ql-deprecated man page

deprecated — Deprecated Features

Member BlackSwaptionEngine::BlackSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, Real displacement)
overrides displacement from given volatility structure, this is not recommended to do
Member BlackSwaptionEngine::displacement ()
might return Null<Real>(), if given by a volatility structure, use volatility()->shift() to get the displacement instead
Member MixedLinearCubic::MixedLinearCubic (Size n, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)
Use the other constructor
Member MixedLinearCubicInterpolation::MixedLinearCubicInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size n, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue)
Use the other constructor
Member RiskyAssetSwapOption::RiskyAssetSwapOption (bool payer, const boost::shared_ptr< RiskyAssetSwap > &asw, const Date &expiry, Rate marketSpread, Volatility spreadVolatility)
Use the other constructor
Member SwaptionHelper::SwaptionHelper (const Date &exerciseDate, const Date &endDate, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType, const Real strike, const Real nominal, const Real shift)
Use the constructor taking an explicit volatility type
Member SwaptionHelper::SwaptionHelper (const Period &maturity, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType, const Real strike, const Real nominal, const Real shift)
Use the constructor taking an explicit volatility type
Member SwaptionHelper::SwaptionHelper (const Date &exerciseDate, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType, const Real strike, const Real nominal, const Real shift)
Use the constructor taking an explicit volatility type
Member SwaptionVolatilityMatrix::SwaptionVolatilityMatrix (const Date &referenceDate, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const Matrix &volatilities, const DayCounter &dayCounter, const bool flatExtrapolation, const Matrix &shifts)
Use the constructor taking an explicit volatility type
Member SwaptionVolatilityMatrix::SwaptionVolatilityMatrix (const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const Matrix &volatilities, const DayCounter &dayCounter, const bool flatExtrapolation, const Matrix &shifts)
Use the constructor taking an explicit volatility type
Member SwaptionVolatilityMatrix::SwaptionVolatilityMatrix (const Date &referenceDate, const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< std::vector< Handle< Quote > > > &vols, const DayCounter &dayCounter, const bool flatExtrapolation, const std::vector< std::vector< Real > > &shifts)
Use the constructor taking an explicit volatility type
Member SwaptionVolatilityMatrix::SwaptionVolatilityMatrix (const Date &referenceDate, const std::vector< Date > &optionDates, const std::vector< Period > &swapTenors, const Matrix &volatilities, const DayCounter &dayCounter, const bool flatExtrapolation, const Matrix &shifts)
Use the constructor taking an explicit volatility type
Member SwaptionVolatilityMatrix::SwaptionVolatilityMatrix (const Calendar &calendar, BusinessDayConvention bdc, const std::vector< Period > &optionTenors, const std::vector< Period > &swapTenors, const std::vector< std::vector< Handle< Quote > > > &vols, const DayCounter &dayCounter, const bool flatExtrapolation, const std::vector< std::vector< Real > > &shifts)
Use the constructor taking an explicit volatility type

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib