Enumerations
Overview
QuantLibAddin uses a registration manager to translate text strings into classes of minor or transient QuantLib objects which must be constructed as part of larger operations. For example the constructor for an option accepts string PUT to indicate an option type of class QuantLib::Option::Put.
Stateless objects are represented as enumerated types. Stateful objects are represented as enumerated classes. This page documents all enumerated types and classes recognized by QuantLibAddin. Input strings are case insensitive.
QuantLibAddin supports functions for querying enumerated types and classes interactively at run time:
ohListEnumeratedTypes ()
ohEnumeratedType ()
ohListEnumeratedClasses ()
ohEnumeratedClass ()
Documentation of enumerated classes:
ObjectHandler::PricingEngineConstructor1
ObjectHandler::PricingEngineConstructor2
QuantLib::CmsCouponPricer
QuantLib::IborCouponPricer
QuantLib::Interpolation
QuantLib::Interpolation2D
QuantLib::Payoff
Documentation of enumerated types:
QuantLib::Average::Type
QuantLib::Barrier::Type
QuantLib::BusinessDayConvention
QuantLib::Calendar
QuantLib::CapFloor::Type
QuantLib::CmsMarketCalibration::CalibrationType
QuantLib::Compounding
QuantLib::CubicInterpolation::BoundaryCondition
QuantLib::CubicInterpolation::DerivativeApprox
QuantLib::Currency
QuantLib::DateGeneration::Rule
QuantLib::DayCounter
QuantLib::Duration::Type
QuantLib::EndCriteria::Type
QuantLib::Frequency
QuantLib::Futures::Type
QuantLib::GFunctionFactory::YieldCurveModel
QuantLib::MixedInterpolation::Behavior
QuantLib::Month
QuantLib::Option::Type
QuantLib::OvernightIndexedSwap::Type
QuantLib::Pillar::Choice
QuantLib::Position::Type
QuantLib::PriceType
QuantLib::Protection::Side
QuantLib::Replication::Type
QuantLib::SalvagingAlgorithm::Type
QuantLib::Seniority
QuantLib::SensitivityAnalysis
QuantLib::Settlement::Type
QuantLib::TimeUnit
QuantLib::VanillaSwap::Type
QuantLib::VolatilityType
QuantLib::Weekday
QuantLibAddin::InterpolatedYieldCurve::Interpolator
QuantLibAddin::InterpolatedYieldCurve::Traits
QuantLibAddin::RateHelper::DepoInclusionCriteria
QuantLibAddin::SwapIndex::FixingType
Enumerated Classes
ObjectHandler::PricingEngineConstructor1
| String | Class |
| AB | QuantLib::AnalyticBarrierEngine |
| AC | QuantLib::AnalyticCliquetEngine |
| ACGAPA | QuantLib::AnalyticContinuousGeometricAveragePriceAsianEngine |
| ADA | QuantLib::AnalyticDigitalAmericanEngine |
| ADE | QuantLib::AnalyticDividendEuropeanEngine |
| ADGAPA | QuantLib::AnalyticDiscreteGeometricAveragePriceAsianEngine |
| AE | QuantLib::AnalyticEuropeanEngine |
| AP | QuantLib::AnalyticPerformanceEngine |
| BAWA | QuantLib::BaroneAdesiWhaleyApproximationEngine |
| BSA | QuantLib::BjerksundStenslandApproximationEngine |
| I | QuantLib::IntegralEngine |
| PE | QuantLib::PricingEngine |
| SE | QuantLib::StulzEngine |
ObjectHandler::PricingEngineConstructor2
| String | Class |
| AEQPB | QuantLib::AdditiveEQPBinomialTree |
| CRR | QuantLib::CoxRossRubinstein |
| JOSHI | QuantLib::Joshi4 |
| JR | QuantLib::JarrowRudd |
| LR | QuantLib::LeisenReimer |
| TIAN | QuantLib::Tian |
| TRI | QuantLib::Trigeorgis |
QuantLib::CmsCouponPricer
| String | Class |
| ConundrumByBlack | QuantLib::AnalyticHaganPricer |
| ConundrumByNumericalIntegration | QuantLib::NumericHaganPricer |
QuantLib::IborCouponPricer
| String | Class |
| DummyIborByBlack | QuantLib::BlackIborCouponPricer |
