coupon)": [[36, "quantlib.cashflows.fixed_rate_coupon.FixedRateLeg", false]], "fixing() (index method)": [[102, "quantlib.index.Index.fixing", false]], "fixing_calendar (index attribute)": [[102, "quantlib.index.Index.fixing_calendar", false]], "fixing_date() (interestrateindex method)": [[140, "quantlib.indexes.interest_rate_index.InterestRateIndex.fixing_date", false]], "flat_rate() (in module quantlib.util.rates)": [[716, "quantlib.util.rates.flat_rate", false]], "flatforward (class in quantlib.termstructures.yields.flat_forward)": [[560, "quantlib.termstructures.yields.flat_forward.FlatForward", false]], "flathazardrate (class in quantlib.termstructures.credit.flat_hazard_rate)": [[459, "quantlib.termstructures.credit.flat_hazard_rate.FlatHazardRate", false]], "floating_leg_convention (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_convention", false]], "floating_leg_daycount (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_daycount", false]], "floating_leg_period (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_period", false]], "floating_leg_reference (row attribute)": [[245, "quantlib.market.conventions.swap.row.floating_leg_reference", false]], "floatingratebond (class in quantlib.instruments.bonds.floatingratebond)": [[182, "quantlib.instruments.bonds.floatingratebond.FloatingRateBond", false]], "floatingratecoupon (class in quantlib.cashflows.floating_rate_coupon)": [[38, 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false]], "from_index() (futuresratehelper class method)": [[599, "quantlib.termstructures.yields.rate_helpers.FuturesRateHelper.from_index", false]], "from_index() (swapratehelper class method)": [[603, "quantlib.termstructures.yields.rate_helpers.SwapRateHelper.from_index", false]], "from_name() (currency class method)": [[76, "quantlib.currency.currency.Currency.from_name", false]], "from_name() (daycounter class method)": [[676, "quantlib.time.daycounter.DayCounter.from_name", false]], "from_name() (iborindex static method)": [[119, "quantlib.indexes.ibor_index.IborIndex.from_name", false]], "from_name() (objectregistry method)": [[714, "quantlib.util.object_registry.ObjectRegistry.from_name", false]], "from_name() (region class method)": [[143, "quantlib.indexes.region.Region.from_name", false]], "from_ndarray() (matrix class method)": [[267, "quantlib.math.matrix.Matrix.from_ndarray", false]], "from_reference_date() (constantswaptionvolatility class method)": [[530, 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quantlib.processes.black_scholes_process)": [[423, "quantlib.processes.black_scholes_process.GeneralizedBlackScholesProcess", false]], "germany (class in quantlib.time.calendars.germany)": [[628, "quantlib.time.calendars.germany.Germany", false]], "get_history() (indexmanager static method)": [[122, "quantlib.indexes.index_manager.IndexManager.get_history", false]], "haganpricer (class in quantlib.cashflows.conundrum_pricer)": [[18, "quantlib.cashflows.conundrum_pricer.HaganPricer", false]], "handleswaptionvolatilitystructure (class in quantlib.termstructures.volatility.swaption.swaption_vol_structure)": [[538, "quantlib.termstructures.volatility.swaption.swaption_vol_structure.HandleSwaptionVolatilityStructure", false]], "handlevolatilitytermstructure (class in quantlib.termstructures.vol_term_structure)": [[487, "quantlib.termstructures.vol_term_structure.HandleVolatilityTermStructure", false]], "has_occured() (cashflow method)": [[2, "quantlib.cashflow.CashFlow.has_occured", false]], "hazard_rate() (defaultprobabilitytermstructure method)": [[466, "quantlib.termstructures.default_term_structure.DefaultProbabilityTermStructure.hazard_rate", false]], "hazard_rates (interpolatedhazardratecurve attribute)": [[461, "quantlib.termstructures.credit.interpolated_hazardrate_curve.InterpolatedHazardRateCurve.hazard_rates", false]], "help() (in module quantlib.market.conventions.swap)": [[242, "quantlib.market.conventions.swap.help", false]], "heston_pricer() (in module quantlib.mlab.option_pricing)": [[299, "quantlib.mlab.option_pricing.heston_pricer", false]], "hestonblackvolsurface (class in quantlib.termstructures.volatility.equityfx.heston_black_vol_surface)": [[505, "quantlib.termstructures.volatility.equityfx.heston_black_vol_surface.HestonBlackVolSurface", false]], "hestonhullwhitecorrelationconstraint (class in quantlib.math.hestonhwcorrelationconstraint)": [[260, "quantlib.math.hestonhwcorrelationconstraint.HestonHullWhiteCorrelationConstraint", false]], 