TAGS


quantlib/test/unittest_tools.py,0

quantlib/test/test_util.py,218
class TestUtil(unittest.TestCase):TestUtil9,158
    def test_converter_1(self):test_converter_111,194
    def test_converter_2(self):test_converter_220,526
    def test_converter_2(self):test_converter_229,787

quantlib/test/test_vanilla_option.py,591
class VanillaOptionTestCase(unittest.TestCase):VanillaOptionTestCase19,751
    def setUp(self):setUp25,939
    def test_str(self):test_str77,2466
    def test_european_vanilla_option_usage(self):test_european_vanilla_option_usage94,3126
    def test_american_vanilla_option(self):test_american_vanilla_option108,3578
    def test_american_vanilla_option_with_earliest_date(self):test_american_vanilla_option_with_earliest_date121,4001
    def test_american_vanilla_option_with_earliest_date_wrong_order(self):test_american_vanilla_option_with_earliest_date_wrong_order138,4550

quantlib/test/test_date.py,2179
class TestQuantLibDate(unittest.TestCase):TestQuantLibDate12,385
    def test_today(self):test_today14,429
    def test_date_empyt_initialisation(self):test_date_empyt_initialisation24,695
    def test_date_creation(self):test_date_creation30,810
    def test_from_datetime_classmethod(self):test_from_datetime_classmethod42,1128
    def test_comparison_with_datetime(self):test_comparison_with_datetime54,1606
    def test_equality(self):test_equality65,2005
    def test_arithmetic_operators(self):test_arithmetic_operators74,2225
    def test_next_weekday(self):test_next_weekday105,3049
    def test_nth_weekday(self):test_nth_weekday118,3438
    def test_nth_weekday_invalid_month(self):test_nth_weekday_invalid_month128,3748
    def test_end_of_month(self):test_end_of_month134,3889
    def test_is_end_of_month(self):test_is_end_of_month142,4089
    def test_is_leap(self):test_is_leap148,4212
    def test_convertion_to_integer(self):test_convertion_to_integer153,4321
class ConversionMethodsTestCase(unittest.TestCase):ConversionMethodsTestCase159,4454
    def test_conversion_from_datetime_to_pyql(self):test_conversion_from_datetime_to_pyql161,4507
    def test_conversion_from_pyql_to_datetime(self):test_conversion_from_pyql_to_datetime171,4748
class TestQuantLibPeriod(unittest.TestCase):TestQuantLibPeriod181,4989
    def test_creation_with_frequency(self):test_creation_with_frequency183,5035
    def test_normalize_period(self):test_normalize_period196,5335
    def test_rich_cmp(self):test_rich_cmp205,5530
    def test_creation_with_time_and_units(self):test_creation_with_time_and_units231,6200
    def test_adding_period_to_date(self):test_adding_period_to_date239,6441
    def test_period_substraction(self):test_period_substraction259,6996
    def test_multiplication(self):test_multiplication269,7250
    def test_inplace_addition(self):test_inplace_addition281,7550
    def test_inplace_substraction(self):test_inplace_substraction296,7931
    def test_inplace_division(self):test_inplace_division312,8319
    def test_substracting_period_to_date(self):test_substracting_period_to_date321,8510

quantlib/test/test_reference.py,230
class ReferenceTestCase(unittest.TestCase):ReferenceTestCase9,183
    def setUp(self):setUp11,228
    def test_option_quotes(self):test_option_quotes14,263
    def test_riskfree_dividend(self):test_riskfree_dividend23,542

quantlib/test/test_schedule.py,463
class ScheduleTestCase(unittest.TestCase):ScheduleTestCase9,320
    def test_create_schedule(self):test_create_schedule11,364
class ScheduleMethodTestCase(unittest.TestCase):ScheduleMethodTestCase36,1048
    def setUp(self):setUp38,1098
    def test_size(self):test_size52,1581
    def test_dates(self):test_dates56,1660
    def test_at(self):test_at64,1848
    def test_previous_next_reference_date(self):test_previous_next_reference_date76,2246

quantlib/test/test_simulate.py,528
def flat_rate(forward, daycounter):flat_rate25,821
class SimTestCase(unittest.TestCase):SimTestCase34,1025
    def setUp(self):setUp39,1110
    def test_simulate_heston_1(self):test_simulate_heston_176,2269
    def test_simulate_heston_2(self):test_simulate_heston_299,2865
    def test_simulate_bates(self):test_simulate_bates122,3463
    def test_simulate_batesDetJumpModel(self):test_simulate_batesDetJumpModel140,3902
    def test_simulate_batesDoubleExpModel(self):test_simulate_batesDoubleExpModel158,4372

quantlib/test/test_currrencies.py,120
class TestCurrency(unittest.TestCase):TestCurrency5,78
    def test_create_currency(self):test_create_currency7,118

quantlib/test/test_heston_model.py,537
def flat_rate(forward, daycounter):flat_rate33,1239
class HestonModelTestCase(unittest.TestCase):HestonModelTestCase42,1435
    def setUp(self):setUp47,1566
    def test_black_calibration(self):test_black_calibration51,1624
    def test_DAX_calibration(self):test_DAX_calibration143,4682
    def test_analytic_versus_black(self):test_analytic_versus_black236,7945
    def test_bates_det_jump(self):test_bates_det_jump289,9315
    def test_smith(self):test_smith356,11445
        def payoff(o, scenario):payoff361,11643

quantlib/test/test_indexes.py,599
class TestIndex(unittest.TestCase):TestIndex22,774
    def test_create_index(self):test_create_index24,811
class TestIRIndex(unittest.TestCase):TestIRIndex29,910
    def test_create_index(self):test_create_index31,949
class TestLibor(unittest.TestCase):TestLibor36,1060
    def test_create_libor_index(self):test_create_libor_index38,1097
class TestEuribor(unittest.TestCase):TestEuribor60,1758
    def test_creation(self):test_creation62,1797
class SwapIndexTestCase(unittest.TestCase):SwapIndexTestCase70,1987
    def test_create_swap_index(self):test_create_swap_index72,2032

quantlib/test/test_daycounter.py,1619
class TestDayCounter(unittest.TestCase):TestDayCounter19,405
    def test_create_day_counter(self):test_create_day_counter21,447
    def test_daycounter_name(self):test_daycounter_name28,627
class TestDayCounterFromName(unittest.TestCase):TestDayCounterFromName33,759
    def test_create_simple_daycounter_from_name(self):test_create_simple_daycounter_from_name35,809
    def test_create_daycounter_with_convention_from_name(self):test_create_daycounter_with_convention_from_name51,1325
class TestActualActual(unittest.TestCase):TestActualActual70,2040
    def setUp(self):setUp72,2084
    def test_first_example_isda(self):test_first_example_isda79,2289
    def test_first_example_isma(self):test_first_example_isma88,2510
    def test_first_example_afb(self):test_first_example_afb97,2765
    def test_short_calculation_first_period_isda(self):test_short_calculation_first_period_isda106,2984
    def test_short_calculation_first_period_isma(self):test_short_calculation_first_period_isma118,3337
    def test_short_calculation_first_period_afb(self):test_short_calculation_first_period_afb131,3783
    def test_short_calculation_second_period_isda(self):test_short_calculation_second_period_isda143,4134
    def test_short_calculation_second_period_isma(self):test_short_calculation_second_period_isma155,4484
    def test_short_calculation_second_period_afb(self):test_short_calculation_second_period_afb171,4934
    def test_simple(self):test_simple183,5282
    def test_thirty360(self):test_thirty360199,5726
    def test_equality_method(self):test_equality_method213,6057

quantlib/test/test_cython_bug.pyx,271
def test_bond_schedule_today_cython():test_bond_schedule_today_cython23,759
cdef FixedRateBond* get_bond_for_evaluation_date(QlDate& in_date):get_bond_for_evaluation_date39,1201
def test_bond_schedule_anotherday_cython():test_bond_schedule_anotherday_cython91,2554

