Table of Contents
What QuantLib-Python's name Group Detail
class AEDCurrency crosses lookup
class AOACurrency crosses lookup
class ARSCurrency crosses lookup
class ASX crosses static functions
class ATSCurrency crosses lookup
class AUCPI crosses lookup
class AUDCurrency crosses lookup
class AUDLibor crosses lookup
class AbcdFunction crosses new
class AbcdMathFunction crosses new
class AbcdVol crosses new
class Actual360 crosses lookup
class Actual364 crosses lookup
class Actual36525 crosses lookup
class Actual365Fixed crosses lookup
class Actual366 crosses lookup
class ActualActual crosses lookup
class AmericanExercise crosses new
class AmortizingCmsRateBond crosses new
class AmortizingFixedRateBond crosses new
class AmortizingFloatingRateBond crosses new
class AmortizingPayment crosses new
class AnalyticAmericanMargrabeEngine crosses bind, calculate
class AnalyticBSMHullWhiteEngine crosses bind, calculate
class AnalyticBarrierEngine crosses bind, calculate
class AnalyticBinaryBarrierEngine crosses bind, calculate
class AnalyticCEVEngine crosses bind, calculate
class AnalyticCapFloorEngine crosses bind, calculate
class AnalyticCliquetEngine crosses bind, calculate
class AnalyticComplexChooserEngine crosses bind, calculate
class AnalyticCompoundOptionEngine crosses bind, calculate
class AnalyticContinuousFixedLookbackEngine crosses bind, calculate
class AnalyticContinuousFloatingLookbackEngine crosses bind, calculate
class AnalyticContinuousGeometricAveragePriceAsianEngine crosses bind, calculate
class AnalyticContinuousGeometricAveragePriceAsianHestonEngine crosses bind, calculate, new
class AnalyticContinuousPartialFixedLookbackEngine crosses bind, calculate
class AnalyticContinuousPartialFloatingLookbackEngine crosses bind, calculate
class AnalyticDigitalAmericanEngine crosses bind, calculate
class AnalyticDigitalAmericanKOEngine crosses bind, calculate
class AnalyticDiscreteGeometricAveragePriceAsianEngine crosses bind, calculate
class AnalyticDiscreteGeometricAveragePriceAsianHestonEngine crosses bind, calculate
class AnalyticDiscreteGeometricAverageStrikeAsianEngine crosses bind, calculate
class AnalyticDividendEuropeanEngine crosses bind, calculate
class AnalyticDoubleBarrierBinaryEngine crosses bind, calculate
class AnalyticDoubleBarrierEngine crosses bind, calculate
class AnalyticEuropeanEngine crosses bind, calculate
class AnalyticEuropeanMargrabeEngine crosses bind, calculate
class AnalyticGJRGARCHEngine crosses bind, calculate, new
class AnalyticH1HWEngine crosses bind, calculate, new
class AnalyticHaganPricer crosses new
class AnalyticHestonEngine crosses bind, calculate, new
class AnalyticHestonEngine_OptimalAlpha route a nested class made top-level -> AnalyticHestonEngineOptimalAlpha
class AnalyticHestonForwardEuropeanEngine crosses bind, calculate, new
class AnalyticHestonHullWhiteEngine crosses bind, calculate, new
class AnalyticHolderExtensibleOptionEngine crosses bind, calculate
class AnalyticPDFHestonEngine crosses bind, calculate, new
class AnalyticPTDHestonEngine crosses bind, calculate, new
class AnalyticPartialTimeBarrierOptionEngine crosses bind, calculate
class AnalyticPerformanceEngine crosses bind, calculate
class AnalyticRoughHestonEngine crosses bind, calculate, new
class AnalyticSimpleChooserEngine crosses bind, calculate
class AnalyticSoftBarrierEngine crosses bind, calculate
class AnalyticTwoAssetBarrierEngine crosses bind, calculate
class AnalyticTwoAssetCorrelationEngine crosses bind, calculate
class AnalyticWriterExtensibleOptionEngine crosses bind, calculate
class AndreasenHugeLocalVolAdapter crosses new
class AndreasenHugeVolatilityAdapter crosses new
class AndreasenHugeVolatilityInterpl crosses new
class Aonia crosses lookup
class Argentina crosses lookup
class ArithmeticAveragedOvernightIndexedCouponPricer crosses new
class Array route QuantLib's Array is an array in each layer -> an array
class AssetOrNothingPayoff crosses new
class AssetSwap crosses new
class Australia crosses lookup
class Austria crosses lookup
class Average route a SWIG enum holder: the enum -> AverageType
class AverageBasketPayoff crosses new
class AveragingMultipleResetsPricer crosses new
class BCHCurrency crosses lookup
class BDTCurrency crosses lookup
class BEFCurrency crosses lookup
class BFGS crosses new
class BGLCurrency crosses lookup
class BGNCurrency crosses lookup
class BHDCurrency crosses lookup
class BMAIndex crosses lookup
class BMASwap crosses new
class BMASwapRateHelper crosses new
class BRLCurrency crosses lookup
class BSMRNDCalculator crosses new
class BTCCurrency crosses lookup
class BWPCurrency crosses lookup
class BYRCurrency crosses lookup
class BachelierCalculator crosses new
class BachelierCapFloorEngine crosses bind, calculate
class BachelierSwaptionEngine crosses bind, calculate
class BachelierYoYInflationCouponPricer crosses new
class BackwardFlat crosses new
class BackwardFlatInterpolation crosses new
class BaroneAdesiWhaleyApproximationEngine crosses bind, calculate
class Barrier route a SWIG enum holder: the enum -> BarrierType
class BarrierOption crosses new
class BasketOption crosses new
class BatesEngine crosses bind, calculate, new
class BatesModel crosses new
class BatesProcess crosses new
class Bbsw crosses lookup
class Bbsw1M crosses lookup
class Bbsw2M crosses lookup
class Bbsw3M crosses lookup
class Bbsw4M crosses lookup
class Bbsw5M crosses lookup
class Bbsw6M crosses lookup
class BermudanExercise crosses new
class BespokeCalendar crosses new
class BiCGstab exclusion takes the caller's own function (out of 2.0)
class Bibor crosses lookup
class Bibor1M crosses lookup
class Bibor1Y crosses lookup
class Bibor2M crosses lookup
class Bibor3M crosses lookup
class Bibor6M crosses lookup
class BiborSW crosses lookup
class Bicubic crosses new
class BicubicSpline crosses new
class BilinearInterpolation crosses new
class BinomialCRRBarrierEngine crosses bind, calculate
class BinomialCRRConvertibleEngine crosses bind, calculate
class BinomialCRRDoubleBarrierEngine crosses bind, calculate
class BinomialCRRVanillaEngine crosses bind, calculate
class BinomialDistribution crosses new
class BinomialEQPBarrierEngine crosses bind, calculate
class BinomialEQPConvertibleEngine crosses bind, calculate
class BinomialEQPDoubleBarrierEngine crosses bind, calculate
class BinomialEQPVanillaEngine crosses bind, calculate
class BinomialJ4BarrierEngine crosses bind, calculate
class BinomialJ4ConvertibleEngine crosses bind, calculate
class BinomialJ4DoubleBarrierEngine crosses bind, calculate
class BinomialJ4VanillaEngine crosses bind, calculate
class BinomialJRBarrierEngine crosses bind, calculate
class BinomialJRConvertibleEngine crosses bind, calculate
class BinomialJRDoubleBarrierEngine crosses bind, calculate
class BinomialJRVanillaEngine crosses bind, calculate
class BinomialLRBarrierEngine crosses bind, calculate
class BinomialLRConvertibleEngine crosses bind, calculate
class BinomialLRDoubleBarrierEngine crosses bind, calculate
class BinomialLRVanillaEngine crosses bind, calculate
class BinomialTianBarrierEngine crosses bind, calculate
class BinomialTianConvertibleEngine crosses bind, calculate
class BinomialTianDoubleBarrierEngine crosses bind, calculate
class BinomialTianVanillaEngine crosses bind, calculate
class BinomialTrigeorgisBarrierEngine crosses bind, calculate
class BinomialTrigeorgisConvertibleEngine crosses bind, calculate
class BinomialTrigeorgisDoubleBarrierEngine crosses bind, calculate
class BinomialTrigeorgisVanillaEngine crosses bind, calculate
class Bisection crosses new
class BivariateCumulativeNormalDistribution route QuantLib's typedef -> BivariateCumulativeNormalDistributionWe04DP
class BivariateCumulativeNormalDistributionDr78 crosses new
class BivariateCumulativeNormalDistributionWe04DP crosses new
class BjerksundStenslandApproximationEngine crosses bind, calculate
class BjerksundStenslandSpreadEngine crosses bind, calculate, new
class Bkbm crosses lookup
class Bkbm1M crosses lookup
class Bkbm2M crosses lookup
class Bkbm3M crosses lookup
class Bkbm4M crosses lookup
class Bkbm5M crosses lookup
class Bkbm6M crosses lookup
class BlackAveragingOvernightIndexedCouponPricer crosses new
class BlackCalculator crosses new
class BlackCalibrationHelperVector exclusion a SWIG container: a list, tuple or map in each layer
class BlackCallableFixedRateBondEngine crosses bind, calculate
class BlackCapFloorEngine crosses bind, calculate
class BlackCdsOptionEngine crosses calculate
class BlackCompoundingOvernightIndexedCouponPricer crosses new
class BlackConstantVol crosses factory, new
class BlackDeltaCalculator crosses new
class BlackIborCouponPricer crosses new