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quantlib.pricingengines.asian.analyticcontgeomavprice)": [[349, "quantlib.pricingengines.asian.analyticcontgeomavprice.AnalyticContinuousGeometricAveragePriceAsianEngine", false]], "analyticdiscretegeometricaveragepriceasianengine (class in quantlib.pricingengines.asian.analyticdiscrgeomavprice)": [[351, "quantlib.pricingengines.asian.analyticdiscrgeomavprice.AnalyticDiscreteGeometricAveragePriceAsianEngine", false]], "analyticdividendeuropeanengine (class in quantlib.pricingengines.vanilla.vanilla)": [[407, "quantlib.pricingengines.vanilla.vanilla.AnalyticDividendEuropeanEngine", false]], "analyticeuropeanengine (class in quantlib.pricingengines.vanilla.vanilla)": [[408, "quantlib.pricingengines.vanilla.vanilla.AnalyticEuropeanEngine", false]], "analytichaganpricer (class in quantlib.cashflows.conundrum_pricer)": [[17, "quantlib.cashflows.conundrum_pricer.AnalyticHaganPricer", false]], "analytichestonengine (class in quantlib.pricingengines.vanilla.analytic_heston_engine)": [[395, "quantlib.pricingengines.vanilla.analytic_heston_engine.AnalyticHestonEngine", false]], "analytichestonhullwhiteengine (class in quantlib.pricingengines.vanilla.vanilla)": [[409, "quantlib.pricingengines.vanilla.vanilla.AnalyticHestonHullWhiteEngine", false]], "anchor_evaluation_date() (settings method)": [[444, "quantlib.settings.Settings.anchor_evaluation_date", false]], "array (class in quantlib.math.array)": [[257, "quantlib.math.array.Array", false]], "array_call() (in module quantlib.mlab.util)": [[304, "quantlib.mlab.util.array_call", false]], "at() (schedule method)": [[702, "quantlib.time.schedule.Schedule.at", false]], "atm_strike() (swaptionvolatilitycube method)": [[533, "quantlib.termstructures.volatility.swaption.swaption_vol_cube.SwaptionVolatilityCube.atm_strike", false]], "atm_vol() (swaptionvolatilitycube method)": [[533, "quantlib.termstructures.volatility.swaption.swaption_vol_cube.SwaptionVolatilityCube.atm_vol", false]], "aucpi (class in quantlib.indexes.inflation.aucpi)": [[125, "quantlib.indexes.inflation.aucpi.AUCPI", false]], "aucpi (class in quantlib.indexes.inflation_index)": [[135, "quantlib.indexes.inflation_index.AUCPI", false]], "audcurrency (class in quantlib.currency.currencies)": [[60, "quantlib.currency.currencies.AUDCurrency", false]], "australiaregion (class in quantlib.indexes.regions)": [[148, "quantlib.indexes.regions.AustraliaRegion", false]], "averagetype (class in quantlib.instruments.asian_options)": [[168, "quantlib.instruments.asian_options.AverageType", false]], "bachelier_black_formula() (in module quantlib.pricingengines.blackformula)": [[353, "quantlib.pricingengines.blackformula.bachelier_black_formula", false]], "bachelierswaptionengine (class in quantlib.pricingengines.swaption.black_swaption_engine)": [[386, "quantlib.pricingengines.swaption.black_swaption_engine.BachelierSwaptionEngine", false]], "backwardflat (class in quantlib.math.interpolation)": [[263, "quantlib.math.interpolation.BackwardFlat", false]], "backwardflatinterpolateddiscountcurve (class in quantlib.termstructures.yields.discount_curve)": [[553, "quantlib.termstructures.yields.discount_curve.BackwardFlatInterpolatedDiscountCurve", false]], "backwardflatinterpolatedforwardcurve (class in quantlib.termstructures.yields.forward_curve)": [[563, "quantlib.termstructures.yields.forward_curve.BackwardFlatInterpolatedForwardCurve", false]], "backwardflatinterpolatedzerocurve (class in quantlib.termstructures.yields.zero_curve)": [[606, "quantlib.termstructures.yields.zero_curve.BackwardFlatInterpolatedZeroCurve", false]], "baroneadesiwhaleyapproximationengine (class in quantlib.pricingengines.vanilla.vanilla)": [[410, "quantlib.pricingengines.vanilla.vanilla.BaroneAdesiWhaleyApproximationEngine", false]], "basispointvalue() (in module quantlib.pricingengines.bond.bondfunctions)": [[359, "quantlib.pricingengines.bond.bondfunctions.basisPointValue", false]], "batesdetjumpengine (class in quantlib.pricingengines.vanilla.vanilla)": [[411, "quantlib.pricingengines.vanilla.vanilla.BatesDetJumpEngine", false]], "batesdetjumpmodel (class in quantlib.models.equity.bates_model)": [[313, "quantlib.models.equity.bates_model.BatesDetJumpModel", false]], "batesdoubleexpdetjumpengine (class in quantlib.pricingengines.vanilla.vanilla)": [[412, "quantlib.pricingengines.vanilla.vanilla.BatesDoubleExpDetJumpEngine", false]], "batesdoubleexpdetjumpmodel (class in quantlib.models.equity.bates_model)": [[314, "quantlib.models.equity.bates_model.BatesDoubleExpDetJumpModel", false]], "batesdoubleexpengine (class in quantlib.pricingengines.vanilla.vanilla)": [[413, "quantlib.pricingengines.vanilla.vanilla.BatesDoubleExpEngine", false]], "batesdoubleexpmodel (class in quantlib.models.equity.bates_model)": [[315, "quantlib.models.equity.bates_model.BatesDoubleExpModel", false]], "batesengine (class in quantlib.pricingengines.vanilla.vanilla)": [[414, "quantlib.pricingengines.vanilla.vanilla.BatesEngine", false]], "batesmodel (class in quantlib.models.equity.bates_model)": [[316, "quantlib.models.equity.bates_model.BatesModel", false]], "batesprocess (class in quantlib.processes.bates_process)": [[420, "quantlib.processes.bates_process.BatesProcess", false]], "bermudanexercise (class in quantlib.instruments.exercise)": [[192, "quantlib.instruments.exercise.BermudanExercise", false]], "black_price() (blackcalibrationhelper method)": [[309, "quantlib.models.calibration_helper.BlackCalibrationHelper.black_price", false]], "black_variance() (swaptionvolatilitystructure method)": [[540, "quantlib.termstructures.volatility.swaption.swaption_vol_structure.SwaptionVolatilityStructure.black_variance", false]], "blackcalibrationhelper (class in quantlib.models.calibration_helper)": [[309, "quantlib.models.calibration_helper.BlackCalibrationHelper", false]], "blackconstantvol (class in quantlib.termstructures.volatility.equityfx.black_constant_vol)": [[494, "quantlib.termstructures.volatility.equityfx.black_constant_vol.BlackConstantVol", false]], "blackformula() (in module quantlib.pricingengines.blackformula)": [[354, "quantlib.pricingengines.blackformula.blackFormula", false]], "blackformulaimpliedstddev() (in module quantlib.pricingengines.blackformula)": [[355, "quantlib.pricingengines.blackformula.blackFormulaImpliedStdDev", false]], "blackforwardvariance() (blackvoltermstructure method)": [[503, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolTermStructure.blackForwardVariance", false]], "blackforwardvol() (blackvoltermstructure method)": [[503, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolTermStructure.blackForwardVol", false]], "blackiborcouponpricer (class in quantlib.cashflows.coupon_pricer)": [[24, "quantlib.cashflows.coupon_pricer.BlackIborCouponPricer", false]], "blackkarasinski (class in quantlib.models.shortrate.onefactormodels.blackkarasinski)": [[337, "quantlib.models.shortrate.onefactormodels.blackkarasinski.BlackKarasinski", false]], "blackscholesmertonprocess (class in quantlib.processes.black_scholes_process)": [[422, "quantlib.processes.black_scholes_process.BlackScholesMertonProcess", false]], "blackscholesprocess (class in quantlib.processes.black_scholes_process)": [[423, "quantlib.processes.black_scholes_process.BlackScholesProcess", false]], "blackswaptionengine (class in quantlib.pricingengines.swaption.black_swaption_engine)": [[387, "quantlib.pricingengines.swaption.black_swaption_engine.BlackSwaptionEngine", false]], "blackvariance() (blackvoltermstructure method)": [[503, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolTermStructure.blackVariance", false]], "blackvariancecurve (class in quantlib.termstructures.volatility.equityfx.black_variance_curve)": [[496, "quantlib.termstructures.volatility.equityfx.black_variance_curve.BlackVarianceCurve", false]], "blackvariancesurface (class in quantlib.termstructures.volatility.equityfx.black_variance_surface)": [[498, "quantlib.termstructures.volatility.equityfx.black_variance_surface.BlackVarianceSurface", false]], "blackvariancetermstructure (class in quantlib.termstructures.volatility.equityfx.black_vol_term_structure)": [[502, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVarianceTermStructure", false]], "blackvol() (blackvoltermstructure method)": [[503, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolTermStructure.blackVol", false]], "blackvolatilitytermstructure (class in quantlib.termstructures.volatility.equityfx.black_vol_term_structure)": [[504, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolatilityTermStructure", false]], "blackvoltermstructure (class in quantlib.termstructures.volatility.equityfx.black_vol_term_structure)": [[503, "quantlib.termstructures.volatility.equityfx.black_vol_term_structure.BlackVolTermStructure", false]], "blsimpv() (in module quantlib.mlab.option_pricing)": [[298, "quantlib.mlab.option_pricing.blsimpv", false]], "blsprice() (in module quantlib.mlab.option_pricing)": [[299, "quantlib.mlab.option_pricing.blsprice", false]], "bndprice() (in module quantlib.mlab.fixed_income)": [[295, "quantlib.mlab.fixed_income.bndprice", false]], "bond (class in quantlib.instruments.bond)": [[172, "quantlib.instruments.bond.Bond", false]], "bond_yield() (bond method)": [[172, "quantlib.instruments.bond.Bond.bond_yield", false]], "bond_yield() (in module quantlib.pricingengines.bond.bondfunctions)": [[360, "quantlib.pricingengines.bond.bondfunctions.bond_yield", false]], "bondhelper (class in quantlib.termstructures.yields.bond_helpers)": [[548, "quantlib.termstructures.yields.bond_helpers.BondHelper", false]], "bondprice (class in quantlib.instruments.bond)": [[173, "quantlib.instruments.bond.BondPrice", false]], "bootstraptrait (class in quantlib.termstructures.yields.bootstraptraits)": [[551, "quantlib.termstructures.yields.bootstraptraits.BootstrapTrait", false]], "bucket_analysis() (in module quantlib.experimental.risk.sensitivityanalysis)": [[95, "quantlib.experimental.risk.sensitivityanalysis.bucket_analysis", false]], "business252 (class in quantlib.time.daycounters.simple)": [[685, "quantlib.time.daycounters.simple.Business252", false]], "business_day_list() (calendar method)": [[620, "quantlib.time.calendar.Calendar.business_day_list", false]], "business_days_between() (calendar method)": [[620, "quantlib.time.calendar.Calendar.business_days_between", false]], "businessdayconvention (class in quantlib.time.businessdayconvention)": [[618, "quantlib.time.businessdayconvention.BusinessDayConvention", false]], "calculate() (impliedvolatilityhelper class method)": [[199, 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"quantlib.pricingengines.forward.replicating_variance_swap_engine.ReplicatingVarianceSwapEngine.call_strikes", false]], "canada (class in quantlib.time.calendars.canada)": [[626, "quantlib.time.calendars.canada.Canada", false]], "caplet_price() (floatingratecouponpricer method)": [[26, "quantlib.cashflows.coupon_pricer.FloatingRateCouponPricer.caplet_price", false]], "caplet_rate() (floatingratecouponpricer method)": [[26, "quantlib.cashflows.coupon_pricer.FloatingRateCouponPricer.caplet_rate", false]], "cappedflooredcmscoupon (class in quantlib.cashflows.cap_floored_coupon)": [[8, "quantlib.cashflows.cap_floored_coupon.CappedFlooredCmsCoupon", false]], "cappedflooredcmsspreadcoupon (class in quantlib.experimental.coupons.cms_spread_coupon)": [[85, "quantlib.experimental.coupons.cms_spread_coupon.CappedFlooredCmsSpreadCoupon", false]], "cappedflooredcoupon (class in quantlib.cashflows.cap_floored_coupon)": [[9, "quantlib.cashflows.cap_floored_coupon.CappedFlooredCoupon", false]], "cappedfloorediborcoupon (class in quantlib.cashflows.cap_floored_coupon)": [[10, "quantlib.cashflows.cap_floored_coupon.CappedFlooredIborCoupon", false]], "cashannuitymodel (class in quantlib.pricingengines.swaption.black_swaption_engine)": [[388, "quantlib.pricingengines.swaption.black_swaption_engine.CashAnnuityModel", false]], "cashdividendmodel (class in quantlib.pricingengines.vanilla.fdblackscholesvanillaengine)": [[399, "quantlib.pricingengines.vanilla.fdblackscholesvanillaengine.CashDividendModel", false]], "cashflow (class in quantlib.cashflow)": [[2, "quantlib.cashflow.CashFlow", false]], "cashflows (bond attribute)": [[172, "quantlib.instruments.bond.Bond.cashflows", false]], "cds_maturity() (in module quantlib.instruments.credit_default_swap)": [[189, "quantlib.instruments.credit_default_swap.cds_maturity", false]], "cdshelper (class in quantlib.termstructures.credit.default_probability_helpers)": [[455, "quantlib.termstructures.credit.default_probability_helpers.CdsHelper", false]], "cfamounts() (in module quantlib.mlab.fixed_income)": [[296, "quantlib.mlab.fixed_income.cfamounts", false]], "chfcurrency (class in quantlib.currency.currencies)": [[61, "quantlib.currency.currencies.CHFCurrency", false]], "clean_price (bond attribute)": [[172, "quantlib.instruments.bond.Bond.clean_price", false]], "clear_fixings() (index method)": [[102, "quantlib.index.Index.clear_fixings", false]], "clear_histories() (indexmanager static method)": [[122, "quantlib.indexes.index_manager.IndexManager.clear_histories", false]], "clear_history() (indexmanager static method)": [[122, "quantlib.indexes.index_manager.IndexManager.clear_history", false]], "clone() (impliedvolatilityhelper class method)": [[199, "quantlib.instruments.implied_volatility.ImpliedVolatilityHelper.clone", false]], "cmscoupon (class in quantlib.cashflows.cms_coupon)": [[15, "quantlib.cashflows.cms_coupon.CmsCoupon", false]], "cmscouponpricer (class in quantlib.cashflows.coupon_pricer)": [[25, "quantlib.cashflows.coupon_pricer.CmsCouponPricer", false]], "cmsspreadcoupon (class in quantlib.experimental.coupons.cms_spread_coupon)": [[86, "quantlib.experimental.coupons.cms_spread_coupon.CmsSpreadCoupon", false]], "cmsspreadcouponpricer (class in