| IborByBlack | QuantLib::BlackIborCouponPricer |
QuantLib::Interpolation
| String | Class |
| Abcd | QuantLib::AbcdInterpolation |
| BackwardFlat | QuantLib::BackwardFlatInterpolation |
| CubicNaturalSpline | QuantLib::CubicNaturalSpline |
| ForwardFlat | QuantLib::ForwardFlatInterpolation |
| FritschButlandCubic | QuantLib::FritschButlandCubic |
| FritschButlandLogCubic | QuantLib::FritschButlandLogCubic |
| KrugerCubic | QuantLib::KrugerCubic |
| KrugerLogCubic | QuantLib::KrugerLogCubic |
| Linear | QuantLib::LinearInterpolation |
| LogCubicNaturalSpline | QuantLib::LogCubicNaturalSpline |
| LogLinear | QuantLib::LogLinearInterpolation |
| LogMixedLinearCubicNaturalSpline | QuantLib::LogMixedLinearCubicNaturalSpline |
| LogMixedLinearKrugerCubic | QuantLib::LogMixedLinearKrugerCubic |
| LogMixedLinearMonotonicCubicNaturalSpline | QuantLib::LogMixedLinearMonotonicCubicNaturalSpline |
| LogParabolic | QuantLib::LogParabolic |
| MixedLinearCubicNaturalSpline | QuantLib::MixedLinearCubicNaturalSpline |
| MixedLinearKrugerCubic | QuantLib::MixedLinearKrugerCubic |
| MixedLinearMonotonicCubicNaturalSpline | QuantLib::MixedLinearMonotonicCubicNaturalSpline |
| MonotonicCubicNaturalSpline | QuantLib::MonotonicCubicNaturalSpline |
| MonotonicLogCubicNaturalSpline | QuantLib::MonotonicLogCubicNaturalSpline |
| MonotonicLogParabolic | QuantLib::MonotonicLogParabolic |
| MonotonicParabolic | QuantLib::MonotonicParabolic |
| Parabolic | QuantLib::Parabolic |
QuantLib::Interpolation2D
| String | Class |
| BiCubic | QuantLib::BicubicSpline |
| BiLinear | QuantLib::BilinearInterpolation |
QuantLib::Payoff
| String | Class |
| AssetOrNothing | QuantLib::AssetOrNothingPayoff |
| CashOrNothing | QuantLib::CashOrNothingPayoff |
| Gap | QuantLib::GapPayoff |
| PercentageStrike | QuantLib::PercentageStrikePayoff |
| PlainVanilla | QuantLib::PlainVanillaPayoff |
| SuperFund | QuantLib::SuperFundPayoff |
| SuperShare | QuantLib::SuperSharePayoff |
| Vanilla | QuantLib::PlainVanillaPayoff |
Enumerated Types
QuantLib::Average::Type
| String | Type |
| Arithmetic | QuantLib::Average::Arithmetic |
| Geometric | QuantLib::Average::Geometric |
QuantLib::Barrier::Type
| String | Type |
| DownIn | QuantLib::Barrier::DownIn |
| DownOut | QuantLib::Barrier::DownOut |
| UpIn | QuantLib::Barrier::UpIn |
| UpOut | QuantLib::Barrier::UpOut |
QuantLib::BusinessDayConvention
| String | Type |
| F | QuantLib::Following |
| Following | QuantLib::Following |
| HMMF | QuantLib::HalfMonthModifiedFollowing |
| Half-Month Modified Following | QuantLib::HalfMonthModifiedFollowing |
| Indifferent | QuantLib::Unadjusted |
| MF | QuantLib::ModifiedFollowing |
| MP | QuantLib::ModifiedPreceding |
| Modified Following | QuantLib::ModifiedFollowing |
| Modified Preceding | QuantLib::ModifiedPreceding |
| N | QuantLib::Nearest |
| Nearest | QuantLib::Nearest |
| P | QuantLib::Preceding |
| Preceding | QuantLib::Preceding |
| U | QuantLib::Unadjusted |
| Unadjusted | QuantLib::Unadjusted |
QuantLib::Calendar
| String | Type |
| Argentina::Merval | QuantLib::Argentina(QuantLib::Argentina::Merval) |
| Australia | QuantLib::Australia() |
| BOVESPA | QuantLib::Brazil(QuantLib::Brazil::Exchange) |
| BVB | QuantLib::Romania() |
| Botswana | QuantLib::Botswana() |
| Bratislava stock exchange | QuantLib::Slovakia(QuantLib::Slovakia::BSSE) |
| Brazil | QuantLib::Brazil(QuantLib::Brazil::Settlement) |
| Brazil::Exchange | QuantLib::Brazil(QuantLib::Brazil::Exchange) |
| Brazil::Settlement | QuantLib::Brazil(QuantLib::Brazil::Settlement) |
| Bucharest stock exchange | QuantLib::Romania() |
| Buenos Aires stock exchange | QuantLib::Argentina(QuantLib::Argentina::Merval) |
| Calendar | QuantLib::Calendar() |
| Canada | QuantLib::Canada(QuantLib::Canada::Settlement) |
| Canada::Settlement | QuantLib::Canada(QuantLib::Canada::Settlement) |
| Canada::TSX | QuantLib::Canada(QuantLib::Canada::TSX) |
| China | QuantLib::China() |
| CzechRepublic::PSE | QuantLib::CzechRepublic(QuantLib::CzechRepublic::PSE) |
| Denmark | QuantLib::Denmark() |
| EUR | QuantLib::TARGET() |
| Eurex | QuantLib::Germany(QuantLib::Germany::Eurex) |
| Finland | QuantLib::Finland() |
| Frankfurt stock exchange | QuantLib::Germany(QuantLib::Germany::FrankfurtStockExchange) |
| GBP | QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Exchange) |
| German settlement | QuantLib::Germany(QuantLib::Germany::Settlement) |
| Germany::Eurex | QuantLib::Germany(QuantLib::Germany::Eurex) |
| Germany::FrankfurtStockExchange | QuantLib::Germany(QuantLib::Germany::FrankfurtStockExchange) |
| Germany::Settlement | QuantLib::Germany(QuantLib::Germany::Settlement) |
| Germany::Xetra | QuantLib::Germany(QuantLib::Germany::Xetra) |
| Hong Kong stock exchange | QuantLib::HongKong(QuantLib::HongKong::HKEx) |
| HongKong::HKEx | QuantLib::HongKong(QuantLib::HongKong::HKEx) |
| Hungary | QuantLib::Hungary() |
| Iceland stock exchange | QuantLib::Iceland(QuantLib::Iceland::ICEX) |
| Iceland::ICEX | QuantLib::Iceland(QuantLib::Iceland::ICEX) |
| India::NSE | QuantLib::India(QuantLib::India::NSE) |
| Indonesia::BEJ | QuantLib::Indonesia(QuantLib::Indonesia::BEJ) |
| Indonesia::JSX | QuantLib::Indonesia(QuantLib::Indonesia::JSX) |
| Israel settlement | QuantLib::Israel(QuantLib::Israel::Settlement) |
| Israel::Settlement | QuantLib::Israel(QuantLib::Israel::Settlement) |
| Israel::TASE | QuantLib::Israel(QuantLib::Israel::TASE) |
| Italian settlement | QuantLib::Italy(QuantLib::Italy::Settlement) |
| Italy::Exchange | QuantLib::Italy(QuantLib::Italy::Exchange) |
| Italy::Settlement | QuantLib::Italy(QuantLib::Italy::Settlement) |
| Jakarta stock exchange | QuantLib::Indonesia(QuantLib::Indonesia::JSX) |
| Japan | QuantLib::Japan() |
| LONDON | QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Exchange) |
| London metals exchange | QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Metals) |
| London stock exchange | QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Exchange) |
| Mexican stock exchange | QuantLib::Mexico(QuantLib::Mexico::BMV) |
| Mexico::BMV | QuantLib::Mexico(QuantLib::Mexico::BMV) |
| Milan stock exchange | QuantLib::Italy(QuantLib::Italy::Exchange) |
| National Stock Exchange of India | QuantLib::India(QuantLib::India::NSE) |
| New York stock exchange | QuantLib::UnitedStates(QuantLib::UnitedStates::NYSE) |
| New Zealand | QuantLib::NewZealand() |
| NewZealand | QuantLib::NewZealand() |
| NoCalendar | QuantLib::Calendar() |
| North American Energy Reliability Council | QuantLib::UnitedStates(QuantLib::UnitedStates::NERC) |
| Norway | QuantLib::Norway() |
| Null | QuantLib::NullCalendar() |
| NullCalendar | QuantLib::NullCalendar() |
| Poland | QuantLib::Poland() |
| Prague stock exchange | QuantLib::CzechRepublic(QuantLib::CzechRepublic::PSE) |
| Romania | QuantLib::Romania() |
| Russia | QuantLib::Russia() |
| Russian settlement | QuantLib::Russia() |
| SaudiArabia::Tadawul | QuantLib::SaudiArabia(QuantLib::SaudiArabia::Tadawul) |
| Shanghai stock exchange | QuantLib::China() |
| Singapore exchange | QuantLib::Singapore(QuantLib::Singapore::SGX) |
| Singapore::SGX | QuantLib::Singapore(QuantLib::Singapore::SGX) |
| Slovakia::BSSE | QuantLib::Slovakia(QuantLib::Slovakia::BSSE) |
| South Africa | QuantLib::SouthAfrica() |
| South-Korea exchange | QuantLib::SouthKorea(QuantLib::SouthKorea::KRX) |
| SouthAfrica | QuantLib::SouthAfrica() |
| SouthKorea::KRX | QuantLib::SouthKorea(QuantLib::SouthKorea::KRX) |
| Sweden | QuantLib::Sweden() |
| Switzerland | QuantLib::Switzerland() |
| TARGET | QuantLib::TARGET() |
| TSX | QuantLib::Canada(QuantLib::Canada::TSX) |
| Tadawul | QuantLib::SaudiArabia(QuantLib::SaudiArabia::Tadawul) |
| Taiwan stock exchange | QuantLib::Taiwan(QuantLib::Taiwan::TSEC) |
| Taiwan::TSEC | QuantLib::Taiwan(QuantLib::Taiwan::TSEC) |
| Tel Aviv stock exchange | QuantLib::Israel(QuantLib::Israel::TASE) |
| Tel-Aviv stock exchange | QuantLib::Israel(QuantLib::Israel::TASE) |
| Turkey | QuantLib::Turkey() |
| UK settlement | QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Settlement) |
| US Fedwire System | QuantLib::UnitedStates(QuantLib::UnitedStates::FederalReserve) |
| US government bond market | QuantLib::UnitedStates(QuantLib::UnitedStates::GovernmentBond) |
| US settlement | QuantLib::UnitedStates(QuantLib::UnitedStates::Settlement) |
| Ukraine::USE | QuantLib::Ukraine(QuantLib::Ukraine::USE) |
| Ukrainian stock exchange | QuantLib::Ukraine(QuantLib::Ukraine::USE) |
| UnitedKingdom::Exchange | QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Exchange) |
| UnitedKingdom::Metals | QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Metals) |
| UnitedKingdom::Settlement | QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Settlement) |
| UnitedStates::FederalReserve | QuantLib::UnitedStates(QuantLib::UnitedStates::FederalReserve) |
| UnitedStates::GovernmentBond | QuantLib::UnitedStates(QuantLib::UnitedStates::GovernmentBond) |
| UnitedStates::NERC | QuantLib::UnitedStates(QuantLib::UnitedStates::NERC) |
| UnitedStates::NYSE | QuantLib::UnitedStates(QuantLib::UnitedStates::NYSE) |
| UnitedStates::Settlement | QuantLib::UnitedStates(QuantLib::UnitedStates::Settlement) |
| WeekendsOnly | QuantLib::WeekendsOnly() |
| Xetra | QuantLib::Germany(QuantLib::Germany::Xetra) |
| weekends only | QuantLib::WeekendsOnly() |
QuantLib::CapFloor::Type
| String | Type |
| Cap | QuantLib::CapFloor::Cap |
| Collar | QuantLib::CapFloor::Collar |
| Floor | QuantLib::CapFloor::Floor |
QuantLib::CmsMarketCalibration::CalibrationType
| String | Type |
| OnForwardPrice | QuantLib::CmsMarketCalibration::OnForwardCmsPrice |
| OnPrice | QuantLib::CmsMarketCalibration::OnPrice |
| OnSpread | QuantLib::CmsMarketCalibration::OnSpread |
QuantLib::Compounding
| String | Type |
| Compounded | QuantLib::Compounded |
| CompoundedThenSimple | QuantLib::CompoundedThenSimple |
| Continuous | QuantLib::Continuous |
| Simple | QuantLib::Simple |
| SimpleThenCompounded | QuantLib::SimpleThenCompounded |
QuantLib::CubicInterpolation::BoundaryCondition
| String | Type |
| FirstDerivative | QuantLib::CubicInterpolation::BoundaryCondition(QuantLib::CubicInterpolation::FirstDerivative) |
| Lagrange | QuantLib::CubicInterpolation::BoundaryCondition(QuantLib::CubicInterpolation::Lagrange) |
| NotAKnot | QuantLib::CubicInterpolation::BoundaryCondition(QuantLib::CubicInterpolation::NotAKnot) |
| Periodic | QuantLib::CubicInterpolation::BoundaryCondition(QuantLib::CubicInterpolation::Periodic) |
| SecondDerivative | QuantLib::CubicInterpolation::BoundaryCondition(QuantLib::CubicInterpolation::SecondDerivative) |
QuantLib::CubicInterpolation::DerivativeApprox
| String | Type |
| Akima | QuantLib::CubicInterpolation::DerivativeApprox(QuantLib::CubicInterpolation::Akima) |
| FourthOrder | QuantLib::CubicInterpolation::DerivativeApprox(QuantLib::CubicInterpolation::FourthOrder) |
| FritschButland | QuantLib::CubicInterpolation::DerivativeApprox(QuantLib::CubicInterpolation::FritschButland) |
| Kruger | QuantLib::CubicInterpolation::DerivativeApprox(QuantLib::CubicInterpolation::Kruger) |
| Parabolic | QuantLib::CubicInterpolation::DerivativeApprox(QuantLib::CubicInterpolation::Parabolic) |
| Spline | QuantLib::CubicInterpolation::DerivativeApprox(QuantLib::CubicInterpolation::Spline) |
QuantLib::Currency
| String | Type |
| ARS | QuantLib::ARSCurrency() |
| ATS | QuantLib::ATSCurrency() |
| AUD | QuantLib::AUDCurrency() |
| BDT | QuantLib::BDTCurrency() |
| BEF | QuantLib::BEFCurrency() |
| BGL | QuantLib::BGLCurrency() |
| BRL | QuantLib::BRLCurrency() |
| BYR | QuantLib::BYRCurrency() |
| CAD | QuantLib::CADCurrency() |
| CHF | QuantLib::CHFCurrency() |
| CLP | QuantLib::CLPCurrency() |
| CNY | QuantLib::CNYCurrency() |
| COP | QuantLib::COPCurrency() |
| CYP | QuantLib::CYPCurrency() |
| CZK | QuantLib::CZKCurrency() |
| Currency | QuantLib::Currency() |
| DEM | QuantLib::DEMCurrency() |
| DKK | QuantLib::DKKCurrency() |
| EEK | QuantLib::EEKCurrency() |
| ESP | QuantLib::ESPCurrency() |
| EUR | QuantLib::EURCurrency() |
| FIM | QuantLib::FIMCurrency() |
| FRF | QuantLib::FRFCurrency() |
| GBP | QuantLib::GBPCurrency() |
| GRD | QuantLib::GRDCurrency() |
| HKD | QuantLib::HKDCurrency() |
| HUF | QuantLib::HUFCurrency() |
| IDR | QuantLib::IDRCurrency() |
| IEP | QuantLib::IEPCurrency() |
| ILS | QuantLib::ILSCurrency() |
| INR | QuantLib::INRCurrency() |
| IQD | QuantLib::IQDCurrency() |
| IRR | QuantLib::IRRCurrency() |
| ISK | QuantLib::ISKCurrency() |
| ITL | QuantLib::ITLCurrency() |
| JPY | QuantLib::JPYCurrency() |
| KRW | QuantLib::KRWCurrency() |
| KWD | QuantLib::KWDCurrency() |
| LTL | QuantLib::LTLCurrency() |
| LUF | QuantLib::LUFCurrency() |
| LVL | QuantLib::LVLCurrency() |
| MTL | QuantLib::MTLCurrency() |
| MXN | QuantLib::MXNCurrency() |
| MYR | QuantLib::MYRCurrency() |
| NLG | QuantLib::NLGCurrency() |
| NOK | QuantLib::NOKCurrency() |
| NPR | QuantLib::NPRCurrency() |
| NZD | QuantLib::NZDCurrency() |
| NoCurrency | QuantLib::Currency() |
| PEH | QuantLib::PEHCurrency() |
| PEI | QuantLib::PEICurrency() |
| PEN | QuantLib::PENCurrency() |
| PKR | QuantLib::PKRCurrency() |
| PLN | QuantLib::PLNCurrency() |
| PTE | QuantLib::PTECurrency() |
| ROL | QuantLib::ROLCurrency() |
| RON | QuantLib::RONCurrency() |
| RUB | QuantLib::RUBCurrency() |
| SAR | QuantLib::SARCurrency() |
| SEK | QuantLib::SEKCurrency() |
| SGD | QuantLib::SGDCurrency() |
| SIT | QuantLib::SITCurrency() |
| SKK | QuantLib::SKKCurrency() |
| THB | QuantLib::THBCurrency() |
| TRL | QuantLib::TRLCurrency() |