class BlackKarasinski crosses new
class BlackProcess crosses new
class BlackScholesMertonProcess crosses new
class BlackScholesProcess crosses factory
class BlackSwaptionEngine crosses bind, calculate
class BlackVarianceCurve crosses new
class BlackVarianceSurface crosses new
class BlackVolTermStructureHandle exclusion a handle (no handles: objects are values)
class BlackVolTimeExtrapolation route a SWIG enum holder: the enum -> BlackVolTimeExtrapolationType
class BlackVolatilitySurfaceDelta crosses new
class BlackYoYInflationCouponPricer crosses new
class Bond crosses new
class BondForward crosses calculate, new
class BondFunctions crosses static functions
class BondHelper crosses new
class BondHelperVector exclusion a SWIG container: a list, tuple or map in each layer
class BondPrice crosses new
class BoolVector exclusion a SWIG container: a list, tuple or map in each layer
class Botswana crosses lookup
class BoundaryConstraint crosses new
class BoxMullerKnuthGaussianRng crosses new
class BoxMullerLecuyerGaussianRng crosses new
class BoxMullerMersenneTwisterGaussianRng crosses new
class BoxMullerXoshiro256StarStarGaussianRng crosses new
class Brazil crosses lookup
class Brent crosses new
class BrownianBridge crosses new
class Burley2020SobolBrownianBridgeRsg crosses new
class Burley2020SobolRsg crosses new
class Business252 crosses lookup
class CADCurrency crosses lookup
class CADLibor crosses lookup
class CADLiborON crosses lookup
class CEVRNDCalculator crosses new
class CHFCurrency crosses lookup
class CHFLibor crosses lookup
class CLFCurrency crosses lookup
class CLPCurrency crosses lookup
class CNHCurrency crosses lookup
class CNYCurrency crosses lookup
class COPCurrency crosses lookup
class COSHestonEngine crosses bind, calculate, new
class COUCurrency crosses lookup
class CPI crosses static functions
class CPIBond crosses new
class CPICashFlow crosses new
class CPICoupon crosses new
class CPICouponPricer crosses new
class CPISwap crosses new
class CYPCurrency crosses lookup
class CZKCurrency crosses lookup
class CalendarVector exclusion a SWIG container: a list, tuple or map in each layer
class CalibratedModelHandle exclusion a handle (no handles: objects are values)
class CalibrationErrorTuple exclusion a SWIG container: a list, tuple or map in each layer
class CalibrationHelperVector exclusion a SWIG container: a list, tuple or map in each layer
class CalibrationPair exclusion a SWIG container: a list, tuple or map in each layer
class CalibrationSet exclusion a SWIG container: a list, tuple or map in each layer
class Callability crosses new
class CallabilitySchedule exclusion a SWIG container: a list, tuple or map in each layer
class CallableFixedRateBond crosses new
class CallableZeroCouponBond crosses new
class Canada crosses lookup
class Cap crosses new
class CapFloorTermVolCurve crosses factory, new
class CapFloorTermVolSurface crosses factory, new
class CapFloorTermVolatilityStructureHandle exclusion a handle (no handles: objects are values)
class CapHelper crosses new
class CappedFlooredCmsCoupon crosses new
class CappedFlooredCmsSpreadCoupon crosses new
class CappedFlooredCoupon crosses new
class CappedFlooredIborCoupon crosses new
class CappedFlooredOvernightIndexedCoupon crosses new
class CappedFlooredYoYInflationCoupon crosses new
class CashDividendEuropeanEngine crosses bind, calculate
class CashOrNothingPayoff crosses new
class Cdi crosses lookup
class Cdor crosses lookup
class CdsOption crosses new
class CeilingTruncation crosses new
class CentralLimitKnuthGaussianRng crosses new
class CentralLimitLecuyerGaussianRng crosses new
class CentralLimitMersenneTwisterGaussianRng crosses new
class CentralLimitXoshiro256StarStarGaussianRng crosses new
class ChebyshevInterpolation crosses new
class ChfLiborSwapIsdaFix crosses lookup
class Chile crosses lookup
class China crosses lookup
class ChoiAsianEngine crosses bind, calculate
class ChoiBasketEngine crosses bind, calculate
class CliquetOption crosses new
class ClosestRounding crosses new
class Cmaes crosses new
class CmsCoupon crosses new
class CmsCouponPricerVector exclusion a SWIG container: a list, tuple or map in each layer
class CmsMarket crosses new
class CmsMarketCalibration crosses new
class CmsRateBond crosses new
class CmsSpreadCoupon crosses new
class Collar crosses new
class ComplexChooserOption crosses new
class CompositeConstraint crosses new
class CompositeInstrument crosses calculate, new
class CompositeQuote exclusion takes the caller's own function (out of 2.0)
class CompositeZeroYieldStructure exclusion takes the caller's own function (out of 2.0)
class CompoundOption crosses new
class CompoundingMultipleResetsPricer crosses new
class CompoundingOvernightIndexedCouponPricer crosses new
class Concentrating1dMesher crosses new
class Concentrating1dMesherPoint exclusion a SWIG container: a list, tuple or map in each layer
class Concentrating1dMesherPointVector exclusion a SWIG container: a list, tuple or map in each layer
class ConjugateGradient crosses new
class ConstNotionalCrossCurrencyBasisSwap crosses new
class ConstNotionalCrossCurrencyBasisSwapRateHelper crosses new
class ConstNotionalCrossCurrencyFixedVsFloatingSwap crosses new
class ConstNotionalCrossCurrencySwap crosses new
class ConstNotionalCrossCurrencySwapRateHelper crosses new
class ConstantEstimator crosses calculate, new
class ConstantOptionletVolatility crosses factory, new
class ConstantParameter crosses new
class ConstantSwaptionVolatility crosses factory, new
class ConstantYoYOptionletVolatility crosses factory
class ContinuousArithmeticAsianLevyEngine crosses bind, calculate
class ContinuousAveragingAsianOption crosses new
class ContinuousFixedLookbackOption crosses new
class ContinuousFloatingLookbackOption crosses new
class ContinuousPartialFixedLookbackOption crosses new
class ContinuousPartialFloatingLookbackOption crosses new
class ConvertibleFixedCouponBond crosses new
class ConvertibleFloatingRateBond crosses new
class ConvertibleZeroCouponBond crosses new
class ConvexMonotone crosses new
class ConvexMonotoneInterpolation crosses new
class Corra crosses lookup
class CoxIngersollRoss crosses new
class CraigSneydScheme exclusion a stepping part
class CrankNicolsonScheme exclusion a stepping part
class CreditDefaultSwap crosses new
class Croatia crosses lookup
class Cubic crosses new
class CubicBSplinesFitting crosses new
class CubicForwardCurve crosses new
class CubicInterpolatedSmileSection crosses factory, new
class CubicNaturalSpline crosses new
class CubicZeroCurve crosses new
class CumulativeBinomialDistribution crosses new
class CumulativeChiSquareDistribution crosses new
class CumulativeGammaDistribution crosses new
class CumulativeNormalDistribution crosses new
class CumulativePoissonDistribution crosses new
class CumulativeStudentDistribution crosses new
class Currency crosses new
class CurrencyVector exclusion a SWIG container: a list, tuple or map in each layer
class CustomIborIndex crosses new
class CustomRegion crosses new
class CzechRepublic crosses lookup
class DASHCurrency crosses lookup
class DEMCurrency crosses lookup
class DKKCurrency crosses lookup
class DKKLibor crosses lookup
class DMinus exclusion a stepping part, or a member taking one
class DPlus exclusion a stepping part, or a member taking one
class DPlusDMinus exclusion a stepping part, or a member taking one
class DZero exclusion a stepping part, or a member taking one
class DailyTenorLibor crosses new
class Date crosses factory, new
class DateGeneration route a SWIG enum holder: the enum -> DateGenerationRule
class DatePair exclusion a SWIG container: a list, tuple or map in each layer
class DateParser crosses static functions
class DateVector exclusion a SWIG container: a list, tuple or map in each layer
class DefaultDensity crosses new
class DefaultDensityCurve crosses new
class DefaultLogCubic route a wheel-only parameter set -> LogCubic
class DefaultProbabilityHelperVector exclusion a SWIG container: a list, tuple or map in each layer
class DefaultProbabilityTermStructureHandle exclusion a handle (no handles: objects are values)
class DeltaVolQuote crosses new
class DeltaVolQuoteHandle exclusion a handle (no handles: objects are values)
class DengLiZhouBasketEngine crosses bind, calculate
class Denmark crosses lookup
class DepositRateHelper crosses new
class DerivedQuote exclusion takes the caller's own function (out of 2.0)
class Destr crosses lookup
class DifferentialEvolution crosses new
class DirichletBC exclusion a stepping part, or a member taking one
class DiscountCurve crosses new
class DiscountingBondEngine crosses bind, calculate
