List of all items

Structs

• core::dedup::Dedup
• core::dedup::Drc
• core::factories::Qbox
• core::factories::Qrc
• core::factories::Registry
• core::qm::Error
• data::bumpspotdate::BumpSpotDate
• data::curves::AnnualisedFlatBump
• data::curves::ContinuouslyCompoundedFlatBump
• data::curves::RateCurveAct365
• data::curves::RelativeBump
• data::curves::ZeroRateCurve
• data::divstream::Dividend
• data::divstream::DividendAccumulation
• data::divstream::DividendBootstrap
• data::divstream::DividendStream
• data::divstream::RcDividendStream
• data::fixings::FixingTable
• data::fixings::Fixings
• data::fixings::RcFixingTable
• data::forward::DriftlessForward
• data::forward::EquityForward
• data::forward::InterpolatedForward
• data::voldecorators::ConstantExpiryTimeEvolution
• data::voldecorators::ParallelBumpVol
• data::voldecorators::RollingExpiryTimeEvolution
• data::voldecorators::StickyDeltaBumpVol
• data::voldecorators::TimeScaledBumpVol
• data::volsmile::CubicSplineSmile
• data::volsmile::FlatSmile
• data::volsurface::FlatVolSurface
• data::volsurface::VolByProbabilityCubicSplineSmile
• data::volsurface::VolByProbabilityFlatSmile
• dates::Date
• dates::calendar::EveryDayCalendar
• dates::calendar::VolatilityCalendar
• dates::calendar::WeekdayAndHolidayCalendar
• dates::calendar::WeekdayCalendar
• dates::datetime::DateDayFraction
• dates::datetime::DateTime
• dates::rules::BusinessDays
• dates::rules::ModifiedFollowing
• dates::rules::NullRule
• facade::Fmt
• instruments::ForwardFromPriceable
• instruments::assets::CreditEntity
• instruments::assets::Currency
• instruments::assets::Equity
• instruments::basket::Basket
• instruments::bonds::ZeroCoupon
• instruments::options::ForwardStartingEuropean
• instruments::options::SpotStartingEuropean
• math::interpolation::CubicSpline
• math::interpolation::FlyweightLinear
• math::interpolation::Linear
• math::optionpricing::Black76
• models::MonteCarloTimeline
• models::blackdiffusion::BlackDiffusion
• models::blackdiffusion::BlackDiffusionFactory
• models::blackdiffusion::SavedBlackDiffusion
• pricers::montecarlo::MonteCarloPricer
• pricers::montecarlo::MonteCarloPricerFactory
• pricers::selfpricer::SelfPricer
• pricers::selfpricer::SelfPricerFactory
• risk::ReportTolerances
• risk::bumptime::BumpTime
• risk::cache::PricingContextPrefetch
• risk::cache::SavedPrefetch
• risk::deltagamma::DeltaGamma
• risk::deltagamma::DeltaGammaReport
• risk::deltagamma::DeltaGammaReportGenerator
• risk::dependencies::DependencyCollector
• risk::marketdata::MarketData
• risk::marketdata::RcMarketData
• risk::marketdata::SavedData
• risk::timebumped::TimeBumpedReport
• risk::timebumped::TimeBumpedReportGenerator
• risk::vegavolga::VegaVolga
• risk::vegavolga::VegaVolgaReport
• risk::vegavolga::VegaVolgaReportGenerator
• solvers::impliedvol::ImpliedVol

Enums

• core::dedup::DedupControl
• data::bump::Bump
• data::bumpdivs::BumpDivs
• data::bumpspot::BumpSpot
• data::bumpspotdate::SpotDynamics
• data::bumpvol::BumpVol
• data::bumpyield::BumpYield
• data::volsurface::DivAssumptions
• data::volsurface::VolForwardDynamics
• data::volsurface::VolTimeDynamics
• dates::datetime::TimeOfDay
• facade::c_interface::QmDedupControl
• facade::handle::Handle
• instruments::SpotRequirement
• instruments::options::OptionSettlement
• instruments::options::PutOrCall
• math::interpolation::Extrap

Traits

• core::dedup::FromId
• core::dedup::InstanceId
• core::dedup::Wrap
• core::factories::RegistrySource
• core::factories::TypeId
• data::bump::Bumper
• data::curves::RateCurve
• data::forward::Forward
• data::volsmile::VolSmile
• data::volsurface::VolSurface
• dates::calendar::Calendar
• dates::rules::DateRule
• instruments::Dateable
• instruments::Dated
• instruments::DependencyContext
• instruments::Instrument
• instruments::MonteCarloContext
• instruments::MonteCarloDependencies
• instruments::MonteCarloPriceable
• instruments::Priceable
• instruments::PricingContext
• math::interpolation::FlyweightInterpolate
• math::interpolation::Interpolable
• math::interpolation::Interpolate
• math::numerics::ApproxEq
• models::MonteCarloModel
• models::MonteCarloModelClone
• models::MonteCarloModelFactory
• pricers::PricerFactory
• risk::ApproxEqReport
• risk::Bumpable
• risk::BumpablePricingContext
• risk::BumpablePricingContextClone
• risk::Pricer
• risk::PricerClone
• risk::Report
• risk::ReportGenerator
• risk::Saveable
• risk::TimeBumpable
• solvers::OneDimensionalSolver