| TRY | QuantLib::TRYCurrency() |
| TTD | QuantLib::TTDCurrency() |
| TWD | QuantLib::TWDCurrency() |
| USD | QuantLib::USDCurrency() |
| VEB | QuantLib::VEBCurrency() |
| VND | QuantLib::VNDCurrency() |
| ZAR | QuantLib::ZARCurrency() |
QuantLib::DateGeneration::Rule
| String | Type |
| Backward | QuantLib::DateGeneration::Backward |
| CDS | QuantLib::DateGeneration::CDS |
| Forward | QuantLib::DateGeneration::Forward |
| OldCDS | QuantLib::DateGeneration::OldCDS |
| ThirdWednesday | QuantLib::DateGeneration::ThirdWednesday |
| Twentieth | QuantLib::DateGeneration::Twentieth |
| TwentiethIMM | QuantLib::DateGeneration::TwentiethIMM |
| Zero | QuantLib::DateGeneration::Zero |
QuantLib::DayCounter
| String | Type |
| 1/1 | QuantLib::OneDayCounter() |
| 30/360 | QuantLib::Thirty360(QuantLib::Thirty360::BondBasis) |
| 30/360 (Bond Basis) | QuantLib::Thirty360(QuantLib::Thirty360::BondBasis) |
| 30/360 (Eurobond Basis) | QuantLib::Thirty360(QuantLib::Thirty360::EurobondBasis) |
| 30/360 (Italian) | QuantLib::Thirty360(QuantLib::Thirty360::Italian) |
| 30E/360 | QuantLib::Thirty360(QuantLib::Thirty360::EurobondBasis) |
| 30E/360 (Eurobond Basis) | QuantLib::Thirty360(QuantLib::Thirty360::EurobondBasis) |
| 360/360 | QuantLib::Thirty360(QuantLib::Thirty360::BondBasis) |
| A/360 | QuantLib::Actual360() |
| A/365 | QuantLib::ActualActual(QuantLib::ActualActual::ISDA) |
| A/365 (Fixed) | QuantLib::Actual365Fixed() |
| A/365 (NL) | QuantLib::Actual365Fixed(QuantLib::Actual365Fixed::NoLeap) |
| A/365F | QuantLib::Actual365Fixed() |
| A/365NL | QuantLib::Actual365Fixed(QuantLib::Actual365Fixed::NoLeap) |
| Act/360 | QuantLib::Actual360() |
| Act/365 | QuantLib::ActualActual(QuantLib::ActualActual::ISDA) |
| Act/365 (Fixed) | QuantLib::Actual365Fixed() |
| Act/365 (NL) | QuantLib::Actual365Fixed(QuantLib::Actual365Fixed::NoLeap) |
| Act/Act | QuantLib::ActualActual(QuantLib::ActualActual::ISDA) |
| Actual/360 | QuantLib::Actual360() |
| Actual/365 | QuantLib::ActualActual(QuantLib::ActualActual::ISDA) |
| Actual/365 (Fixed) | QuantLib::Actual365Fixed() |
| Actual/365 (JGB) | QuantLib::Actual365Fixed(QuantLib::Actual365Fixed::NoLeap) |
| Actual/365 (NL) | QuantLib::Actual365Fixed(QuantLib::Actual365Fixed::NoLeap) |
| Actual/365 (No Leap) | QuantLib::Actual365Fixed(QuantLib::Actual365Fixed::NoLeap) |
| Actual/Actual | QuantLib::ActualActual(QuantLib::ActualActual::ISDA) |
| Actual/Actual (AFB) | QuantLib::ActualActual(QuantLib::ActualActual::AFB) |
| Actual/Actual (Bond) | QuantLib::ActualActual(QuantLib::ActualActual::ISMA) |
| Actual/Actual (Euro) | QuantLib::ActualActual(QuantLib::ActualActual::AFB) |
| Actual/Actual (ISDA) | QuantLib::ActualActual(QuantLib::ActualActual::ISDA) |
| Actual/Actual (ISMA) | QuantLib::ActualActual(QuantLib::ActualActual::ISMA) |
| Bond Basis | QuantLib::Thirty360(QuantLib::Thirty360::BondBasis) |
| Business252 | QuantLib::Business252() |
| DayCounter | QuantLib::DayCounter() |
| Eurobond Basis | QuantLib::Thirty360(QuantLib::Thirty360::EurobondBasis) |
| LIN 30/360 | QuantLib::Thirty360(QuantLib::Thirty360::EurobondBasis) |
| LIN ACT/360 | QuantLib::Actual360() |
| LIN ACT/365 | QuantLib::Actual365Fixed() |
| LIN ACT/ACT | QuantLib::ActualActual(QuantLib::ActualActual::AFB) |
| LIN ACTACT ISDA | QuantLib::ActualActual(QuantLib::ActualActual::ISDA) |
| LIN ACTACT ISMA | QuantLib::ActualActual(QuantLib::ActualActual::ISMA) |