quantlib/test/test_calendar.py,961
class TestQuantLibCalendar(unittest.TestCase):TestQuantLibCalendar16,685
    def test_calendar_creation(self):test_calendar_creation18,733
    def test_christmas_is_holiday(self):test_christmas_is_holiday32,1170
    def test_is_business_day(self):test_is_business_day40,1327
    def test_joint(self):test_joint50,1643
    def test_business_days_between_dates(self):test_business_days_between_dates68,2276
    def test_holiday_list_acces_and_modification(self):test_holiday_list_acces_and_modification81,2600
    def test_adjust_business_day(self):test_adjust_business_day106,3290
    def test_calendar_date_advance(self):test_calendar_date_advance126,4099
    def test_united_states_calendar(self):test_united_states_calendar140,4651
    def test_german_calendar(self):test_german_calendar152,4981
class TestDateList(unittest.TestCase):TestDateList194,6082
    def test_iteration_on_date_list(self):test_iteration_on_date_list196,6122

quantlib/test/test_interest_rate.py,480
class InterestRateTestCase(unittest.TestCase):InterestRateTestCase9,213
    def setUp(self):setUp11,261
    def test_create_interest_rate_frequency_makes_no_sense(self):test_create_interest_rate_frequency_makes_no_sense15,323
    def test_create_interest_rate_compounded(self):test_create_interest_rate_compounded35,949
    def test_create_interest_rate_compounded_error(self):test_create_interest_rate_compounded_error48,1381
    def test_repr(self):test_repr58,1694

quantlib/test/test_mlab.py,185
class OptionPricerTestCase(unittest.TestCase):OptionPricerTestCase9,217
    def test_heston_pricer(self):test_heston_pricer11,265
    def test_blsprice(self):test_blsprice44,1417

quantlib/test/test_settings.py,503
class SettingsTestCase(unittest.TestCase):SettingsTestCase11,321
    def test_using_settings(self):test_using_settings13,365
    def test_settings_instance_method(self):test_settings_instance_method30,871
    def test_bond_schedule_today(self):test_bond_schedule_today40,1088
    def test_bond_schedule_anotherday(self):test_bond_schedule_anotherday88,2293
    def test_bond_schedule_anotherday_bug_cython_implementation(self):test_bond_schedule_anotherday_bug_cython_implementation137,3580

quantlib/test/test_rate_helpers.py,539
class RateHelpersTestCase(unittest.TestCase):RateHelpersTestCase11,491
    def test_create_deposit_rate_helper(self):test_create_deposit_rate_helper13,538
    def test_create_fra_rate_helper(self):test_create_fra_rate_helper33,1052
    def test_create_futures_rate_helper(self):test_create_futures_rate_helper53,1601
    def test_create_swap_rate_helper_no_classmethod(self):test_create_swap_rate_helper_no_classmethod73,2135
    def test_create_swap_rate_helper_from_index(self):test_create_swap_rate_helper_from_index79,2270

quantlib/test/test_termstructures.py,586
class SimpleQuoteTestCase(unittest.TestCase):SimpleQuoteTestCase23,716
    def test_using_simple_quote(self):test_using_simple_quote25,763
    def test_empty_constructor(self):test_empty_constructor36,990
class YieldTermStructureTestCase(unittest.TestCase):YieldTermStructureTestCase44,1146
    def test_relinkable_structures(self):test_relinkable_structures46,1200
class FlatForwardTestCase(unittest.TestCase):FlatForwardTestCase78,2343
    def setUp(self):setUp80,2390
    def test_reference_evaluation_data_changed(self):test_reference_evaluation_data_changed90,2708

quantlib/test/test_piecewise_yield_curve.py,378
class PiecewiseYieldCurveTestCase(unittest.TestCase):PiecewiseYieldCurveTestCase26,1119
    def test_creation(self):test_creation28,1174
    def test_all_types_of_piecewise_curves(self):test_all_types_of_piecewise_curves82,2709
    def test_deposit_swap(self):test_deposit_swap131,4115
    def test_zero_curve_on_swap_index(self):test_zero_curve_on_swap_index210,6674

quantlib/test/test_bonds.py,328
class BondTestCase(unittest.TestCase):BondTestCase27,914
    def test_pricing_bond(self):test_pricing_bond30,1024
    def test_excel_example_with_fixed_rate_bond(self):test_excel_example_with_fixed_rate_bond122,4092
    def test_excel_example_with_zero_coupon_bond(self):test_excel_example_with_zero_coupon_bond193,6111

quantlib/test/test_payoff.py,135
class PayoffTestCase(unittest.TestCase):PayoffTestCase6,121
    def test_plain_vaniila_payoff(self):test_plain_vaniila_payoff8,163

quantlib/test/test_cds.py,346
def create_helper():create_helper13,439
class SpreadCdsHelperTestCase(unittest.TestCase):SpreadCdsHelperTestCase38,1023
    def test_create_helper(self):test_create_helper40,1074
class PiecewiseDefaultCurveTestCase(unittest.TestCase):PiecewiseDefaultCurveTestCase46,1194
    def test_create_piecewise(self):test_create_piecewise48,1251

quantlib/test/test_process.py,278
def flat_rate(forward, daycounter):flat_rate14,458
class ProcessTestCase(unittest.TestCase):ProcessTestCase23,662
    def setUp(self):setUp25,705
    def test_batest_process(self):test_batest_process53,1334
    def test_heston_process(self):test_heston_process64,1680

quantlib/_index.pxd,0

quantlib/indexes/_swap_index.pxd,66
    cdef cppclass SwapIndex(InterestRateIndex):SwapIndex32,1008

quantlib/indexes/_interest_rate_index.pxd,69
    cdef cppclass InterestRateIndex(Index):InterestRateIndex29,835

quantlib/indexes/libor.pyx,172
cdef class Libor(IborIndex):Libor30,844
    def __cinit__(self):__cinit__37,1054
    def __dealloc__(self):__dealloc__40,1109
    def __init__(self,__init__45,1238

quantlib/indexes/swap_index.pxd,44
cdef class SwapIndex(Index):SwapIndex4,75

quantlib/indexes/interest_rate_index.pyx,142
cdef class InterestRateIndex(Index):InterestRateIndex27,799
    def __cinit__(self):__cinit__28,836
    def __str__(self):__str__31,883

quantlib/indexes/interest_rate_index.pxd,62
cdef class InterestRateIndex(Index):InterestRateIndex12,334

quantlib/indexes/ibor_index.pyx,202
cdef class IborIndex(InterestRateIndex):IborIndex19,535
    def __cinit__(self):__cinit__20,576
cdef class OvernightIndex(IborIndex):OvernightIndex23,615
    def __cinit__(self):__cinit__24,653

quantlib/indexes/swap_index.pyx,175
cdef class SwapIndex(Index):SwapIndex28,897
    def __str__(self):__str__30,927
    def __init__(self, family_name, Period tenor, Natural settlement_days,__init__33,994

quantlib/indexes/ibor_index.pxd,58
cdef class IborIndex(InterestRateIndex):IborIndex12,368

quantlib/indexes/libor.pxd,42
cdef class Libor(IborIndex):Libor12,351

quantlib/indexes/euribor.pyx,174
cdef class Euribor(IborIndex):Euribor19,591
    def __init__(self):__init__20,622
cdef class Euribor6M(Euribor):Euribor6M23,668
    def __init__(self):__init__24,699

quantlib/indexes/_libor.pxd,49
    cdef cppclass Libor(IborIndex):Libor28,873

quantlib/indexes/_ibor_index.pxd,134
    cdef cppclass IborIndex(InterestRateIndex):IborIndex33,1054
    cdef cppclass OvernightIndex(IborIndex):OvernightIndex60,2077

quantlib/indexes/euribor.pxd,90
cdef class Euribor(IborIndex):Euribor3,52
cdef class Euribor6M(Euribor):Euribor6M6,93

quantlib/indexes/_euribor.pxd,108
    cdef cppclass Euribor(IborIndex):Euribor11,328
    cdef cppclass Euribor6M(Euribor):Euribor6M14,384

quantlib/processes/_stochastic_process.pxd,0

quantlib/processes/black_scholes_process.pxd,79
cdef class GeneralizedBlackScholesProcess:GeneralizedBlackScholesProcess4,80

quantlib/processes/heston_process.pyx,989
        PARTIALTRUNCATION = _hp.PartialTruncationPARTIALTRUNCATION13,403
        FULLTRUNCATION = _hp.FullTruncationFULLTRUNCATION14,453
        REFLECTION = _hp.ReflectionREFLECTION15,497
        NONCENTRALCHISQUAREVARIANCE = _hp.NonCentralChiSquareVarianceNONCENTRALCHISQUAREVARIANCE16,533
        QUADRATICEXPONENTIAL = _hp.QuadraticExponentialQUADRATICEXPONENTIAL17,603
        QUADRATICEXPONENTIALMARTINGALE = _hp.QuadraticExponentialMartingaleQUADRATICEXPONENTIALMARTINGALE18,659
cdef class HestonProcess:HestonProcess20,736
    def __cinit__(self):__cinit__31,1064
    def __dealloc(self):__dealloc34,1103
    def __init__(self,__init__39,1230
    def __str__(self):__str__75,2389
    def size(self):size80,2562
        def __get__(self):__get__84,2642
        def __get__(self):__get__88,2732
        def __get__(self):__get__92,2825
        def __get__(self):__get__96,2920
        def __get__(self):__get__100,3015
    def s0(self):s0103,3090

quantlib/processes/bates_process.pyx,854
        PARTIALTRUNCATION = _hp.PartialTruncationPARTIALTRUNCATION23,744
        FULLTRUNCATION = _hp.FullTruncationFULLTRUNCATION24,794
        REFLECTION = _hp.ReflectionREFLECTION25,838
        NONCENTRALCHISQUAREVARIANCE = _hp.NonCentralChiSquareVarianceNONCENTRALCHISQUAREVARIANCE26,874
        QUADRATICEXPONENTIAL = _hp.QuadraticExponentialQUADRATICEXPONENTIAL27,944
        QUADRATICEXPONENTIALMARTINGALE = _hp.QuadraticExponentialMartingaleQUADRATICEXPONENTIALMARTINGALE28,1000
cdef class BatesProcess(HestonProcess):BatesProcess30,1077
    def __cinit__(self):__cinit__32,1118
    def __dealloc(self):__dealloc35,1157
    def __init__(self,__init__38,1196
    def __str__(self):__str__76,2414
        def __get__(self):__get__82,2684
        def __get__(self):__get__86,2811
        def __get__(self):__get__90,2925

quantlib/processes/bates_process.pxd,60
cdef class BatesProcess(HestonProcess):BatesProcess12,342

quantlib/processes/heston_process.pxd,45
cdef class HestonProcess:HestonProcess4,80

quantlib/processes/black_scholes_process.pyx,486
cdef class GeneralizedBlackScholesProcess:GeneralizedBlackScholesProcess13,521
    def __cinit__(self):__cinit__15,565
    def __dealloc__(self):__dealloc__18,620
cdef class BlackScholesProcess(GeneralizedBlackScholesProcess):BlackScholesProcess22,716
    def __init__(self, Quote x0, YieldTermStructure risk_free_ts,__init__24,781
cdef class BlackScholesMertonProcess(GeneralizedBlackScholesProcess):BlackScholesMertonProcess47,1616
    def __init__(self,__init__49,1687

quantlib/processes/api.py,0

quantlib/processes/_heston_process.pxd,68
    cdef cppclass BatesProcess(HestonProcess):BatesProcess51,1675

quantlib/processes/_black_scholes_process.pxd,208
    cdef cppclass BlackScholesProcess(GeneralizedBlackScholesProcess):BlackScholesProcess18,678
    cdef cppclass BlackScholesMertonProcess(GeneralizedBlackScholesProcess):BlackScholesMertonProcess26,932

quantlib/math/_optimization.pxd,84
    cdef cppclass LevenbergMarquardt(OptimizationMethod):LevenbergMarquardt14,300

quantlib/math/optimization.pyx,544
cdef class OptimizationMethod:OptimizationMethod9,136
    def __cinit__(self):__cinit__10,167
    def __dealloc__(self):__dealloc__13,222
cdef class LevenbergMarquardt(OptimizationMethod):LevenbergMarquardt17,319
    def __init__(self, double epsfcn=1e-8, double xtol=1e-8, double gtol=1e-8):__init__19,371
cdef class EndCriteria:EndCriteria28,649
    def __cinit__(self):__cinit__30,674
    def __dealloc__(self):__dealloc__33,729
    def __init__(self, int max_iterations, int max_stationary_state_iterations,__init__36,770

quantlib/math/optimization.pxd,97
cdef class OptimizationMethod:OptimizationMethod5,72
cdef class EndCriteria:EndCriteria9,160

quantlib/math/_interpolations.pxd,0

quantlib/termstructures/default_term_structure.pyx,130
cdef class DefaultProbabilityTermStructure: #not inheriting from TermStructure at this pointDefaultProbabilityTermStructure6,83

quantlib/termstructures/credit/_credit_helpers.pxd,155
    cdef cppclass CdsHelper(RelativeDateDefaultProbabilityHelper):CdsHelper33,1325
    cdef cppclass SpreadCdsHelper(CdsHelper):SpreadCdsHelper49,2059

quantlib/termstructures/credit/default_probability_helpers.pxd,99
cdef class CdsHelper:CdsHelper4,111
cdef class SpreadCdsHelper(CdsHelper):SpreadCdsHelper7,179

quantlib/termstructures/credit/piecewise_default_curve.pyx,429
VALID_TRAITS = ['HazardRate', 'DefaultDensity', 'SurvivalProbability']VALID_TRAITS20,641
VALID_INTERPOLATORS = ['Linear', 'LogLinear', 'BackwardFlat']VALID_INTERPOLATORS21,712
cdef class PiecewiseDefaultCurve:PiecewiseDefaultCurve24,776
    def __init__(self, str trait, str interpolator, Date reference_date,__init__27,812
    def survival_probability(self, Date d, bool extrapolate=False):survival_probability67,2337

quantlib/termstructures/credit/api.py,0

quantlib/termstructures/credit/default_probability_helpers.pyx,199
cdef class CdsHelper:CdsHelper26,889
cdef class SpreadCdsHelper(CdsHelper):SpreadCdsHelper39,1391
    def __init__(self, float running_spread, Period tenor, int settlement_days,__init__42,1490

quantlib/termstructures/credit/piecewise_default_curve.pxd,62
cdef class PiecewiseDefaultCurve:PiecewiseDefaultCurve4,134

quantlib/termstructures/credit/_piecewise_default_curve.pxd,121
    cdef shared_ptr[DefaultProbabilityTermStructure] credit_term_structure_factory(credit_term_structure_factory28,909

quantlib/termstructures/_default_term_structure.pxd,0

quantlib/termstructures/volatility/equityfx/black_vol_term_structure.pyx,305
cdef class BlackVolTermStructure:BlackVolTermStructure9,225
    def __cinit__(self):__cinit__11,260
    def __dealloc__(self):__dealloc__14,315
    def __init__(self):__init__18,411
cdef class BlackConstantVol(BlackVolTermStructure):BlackConstantVol24,542
    def __init__(self,__init__26,595

quantlib/termstructures/volatility/equityfx/_black_vol_term_structure.pxd,178
    cdef cppclass BlackVolTermStructure(VolatilityTermStructure):BlackVolTermStructure22,637
    cdef cppclass BlackConstantVol(BlackVolTermStructure):BlackConstantVol32,972

quantlib/termstructures/volatility/equityfx/black_vol_term_structure.pxd,61
cdef class BlackVolTermStructure:BlackVolTermStructure4,82

quantlib/termstructures/volatility/api.py,0

quantlib/termstructures/_helpers.pxd,102
    cdef cppclass RelativeDateBootstrapHelper[T](BootstrapHelper):RelativeDateBootstrapHelper25,728

quantlib/termstructures/_yield_term_structure.pxd,176
        Simple = 0Simple27,826
        Compounded = 1Compounded28,845
        Continuous = 2Continuous29,868
        SimpleThenCompounded = 3SimpleThenCompounded30,891

quantlib/termstructures/yields/_piecewise_yield_curve.pxd,94
    cdef shared_ptr[YieldTermStructure] term_structure_factory(term_structure_factory24,708

quantlib/termstructures/yields/rate_helpers.pxd,103
cdef class RateHelper:RateHelper4,70
cdef class RelativeDateRateHelper:RelativeDateRateHelper7,140

quantlib/termstructures/yields/yield_term_structure.pxd,56
cdef class YieldTermStructure:YieldTermStructure5,122