class DiscountingConstNotionalCrossCurrencySwapEngine crosses bind, calculate
class DiscountingFxForwardEngine crosses bind, calculate
class DiscountingFxResetPricer crosses new
class DiscountingMtMCrossCurrencyBasisSwapEngine crosses bind, calculate
class DiscountingPerpetualFuturesEngine crosses bind, calculate
class DiscountingSwapEngine crosses bind, calculate
class DiscreteAveragingAsianOption crosses new
class DividendSchedule exclusion a SWIG container: a list, tuple or map in each layer
class DoubleBarrier route a SWIG enum holder: the enum -> DoubleBarrierType
class DoubleBarrierOption crosses new
class DoublePair exclusion a SWIG container: a list, tuple or map in each layer
class DoublePairVector exclusion a SWIG container: a list, tuple or map in each layer
class DoubleVector exclusion a SWIG container: a list, tuple or map in each layer
class DoubleVectorVector exclusion a SWIG container: a list, tuple or map in each layer
class DouglasScheme exclusion a stepping part
class DownRounding crosses new
class Duration route a SWIG enum holder: the enum -> DurationType
class ECB crosses factory
class EEKCurrency crosses lookup
class EGPCurrency crosses lookup
class ESPCurrency crosses lookup
class ETBCurrency crosses lookup
class ETCCurrency crosses lookup
class ETHCurrency crosses lookup
class EUHICP crosses lookup
class EUHICPXT crosses lookup
class EURCurrency crosses lookup
class EURLibor crosses lookup
class EURLibor1M crosses lookup
class EURLibor1Y crosses lookup
class EURLibor3M crosses lookup
class EURLibor6M crosses lookup
class EndCriteria crosses new
class Eonia crosses lookup
class EquityCashFlow crosses new
class EquityIndex crosses new
class EquityQuantoCashFlowPricer crosses new
class EquityTotalReturnSwap crosses new
class Estr crosses lookup
class EurLiborSwapIfrFix crosses lookup
class EurLiborSwapIsdaFixA crosses lookup
class EurLiborSwapIsdaFixB crosses lookup
class Euribor crosses lookup
class Euribor1M crosses lookup
class Euribor1W crosses lookup
class Euribor1Y crosses lookup
class Euribor365 crosses lookup
class Euribor3M crosses lookup
class Euribor6M crosses lookup
class EuriborSwapIfrFix crosses lookup
class EuriborSwapIsdaFixA crosses lookup
class EuriborSwapIsdaFixB crosses lookup
class EuropeanExercise crosses new
class EuropeanOption crosses new
class EverestOption crosses new
class EvolutionDescription crosses new
class ExchangeRate crosses factory, new
class Exercise crosses new
class ExpSinhIntegral crosses new
class ExplicitEulerScheme exclusion a stepping part
class ExponentialFittingHestonEngine crosses bind, calculate, new
class ExponentialForwardCorrelation crosses new
class ExponentialJump1dMesher crosses new
class ExponentialSplinesFitting crosses new
class ExtOUWithJumpsProcess crosses new
class ExtendedCoxIngersollRoss crosses new
class ExtendedOrnsteinUhlenbeckProcess exclusion takes the caller's own function (out of 2.0)
class FFTVarianceGammaEngine crosses bind, calculate, new
class FIMCurrency crosses lookup
class FRFCurrency crosses lookup
class FRHICP crosses lookup
class FaceValueAccrualClaim crosses new
class FaceValueClaim crosses new
class FalsePosition crosses new
class Fd2dBlackScholesVanillaEngine crosses bind, calculate
class FdBatesVanillaEngine crosses bind, calculate
class FdBlackScholesAsianEngine crosses bind, calculate
class FdBlackScholesBarrierEngine crosses bind, calculate
class FdBlackScholesRebateEngine crosses bind, calculate
class FdBlackScholesShoutEngine crosses bind, calculate
class FdBlackScholesVanillaEngine crosses bind, calculate
class FdCEVVanillaEngine crosses bind, calculate
class FdG2SwaptionEngine crosses bind, calculate
class FdHestonBarrierEngine crosses bind, calculate
class FdHestonDoubleBarrierEngine crosses bind, calculate
class FdHestonHullWhiteVanillaEngine crosses bind, calculate
class FdHestonRebateEngine crosses bind, calculate
class FdHestonVanillaEngine crosses bind, calculate
class FdHullWhiteSwaptionEngine crosses bind, calculate
class FdOrnsteinUhlenbeckVanillaEngine crosses bind, calculate
class FdSabrVanillaEngine crosses bind, calculate
class FdSimpleBSSwingEngine crosses bind, calculate
class FdSimpleExtOUJumpSwingEngine crosses bind, calculate
class Fdm1DimSolver exclusion a stepping part, or a member taking one
class Fdm1dMesher crosses new
class Fdm1dMesherVector exclusion a SWIG container: a list, tuple or map in each layer
class Fdm2DimSolver exclusion a stepping part, or a member taking one
class Fdm2dBlackScholesOp exclusion a stepping part
class Fdm2dBlackScholesSolver crosses new
class Fdm3DimSolver exclusion a stepping part, or a member taking one
class Fdm4dimSolver exclusion a stepping part, or a member taking one
class Fdm5dimSolver exclusion a stepping part, or a member taking one
class Fdm6dimSolver exclusion a stepping part, or a member taking one
class FdmAffineG2ModelSwapInnerValue exclusion a stepping part
class FdmAffineHullWhiteModelSwapInnerValue exclusion a stepping part
class FdmAmericanStepCondition exclusion a stepping part
class FdmArithmeticAverageCondition exclusion a stepping part
class FdmBackwardSolver exclusion a stepping part
class FdmBatesOp exclusion a stepping part
class FdmBermudanStepCondition exclusion a stepping part
class FdmBlackScholesFwdOp exclusion a stepping part
class FdmBlackScholesMesher crosses new
class FdmBlackScholesOp exclusion a stepping part
class FdmBoundaryConditionSet exclusion a stepping part, or a member taking one
class FdmCEV1dMesher crosses new
class FdmCEVOp exclusion a stepping part
class FdmCellAveragingInnerValue exclusion a stepping part
class FdmDirichletBoundary crosses new
class FdmDiscountDirichletBoundary exclusion a stepping part
class FdmDividendHandler exclusion a stepping part
class FdmDupire1dOp exclusion a stepping part
class FdmG2Op exclusion a stepping part
class FdmG2Solver crosses new
class FdmHestonFwdOp exclusion a stepping part
class FdmHestonHullWhiteOp exclusion a stepping part
class FdmHestonHullWhiteSolver crosses new
class FdmHestonLocalVolatilityVarianceMesher crosses new
class FdmHestonOp exclusion a stepping part
class FdmHestonSolver crosses new
class FdmHestonVarianceMesher crosses new
class FdmHullWhiteOp exclusion a stepping part
class FdmHullWhiteSolver crosses new
class FdmIndicesOnBoundary crosses new
class FdmInnerValueCalculatorProxy exclusion takes the caller's own function (out of 2.0)
class FdmLinearOpCompositeProxy exclusion takes the caller's own function (out of 2.0)
class FdmLinearOpIterator exclusion a stepping part
class FdmLinearOpLayout crosses new
class FdmLocalVolFwdOp exclusion a stepping part
class FdmLogBasketInnerValue exclusion a stepping part
class FdmLogInnerValue exclusion a stepping part
class FdmMesherComposite crosses new
class FdmOrnsteinUhlenbeckOp exclusion a stepping part
class FdmQuantoHelper crosses new
class FdmSabrOp exclusion a stepping part
class FdmSchemeDesc crosses factory, new
class FdmSimpleProcess1dMesher crosses new
class FdmSimpleStorageCondition exclusion a stepping part
class FdmSimpleSwingCondition exclusion a stepping part
class FdmSnapshotCondition exclusion a stepping part
class FdmSolverDesc exclusion a stepping part, or a member taking one
class FdmSquareRootFwdOp exclusion a stepping part
class FdmStepConditionComposite exclusion a stepping part
class FdmStepConditionProxy exclusion takes the caller's own function (out of 2.0)
class FdmStepConditionVector exclusion a SWIG container: a list, tuple or map in each layer
class FdmTimeDepDirichletBoundary exclusion a stepping part
class FdmWienerOp exclusion a stepping part
class FdmZabrOp exclusion a stepping part
class FdmZeroInnerValue exclusion a stepping part
class FdndimBlackScholesVanillaEngine crosses bind, calculate
class FedFunds crosses lookup
class Finland crosses lookup
class FirstDerivativeOp exclusion a stepping part
class FittedBondDiscountCurve crosses factory, new
class FixedDividend crosses new
class FixedLocalVolSurface crosses new
class FixedRateBond crosses new
class FixedRateBondHelper crosses new
class FixedRateCoupon crosses new
class FlatForward crosses factory, new
class FlatHazardRate crosses factory, new
class FlatSmileSection crosses factory, new
class FloatFloatSwap crosses new
class FloatFloatSwaption crosses new
class FloatingRateBond crosses new
class FloatingTypePayoff crosses new
class Floor crosses new
class FloorTruncation crosses new
class ForwardCurve crosses new
class ForwardEuropeanEngine route QuantLib's ForwardVanillaEngine: the engine bound to an analytic European engine -> ForwardVanillaEngine
class ForwardFlat crosses new
class ForwardFlatForwardCurve crosses new