quantlib.experimental.coupons.cms_spread_coupon)": [[87, "quantlib.experimental.coupons.cms_spread_coupon.CmsSpreadCouponPricer", false]], "code() (in module quantlib.time.imm)": [[695, "quantlib.time.imm.code", false]], "common_shape() (in module quantlib.mlab.util)": [[305, "quantlib.mlab.util.common_shape", false]], "complexlogformula (class in quantlib.pricingengines.vanilla.analytic_heston_engine)": [[396, "quantlib.pricingengines.vanilla.analytic_heston_engine.ComplexLogFormula", false]], "compound_factor() (interestrate method)": [[239, "quantlib.interest_rate.InterestRate.compound_factor", false]], "compounding (class in quantlib.compounding)": [[56, "quantlib.compounding.Compounding", false]], "constantoptionletvolatility (class in quantlib.termstructures.volatility.optionlet.optionlet_volatility_structure)": [[513, "quantlib.termstructures.volatility.optionlet.optionlet_volatility_structure.ConstantOptionletVolatility", false]], "constantswaptionvolatility (class in quantlib.termstructures.volatility.swaption.swaption_constant_vol)": [[531, "quantlib.termstructures.volatility.swaption.swaption_constant_vol.ConstantSwaptionVolatility", false]], "constnotionalcrosscurrencybasisswapratehelper (class in quantlib.experimental.termstructures.crosscurrencyratehelpers)": [[99, "quantlib.experimental.termstructures.crosscurrencyratehelpers.ConstNotionalCrossCurrencyBasisSwapRateHelper", false]], "constraint (class in quantlib.math.optimization)": [[274, "quantlib.math.optimization.Constraint", false]], "continuousaveragingasianoption (class in quantlib.instruments.asian_options)": [[169, "quantlib.instruments.asian_options.ContinuousAveragingAsianOption", false]], "convention (class in quantlib.time.daycounters.actual_actual)": [[681, "quantlib.time.daycounters.actual_actual.Convention", false]], "convention (class in quantlib.time.daycounters.thirty360)": [[689, "quantlib.time.daycounters.thirty360.Convention", false]], "conventional_spread() (creditdefaultswap method)": [[187, "quantlib.instruments.credit_default_swap.CreditDefaultSwap.conventional_spread", false]], "convexity_bias() (hullwhite static method)": [[339, "quantlib.models.shortrate.onefactormodels.hullwhite.HullWhite.convexity_bias", false]], "correctyoyrate() (seasonality method)": [[482, "quantlib.termstructures.inflation.seasonality.Seasonality.correctYoYRate", false]], "correctzerorate() (seasonality method)": [[482, "quantlib.termstructures.inflation.seasonality.Seasonality.correctZeroRate", false]], "coupon (class in quantlib.cashflows.coupon)": [[22, "quantlib.cashflows.coupon.Coupon", false]], "cpibond (class in quantlib.instruments.bonds.cpibond)": [[178, "quantlib.instruments.bonds.cpibond.CPIBond", false]], "cpicouponpricer (class in quantlib.cashflows.cpi_coupon_pricer)": [[31, "quantlib.cashflows.cpi_coupon_pricer.CPICouponPricer", false]], "craigsneyd() (fdmschemedesc static method)": [[289, "quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeDesc.CraigSneyd", false]], "cranknicolson() (fdmschemedesc static method)": [[289, "quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeDesc.CrankNicolson", false]], "create_at_par_coupons() (iborcouponsettings static method)": [[41, "quantlib.cashflows.ibor_coupon.IborCouponSettings.create_at_par_coupons", false]], "create_fixed_float_swap() (ibormarket method)": [[249, "quantlib.market.market.IborMarket.create_fixed_float_swap", false]], "create_indexed_coupons() (iborcouponsettings static method)": [[41, "quantlib.cashflows.ibor_coupon.IborCouponSettings.create_indexed_coupons", false]], "creditdefaultswap (class in quantlib.instruments.credit_default_swap)": [[187, "quantlib.instruments.credit_default_swap.CreditDefaultSwap", false]], "cubic (class in quantlib.math.interpolation)": [[264, "quantlib.math.interpolation.Cubic", false]], "cubicinterpolateddiscountcurve (class in quantlib.termstructures.yields.discount_curve)": [[554, "quantlib.termstructures.yields.discount_curve.CubicInterpolatedDiscountCurve", false]], "cubicinterpolatedforwardcurve (class in quantlib.termstructures.yields.forward_curve)": [[564, "quantlib.termstructures.yields.forward_curve.CubicInterpolatedForwardCurve", false]], "cubicinterpolatedzerocurve (class in quantlib.termstructures.yields.zero_curve)": [[607, "quantlib.termstructures.yields.zero_curve.CubicInterpolatedZeroCurve", false]], "currency (class in quantlib.currency.currency)": [[76, "quantlib.currency.currency.Currency", false]], "currency (row attribute)": [[246, "quantlib.market.conventions.swap.row.currency", false]], "customregion (class in quantlib.indexes.region)": [[143, "quantlib.indexes.region.CustomRegion", false]], "data (backwardflatinterpolateddiscountcurve attribute)": [[553, "quantlib.termstructures.yields.discount_curve.BackwardFlatInterpolatedDiscountCurve.data", false]], "data (backwardflatinterpolatedforwardcurve attribute)": [[563, "quantlib.termstructures.yields.forward_curve.BackwardFlatInterpolatedForwardCurve.data", false]], "data (backwardflatinterpolatedzerocurve attribute)": [[606, "quantlib.termstructures.yields.zero_curve.BackwardFlatInterpolatedZeroCurve.data", false]], "data (cubicinterpolateddiscountcurve attribute)": [[554, "quantlib.termstructures.yields.discount_curve.CubicInterpolatedDiscountCurve.data", false]], "data (cubicinterpolatedforwardcurve attribute)": [[564, "quantlib.termstructures.yields.forward_curve.CubicInterpolatedForwardCurve.data", false]], "data (cubicinterpolatedzerocurve attribute)": [[607, "quantlib.termstructures.yields.zero_curve.CubicInterpolatedZeroCurve.data", false]], "data (discountbackwardflatpiecewiseyieldcurve attribute)": [[582, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountBackwardFlatPiecewiseYieldCurve.data", false]], "data (discountcubicpiecewiseyieldcurve attribute)": [[583, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountCubicPiecewiseYieldCurve.data", false]], "data (discountlinearpiecewiseyieldcurve attribute)": [[584, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLinearPiecewiseYieldCurve.data", false]], "data (discountloglinearpiecewiseyieldcurve attribute)": [[585, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLogLinearPiecewiseYieldCurve.data", false]], "data (forwardratebackwardflatpiecewiseyieldcurve attribute)": [[586, "quantlib.termstructures.yields.piecewise_yield_curve.ForwardRateBackwardFlatPiecewiseYieldCurve.data", false]], "data (forwardratecubicpiecewiseyieldcurve attribute)": 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"quantlib.termstructures.yields.zero_curve.LinearInterpolatedZeroCurve.data", false]], "data (loglinearinterpolateddiscountcurve attribute)": [[558, "quantlib.termstructures.yields.discount_curve.LogLinearInterpolatedDiscountCurve.data", false]], "data (loglinearinterpolatedforwardcurve attribute)": [[568, "quantlib.termstructures.yields.forward_curve.LogLinearInterpolatedForwardCurve.data", false]], "data (loglinearinterpolatedzerocurve attribute)": [[610, "quantlib.termstructures.yields.zero_curve.LogLinearInterpolatedZeroCurve.data", false]], "data (piecewisedefaultcurve attribute)": [[465, "quantlib.termstructures.credit.piecewise_default_curve.PiecewiseDefaultCurve.data", false]], "data (zeroyieldbackwardflatpiecewiseyieldcurve attribute)": [[591, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldBackwardFlatPiecewiseYieldCurve.data", false]], "data (zeroyieldcubicpiecewiseyieldcurve attribute)": [[592, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldCubicPiecewiseYieldCurve.data", false]], "data (zeroyieldlinearpiecewiseyieldcurve attribute)": [[593, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldLinearPiecewiseYieldCurve.data", false]], "data (zeroyieldloglinearpiecewiseyieldcurve attribute)": [[594, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldLogLinearPiecewiseYieldCurve.data", false]], "data() (interpolatedzeroinflationcurve method)": [[476, "quantlib.termstructures.inflation.interpolated_zero_inflation_curve.InterpolatedZeroInflationCurve.data", false]], "date (class in quantlib.time.date)": [[653, "quantlib.time.date.Date", false]], "date() (in module quantlib.time.imm)": [[696, "quantlib.time.imm.date", false]], "datedoisratehelper (class in quantlib.termstructures.yields.ois_rate_helper)": [[575, "quantlib.termstructures.yields.ois_rate_helper.DatedOISRateHelper", false]], "dategeneration (class in 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false]], "dates (forwardratecubicpiecewiseyieldcurve attribute)": [[587, "quantlib.termstructures.yields.piecewise_yield_curve.ForwardRateCubicPiecewiseYieldCurve.dates", false]], "dates (forwardratelinearpiecewiseyieldcurve attribute)": [[588, "quantlib.termstructures.yields.piecewise_yield_curve.ForwardRateLinearPiecewiseYieldCurve.dates", false]], "dates (forwardrateloglinearpiecewiseyieldcurve attribute)": [[589, "quantlib.termstructures.yields.piecewise_yield_curve.ForwardRateLogLinearPiecewiseYieldCurve.dates", false]], "dates (interpolatedhazardratecurve attribute)": [[462, "quantlib.termstructures.credit.interpolated_hazardrate_curve.InterpolatedHazardRateCurve.dates", false]], "dates (linearinterpolateddiscountcurve