quantlib/termstructures/yields/zero_curve.pyx,137
cdef class ZeroCurve(YieldTermStructure):ZeroCurve12,311
    def __init__(self, dates, yields, DayCounter daycounter):__init__14,354

quantlib/termstructures/yields/piecewise_yield_curve.pyx,430
VALID_TRAITS = ['discount', 'forward', 'zero']VALID_TRAITS18,538
VALID_INTERPOLATORS = ['loglinear', 'linear', 'spline']VALID_INTERPOLATORS19,585
def term_structure_factory(str traits, str interpolator, Date settlement_date,term_structure_factory21,642
cdef class PiecewiseYieldCurve(YieldTermStructure):PiecewiseYieldCurve61,2127
    def __init__(self, str trait, str interpolator, Date settlement_date,__init__81,2770

quantlib/termstructures/yields/_zero_curve.pxd,66
    cdef cppclass ZeroCurve(YieldTermStructure):ZeroCurve14,340

quantlib/termstructures/yields/yield_term_structure.pyx,501
cdef class YieldTermStructure:YieldTermStructure21,576
    def __cinit__(self):__cinit__26,701
    def __dealloc__(self):__dealloc__31,824
    def __init__(self, relinkable=True):__init__38,1003
    def link_to(self, YieldTermStructure structure):link_to51,1568
    def zero_rate(self, Date date, DayCounter day_counter, int compounding, int frequency=Annual, extrapolate=False):zero_rate59,1821
    def discount(self, value):discount103,3597
        def __get__(self):__get__129,4507

quantlib/termstructures/yields/flat_forward.pxd,63
cdef class FlatForward(YieldTermStructure):FlatForward16,489

quantlib/termstructures/yields/flat_forward.pyx,171
cdef class FlatForward(YieldTermStructure):FlatForward27,836
    def __init__(self, Date reference_date=None, forward=None, DayCounter daycounter=None,__init__52,1730

quantlib/termstructures/yields/api.py,0

quantlib/termstructures/yields/rate_helpers.pyx,1281
cdef class RateHelper:RateHelper31,1015
    def __cinit__(self):__cinit__33,1039
    def __dealloc__(self):__dealloc__36,1094
        def __get__(self):__get__42,1243
        def __get__(self):__get__49,1547
cdef class RelativeDateRateHelper:RelativeDateRateHelper53,1630
    def __cinit__(self):__cinit__55,1666
    def __dealloc__(self):__dealloc__58,1721
        def __get__(self):__get__64,1870
        def __get__(self):__get__71,2174
cdef class DepositRateHelper(RateHelper):DepositRateHelper75,2257
    def __init__(self, Rate quote, Period tenor=None, Natural fixing_days=0,__init__78,2361
cdef class SwapRateHelper(RelativeDateRateHelper):SwapRateHelper104,3319
    def __init__(self, from_classmethod=False):__init__106,3371
    cdef set_ptr(self, shared_ptr[_rh.RelativeDateRateHelper]* ptr):set_ptr119,4008
    def from_tenor(cls, float rate, Period tenor,from_tenor123,4123
    def from_index(cls, float rate, SwapIndex index):from_index164,5738
cdef class FraRateHelper(RelativeDateRateHelper):FraRateHelper184,6327
    def __init__(self, Quote rate, Natural months_to_start,__init__187,6437
cdef class FuturesRateHelper(RateHelper):FuturesRateHelper207,7179
    def __init__(self, Quote rate, Date imm_date,__init__210,7295

quantlib/termstructures/yields/_rate_helpers.pxd,311
    cdef cppclass DepositRateHelper(RateHelper):DepositRateHelper34,1226
    cdef cppclass FraRateHelper(RelativeDateRateHelper):FraRateHelper55,2137
    cdef cppclass SwapRateHelper(RelativeDateRateHelper):SwapRateHelper66,2552
    cdef cppclass FuturesRateHelper(RateHelper):FuturesRateHelper105,4236

quantlib/termstructures/yields/_flat_forward.pxd,247
        Simple = 0Simple29,892
        Compounded = 1Compounded30,911
        Continuous = 2Continuous31,934
        SimpleThenCompounded = 3SimpleThenCompounded32,957
    cdef cppclass FlatForward(YieldTermStructure):FlatForward36,1073

quantlib/compounding.py,253
Simple = 0                 # 1+rtSimple2,13
Compounded = 1             # (1+r)^tCompounded3,47
Continuous = 2             # e^{rt}Continuous4,84
SimpleThenCompounded = 3   # Simple up to the first period then CompoundedSimpleThenCompounded5,120

quantlib/instruments/_payoffs.pxd,213
    cdef cppclass TypePayoff(Payoff):TypePayoff18,378
    cdef cppclass StrikedTypePayoff(TypePayoff):StrikedTypePayoff23,506
    cdef cppclass PlainVanillaPayoff(StrikedTypePayoff):PlainVanillaPayoff28,662

quantlib/instruments/_option.pxd,345
    cdef cppclass Option(Instrument):Option20,440
    cdef cppclass OneAssetOption(Option):OneAssetOption27,632
    cdef cppclass VanillaOption(OneAssetOption):VanillaOption36,903
    cdef cppclass DividendVanillaOption(OneAssetOption):DividendVanillaOption46,1188
    cdef cppclass EuropeanOption(VanillaOption):EuropeanOption56,1535

quantlib/instruments/bonds.pyx,783
cdef _bonds.Bond* get_bond(Bond bond):get_bond35,1159
cdef class Bond(Instrument):Bond44,1423
    def __init__(self):__init__56,1765
        def __get__(self):__get__62,1939
        def __get__(self):__get__68,2147
        def __get__(self):__get__74,2366
    def settlement_date(self, Date from_date=None):settlement_date78,2522
        def __get__(self):__get__92,3052
        def __get__(self):__get__98,3232
    def accrued_amount(self, Date date=None):accrued_amount102,3352
cdef class FixedRateBond(Bond):FixedRateBond110,3661
    def __init__(self, int settlement_days, float face_amount,__init__121,3977
cdef class ZeroCouponBond(Bond):ZeroCouponBond161,5890
    def __init__(self, settlement_days, Calendar calendar, face_amount,__init__164,5954

quantlib/instruments/payoffs.pxd,174
cdef class Payoff:Payoff4,58
    cdef set_payoff(self, shared_ptr[_payoffs.Payoff] payoff)set_payoff6,124
cdef class PlainVanillaPayoff(Payoff):PlainVanillaPayoff8,187

quantlib/instruments/instrument.pyx,296
cdef class Instrument:Instrument10,227
    def __cinit__(self):__cinit__12,251
    def __dealloc__(self):__dealloc__16,347
    def set_pricing_engine(self, PricingEngine engine):set_pricing_engine21,476
        def __get__(self):__get__34,887
        def __get__(self):__get__40,1083

quantlib/instruments/_bonds.pxd,172
    cdef cppclass Bond(Instrument):Bond14,437
    cdef cppclass FixedRateBond(Bond):FixedRateBond38,1105
    cdef cppclass ZeroCouponBond(Bond):ZeroCouponBond57,1949

quantlib/instruments/_credit_default_swap.pxd,74
    cdef cppclass CreditDefaultSwap(Instrument):CreditDefaultSwap20,474

quantlib/instruments/instrument.pxd,40
cdef class Instrument:Instrument8,209

quantlib/instruments/_instrument.pxd,0

quantlib/instruments/credit_default_swap.pyx,487
BUYER = _cds.BuyerBUYER29,842
SELLER = _cds.SellerSELLER30,861
cdef _cds.CreditDefaultSwap* _get_cds(CreditDefaultSwap cds):_get_cds32,883
cdef class CreditDefaultSwap(Instrument):CreditDefaultSwap40,1190
    def __init__(self, int side, float notional, float spread, Schedule schedule,__init__59,1719
        def __get__(self):__get__98,3712
        def __get__(self):__get__110,4100
        def __get__(self):__get__115,4206
        def __get__(self):__get__119,4313

quantlib/instruments/_exercise.pxd,286
    cdef cppclass EarlyExercise(Exercise):EarlyExercise27,606
    cdef cppclass AmericanExercise(EarlyExercise):AmericanExercise33,811
    cdef cppclass BermudanExercise(EarlyExercise):BermudanExercise39,1126
    cdef cppclass EuropeanExercise(Exercise):EuropeanExercise43,1286