class ForwardFlatInterpolation crosses new
class ForwardRateAgreement crosses calculate, new
class ForwardSpreadedTermStructure crosses new
class ForwardVanillaOption crosses new
class FraRateHelper crosses new
class FractionalDividend crosses new
class France crosses lookup
class FritschButlandCubic crosses new
class FritschButlandLogCubic crosses new
class Futures route a SWIG enum holder: the enum -> FuturesType
class FuturesConvAdjustmentQuote crosses new
class FuturesRateHelper crosses new
class FxForward crosses new
class FxReset crosses new
class FxResetConvention crosses new
class FxResetCoupon crosses new
class FxResetNotionalExchange crosses new
class FxSwapRateHelper crosses new
class G2 crosses new
class G2ForwardProcess crosses new
class G2Process crosses new
class G2SwaptionEngine crosses bind, calculate
class GBPCurrency crosses lookup
class GBPLibor crosses lookup
class GBPLiborON crosses lookup
class GBSMRNDCalculator crosses new
class GELCurrency crosses lookup
class GHSCurrency crosses lookup
class GJRGARCHModel crosses new
class GJRGARCHProcess crosses new
class GMRES exclusion takes the caller's own function (out of 2.0)
class GRDCurrency crosses lookup
class GammaFunction crosses new
class GapPayoff crosses new
class GarmanKlassSigma1 crosses calculate, new
class GarmanKlassSigma3 crosses calculate, new
class GarmanKlassSigma4 crosses new
class GarmanKlassSigma5 crosses new
class GarmanKlassSigma6 crosses calculate, new
class GarmanKohlagenProcess crosses new
class GaussChebyshev2ndIntegration crosses new
class GaussChebyshevIntegration crosses new
class GaussGegenbauerIntegration crosses new
class GaussHermiteIntegration crosses new
class GaussHyperbolicIntegration crosses new
class GaussJacobiIntegration crosses new
class GaussKronrodAdaptive crosses new
class GaussKronrodNonAdaptive crosses new
class GaussLaguerreIntegration crosses new
class GaussLegendreIntegration crosses new
class GaussLobattoIntegral crosses new
class Gaussian1dCapFloorEngine crosses bind, calculate
class Gaussian1dFloatFloatSwaptionEngine crosses bind, calculate, new
class Gaussian1dJamshidianSwaptionEngine crosses bind, calculate
class Gaussian1dNonstandardSwaptionEngine crosses bind, calculate, new
class Gaussian1dSwaptionEngine crosses bind, calculate
class GaussianCopulaSpreadEngine crosses bind, calculate
class GaussianLowDiscrepancySequenceGenerator route QuantLib's typedef (LowDiscrepancy's rsg) -> InvCumulativeSobolGaussianRsg
class GaussianMultiPathGenerator exclusion a stepping part, or a member taking one
class GaussianPathGenerator exclusion a stepping part, or a member taking one
class GaussianRandomGenerator route QuantLib's typedef (PseudoRandom's rng) -> InvCumulativeMersenneTwisterGaussianRng
class GaussianRandomSequenceGenerator route QuantLib's typedef (PseudoRandom's rsg) -> InvCumulativeMersenneTwisterGaussianRsg
class GaussianSimulatedAnnealing exclusion a stepping part, or a member taking one
class GaussianSobolMultiPathGenerator exclusion a stepping part
class GaussianSobolPathGenerator exclusion a stepping part
class GbpLiborSwapIsdaFix crosses lookup
class GeneralizedBlackScholesProcess crosses new
class GeneralizedBlackScholesProcessVector exclusion a SWIG container: a list, tuple or map in each layer
class GeometricBrownianMotionProcess crosses new
class Germany crosses lookup
class GlobalBootstrap crosses new; note: QuantLib-Python's constructor takes an initial guess as a list of values; nanoql's is initialGuessFn, a delegate the C ABI leaves at its default, so a binding can't pass one (the bindings' drop rule).
class GlobalLinearSimpleZeroCurve crosses factory, new
class GlobalPiecewiseConvexMonotoneForward crosses factory, new
class GlobalPiecewiseConvexMonotoneZero crosses factory, new
class GlobalPiecewiseCubicZero crosses factory, new
class GlobalPiecewiseFlatForward crosses factory, new
class GlobalPiecewiseKrugerLogDiscount crosses factory, new
class GlobalPiecewiseKrugerZero route a wheel-only parameter set -> GlobalPiecewiseCubicZero
class GlobalPiecewiseLinearForward crosses factory, new
class GlobalPiecewiseLinearZero crosses factory, new
class GlobalPiecewiseLogCubicDiscount crosses factory, new
class GlobalPiecewiseLogLinearDiscount crosses factory, new
class GlobalPiecewiseLogMixedLinearCubicDiscount crosses factory, new
class GlobalPiecewiseLogParabolicCubicDiscount route a wheel-only parameter set -> GlobalPiecewiseLogCubicDiscount
class GlobalPiecewiseMonotonicLogParabolicCubicDiscount route a wheel-only parameter set -> GlobalPiecewiseLogCubicDiscount
class GlobalPiecewiseMonotonicParabolicCubicZero route a wheel-only parameter set -> GlobalPiecewiseCubicZero
class GlobalPiecewiseNaturalCubicZero route a wheel-only parameter set -> GlobalPiecewiseCubicZero
class GlobalPiecewiseNaturalLogCubicDiscount route a wheel-only parameter set -> GlobalPiecewiseLogCubicDiscount
class GlobalPiecewiseParabolicCubicZero route a wheel-only parameter set -> GlobalPiecewiseCubicZero
class GlobalPiecewiseSplineCubicDiscount crosses factory, new
class Glued1dMesher crosses new
class GridModelLocalVolSurface crosses new
class Gsr crosses new
class GsrProcess crosses new
class HKDCurrency crosses lookup
class HRKCurrency crosses lookup
class HUFCurrency crosses lookup
class HaltonRsg crosses new
class HazardRate crosses new
class HazardRateCurve crosses new
class HestonBlackVolSurface crosses new
class HestonModel crosses new
class HestonModelHandle exclusion a handle (no handles: objects are values)
class HestonModelHelper crosses new
class HestonProcess crosses new
class HestonRNDCalculator crosses new
class HestonSLVFDMModel crosses new
class HestonSLVFokkerPlanckFdmParams crosses new
class HestonSLVMCModel crosses new
class HestonSLVProcess crosses new
class HimalayaOption crosses new
class HolderExtensibleOption crosses new
class HongKong crosses lookup
class HullWhite crosses new
class HullWhiteForwardProcess crosses new
class HullWhiteProcess crosses new
class HundsdorferScheme exclusion a stepping part
class Hungary crosses lookup
class IDRCurrency crosses lookup
class IEPCurrency crosses lookup
class ILSCurrency crosses lookup
class IMM crosses static functions
class INRCurrency crosses lookup
class IQDCurrency crosses lookup
class IRRCurrency crosses lookup
class ISKCurrency crosses lookup
class ITLCurrency crosses lookup
class IborCoupon crosses new
class IborIborBasisSwapRateHelper crosses new
class IborIndex crosses new
class IborIndexVector exclusion a SWIG container: a list, tuple or map in each layer
class Iceland crosses lookup
class ImplicitEulerScheme exclusion a stepping part
class ImpliedTermStructure crosses factory, new
class IncrementalStatistics exclusion a stepping part
class IndexedCashFlow crosses new
class India crosses lookup
class Indonesia crosses lookup
class InstrumentVector exclusion a SWIG container: a list, tuple or map in each layer
class IntVector exclusion a SWIG container: a list, tuple or map in each layer
class IntegralCdsEngine crosses bind, calculate
class IntegralEngine crosses bind, calculate
class InterestRate crosses factory, new
class InterestRateVector exclusion a SWIG container: a list, tuple or map in each layer
class InterpolatedSwaptionVolatilityCube crosses new
class InterpolatedYoYInflationOptionletStripper crosses new
class InterpolatedYoYInflationOptionletVolatilityCurve crosses factory
class IntervalPrice crosses new
class IntervalPriceTimeSeries exclusion a SWIG container: a list, tuple or map in each layer
class IntervalPriceVector exclusion a SWIG container: a list, tuple or map in each layer
class InvCumulativeBurley2020SobolGaussianRsg crosses new
class InvCumulativeHaltonGaussianRsg crosses new
class InvCumulativeKnuthGaussianRng crosses new
class InvCumulativeKnuthGaussianRsg crosses new
class InvCumulativeLecuyerGaussianRng crosses new
class InvCumulativeLecuyerGaussianRsg crosses new
class InvCumulativeMersenneTwisterGaussianRng crosses new
class InvCumulativeMersenneTwisterGaussianRsg crosses new
class InvCumulativeMersenneTwisterPathGenerator exclusion a stepping part
class InvCumulativeSobolGaussianRsg crosses new
class InvCumulativeXoshiro256StarStarGaussianRng crosses new
class InvCumulativeXoshiro256StarStarGaussianRsg crosses new
class InverseCumulativeNormal crosses new
class InverseCumulativePoisson crosses new
class InverseCumulativeStudent crosses new
class InverseNonCentralCumulativeChiSquareDistribution crosses new
class IsdaCdsEngine crosses bind, calculate
class Israel crosses lookup
class Italy crosses lookup
class IterativeBootstrap crosses new
class JODCurrency crosses lookup