Functions

• core::dedup::dedup_map_from_slice
• core::dedup::string_or_struct
• data::curves::get_registry
• data::fixings::missing_fixing
• data::forward::discount_with_borrow
• data::forward::log_discount_with_borrow
• data::volsurface::get_registry
• data::volsurface::to_normalised
• data::volsurface::to_strikes
• dates::calendar::get_registry
• dates::rules::get_registry
• dates::truncated_julian_from_ymd
• dates::ymd_from_truncated_julian
• facade::assert_approx_eq_reports
• facade::c_interface::qm_assert_approx_eq_reports
• facade::c_interface::qm_calculate
• facade::c_interface::qm_clone
• facade::c_interface::qm_currency_from_json_file
• facade::c_interface::qm_currency_from_json_string
• facade::c_interface::qm_error_string
• facade::c_interface::qm_fixing_table_from_json_file
• facade::c_interface::qm_fixing_table_from_json_string
• facade::c_interface::qm_free_handle
• facade::c_interface::qm_free_string
• facade::c_interface::qm_instrument_from_json_file
• facade::c_interface::qm_instrument_from_json_string
• facade::c_interface::qm_is_error
• facade::c_interface::qm_market_data_from_json_file
• facade::c_interface::qm_market_data_from_json_string
• facade::c_interface::qm_pricer_factory_from_json_file
• facade::c_interface::qm_pricer_factory_from_json_string
• facade::c_interface::qm_report_generator_from_json_file
• facade::c_interface::qm_report_generator_from_json_string
• facade::c_interface::qm_reports_as_json_string
• facade::c_interface::qm_reports_from_json_file
• facade::c_interface::qm_reports_from_json_string
• facade::calculate
• facade::currency_from_json
• facade::fixing_table_from_json
• facade::handle::extern_handle::as_currency
• facade::handle::extern_handle::as_error
• facade::handle::extern_handle::as_fixing_table
• facade::handle::extern_handle::as_instrument
• facade::handle::extern_handle::as_market_data
• facade::handle::extern_handle::as_pricer_factory
• facade::handle::extern_handle::as_report_generator
• facade::handle::extern_handle::as_reports
• facade::handle::extern_handle::clone_handle
• facade::handle::extern_handle::free_handle
• facade::handle::extern_handle::from_handle
• facade::handle::extern_handle::is_error
• facade::handle::extern_handle::reports_as_string
• facade::instrument_from_json
• facade::market_data_from_json
• facade::pricer_factory_from_json
• facade::report_generator_from_json
• facade::reports_from_json
• facade::write_results
• instruments::assets::dependence_on_spot_discount
• instruments::fix_all
• instruments::get_registry
• instruments::string_or_struct_polymorphic
• math::brent::zbrent
• math::interpolation::lerp
• math::interpolation::linear_interpolate
• math::interpolation::linear_interpolate_extrapolate
• math::interpolation::validate_abscissae
• math::numerics::approx_eq
• models::blackdiffusion::calculate_substepping
• models::blackdiffusion::fetch_correlated_gaussians
• models::blackdiffusion::fetch_path
• models::blackdiffusion::fetch_paths
• models::get_registry
• pricers::get_registry
• risk::bumped_price
• risk::dependencies::set_hwm
• risk::dependencies::set_hwm_by_str
• risk::get_generator_registry
• risk::get_report_registry
• risk::marketdata::copy_from_saved

Typedefs

• data::curves::RcRateCurve
• data::curves::TypeRegistry
• data::volsurface::RcVolSurface
• data::volsurface::TypeRegistry
• dates::calendar::RcCalendar
• dates::calendar::TypeRegistry
• dates::rules::RcDateRule
• dates::rules::TypeRegistry
• instruments::RcInstrument
• instruments::TypeRegistry
• instruments::assets::RcCurrency
• models::RcMonteCarloModelFactory
• models::TypeRegistry
• pricers::RcPricerFactory
• pricers::TypeRegistry
• risk::BoxReport
• risk::GeneratorTypeRegistry
• risk::RcReportGenerator
• risk::ReportTypeRegistry

Constants

• instruments::DEDUP_INSTRUMENT
• instruments::assets::DEDUP_CURRENCY