quantlib/instruments/api.py,0

quantlib/instruments/option.pxd,118
cdef class Exercise:Exercise4,59
    cdef set_exercise(self, shared_ptr[_exercise.Exercise] exc)set_exercise6,130

quantlib/instruments/option.pyx,1544
    American = _exercise.AmericanAmerican23,692
    Bermudan  = _exercise.BermudanBermudan24,726
    European = _exercise.EuropeanEuropean25,761
EXERCISE_TO_STR = {EXERCISE_TO_STR27,796
cdef class Exercise:Exercise33,899
    def __cinit__(self):__cinit__35,921
    def __dealloc__(self):__dealloc__38,976
    def __str__(self):__str__43,1105
    cdef set_exercise(self, shared_ptr[_exercise.Exercise] exc):set_exercise46,1210
cdef class EuropeanExercise(Exercise):EuropeanExercise51,1444
    def __init__(self, Date exercise_date):__init__53,1484
cdef class AmericanExercise(Exercise):AmericanExercise60,1711
    def __init__(self, Date latest_exercise_date, Date earliest_exercise_date=None):__init__62,1751
cdef _option.Option* get_option(OneAssetOption option):get_option83,2605
cdef class OneAssetOption(Instrument):OneAssetOption90,2893
    def __init__(self):__init__92,2933
        def __get__(self):__get__99,3126
        def __get__(self):__get__105,3300
    def __str__(self):__str__110,3466
cdef class VanillaOption(OneAssetOption):VanillaOption116,3601
    def __init__(self, PlainVanillaPayoff payoff, Exercise exercise):__init__118,3644
cdef class EuropeanOption(OneAssetOption):EuropeanOption135,4228
    def __init__(self, PlainVanillaPayoff payoff, Exercise exercise):__init__137,4272
cdef class DividendVanillaOption(OneAssetOption):DividendVanillaOption153,4856
    def __init__(self, PlainVanillaPayoff payoff, Exercise exercise, dividend_dates, dividends):__init__156,4986

quantlib/instruments/payoffs.pyx,799
    Put = _option.PutPut8,104
    Call = _option.CallCall9,126
PAYOFF_TO_STR = {Call:'Call', Put:'Put'}PAYOFF_TO_STR12,152
def str_to_option_type(name):str_to_option_type14,194
cdef class Payoff:Payoff21,364
    def __cinit__(self):__cinit__23,384
    def __dealloc__(self):__dealloc__26,439
    def __str__(self):__str__30,535
    cdef set_payoff(self, shared_ptr[_payoffs.Payoff] payoff):set_payoff34,666
cdef _payoffs.PlainVanillaPayoff* _get_payoff(PlainVanillaPayoff payoff):_get_payoff42,996
cdef class PlainVanillaPayoff(Payoff):PlainVanillaPayoff46,1135
    def __init__(self, option_type, float strike, from_qlpayoff=False):__init__67,1649
    def __str__(self):__str__83,2310
        def __get__(self):__get__96,2685
        def __get__(self):__get__100,2784

quantlib/pricingengines/engine.pxd,46
cdef class PricingEngine:PricingEngine6,101

quantlib/pricingengines/_pricing_engine.pxd,0

quantlib/pricingengines/_blackformula.pxd,0

quantlib/pricingengines/_credit.pxd,77
    cdef cppclass MidPointCdsEngine(PricingEngine):MidPointCdsEngine11,365

quantlib/pricingengines/credit.pyx,156
cdef class MidPointCdsEngine(PricingEngine):MidPointCdsEngine23,774
    def __init__(self, PiecewiseDefaultCurve ts, float recovery_rate,__init__25,820

quantlib/pricingengines/vanilla/_vanilla.pxd,912
    cdef cppclass AnalyticEuropeanEngine(PricingEngine):AnalyticEuropeanEngine12,509
    cdef cppclass BaroneAdesiWhaleyApproximationEngine(PricingEngine):BaroneAdesiWhaleyApproximationEngine19,769
    cdef cppclass AnalyticHestonEngine(PricingEngine):AnalyticHestonEngine26,1054
    cdef cppclass BatesEngine(AnalyticHestonEngine):BatesEngine35,1343
    cdef cppclass BatesDetJumpEngine(BatesEngine):BatesDetJumpEngine42,1527
    cdef cppclass BatesDoubleExpEngine(AnalyticHestonEngine):BatesDoubleExpEngine54,1883
    cdef cppclass BatesDoubleExpDetJumpEngine(BatesDoubleExpEngine):BatesDoubleExpDetJumpEngine66,2260
    cdef cppclass AnalyticDividendEuropeanEngine(PricingEngine):AnalyticDividendEuropeanEngine80,2782
    cdef cppclass FDDividendAmericanEngine[T](PricingEngine):FDDividendAmericanEngine87,3083
    cdef cppclass FDAmericanEngine[T](PricingEngine):FDAmericanEngine101,3592

quantlib/pricingengines/vanilla/vanilla.pxd,663
cdef class VanillaOptionEngine(PricingEngine):VanillaOptionEngine6,162
cdef class AnalyticEuropeanEngine(VanillaOptionEngine):AnalyticEuropeanEngine9,258
cdef class BaroneAdesiWhaleyApproximationEngine(VanillaOptionEngine):BaroneAdesiWhaleyApproximationEngine12,324
cdef class AnalyticHestonEngine(PricingEngine):AnalyticHestonEngine15,404
cdef class BatesEngine(AnalyticHestonEngine):BatesEngine18,462
cdef class BatesDetJumpEngine(BatesEngine):BatesDetJumpEngine21,518
cdef class BatesDoubleExpEngine(AnalyticHestonEngine):BatesDoubleExpEngine24,572
cdef class BatesDoubleExpDetJumpEngine(BatesDoubleExpEngine):BatesDoubleExpDetJumpEngine27,637

quantlib/pricingengines/vanilla/vanilla.pyx,1855
cdef class VanillaOptionEngine(PricingEngine):VanillaOptionEngine14,562
cdef class AnalyticEuropeanEngine(VanillaOptionEngine):AnalyticEuropeanEngine18,620
    def __init__(self, GeneralizedBlackScholesProcess process):__init__20,677
cdef class BaroneAdesiWhaleyApproximationEngine(VanillaOptionEngine):BaroneAdesiWhaleyApproximationEngine31,1072
    def __init__(self, GeneralizedBlackScholesProcess process):__init__33,1143
cdef class AnalyticHestonEngine(PricingEngine):AnalyticHestonEngine44,1551
    def __init__(self, HestonModel model, int integration_order=144):__init__46,1600
cdef class BatesEngine(AnalyticHestonEngine):BatesEngine55,1886
    def __init__(self, BatesModel model, int integration_order=144):__init__57,1933
cdef class BatesDetJumpEngine(BatesEngine):BatesDetJumpEngine66,2239
    def __init__(self, BatesDetJumpModel model, int integration_order=144):__init__68,2284
cdef class BatesDoubleExpEngine(AnalyticHestonEngine):BatesDoubleExpEngine75,2589
    def __init__(self, BatesDoubleExpModel model, int integration_order=144):__init__77,2645
cdef class BatesDoubleExpDetJumpEngine(BatesDoubleExpEngine):BatesDoubleExpDetJumpEngine84,2956
    def __init__(self, BatesDoubleExpDetJumpModel model, int integration_order=144):__init__86,3019
cdef class AnalyticDividendEuropeanEngine(PricingEngine):AnalyticDividendEuropeanEngine94,3352
    def __init__(self, GeneralizedBlackScholesProcess process):__init__96,3411
cdef class FDDividendAmericanEngine(PricingEngine):FDDividendAmericanEngine108,3815
    def __init__(self, scheme, GeneralizedBlackScholesProcess process, timesteps, gridpoints):__init__110,3868
cdef class FDAmericanEngine(PricingEngine):FDAmericanEngine125,4507
    def __init__(self, scheme, GeneralizedBlackScholesProcess process, timesteps, gridpoints):__init__127,4552

quantlib/pricingengines/vanilla/mcvanillaengine.pxd,65
cdef class MCVanillaEngine(PricingEngine):MCVanillaEngine5,154

quantlib/pricingengines/vanilla/_mcvanillaengine.pxd,99
    cdef shared_ptr[_pe.PricingEngine] mc_vanilla_engine_factory(mc_vanilla_engine_factory22,643