| NL/365 | QuantLib::Actual365Fixed(QuantLib::Actual365Fixed::NoLeap) |
| NoDayCounter | QuantLib::DayCounter() |
| Simple | QuantLib::SimpleDayCounter() |
QuantLib::Duration::Type
| String | Type |
| Macaulay | QuantLib::Duration::Macaulay |
| Modified | QuantLib::Duration::Modified |
| Simple | QuantLib::Duration::Simple |
QuantLib::EndCriteria::Type
| String | Type |
| MaxIterations | QuantLib::EndCriteria::MaxIterations |
| None | QuantLib::EndCriteria::None |
| StationaryFunctionAccuracy | QuantLib::EndCriteria::StationaryFunctionAccuracy |
| StationaryFunctionValue | QuantLib::EndCriteria::StationaryFunctionValue |
| StationaryPoint | QuantLib::EndCriteria::StationaryPoint |
| Unknown | QuantLib::EndCriteria::Unknown |
| ZeroGradientNorm | QuantLib::EndCriteria::ZeroGradientNorm |
QuantLib::Frequency
| String | Type |
| Annual | QuantLib::Annual |
| Bimonthly | QuantLib::Bimonthly |
| Biweekly | QuantLib::Biweekly |
| Daily | QuantLib::Daily |
| EveryFourthMonth | QuantLib::EveryFourthMonth |
| EveryFourthWeek | QuantLib::EveryFourthWeek |
| Frequency | QuantLib::NoFrequency |
| Monthly | QuantLib::Monthly |
| NoFrequency | QuantLib::NoFrequency |
| Once | QuantLib::Once |
| OtherFrequency | QuantLib::OtherFrequency |
| Quarterly | QuantLib::Quarterly |
| Semiannual | QuantLib::Semiannual |
| Weekly | QuantLib::Weekly |
QuantLib::Futures::Type
| String | Type |
| ASX | QuantLib::Futures::ASX |
| IMM | QuantLib::Futures::IMM |
QuantLib::GFunctionFactory::YieldCurveModel
| String | Type |
| ExactYield | QuantLib::GFunctionFactory::ExactYield |
| NonParallelShifts | QuantLib::GFunctionFactory::NonParallelShifts |
| ParallelShifts | QuantLib::GFunctionFactory::ParallelShifts |
| Standard | QuantLib::GFunctionFactory::Standard |
QuantLib::MixedInterpolation::Behavior
| String | Type |
| ShareRanges | QuantLib::MixedInterpolation::ShareRanges |
| SplitRanges | QuantLib::MixedInterpolation::SplitRanges |
QuantLib::Month
| String | Type |
| 1 | QuantLib::January |
| 10 | QuantLib::October |
| 11 | QuantLib::November |
| 12 | QuantLib::December |
| 2 | QuantLib::February |
| 3 | QuantLib::March |
| 4 | QuantLib::April |
| 5 | QuantLib::May |
| 6 | QuantLib::June |
| 7 | QuantLib::July |
| 8 | QuantLib::August |
| 9 | QuantLib::September |
| Apr | QuantLib::Apr |
| April | QuantLib::April |
| Aug | QuantLib::Aug |
| August | QuantLib::August |
| Dec | QuantLib::Dec |
| December | QuantLib::December |
| Feb | QuantLib::Feb |
| February | QuantLib::February |
| Jan | QuantLib::Jan |
| January | QuantLib::January |
| Jul | QuantLib::Jul |
| July | QuantLib::July |
| Jun | QuantLib::Jun |
| June | QuantLib::June |
| Mar | QuantLib::Mar |
| March | QuantLib::March |
| May | QuantLib::May |
| Nov | QuantLib::Nov |
| November | QuantLib::November |
| Oct | QuantLib::Oct |
| October | QuantLib::October |
| Sep | QuantLib::Sep |
| September | QuantLib::September |
QuantLib::Option::Type
| String | Type |
| Call | QuantLib::Option::Call |
| Put | QuantLib::Option::Put |
QuantLib::OvernightIndexedSwap::Type
| String | Type |
| Payer | QuantLib::OvernightIndexedSwap::Payer |
| Receiver | QuantLib::OvernightIndexedSwap::Receiver |
QuantLib::Pillar::Choice
| String | Type |
| CustomDate | QuantLib::Pillar::CustomDate |
| LastRelevantDate | QuantLib::Pillar::LastRelevantDate |
| MaturityDate | QuantLib::Pillar::MaturityDate |
QuantLib::Position::Type