class JPYCurrency crosses lookup
class JPYLibor crosses lookup
class JamshidianSwaptionEngine crosses bind, calculate
class Japan crosses lookup
class Jibar crosses lookup
class JointCalendar crosses new
class JpyLiborSwapIsdaFixAm crosses lookup
class JpyLiborSwapIsdaFixPm crosses lookup
class JuQuadraticApproximationEngine crosses bind, calculate
class KESCurrency crosses lookup
class KInterpolatedYoYInflationOptionletVolatilitySurface crosses factory
class KRWCurrency crosses lookup
class KWDCurrency crosses lookup
class KZTCurrency crosses lookup
class KahaleSmileSection crosses new
class KerkhofSeasonality crosses new
class KirkEngine crosses bind, calculate, new
class KlugeExtOUProcess crosses new
class KnuthUniformRng crosses new
class KnuthUniformRsg crosses new
class Kofr crosses lookup
class Kruger route a wheel-only parameter set: Cubic with Kruger's derivatives -> Cubic
class KrugerCubic crosses new
class KrugerLog crosses new
class KrugerLogCubic crosses new
class KrugerLogDiscountCurve crosses new
class LBFGSB crosses new
class LKRCurrency crosses lookup
class LMMCurveState exclusion a stepping part
class LMMDriftCalculator exclusion a stepping part
class LTCCurrency crosses lookup
class LTLCurrency crosses lookup
class LUFCurrency crosses lookup
class LVLCurrency crosses lookup
class LagrangeInterpolation crosses new
class LastFixingQuote crosses new
class LecuyerUniformRng crosses new
class LecuyerUniformRsg crosses new
class Leg exclusion a SWIG container: a list, tuple or map in each layer
class LegVector exclusion a SWIG container: a list, tuple or map in each layer
class LevenbergMarquardt crosses new
class Libor crosses new
class Linear crosses new
class LinearForwardCurve crosses new
class LinearInterpolatedSmileSection crosses factory, new
class LinearInterpolation crosses new
class LinearTsrPricer crosses new
class LinearTsrPricerSettings crosses new
class LocalConstantVol crosses factory, new
class LocalVolRNDCalculator crosses new
class LocalVolSurface crosses new
class LocalVolTermStructureHandle exclusion a handle (no handles: objects are values)
class LogCubic crosses new
class LogCubicDiscountCurve crosses new
class LogCubicNaturalSpline crosses new
class LogCubicSpreadDiscountCurve crosses new
class LogLinear crosses new
class LogLinearInterpolation crosses new
class LogMixedLinearCubic crosses new
class LogMixedLinearCubicDiscountCurve crosses new
class LogMixedLinearCubicSpreadDiscountCurve crosses new
class LogNormalFwdRateIpc exclusion a stepping part
class LogNormalSimulatedAnnealing exclusion a stepping part, or a member taking one
class LogParabolic crosses new
class LogParabolicCubic route a wheel-only parameter set -> LogCubic
class LogParabolicCubicDiscountCurve route a wheel-only parameter set -> LogCubicDiscountCurve
class LognormalCmsSpreadPricer crosses new
class LsmBasisSystem route a SWIG enum holder: the enum -> LsmBasisSystemPolynomialType
class MADCurrency crosses lookup
class MCLDAmericanBasketEngine crosses bind, calculate
class MCLDAmericanEngine crosses bind, calculate
class MCLDBarrierEngine crosses bind, calculate
class MCLDDigitalEngine crosses bind, calculate
class MCLDDiscreteArithmeticAPEngine crosses bind, calculate
class MCLDDiscreteArithmeticAPHestonEngine crosses bind, calculate
class MCLDDiscreteArithmeticASEngine crosses bind, calculate
class MCLDDiscreteGeometricAPEngine crosses bind, calculate
class MCLDDiscreteGeometricAPHestonEngine crosses bind, calculate
class MCLDEuropeanBasketEngine crosses bind, calculate
class MCLDEuropeanEngine crosses bind, calculate
class MCLDEuropeanGJRGARCHEngine crosses bind, calculate
class MCLDEuropeanHestonEngine crosses bind, calculate
class MCLDEverestEngine crosses bind, calculate
class MCLDForwardEuropeanBSEngine crosses bind, calculate
class MCLDForwardEuropeanHestonEngine crosses bind, calculate
class MCLDHimalayaEngine crosses bind, calculate
class MCLDPerformanceEngine crosses bind, calculate
class MCLDVarianceSwapEngine crosses bind, calculate
class MCPRAmericanBasketEngine crosses bind, calculate
class MCPRAmericanEngine crosses bind, calculate
class MCPRBarrierEngine crosses bind, calculate
class MCPRDigitalEngine crosses bind, calculate
class MCPRDiscreteArithmeticAPEngine crosses bind, calculate
class MCPRDiscreteArithmeticAPHestonEngine crosses bind, calculate
class MCPRDiscreteArithmeticASEngine crosses bind, calculate
class MCPRDiscreteGeometricAPEngine crosses bind, calculate
class MCPRDiscreteGeometricAPHestonEngine crosses bind, calculate
class MCPREuropeanBasketEngine crosses bind, calculate
class MCPREuropeanEngine crosses bind, calculate
class MCPREuropeanGJRGARCHEngine crosses bind, calculate
class MCPREuropeanHestonEngine crosses bind, calculate
class MCPREverestEngine crosses bind, calculate
class MCPRForwardEuropeanBSEngine crosses bind, calculate
class MCPRForwardEuropeanHestonEngine crosses bind, calculate
class MCPRHimalayaEngine crosses bind, calculate
class MCPRPerformanceEngine crosses bind, calculate
class MCPRVarianceSwapEngine crosses bind, calculate
class MKDCurrency crosses lookup
class MTBrownianGenerator exclusion a stepping part
class MTBrownianGeneratorFactory crosses new
class MTLCurrency crosses lookup
class MURCurrency crosses lookup
class MXNCurrency crosses lookup
class MXVCurrency crosses lookup
class MYRCurrency crosses lookup
class Malaysia crosses lookup
class Malta crosses lookup
class MargrabeOption crosses new
class MarkovFunctional crosses new
class MarkovFunctionalSettings route QuantLib's nested settings, named for its model -> MarkovFunctionalModelSettings
class Matrix route a working type crossing as its values -> an array by rows
class MatrixMultiplicationProxy exclusion takes the caller's own function (out of 2.0)
class MaxBasketPayoff crosses new
class MersenneTwisterUniformRng crosses new
class MersenneTwisterUniformRsg crosses new
class Merton76Process crosses new
class MethodOfLinesScheme exclusion a stepping part
class Mexico crosses lookup
class MidPointCdsEngine crosses bind, calculate
class MinBasketPayoff crosses new
class MirrorGaussianSimulatedAnnealing exclusion a stepping part, or a member taking one
class MixedLinearCubic crosses new
class ModifiedCraigSneydScheme exclusion a stepping part
class Money crosses new
class MonotonicCubic route a wheel-only parameter set -> Cubic
class MonotonicCubicInterpolatedSmileSection crosses factory, new
class MonotonicCubicNaturalSpline crosses new
class MonotonicCubicZeroCurve route a wheel-only parameter set -> CubicZeroCurve
class MonotonicLogCubic crosses new
class MonotonicLogCubicNaturalSpline crosses new
class MonotonicLogParabolic crosses new
class MonotonicLogParabolicCubic route a wheel-only parameter set -> LogCubic
class MonotonicLogParabolicCubicDiscountCurve route a wheel-only parameter set -> LogCubicDiscountCurve
class MonotonicParabolic crosses new
class MonotonicParabolicCubic route a wheel-only parameter set -> Cubic
class MonotonicParabolicCubicForwardCurve route a wheel-only parameter set -> CubicForwardCurve
class MonotonicParabolicCubicZeroCurve route a wheel-only parameter set -> CubicZeroCurve
class Montenegro crosses lookup
class MoroInvCumulativeBurley2020SobolGaussianRsg crosses new
class MoroInvCumulativeHaltonGaussianRsg crosses new
class MoroInvCumulativeKnuthGaussianRng crosses new
class MoroInvCumulativeKnuthGaussianRsg crosses new
class MoroInvCumulativeLecuyerGaussianRng crosses new
class MoroInvCumulativeLecuyerGaussianRsg crosses new
class MoroInvCumulativeMersenneTwisterGaussianRng crosses new
class MoroInvCumulativeMersenneTwisterGaussianRsg crosses new
class MoroInvCumulativeSobolGaussianRsg crosses new
class MoroInvCumulativeXoshiro256StarStarGaussianRng crosses new
class MoroInvCumulativeXoshiro256StarStarGaussianRsg crosses new
class MoroInverseCumulativeNormal crosses new
class Mosprime crosses lookup
class MtMCrossCurrencyBasisSwap crosses new
class MtMCrossCurrencyBasisSwapRateHelper crosses new
class MultiCompositeQuote exclusion takes the caller's own function (out of 2.0)
class MultiCurve crosses new
class MultipleIncrementalStatistics exclusion a stepping part, or a member taking one
class MultipleResetsCoupon crosses new
class MultipleResetsSwap crosses new
class MultipleResetsSwapRateHelper crosses new
class MultipleStatistics exclusion a stepping part, or a member taking one
class MultiplicativePriceSeasonality crosses new
class NGNCurrency crosses lookup
class NLGCurrency crosses lookup
class NOKCurrency crosses lookup
class NPRCurrency crosses lookup
class NZDCurrency crosses lookup
class NZDLibor crosses lookup