quantlib/pricingengines/vanilla/mcvanillaengine.pyx,235
VALID_TRAITS = ['MCEuropeanHestonEngine',]VALID_TRAITS20,580
VALID_RNG = ['PseudoRandom',]VALID_RNG21,623
cdef class MCVanillaEngine(PricingEngine):MCVanillaEngine23,654
    def __init__(self, str trait, str RNG,__init__25,698

quantlib/pricingengines/bond.pyx,153
cdef class DiscountingBondEngine(PricingEngine):DiscountingBondEngine20,617
    def __init__(self, YieldTermStructure discount_curve):__init__22,667

quantlib/pricingengines/blackformula.pyx,212
STR_TO_OPTION_TYPE = {'C': Call, 'P':Put}STR_TO_OPTION_TYPE12,246
def blackFormula(option_type, Real strike,blackFormula14,289
def blackFormulaImpliedStdDev(cp, Real strike,blackFormulaImpliedStdDev56,1370

quantlib/pricingengines/swap.pyx,141
cdef class DiscountingSwapEngine(PricingEngine):DiscountingSwapEngine11,414
    def __init__(self, YieldTermStructure ts):__init__13,464

quantlib/pricingengines/engine.pyx,129
cdef class PricingEngine:PricingEngine1,0
    def __cinit__(self):__cinit__4,79
    def __dealloc__(self):__dealloc__7,134

quantlib/pricingengines/_bond.pxd,85
    cdef cppclass DiscountingBondEngine(PricingEngine):DiscountingBondEngine25,708

quantlib/pricingengines/api.py,0

quantlib/pricingengines/_swap.pxd,85
    cdef cppclass DiscountingSwapEngine(PricingEngine):DiscountingSwapEngine10,285

quantlib/time/calendars/null_calendar.pyx,96
cdef class NullCalendar(Calendar):NullCalendar5,101
    def __cinit__(self):__cinit__13,324

quantlib/time/calendars/germany.pyx,362
SETTLEMENT = 0SETTLEMENT5,139
FrankfurtStockExchange = 1 # Frankfurt stock-exchangeFrankfurtStockExchange6,154
XETRA = 2                  # XetraXETRA7,208
EUREX = 3                  # EurexEUREX8,243
EUWAX = 4                  # EuwaxEUWAX9,278
cdef class Germany(Calendar):Germany11,314
    def __cinit__(self, market=SETTLEMENT):__cinit__15,379

quantlib/time/calendars/_united_kingdom.pxd,64
    cdef cppclass UnitedKingdom(Calendar):UnitedKingdom12,293

quantlib/time/calendars/_null_calendar.pxd,61
    cdef cppclass NullCalendar(Calendar):NullCalendar4,123

quantlib/time/calendars/united_kingdom.pyx,254
    SETTLEMENT = _uk.SettlementSETTLEMENT6,171
    EXCHANGE   = _uk.ExchangeEXCHANGE7,203
    METALS     = _uk.MetalsMETALS8,233
cdef class UnitedKingdom(Calendar):UnitedKingdom10,262
    def __cinit__(self, market=SETTLEMENT):__cinit__53,1807

quantlib/time/calendars/united_states.pyx,430
    SETTLEMENT     = _us.Settlement # generic settlement calendarSETTLEMENT6,170
    NYSE           = _us.NYSE # New York stock exchange calendarNYSE7,236
    GOVERNMENTBOND = _us.GovernmentBond # government-bond calendarGOVERNMENTBOND8,301
    NERC           = _us.NERC # off-peak days for NERCNERC9,368
cdef class UnitedStates(Calendar):UnitedStates11,424
    def __cinit__(self, market=SETTLEMENT):__cinit__86,3498

quantlib/time/calendars/_united_states.pxd,62
    cdef cppclass UnitedStates(Calendar):UnitedStates13,308

quantlib/time/calendars/jointcalendar.pxd,55
cdef class JointCalendar(Calendar):JointCalendar3,46

quantlib/time/calendars/_jointcalendar.pxd,64
    cdef cppclass JointCalendar(Calendar):JointCalendar18,659

quantlib/time/calendars/_germany.pxd,52
    cdef cppclass Germany(Calendar):Germany14,318

quantlib/time/calendars/jointcalendar.pyx,316
    JOINHOLIDAYS = _jc.JoinHolidaysJOINHOLIDAYS7,226
    JOINBUSINESSDAYS = _jc.JoinBusinessDaysJOINBUSINESSDAYS8,262
cdef class JointCalendar(Calendar):JointCalendar10,307
    def __cinit__(self, Calendar c1, Calendar c2, int jc = JOINHOLIDAYS):__cinit__18,565
    def __dealloc__(self):__dealloc__23,822

quantlib/time/schedule.pxd,35
cdef class Schedule:Schedule3,19

quantlib/time/schedule.pyx,862
    Backward       = _schedule.BackwardBackward14,307
    Forward        = _schedule.ForwardForward16,402
    Zero           = _schedule.ZeroZero19,520
    ThirdWednesday = _schedule.ThirdWednesdayThirdWednesday23,706
    Twentieth      = _schedule.TwentiethTwentieth27,934
    TwentiethIMM   = _schedule.TwentiethIMMTwentiethIMM31,1138
    OldCDS         = _schedule.OldCDSOldCDS34,1298
    CDS            = _schedule.CDSCDS37,1415
cdef class Schedule:Schedule39,1451
    def __init__(self, Date effective_date, Date termination_date,__init__43,1504
    def __dealloc__(self):__dealloc__60,2257
    def dates(self):dates66,2383
    def next_date(self, Date reference_date):next_date72,2535
    def previous_date(self, Date reference_date):previous_date78,2730
    def size(self):size84,2933
    def at(self, int index):at87,2990

quantlib/time/daycounter.pyx,1155
cdef class DayCounter:DayCounter9,236
    def __cinit__(self, *args):__cinit__15,450
    def name(self):name18,496
    def year_fraction(self, Date date1, Date date2, Date ref_start=None,year_fraction21,561
    def day_count(self, Date date1, Date date2):day_count41,1285
    def __richcmp__(self, other_counter, val):__richcmp__47,1558
    def from_name(cls, name):from_name67,2154
def _get_daycounter_type_from_name(name):_get_daycounter_type_from_name79,2578
cdef _daycounter.DayCounter* daycounter_from_name(str name, str convention):daycounter_from_name91,2910
cdef class Actual360(DayCounter):Actual360116,3805
    def __cinit__(self, *args):__cinit__118,3840
cdef class Actual365Fixed(DayCounter):Actual365Fixed122,3952
    def __cinit__(self, *args):__cinit__124,3992
cdef class Business252(DayCounter):Business252128,4109
    def __cinit__(self, *args, calendar=None):__cinit__130,4146
cdef class OneDayCounter(DayCounter):OneDayCounter138,4469
    def __cinit__(self, *args):__cinit__140,4508
cdef class SimpleDayCounter(DayCounter):SimpleDayCounter143,4623
    def __cinit__(self, *args):__cinit__145,4665

quantlib/time/calendar.pxd,297
cdef class Calendar:Calendar6,68
cdef class TARGET(Calendar):TARGET9,128
cdef class UnitedStates(Calendar):UnitedStates12,167
cdef class UnitedKingdom(Calendar):UnitedKingdom15,212
cdef class DateList:DateList18,258
    cdef _set_dates(self, vector[_date.Date]& dates)_set_dates21,336

quantlib/time/_period.pxd,866
        NoFrequency      = -1 # null frequencyNoFrequency6,137
        Once             = 0  # only once, e.g., a zero-couponOnce7,184
        Annual           = 1  # once a yearAnnual8,247
        Semiannual       = 2  # twice a yearSemiannual9,291
        EveryFourthMonth = 3  # every fourth monthEveryFourthMonth10,336
        Quarterly        = 4  # every third monthQuarterly11,387
        Bimonthly        = 6  # every second monthBimonthly12,437
        Monthly          = 12 # once a monthMonthly13,488
        EveryFourthWeek  = 13 # every fourth weekEveryFourthWeek14,533
        Biweekly         = 26 # every second weekBiweekly15,583
        Weekly           = 52 # once a weekWeekly16,633
        Daily            = 365 # once a dayDaily17,677
        OtherFrequency   = 999 # some other unknown frequencyOtherFrequency18,721