| String | Type |
| Long | QuantLib::Position::Long |
| Short | QuantLib::Position::Short |
QuantLib::PriceType
| String | Type |
| Ask | QuantLib::Ask |
| Bid | QuantLib::Bid |
| Close | QuantLib::Close |
| Last | QuantLib::Last |
| Mid | QuantLib::Mid |
| Mid Equivalent | QuantLib::MidEquivalent |
| Mid Safe | QuantLib::MidSafe |
QuantLib::Protection::Side
| String | Type |
| Buyer | QuantLib::Protection::Buyer |
| Seller | QuantLib::Protection::Seller |
QuantLib::Replication::Type
| String | Type |
| Central | QuantLib::Replication::Central |
| Sub | QuantLib::Replication::Sub |
| Super | QuantLib::Replication::Super |
QuantLib::SalvagingAlgorithm::Type
| String | Type |
| Higham | QuantLib::SalvagingAlgorithm::Higham |
| Hypersphere | QuantLib::SalvagingAlgorithm::Hypersphere |
| LowerDiagonal | QuantLib::SalvagingAlgorithm::LowerDiagonal |
| None | QuantLib::SalvagingAlgorithm::None |
| Spectral | QuantLib::SalvagingAlgorithm::Spectral |
QuantLib::Seniority
| String | Type |
| NoSeniority | QuantLib::NoSeniority |
| SeniorSec | QuantLib::SeniorSec |
| SeniorUnSec | QuantLib::SeniorUnSec |
| SubLoweTier2 | QuantLib::SubLoweTier2 |
| SubTier1 | QuantLib::SubTier1 |
| SubUpperTier2 | QuantLib::SubUpperTier2 |
QuantLib::SensitivityAnalysis
| String | Type |
| Centered | QuantLib::Centered |
| OneSide | QuantLib::OneSide |
QuantLib::Settlement::Type
| String | Type |
| Cash | QuantLib::Settlement::Cash |
| Physical | QuantLib::Settlement::Physical |
QuantLib::TimeUnit
| String | Type |
| Days | QuantLib::Days |
| Months | QuantLib::Months |
| Weeks | QuantLib::Weeks |
| Years | QuantLib::Years |
QuantLib::VanillaSwap::Type
| String | Type |
| Payer | QuantLib::VanillaSwap::Payer |
| Receiver | QuantLib::VanillaSwap::Receiver |
QuantLib::VolatilityType
| String | Type |
| Normal | QuantLib::Normal |
| ShiftedLognormal | QuantLib::ShiftedLognormal |
QuantLib::Weekday
| String | Type |
| Fri | QuantLib::Fri |
| Friday | QuantLib::Friday |
| Mon | QuantLib::Mon |
| Monday | QuantLib::Monday |
| Sat | QuantLib::Sat |
| Saturday | QuantLib::Saturday |
| Sun | QuantLib::Sun |
| Sunday | QuantLib::Sunday |
| Thu | QuantLib::Thu |
| Thursday | QuantLib::Thursday |
| Tue | QuantLib::Tue |
| Tuesday | QuantLib::Tuesday |
| Wed | QuantLib::Wed |
| Wednesday | QuantLib::Wednesday |
QuantLibAddin::InterpolatedYieldCurve::Interpolator
QuantLibAddin::InterpolatedYieldCurve::Traits
| String | Type |
| Discount | QuantLibAddin::InterpolatedYieldCurve::Discount |
| ForwardRate | QuantLibAddin::InterpolatedYieldCurve::ForwardRate |
| ZeroYield | QuantLibAddin::InterpolatedYieldCurve::ZeroYield |
QuantLibAddin::RateHelper::DepoInclusionCriteria
| String | Type |
| AllDepos | QuantLibAddin::RateHelper::AllDepos |
| DeposBeforeFirstFuturesExpiryDate | QuantLibAddin::RateHelper::DeposBeforeFirstFuturesExpiryDate |
| DeposBeforeFirstFuturesStartDate | QuantLibAddin::RateHelper::DeposBeforeFirstFuturesStartDate |
| DeposBeforeFirstFuturesStartDatePlusOne | QuantLibAddin::RateHelper::DeposBeforeFirstFuturesStartDatePlusOne |
QuantLibAddin::SwapIndex::FixingType
| String | Type |
| IfrFix | QuantLibAddin::SwapIndex::IfrFix |
| Isda | QuantLibAddin::SwapIndex::Isda |
| IsdaFixA | QuantLibAddin::SwapIndex::IsdaFixA |
| IsdaFixAm | QuantLibAddin::SwapIndex::IsdaFixAm |
| IsdaFixB | QuantLibAddin::SwapIndex::IsdaFixB |
| IsdaFixPm | QuantLibAddin::SwapIndex::IsdaFixPm |