class NaturalCubicForwardCurve route a wheel-only parameter set -> CubicForwardCurve
class NaturalCubicZeroCurve route the cubic class with the wheel's parameters -> CubicZeroCurve
class NaturalLogCubicDiscountCurve route a wheel-only parameter set -> LogCubicDiscountCurve
class NaturalLogCubicSpreadDiscountCurve route a wheel-only parameter set -> LogCubicSpreadDiscountCurve
class NelsonSiegelFitting crosses new
class NeumannBC exclusion a stepping part, or a member taking one
class NewZealand crosses lookup
class Newton crosses new
class NewtonSafe crosses new
class Nibor crosses lookup
class NinePointLinearOp exclusion a stepping part
class NoArbSabrInterpolatedSmileSection crosses factory
class NoArbSabrSmileSection crosses factory, new
class NoConstraint crosses new
class NoExceptLocalVolSurface crosses new
class NodePair exclusion a SWIG container: a list, tuple or map in each layer
class NodeVector exclusion a SWIG container: a list, tuple or map in each layer
class NonCentralCumulativeChiSquareDistribution crosses new
class NonhomogeneousBoundaryConstraint crosses new
class NonstandardSwap crosses new
class NonstandardSwaption crosses new
class NormalDistribution crosses new
class NorthMacedonia crosses lookup
class Norway crosses lookup
class NthOrderDerivativeOp exclusion a stepping part
class NullCalendar crosses lookup
class NullParameter crosses new
class NumericHaganPricer crosses new
class Nzocr crosses lookup
class OISRateHelper crosses new
class OMRCurrency crosses lookup
class Observable exclusion observer or settings plumbing
class Observer exclusion observer or settings plumbing
class OneDayCounter crosses lookup
class OperatorSplittingSpreadEngine crosses bind, calculate, new
class Optimizer exclusion takes the caller's own function (out of 2.0)
class OptionletStripper1 crosses new
class OptionletVolatilityStructureHandle exclusion a handle (no handles: objects are values)
class OrnsteinUhlenbeckProcess crosses new
class OvernightIborBasisSwapRateHelper crosses new
class OvernightIndex crosses new
class OvernightIndexFuture crosses calculate, new
class OvernightIndexFutureRateHelper crosses new
class OvernightIndexedCoupon crosses new
class OvernightIndexedFundingRateHelper crosses new
class OvernightIndexedSwap crosses new
class OvernightIndexedSwapIndex crosses new
class OvernightOvernightBasisSwapRateHelper crosses new
class PEHCurrency crosses lookup
class PEICurrency crosses lookup
class PENCurrency crosses lookup
class PHPCurrency crosses lookup
class PKRCurrency crosses lookup
class PLNCurrency crosses lookup
class PTECurrency crosses lookup
class PairDoubleVector exclusion a SWIG container: a list, tuple or map in each layer
class Parabolic crosses new
class ParabolicCubic route a wheel-only parameter set -> Cubic
class ParabolicCubicForwardCurve route a wheel-only parameter set -> CubicForwardCurve
class ParabolicCubicZeroCurve route a wheel-only parameter set -> CubicZeroCurve
class Parameter route the abstract base: its concrete parameters (ConstantParameter, NullParameter, PiecewiseConstantParameter) -> ConstantParameter
class ParkinsonSigma crosses new
class PartialBarrier route a SWIG enum holder: the enum -> PartialBarrierRange
class PartialTimeBarrierOption crosses new
class PearsonSpreadEngine crosses bind, calculate, new
class PercentageStrikePayoff crosses new
class Period crosses new
class PeriodParser crosses static functions
class PeriodVector exclusion a SWIG container: a list, tuple or map in each layer
class PerpetualFutures crosses new
class Philippines crosses lookup
class PiecewiseBlackVarianceSurface crosses factory, new
class PiecewiseConstantParameter crosses new
class PiecewiseConvexMonotoneForward crosses factory, new
class PiecewiseConvexMonotoneZero crosses factory, new
class PiecewiseCubicZero crosses factory, new
class PiecewiseFlatForward crosses factory, new
class PiecewiseFlatHazardRate crosses factory, new
class PiecewiseForwardSpreadedTermStructure crosses new
class PiecewiseKrugerLogDiscount crosses factory, new
class PiecewiseLinearForward crosses factory, new
class PiecewiseLinearForwardSpreadedTermStructure crosses new
class PiecewiseLinearSimpleZero crosses factory, new
class PiecewiseLinearZero crosses factory, new
class PiecewiseLogCubicDiscount crosses factory, new
class PiecewiseLogCubicSpreadDiscount crosses new
class PiecewiseLogLinearDiscount crosses factory, new
class PiecewiseLogLinearSpreadDiscount crosses new
class PiecewiseLogMixedLinearCubicDiscount crosses factory, new
class PiecewiseLogMixedLinearCubicSpreadDiscount crosses new
class PiecewiseLogParabolicCubicDiscount route a wheel-only parameter set -> PiecewiseLogCubicDiscount
class PiecewiseMonotonicLogParabolicCubicDiscount route a wheel-only parameter set -> PiecewiseLogCubicDiscount
class PiecewiseMonotonicParabolicCubicZero route a wheel-only parameter set -> PiecewiseCubicZero
class PiecewiseNaturalCubicZero route a wheel-only parameter set -> PiecewiseCubicZero
class PiecewiseNaturalLogCubicDiscount route a wheel-only parameter set -> PiecewiseLogCubicDiscount
class PiecewiseNaturalLogCubicSpreadDiscount route a wheel-only parameter set -> PiecewiseLogCubicSpreadDiscount
class PiecewiseParabolicCubicZero route a wheel-only parameter set -> PiecewiseCubicZero
class PiecewiseTimeDependentHestonModel crosses new
class PiecewiseYoYInflation crosses new
class PiecewiseZeroInflation crosses new
class PiecewiseZeroSpreadedTermStructure crosses new
class Pillar route a SWIG enum holder: the enum -> PillarChoice
class PlainVanillaPayoff crosses new
class PoissonDistribution crosses new
class Poland crosses lookup
class Position route a SWIG enum holder: the enum -> PositionType
class PositiveConstraint crosses new
class Predefined1dMesher crosses new
class Pribor crosses lookup
class ProbabilityBoltzmannDownhill exclusion a stepping part
class Protection route a SWIG enum holder: the enum -> ProtectionSide
class QARCurrency crosses lookup
class QdFpAmericanEngine crosses bind, calculate, new
class QdFpLegendreScheme crosses new
class QdFpLegendreTanhSinhScheme crosses new
class QdFpTanhSinhIterationScheme crosses new
class QdPlusAmericanEngine crosses bind, calculate, new
class QuantoBarrierEngine route the quanto engine on a bound barrier engine -> QuantoEngine
class QuantoBarrierOption crosses new
class QuantoDoubleBarrierOption crosses new
class QuantoEuropeanEngine route QuantLib's QuantoEngine<VanillaOption, AnalyticEuropeanEngine>: the quanto engine on a bound European engine -> QuantoEngine
class QuantoForwardEuropeanEngine route the quanto engine on a bound forward engine -> QuantoEngine
class QuantoForwardVanillaOption crosses new
class QuantoTermStructure crosses new
class QuantoVanillaOption crosses new
class QuoteHandle exclusion a handle (no handles: objects are values)
class QuoteHandleVector exclusion a SWIG container: a list, tuple or map in each layer
class QuoteHandleVectorVector exclusion a SWIG container: a list, tuple or map in each layer
class QuoteVector exclusion a SWIG container: a list, tuple or map in each layer
class QuoteVectorVector exclusion a SWIG container: a list, tuple or map in each layer
class ROLCurrency crosses lookup
class RONCurrency crosses lookup
class RSDCurrency crosses lookup
class RUBCurrency crosses lookup
class RangeAccrualFloatersCoupon crosses new
class RangeAccrualPricerByBgm crosses new
class RateAveraging route a SWIG enum holder: the enum -> RateAveragingType
class RateHelperVector exclusion a SWIG container: a list, tuple or map in each layer
class RealTimeSeries exclusion a SWIG container: a list, tuple or map in each layer
class ReannealingTrivial crosses new
class RebatedExercise crosses new
class Redemption crosses new
class RelinkableBlackVolTermStructureHandle exclusion a handle (no handles: objects are values)
class RelinkableCalibratedModelHandle exclusion a handle (no handles: objects are values)
class RelinkableCapFloorTermVolatilityStructureHandle exclusion a handle (no handles: objects are values)
class RelinkableDefaultProbabilityTermStructureHandle exclusion a handle (no handles: objects are values)
class RelinkableDeltaVolQuoteHandle exclusion a handle (no handles: objects are values)
class RelinkableLocalVolTermStructureHandle exclusion a handle (no handles: objects are values)
class RelinkableOptionletVolatilityStructureHandle exclusion a handle (no handles: objects are values)
class RelinkableQuoteHandle exclusion a handle (no handles: objects are values)
class RelinkableQuoteHandleVector exclusion a handle
class RelinkableQuoteHandleVectorVector exclusion a handle
class RelinkableShortRateModelHandle exclusion a handle (no handles: objects are values)
class RelinkableSwaptionVolatilityStructureHandle exclusion a handle (no handles: objects are values)
class RelinkableYieldTermStructureHandle exclusion a handle (no handles: objects are values)
class RelinkableYoYInflationTermStructureHandle exclusion a handle (no handles: objects are values)
class RelinkableYoYOptionletVolatilitySurfaceHandle exclusion a handle (no handles: objects are values)
class RelinkableZeroInflationTermStructureHandle exclusion a handle (no handles: objects are values)
class ReplicatingVarianceSwapEngine crosses bind, calculate
class RichardsonExtrapolation exclusion takes the caller's own function (out of 2.0)
class Ridder crosses new
class RiskStatistics exclusion a stepping part, or a member taking one
class RiskyBondEngine crosses bind, calculate
class Robor crosses lookup
class Romania crosses lookup
class RoughHestonModel crosses new
class Rounding crosses new
class RungeKutta crosses new
class Russia crosses lookup
class SABRInterpolation crosses new
class SARCurrency crosses lookup
class SEKCurrency crosses lookup
class SEKLibor crosses lookup
class SGDCurrency crosses lookup
class SITCurrency crosses lookup
class SKKCurrency crosses lookup
class SVD crosses new
class SabrSmileSection crosses factory, new
class SabrSwaptionVolatilityCube crosses new
class SalvagingAlgorithm route a SWIG enum holder: the enum -> SalvagingAlgorithmType
class SamplerGaussian exclusion a stepping part
class SamplerLogNormal exclusion a stepping part
class SamplerMirrorGaussian exclusion a stepping part
class Saron crosses lookup
class SaudiArabia crosses lookup
class SavedSettings exclusion observer or settings plumbing
class Schedule crosses new
class Secant crosses new
class SecondDerivativeOp exclusion a stepping part
class SecondOrderMixedDerivativeOp exclusion a stepping part
class SegmentIntegral crosses new
class SequenceStatistics exclusion a stepping part
class Serbia crosses lookup
class Settlement crosses static functions
class Shibor crosses lookup
class Shir crosses lookup
class ShortRateModelHandle exclusion a handle (no handles: objects are values)
class SimpleCashFlow crosses new
class SimpleChooserOption crosses new
class SimpleDayCounter crosses lookup
class SimplePolynomialFitting crosses new
class SimpleQuote exclusion a quote (quotes are values, doubles)
class SimpleZeroCurve crosses new
class Simplex crosses new
class SimpsonIntegral crosses new
class Singapore crosses lookup
class Slovakia crosses lookup
class Slovenia crosses lookup
class SmileSectionRNDCalculator crosses new
class SmileSectionVector exclusion a SWIG container: a list, tuple or map in each layer
class SobolBrownianBridgeRsg crosses new
class SobolBrownianGenerator exclusion a stepping part
class SobolBrownianGeneratorFactory crosses new
class SobolRsg crosses new
class Sofr crosses lookup
class SofrFutureRateHelper crosses new
class SoftBarrierOption crosses new
class SoftCallability crosses new
class Sonia crosses lookup
class SouthAfrica crosses lookup
class SouthKorea crosses lookup
class SparseMatrix exclusion a stepping part
class SplineCubic route a wheel-only parameter set -> Cubic
class SplineCubicInterpolatedSmileSection crosses factory, new
class SplineLogCubic route a wheel-only parameter set -> LogCubic
class SpreadBasketPayoff crosses new
class SpreadCdsHelper crosses new
class SpreadDiscountCurve crosses new
class SpreadFittingMethod crosses new
class SpreadedBackwardFlatZeroInterpolatedTermStructure crosses new
class SpreadedCubicZeroInterpolatedTermStructure crosses new
class SpreadedKrugerZeroInterpolatedTermStructure route a wheel-only parameter set -> SpreadedCubicZeroInterpolatedTermStructure
class SpreadedLinearZeroInterpolatedTermStructure route the wheel's second name for QuantLib's typedef -> PiecewiseZeroSpreadedTermStructure
class SpreadedMonotonicParabolicCubicZeroInterpolatedTermStructure route a wheel-only parameter set -> SpreadedCubicZeroInterpolatedTermStructure
class SpreadedParabolicCubicZeroInterpolatedTermStructure route a wheel-only parameter set -> SpreadedCubicZeroInterpolatedTermStructure
class SpreadedSplineCubicZeroInterpolatedTermStructure route a wheel-only parameter set -> SpreadedCubicZeroInterpolatedTermStructure
class SpreadedSwaptionVolatility crosses new
class SquareRootProcessRNDCalculator crosses new
class Statistics exclusion a stepping part, or a member taking one
class SteepestDescent crosses new
class StochasticProcess1DVector exclusion a SWIG container: a list, tuple or map in each layer
class StochasticProcessArray crosses new
class StochasticProcessVector exclusion a SWIG container: a list, tuple or map in each layer
class Stock crosses calculate, new
class StrVector exclusion a SWIG container: a list, tuple or map in each layer
class StrippedOptionlet crosses new
class StrippedOptionletAdapter crosses factory
class StubIborCoupon crosses new
class StubIndexSelection crosses new
class StudentDistribution crosses new
class StulzEngine crosses bind, calculate
class SuoWangDoubleBarrierEngine crosses bind, calculate
class SuperSharePayoff crosses new
class SurvivalProbabilityCurve crosses new
class SvenssonFitting crosses new
class SviInterpolatedSmileSection crosses factory
class SviSmileSection crosses factory, new
class Swap crosses new
class SwapIndex crosses new
class SwapIndexVector exclusion a SWIG container: a list, tuple or map in each layer
class SwapRateHelper crosses new
class SwapSpreadIndex crosses new
class Swaption crosses new
class SwaptionHelper crosses new
class SwaptionVolatilityMatrix crosses factory, new
class SwaptionVolatilityStructureHandle exclusion a handle (no handles: objects are values)
class Sweden crosses lookup
class Swestr crosses lookup
class SwingExercise crosses new
class Switzerland crosses lookup
class SymmetricSchurDecomposition crosses new
class TARGET crosses lookup
class THBCurrency crosses lookup
class THBFIX crosses lookup
class TNDCurrency crosses lookup
class TRLCurrency crosses lookup
class TRLibor crosses lookup
class TRYCurrency crosses lookup
class TTDCurrency crosses lookup
class TWDCurrency crosses lookup
class Taiwan crosses lookup
class TanhSinhIntegral crosses new
class TemperatureExponential crosses new
class Thailand crosses lookup
class Thirty360 crosses lookup
class Thirty365 crosses lookup
class Tibor crosses lookup
class TimeBasket crosses factory, new
class TimeGrid crosses new
class TimeToDateMap exclusion a SWIG container: a list, tuple or map in each layer
class Tonar crosses lookup
class TrapezoidIntegralDefault exclusion takes the caller's own function (out of 2.0)
class TrapezoidIntegralMidPoint exclusion takes the caller's own function (out of 2.0)
class TreeCallableFixedRateBondEngine crosses bind, calculate
class TreeCapFloorEngine crosses bind, calculate
class TreeSwaptionEngine crosses bind, calculate
class TridiagonalOperator exclusion a stepping part
class TripleBandLinearOp exclusion a stepping part
class Turkey crosses lookup
class TurnbullWakemanAsianEngine crosses bind, calculate
class TwoAssetBarrierOption crosses new
class TwoAssetCorrelationOption crosses new
class UAHCurrency crosses lookup
class UGXCurrency crosses lookup
class UKHICP crosses lookup
class UKRPI crosses lookup
class USCPI crosses lookup
class USDCurrency crosses lookup
class USDLibor crosses lookup
class USDLiborON crosses lookup
class UYUCurrency crosses lookup
class UZSCurrency crosses lookup
class Ukraine crosses lookup
class UltimateForwardTermStructure crosses new
class Uniform1dMesher crosses new
class UniformLowDiscrepancySequenceGenerator route QuantLib's typedef -> SobolRsg
class UniformRandomGenerator route QuantLib's typedef -> MersenneTwisterUniformRng
class UniformRandomSequenceGenerator route QuantLib's typedef -> MersenneTwisterUniformRsg
class UnitDisplacedBlackYoYInflationCouponPricer crosses new
class UnitedKingdom crosses lookup
class UnitedStates crosses lookup
class UnsignedIntPair exclusion a SWIG container: a list, tuple or map in each layer
class UnsignedIntPairVector exclusion a SWIG container: a list, tuple or map in each layer
class UnsignedIntVector exclusion a SWIG container: a list, tuple or map in each layer
class UpRounding crosses new
class UpfrontCdsHelper crosses new
class UsdLiborSwapIsdaFixAm crosses lookup
class UsdLiborSwapIsdaFixPm crosses lookup
class Uzbekistan crosses lookup
class VEBCurrency crosses lookup
class VNDCurrency crosses lookup
class VanillaForwardPayoff crosses new
class VanillaOption crosses new
class VanillaSwap crosses new
class VanillaSwingOption crosses new
class VannaVolgaBarrierEngine crosses bind, calculate