attribute)": [[557, "quantlib.termstructures.yields.discount_curve.LinearInterpolatedDiscountCurve.dates", false]], "dates (linearinterpolatedforwardcurve attribute)": [[567, "quantlib.termstructures.yields.forward_curve.LinearInterpolatedForwardCurve.dates", false]], "dates (linearinterpolatedzerocurve attribute)": [[609, "quantlib.termstructures.yields.zero_curve.LinearInterpolatedZeroCurve.dates", false]], "dates (loglinearinterpolateddiscountcurve attribute)": [[558, "quantlib.termstructures.yields.discount_curve.LogLinearInterpolatedDiscountCurve.dates", false]], "dates (loglinearinterpolatedforwardcurve attribute)": [[568, "quantlib.termstructures.yields.forward_curve.LogLinearInterpolatedForwardCurve.dates", false]], "dates (loglinearinterpolatedzerocurve attribute)": [[610, "quantlib.termstructures.yields.zero_curve.LogLinearInterpolatedZeroCurve.dates", false]], "dates (piecewisedefaultcurve attribute)": [[465, "quantlib.termstructures.credit.piecewise_default_curve.PiecewiseDefaultCurve.dates", false]], "dates (zeroyieldbackwardflatpiecewiseyieldcurve attribute)": [[591, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldBackwardFlatPiecewiseYieldCurve.dates", false]], "dates (zeroyieldcubicpiecewiseyieldcurve attribute)": [[592, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldCubicPiecewiseYieldCurve.dates", false]], "dates (zeroyieldlinearpiecewiseyieldcurve attribute)": [[593, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldLinearPiecewiseYieldCurve.dates", false]], "dates (zeroyieldloglinearpiecewiseyieldcurve attribute)": [[594, "quantlib.termstructures.yields.piecewise_yield_curve.ZeroYieldLogLinearPiecewiseYieldCurve.dates", false]], "dates() (exercise method)": [[194, "quantlib.instruments.exercise.Exercise.dates", false]], "dates() (schedule method)": [[702, "quantlib.time.schedule.Schedule.dates", false]], "day_count() (daycounter method)": [[677, "quantlib.time.daycounter.DayCounter.day_count", false]], "daycounter (class in quantlib.time.daycounter)": [[677, "quantlib.time.daycounter.DayCounter", false]], "days() (in module quantlib.time.date)": [[658, "quantlib.time.date.days", false]], "defaultprobabilityhelper (class in quantlib.termstructures.credit.default_probability_helpers)": [[456, "quantlib.termstructures.credit.default_probability_helpers.DefaultProbabilityHelper", false]], "defaultprobabilitytermstructure (class in quantlib.termstructures.default_term_structure)": [[467, "quantlib.termstructures.default_term_structure.DefaultProbabilityTermStructure", false]], "density() (smilesection method)": [[524, "quantlib.termstructures.volatility.smilesection.SmileSection.density", false]], "depositratehelper (class in quantlib.termstructures.yields.rate_helpers)": [[598, "quantlib.termstructures.yields.rate_helpers.DepositRateHelper", false]], "df_to_zero_curve() (in module quantlib.util.converter)": [[710, "quantlib.util.converter.df_to_zero_curve", false]], "diffusion() (stochasticprocess1d method)": [[450, "quantlib.stochastic_process.StochasticProcess1D.diffusion", false]], "directionintegers (class in quantlib.math.randomnumbers.sobol_rsg)": [[282, 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quantlib.processes.heston_process)": [[426, "quantlib.processes.heston_process.Discretization", false]], "dividendschedule (class in quantlib.cashflows.dividend)": [[33, "quantlib.cashflows.dividend.DividendSchedule", false]], "dk (replicatingvarianceswapengine attribute)": [[381, "quantlib.pricingengines.forward.replicating_variance_swap_engine.ReplicatingVarianceSwapEngine.dk", false]], "dkkcurrency (class in quantlib.currency.currencies)": [[62, "quantlib.currency.currencies.DKKCurrency", false]], "douglas() (fdmschemedesc static method)": [[289, "quantlib.methods.finitedifferences.solvers.fdmbackwardsolver.FdmSchemeDesc.Douglas", false]], "drift() (stochasticprocess1d method)": [[450, "quantlib.stochastic_process.StochasticProcess1D.drift", false]], "duration() (in module quantlib.pricingengines.bond.bondfunctions)": [[361, "quantlib.pricingengines.bond.bondfunctions.duration", false]], "durationtype (class in quantlib.pricingengines.bond.bondfunctions)": [[358, 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false]], "fixedratebond (class in quantlib.instruments.bonds.fixedratebond)": [[181, "quantlib.instruments.bonds.fixedratebond.FixedRateBond", false]], "fixedratebondhelper (class in quantlib.termstructures.yields.bond_helpers)": [[549, "quantlib.termstructures.yields.bond_helpers.FixedRateBondHelper", false]], "fixedratecoupon (class in quantlib.cashflows.fixed_rate_coupon)": [[35, "quantlib.cashflows.fixed_rate_coupon.FixedRateCoupon", false]], "fixedrateleg (class in quantlib.cashflows.fixed_rate_coupon)": [[36, "quantlib.cashflows.fixed_rate_coupon.FixedRateLeg", false]], "fixing() (index method)": [[102, "quantlib.index.Index.fixing", false]], "fixing_calendar (index attribute)": [[102, "quantlib.index.Index.fixing_calendar", false]], "fixing_date() (interestrateindex method)": [[141, "quantlib.indexes.interest_rate_index.InterestRateIndex.fixing_date", false]], "flat_rate() (in module quantlib.util.rates)": [[717, "quantlib.util.rates.flat_rate", false]], "flatforward (class in quantlib.termstructures.yields.flat_forward)": [[561, "quantlib.termstructures.yields.flat_forward.FlatForward", false]], "flathazardrate (class in quantlib.termstructures.credit.flat_hazard_rate)": [[460, "quantlib.termstructures.credit.flat_hazard_rate.FlatHazardRate", false]], "floating_leg_convention (row attribute)": [[246, "quantlib.market.conventions.swap.row.floating_leg_convention", false]], "floating_leg_daycount (row attribute)": [[246, "quantlib.market.conventions.swap.row.floating_leg_daycount", false]], "floating_leg_period (row attribute)": [[246, "quantlib.market.conventions.swap.row.floating_leg_period", false]], "floating_leg_reference (row attribute)": [[246, "quantlib.market.conventions.swap.row.floating_leg_reference", false]], "floatingratebond (class in quantlib.instruments.bonds.floatingratebond)": [[183, "quantlib.instruments.bonds.floatingratebond.FloatingRateBond", false]], "floatingratecoupon (class in quantlib.cashflows.floating_rate_coupon)": [[38, "quantlib.cashflows.floating_rate_coupon.FloatingRateCoupon", false]], "floatingratecouponpricer (class in quantlib.cashflows.coupon_pricer)": [[26, "quantlib.cashflows.coupon_pricer.FloatingRateCouponPricer", false]], "floorlet_price() (floatingratecouponpricer method)": [[26, "quantlib.cashflows.coupon_pricer.FloatingRateCouponPricer.floorlet_price", false]], "floorlet_rate() (floatingratecouponpricer method)": [[26, "quantlib.cashflows.coupon_pricer.FloatingRateCouponPricer.floorlet_rate", false]], "forecast_fixing() (interestrateindex method)": [[141, "quantlib.indexes.interest_rate_index.InterestRateIndex.forecast_fixing", false]], "forward_rate() (yieldtermstructure method)": [[544, "quantlib.termstructures.yield_term_structure.YieldTermStructure.forward_rate", false]], "forwardcurve (in module quantlib.termstructures.yields.forward_curve)": [[565, "quantlib.termstructures.yields.forward_curve.ForwardCurve", false]], "forwardratebackwardflatpiecewiseyieldcurve (class in 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false]], "from_index() (futuresratehelper class method)": [[600, "quantlib.termstructures.yields.rate_helpers.FuturesRateHelper.from_index", false]], "from_index() (swapratehelper class method)": [[604, "quantlib.termstructures.yields.rate_helpers.SwapRateHelper.from_index", false]], "from_name() (currency class method)": [[76, "quantlib.currency.currency.Currency.from_name", false]], "from_name() (daycounter class method)": [[677, "quantlib.time.daycounter.DayCounter.from_name", false]], "from_name() (iborindex static method)": [[119, "quantlib.indexes.ibor_index.IborIndex.from_name", false]], "from_name() (objectregistry method)": [[715, "quantlib.util.object_registry.ObjectRegistry.from_name", false]], "from_name() (region class method)": [[144, "quantlib.indexes.region.Region.from_name", false]], "from_ndarray() (matrix class method)": [[268, "quantlib.math.matrix.Matrix.from_ndarray", false]], "from_reference_date() (constantswaptionvolatility class method)": [[531, "quantlib.termstructures.volatility.swaption.swaption_constant_vol.ConstantSwaptionVolatility.from_reference_date", false]], "from_reference_date() (discountbackwardflatpiecewiseyieldcurve class method)": [[582, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountBackwardFlatPiecewiseYieldCurve.from_reference_date", false]], "from_reference_date() (discountcubicpiecewiseyieldcurve class method)": [[583, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountCubicPiecewiseYieldCurve.from_reference_date", false]], "from_reference_date() (discountlinearpiecewiseyieldcurve class method)": [[584, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLinearPiecewiseYieldCurve.from_reference_date", false]], "from_reference_date() (discountloglinearpiecewiseyieldcurve class method)": [[585, "quantlib.termstructures.yields.piecewise_yield_curve.DiscountLogLinearPiecewiseYieldCurve.from_reference_date", false]], "from_reference_date() (flathazardrate class method)": 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