quantlib/time/_date.pxd,1192
        Sunday    = 1Sunday16,311
        Monday    = 2Monday17,333
        Tuesday   = 3Tuesday18,355
        Wednesday = 4Wednesday19,377
        Thursday  = 5Thursday20,399
        Friday    = 6Friday21,421
        Saturday  = 7Saturday22,443
        Sun = 1Sun23,465
        Mon = 2Mon24,481
        Tue = 3Tue25,497
        Wed = 4Wed26,513
        Thu = 5Thu27,529
        Fri = 6Fri28,545
        Sat = 7Sat29,561
        January   = 1January34,658
        February  = 2February35,680
        March     = 3March36,702
        April     = 4April37,724
        May       = 5May38,746
        June      = 6June39,768
        July      = 7July40,790
        August    = 8August41,812
        September = 9September42,834
        October   = 10October43,856
        November  = 11November44,879
        December  = 12December45,902
        Jan = 1Jan46,925
        Feb = 2Feb47,941
        Mar = 3Mar48,957
        Apr = 4Apr49,973
        Jun = 6Jun50,989
        Jul = 7Jul51,1005
        Aug = 8Aug52,1021
        Sep = 9Sep53,1037
        Oct = 10Oct54,1053
        Nov = 11Nov55,1070
        Dec = 12Dec56,1087

quantlib/time/date.pxd,136
cdef class Period:Period17,409
cdef class Date:Date20,475
cdef date.Date date_from_qldate(_date.Date& date)date_from_qldate23,535

quantlib/time/_daycounter.pxd,386
    cdef cppclass Thirty360(DayCounter):Thirty36023,531
    cdef cppclass Actual360(DayCounter):Actual36028,662
    cdef cppclass Actual365Fixed(DayCounter):Actual365Fixed33,798
    cdef cppclass Business252(DayCounter):Business25239,945
    cdef cppclass OneDayCounter(DayCounter):OneDayCounter45,1092
    cdef cppclass SimpleDayCounter(DayCounter):SimpleDayCounter50,1234

quantlib/time/calendar.pyx,1734
    Following         = _calendar.FollowingFollowing21,654
    ModifiedFollowing = _calendar.ModifiedFollowingModifiedFollowing22,698
    Preceding         = _calendar.PrecedingPreceding23,750
    ModifiedPreceding = _calendar.ModifiedPrecedingModifiedPreceding24,794
    Unadjusted        = _calendar.UnadjustedUnadjusted25,846
cdef class Calendar:Calendar27,892
    def __dealloc__(self):__dealloc__37,1335
    def name(self):name42,1464
    def __str__(self):__str__45,1529
    def is_holiday(self, date.Date test_date):is_holiday48,1580
    def is_weekend(self,  int week_day):is_weekend55,1859
    def is_business_day(self, date.Date test_date):is_business_day61,2074
    def is_end_of_month(self, date.Date test_date):is_end_of_month67,2300
    def business_days_between(self, date.Date date1, date.Date date2,business_days_between73,2540
    def end_of_month(self, date.Date current_date):end_of_month84,2962
    def add_holiday(self, date.Date holiday):add_holiday95,3323
    def remove_holiday(self, date.Date holiday):remove_holiday100,3562
    def adjust(self, date.Date given_date, int convention=Following):adjust105,3811
    def advance(self, date.Date given_date, int step=0, int units=-1,advance115,4283
cdef class DateList:DateList143,5468
    def __cinit__(self):__cinit__150,5681
    cdef _set_dates(self, vector[_date.Date]& dates):_set_dates153,5729
    def __dealloc__(self):__dealloc__158,5993
    def __iter__(self):__iter__163,6116
    def __next__(self):__next__166,6161
def holiday_list(Calendar calendar, date.Date from_date, date.Date to_date,holiday_list177,6521
cdef class TARGET(Calendar):TARGET191,6995
    def __cinit__(self):__cinit__207,7397

quantlib/time/api.py,0

quantlib/time/date.pyx,5015
    January   = _date.JanuaryJanuary20,499
    February  = _date.FebruaryFebruary21,529
    March     = _date.MarchMarch22,560
    April     = _date.AprilApril23,588
    May       = _date.MayMay24,616
    June      = _date.JuneJune25,642
    July      = _date.JulyJuly26,669
    August    = _date.AugustAugust27,696
    September = _date.SeptemberSeptember28,725
    October   = _date.OctoberOctober29,757
    November  = _date.NovemberNovember30,787
    December  = _date.DecemberDecember31,818
    Jan = _date.JanJan32,849
    Feb = _date.FebFeb33,869
    Mar = _date.MarMar34,889
    Apr = _date.AprApr35,909
    Jun = _date.JunJun36,929
    Jul = _date.JulJul37,949
    Aug = _date.AugAug38,969
    Sep = _date.SepSep39,989
    Oct = _date.OctOct40,1009
    Nov = _date.NovNov41,1029
    Dec = _date.DecDec42,1049
    Sunday   = _date.SundaySunday45,1096
    Monday   = _date.MondayMonday46,1124
    Tuesday  = _date.TuesdayTuesday47,1152
    Wednesday = _date.WednesdayWednesday48,1181
    Thursday = _date.ThursdayThursday49,1213
    Friday   = _date.FridayFriday50,1243
    Saturday = _date.SaturdaySaturday51,1271
    Sun = _date.SunSun52,1301
    Mon = _date.MonMon53,1321
    Tue = _date.TueTue54,1341
    Wed = _date.WedWed55,1361
    Thu = _date.ThuThu56,1381
    Fri = _date.FriFri57,1401
    Sat = _date.SatSat58,1421
    NoFrequency      = _period.NoFrequency # null frequencyNoFrequency61,1470
    Once             = _period.Once  # only once, e.g., a zero-couponOnce62,1530
    Annual           = _period.Annual  # once a yearAnnual63,1600
    Semiannual       = _period.Semiannual  # twice a yearSemiannual64,1653
    EveryFourthMonth = _period.EveryFourthMonth  # every fourth monthEveryFourthMonth65,1711
    Quarterly        = _period.Quarterly  # every third monthQuarterly66,1781
    Bimonthly        = _period.Bimonthly  # every second monthBimonthly67,1843
    Monthly          = _period.Monthly # once a monthMonthly68,1906
    EveryFourthWeek  = _period.EveryFourthWeek # every fourth weekEveryFourthWeek69,1960
    Biweekly         = _period.Biweekly # every second weekBiweekly70,2027
    Weekly           = _period.Weekly # once a weekWeekly71,2087
    Daily            = _period.Daily # once a dayDaily72,2139
    OtherFrequency   = _period.OtherFrequency # some other unknown frequencyOtherFrequency73,2189
FREQUENCIES = ['NoFrequency', 'Once', 'Annual', 'Semiannual', 'EveryFourthMonth',FREQUENCIES75,2267
_FREQ_DICT = {globals()[name]:name for name in FREQUENCIES}_FREQ_DICT78,2484
def frequency_to_str(Frequency f):frequency_to_str79,2544
cdef class Period:Period94,2900
    def __cinit__(self, *args):__cinit__100,3027
    def __dealloc__(self):__dealloc__108,3412
        def __get__(self):__get__113,3529
        def __get__(self):__get__117,3625
        def __get__(self):__get__121,3724
    def normalize(self):normalize124,3803
    def __sub__(self, value):__sub__128,3905
    def __mul__(self, value):__mul__137,4258
    def __iadd__(self, value):__iadd__153,4788
    def __isub__(self, value):__isub__168,5208
    def __idiv__(self, value):__idiv__183,5628
    def __richcmp__(self, value, t):__richcmp__195,5882
    def __str__(self):__str__216,6508
cdef class Date:Date219,6604
    def __cinit__(self, *args):__cinit__226,6833
    def __dealloc__(self):__dealloc__239,7343
        def __get__(self):__get__245,7492
        def __get__(self):__get__249,7585
        def __get__(self):__get__253,7684
        def __get__(self):__get__257,7779
        def __get__(self):__get__261,7883
        def __get__(self):__get__266,8035
    def __str__(self):__str__269,8114
    def __repr__(self):__repr__274,8354
    def __hash__(self):__hash__277,8409
    def __cmp__(self, date2):__cmp__281,8506
    def __richcmp__(self, date2, int t):__richcmp__295,8886
    def __int__(self):__int__319,9655
    def __add__(self, value):__add__324,9795
    def __iadd__(self, value):__iadd__338,10286
    def __sub__(self, value):__sub__349,10663
    def __isub__(self, value):__isub__362,11173
    def from_datetime(cls, date):from_datetime374,11558
def today():today379,11726
def next_weekday(Date date, int weekday):next_weekday384,11842
def nth_weekday(int size, int weekday, int month, int year):nth_weekday390,12094
def end_of_month(Date date):end_of_month400,12487
def maxdate():maxdate405,12681
def mindate():mindate410,12802
def is_end_of_month(Date date):is_end_of_month415,12925
def is_leap(int year):is_leap419,13070
cdef Date date_from_qldate(QlDate& date):date_from_qldate423,13178
cdef object _pydate_from_qldate(QlDate qdate):_pydate_from_qldate433,13420
cpdef object pydate_from_qldate(Date qdate):pydate_from_qldate442,13671
cdef QlDate _qldate_from_pydate(object pydate):_qldate_from_pydate451,13897
cpdef Date qldate_from_pydate(object pydate):qldate_from_pydate460,14156