class VannaVolgaIKDoubleBarrierEngine route the Vanna-Volga engine on a bound AnalyticDoubleBarrierEngine -> VannaVolgaDoubleBarrierEngine
class VannaVolgaWODoubleBarrierEngine route the Vanna-Volga engine on a bound SuoWangDoubleBarrierEngine -> VannaVolgaDoubleBarrierEngine
class VarianceGammaEngine crosses bind, calculate
class VarianceGammaProcess crosses new
class VarianceSwap crosses new
class Vasicek crosses new
class WeekendsOnly crosses lookup
class Wibor crosses lookup
class WriterExtensibleOption crosses new
class XOFCurrency crosses lookup
class XRPCurrency crosses lookup
class Xoshiro256StarStarUniformRng crosses new
class Xoshiro256StarStarUniformRsg crosses new
class YYEUHICP crosses lookup
class YYEUHICPXT crosses lookup
class YYFRHICP crosses lookup
class YYUKRPI crosses lookup
class YYUSCPI crosses lookup
class YYZACPI crosses lookup
class YearOnYearInflationSwap crosses new
class YearOnYearInflationSwapHelper crosses new
class YieldTermStructureHandle exclusion a handle (no handles: objects are values)
class YoYHelperVector exclusion a SWIG container: a list, tuple or map in each layer
class YoYInflationBachelierCapFloorEngine crosses bind, calculate
class YoYInflationBlackCapFloorEngine crosses bind, calculate
class YoYInflationCap crosses new
class YoYInflationCapFloor crosses new
class YoYInflationCapFloorTermPriceSurface crosses factory
class YoYInflationCollar crosses new
class YoYInflationCoupon crosses new
class YoYInflationCurve crosses new
class YoYInflationFloor crosses new
class YoYInflationIndex crosses new
class YoYInflationTermStructureHandle exclusion a handle (no handles: objects are values)
class YoYInflationUnitDisplacedBlackCapFloorEngine crosses bind, calculate
class YoYOptionHelperVector exclusion a SWIG container: a list, tuple or map in each layer
class YoYOptionletHelper crosses new
class YoYOptionletVolatilitySurfaceHandle exclusion a handle (no handles: objects are values)
class ZACPI crosses lookup
class ZARCurrency crosses lookup
class ZECCurrency crosses lookup
class ZMWCurrency crosses lookup
class ZabrFullFd crosses new
class ZabrFullFdInterpolatedSmileSection crosses factory
class ZabrFullFdSmileSection crosses factory, new
class ZabrLocalVolatility crosses new
class ZabrLocalVolatilityInterpolatedSmileSection crosses factory
class ZabrLocalVolatilitySmileSection crosses factory, new
class ZabrShortMaturityLognormal crosses new
class ZabrShortMaturityLognormalInterpolatedSmileSection crosses factory
class ZabrShortMaturityLognormalSmileSection crosses factory, new
class ZabrShortMaturityNormal crosses new
class ZabrShortMaturityNormalInterpolatedSmileSection crosses factory
class ZabrShortMaturityNormalSmileSection crosses factory, new
class ZabrSwaptionVolatilityCube crosses new
class Zaronia crosses lookup
class ZeroCouponBond crosses new
class ZeroCouponInflationSwap crosses new
class ZeroCouponInflationSwapHelper crosses new
class ZeroCouponSwap crosses new
class ZeroCurve crosses new
class ZeroHelperVector exclusion a SWIG container: a list, tuple or map in each layer
class ZeroInflationCashFlow crosses new
class ZeroInflationCurve crosses new
class ZeroInflationIndex crosses new
class ZeroInflationTermStructureHandle exclusion a handle (no handles: objects are values)
class ZeroSpreadedTermStructure crosses new
class Zibor crosses lookup
class ZigguratXoshiro256StarStarGaussianRng crosses new
class ZigguratXoshiro256StarStarGaussianRsg crosses new
class _LogCubicZeroCurve route the template behind the wheel's deprecated factory -> LogCubicZeroCurve
class _LogLinearZeroCurve route the template behind the wheel's deprecated factory -> LogLinearZeroCurve
class _MakeCapFloor route the class behind the wheel's MakeCapFloor function -> MakeCapFloor
class _MakeCreditDefaultSwap route the class behind the wheel's builder function -> MakeCreditDefaultSwap
class _MakeMultipleResetsSwap route the class behind the wheel's builder function -> MakeMultipleResetsSwap
class _MakeOIS route the class behind the wheel's builder function -> MakeOIS
class _MakeSchedule route the class behind the wheel's builder function -> MakeSchedule
class _MakeSwaption route the class behind the wheel's builder function -> MakeSwaption
class _MakeVanillaSwap route the class behind the wheel's builder function -> MakeVanillaSwap
class _NaturalCubicDiscountCurve route the template behind the wheel's deprecated factory -> NaturalCubicDiscountCurve
class _PiecewiseSplineCubicDiscount route the template behind the wheel's deprecated factory -> PiecewiseSplineCubicDiscount
function BinomialBarrierEngine route constructs BinomialCRRBarrierEngine, BinomialEQPBarrierEngine, BinomialJ4BarrierEngine, BinomialJRBarrierEngine, BinomialLRBarrierEngine, BinomialTianBarrierEngine, BinomialTrigeorgisBarrierEngine
function BinomialConvertibleEngine route constructs BinomialCRRConvertibleEngine, BinomialEQPConvertibleEngine, BinomialJ4ConvertibleEngine, BinomialJRConvertibleEngine, BinomialLRConvertibleEngine, BinomialTianConvertibleEngine, BinomialTrigeorgisConvertibleEngine
function BinomialDoubleBarrierEngine route constructs BinomialCRRDoubleBarrierEngine, BinomialEQPDoubleBarrierEngine, BinomialJ4DoubleBarrierEngine, BinomialJRDoubleBarrierEngine, BinomialLRDoubleBarrierEngine, BinomialTianDoubleBarrierEngine, BinomialTrigeorgisDoubleBarrierEngine
function BinomialVanillaEngine route constructs BinomialCRRVanillaEngine, BinomialEQPVanillaEngine, BinomialJ4VanillaEngine, BinomialJRVanillaEngine, BinomialLRVanillaEngine, BinomialTianVanillaEngine, BinomialTrigeorgisVanillaEngine
function KrugerZeroCurve route constructs CubicZeroCurve
function LogCubicZeroCurve route constructs _LogCubicZeroCurve
function LogLinearZeroCurve route constructs _LogLinearZeroCurve
function MCAmericanBasketEngine route constructs MCLDAmericanBasketEngine, MCPRAmericanBasketEngine
function MCAmericanEngine route constructs MCLDAmericanEngine, MCPRAmericanEngine
function MCBarrierEngine route constructs MCLDBarrierEngine, MCPRBarrierEngine
function MCDigitalEngine route constructs MCLDDigitalEngine, MCPRDigitalEngine
function MCDiscreteArithmeticAPEngine route constructs MCLDDiscreteArithmeticAPEngine, MCPRDiscreteArithmeticAPEngine
function MCDiscreteArithmeticAPHestonEngine route constructs MCLDDiscreteArithmeticAPHestonEngine, MCPRDiscreteArithmeticAPHestonEngine
function MCDiscreteArithmeticASEngine route constructs MCLDDiscreteArithmeticASEngine, MCPRDiscreteArithmeticASEngine
function MCDiscreteGeometricAPEngine route constructs MCLDDiscreteGeometricAPEngine, MCPRDiscreteGeometricAPEngine
function MCDiscreteGeometricAPHestonEngine route constructs MCLDDiscreteGeometricAPHestonEngine, MCPRDiscreteGeometricAPHestonEngine
function MCEuropeanBasketEngine route constructs MCLDEuropeanBasketEngine, MCPREuropeanBasketEngine
function MCEuropeanEngine route constructs MCLDEuropeanEngine, MCPREuropeanEngine
function MCEuropeanGJRGARCHEngine route constructs MCLDEuropeanGJRGARCHEngine, MCPREuropeanGJRGARCHEngine
function MCEuropeanHestonEngine route constructs MCLDEuropeanHestonEngine, MCPREuropeanHestonEngine
function MCEverestEngine route constructs MCLDEverestEngine, MCPREverestEngine
function MCForwardEuropeanBSEngine route constructs MCLDForwardEuropeanBSEngine, MCPRForwardEuropeanBSEngine
function MCForwardEuropeanHestonEngine route constructs MCLDForwardEuropeanHestonEngine, MCPRForwardEuropeanHestonEngine
function MCHimalayaEngine route constructs MCLDHimalayaEngine, MCPRHimalayaEngine
function MCPerformanceEngine route constructs MCLDPerformanceEngine, MCPRPerformanceEngine
function MCVarianceSwapEngine route constructs MCLDVarianceSwapEngine, MCPRVarianceSwapEngine
function MonotonicLogCubicDiscountCurve route constructs LogCubicDiscountCurve
function MonotonicLogCubicSpreadDiscountCurve route constructs LogCubicSpreadDiscountCurve
function NaturalCubicDiscountCurve route constructs _NaturalCubicDiscountCurve
function PiecewiseKrugerZero route constructs PiecewiseCubicZero
function PiecewiseLogLinearDiscountSpread route constructs PiecewiseLogLinearSpreadDiscount
function PiecewiseSplineCubicDiscount route constructs _PiecewiseSplineCubicDiscount
function Tona route constructs Tonar

The method. QuantLib-Python's QuantLib.py makes 1,343 constructions: 1,310 classes whose constructor calls the extension module, and 33 module functions that construct one. 1,036 cross to the bindings by a type of the name; 115 by a route the table names; 192 are excluded, each with its reason (handles, observers and settings, SWIG's containers, the stepping parts, the caller's own functions); and 0 are gaps.