quantlib/time/daycounter.pxd,39
cdef class DayCounter:DayCounter3,50

quantlib/time/_calendar.pxd,51
    cdef cppclass TARGET(Calendar):TARGET58,2496

quantlib/time/_schedule.pxd,0

quantlib/time/daycounters/actual_actual.pxd,137
cdef class ActualActual(DayCounter):ActualActual5,100
cdef _daycounter.DayCounter* from_name(str name, str convention)from_name9,148

quantlib/time/daycounters/thirty360.pyx,345
USA           = _th.USAUSA26,965
BONDBASIS     = _th.BondBasisBONDBASIS27,989
EUROPEAN      = _th.EuropeanEUROPEAN28,1019
EUROBONDBASIS = _th.EurobondBasisEUROBONDBASIS29,1048
ITALIAN       = _th.ItalianITALIAN30,1082
cdef class Thirty360(DayCounter):Thirty36032,1111
    def __cinit__(self, convention=BONDBASIS):__cinit__34,1146

quantlib/time/daycounters/actual_actual.pyx,523
    ISMA       = _aa.ISMAISMA20,665
    Bond       = _aa.BondBond21,691
    ISDA       = _aa.ISDAISDA22,717
    Historical = _aa.HistoricalHistorical23,743
    Actual365  = _aa.Actual365Actual36524,775
    AFB        = _aa.AFBAFB25,806
    Euro       = _aa.EuroEuro26,831
CONVENTIONS = {CONVENTIONS28,858
cdef class ActualActual(DayCounter):ActualActual39,1058
    def __cinit__(self, convention=ISMA):__cinit__56,1649
cdef _daycounter.DayCounter* from_name(str name, str convention):from_name61,1806

quantlib/time/daycounters/_thirty360.pxd,58
    cdef cppclass Thirty360(DayCounter):Thirty36015,336

quantlib/time/daycounters/_actual_actual.pxd,64
    cdef cppclass ActualActual(DayCounter):ActualActual15,350

quantlib/reference/names.py,842
EXPIRY_DATE = 'dtExpiry'EXPIRY_DATE7,97
TRADE_DATE = 'dtTrade'TRADE_DATE8,122
SPOT = 'Spot'SPOT10,146
PRICE_BID = 'PBid'PRICE_BID11,160
PRICE_ASK = 'PAsk'PRICE_ASK12,179
PRICE = 'Price'PRICE13,198
INTEREST_RATE = 'iRate'INTEREST_RATE15,215
DIVIDEND_YIELD = 'dRate'DIVIDEND_YIELD16,239
MATURITY_DATE = 'dtMaturity'MATURITY_DATE17,264
OPTION_TYPE = 'Type'OPTION_TYPE21,305
EXERCISE_STYLE = 'Style'EXERCISE_STYLE22,326
STRIKE = 'Strike'STRIKE23,351
ATMVOL = 'ATMVol'ATMVOL24,369
FORWARD = 'Fwd'FORWARD25,387
QUICKDELTA = 'QuickDelta'QUICKDELTA26,403
IVOL_ASK = 'IVAsk'IVOL_ASK28,430
IVOL_BID = 'IVBid'IVOL_BID29,449
IVOL_MID = 'IVMid'IVOL_MID30,468
CALL_OPTION = 'C'CALL_OPTION32,488
PUT_OPTION = 'P'PUT_OPTION33,506
EURO_EXERCISE = 'Euro'EURO_EXERCISE34,523
AMER_EXERCISE = 'Amer'AMER_EXERCISE35,546

quantlib/reference/data_structures.py,128
def option_quotes_template():option_quotes_template16,425
def riskfree_dividend_template():riskfree_dividend_template28,990

quantlib/interest_rate.pxd,43
cdef class InterestRate:InterestRate4,71

quantlib/interest_rate.pyx,416
cdef class InterestRate:InterestRate22,621
    def __dealloc__(self):__dealloc__32,925
    def __cinit__(self, float rate, DayCounter dc, int compounding, int frequency, **kwargs):__cinit__37,1054
        def __get__(self):__get__51,1469
        def __get__(self):__get__55,1569
        def __get__(self):__get__66,1912
        def __get__(self):__get__71,2018
    def __repr__(self):__repr__76,2176

quantlib/_interest_rate.pxd,0

quantlib/quotes.pxd,78
cdef class Quote:Quote4,63
cdef class SimpleQuote(Quote):SimpleQuote7,123

quantlib/_quote.pxd,57
    cdef cppclass SimpleQuote(Quote):SimpleQuote16,345

quantlib/mlab/option_pricing.py,367
CALL_PREMIUM = 'PremiumC'CALL_PREMIUM25,963
PUT_PREMIUM = 'PremiumP'PUT_PREMIUM26,989
def options_to_rates(options, t_min=1./12., n_min=6):options_to_rates28,1015
def heston_pricer(trade_date, options, params, rates, spot):heston_pricer112,3811
def blsprice(spot, strike, risk_free_rate, time, volatility, option_type='Call', dividend=0.0):blsprice166,5540

quantlib/currency.pxd,143
cdef class Currency:Currency12,318
cdef class USDCurrency(Currency):USDCurrency15,378
cdef class EURCurrency(Currency):EURCurrency18,422

quantlib/models/equity/heston_model.pxd,98
cdef class HestonModelHelper:HestonModelHelper15,371
cdef class HestonModel:HestonModel19,456

quantlib/models/equity/_bates_model.pxd,317
    cdef cppclass BatesModel(HestonModel):BatesModel12,317
    cdef cppclass BatesDetJumpModel(BatesModel):BatesDetJumpModel23,679
    cdef cppclass BatesDoubleExpModel(HestonModel):BatesDoubleExpModel35,1045
    cdef cppclass BatesDoubleExpDetJumpModel(BatesDoubleExpModel):BatesDoubleExpDetJumpModel50,1512

quantlib/models/equity/bates_model.pyx,1390
cdef class BatesModel(HestonModel):BatesModel26,836
    def __cinit__(self):__cinit__28,873
    def __init__(self, BatesProcess process):__init__31,928
    def __str__(self):__str__36,1134
    def process(self):process41,1377
        def __get__(self):__get__50,1708
        def __get__(self):__get__54,1821
        def __get__(self):__get__58,1934
cdef class BatesDetJumpModel(BatesModel):BatesDetJumpModel61,2030
    def __cinit__(self):__cinit__63,2073
    def __init__(self, BatesProcess process,__init__66,2128
    def __str__(self):__str__74,2478
        def __get__(self):__get__81,2838
        def __get__(self):__get__85,2972
cdef class BatesDoubleExpModel(HestonModel):BatesDoubleExpModel88,3080
    def __cinit__(self):__cinit__90,3126
    def __init__(self, HestonProcess process,__init__93,3181
    def __str__(self):__str__101,3509
        def __get__(self):__get__108,3819
        def __get__(self):__get__112,3943
        def __get__(self):__get__116,4068
        def __get__(self):__get__120,4190
cdef class BatesDoubleExpDetJumpModel(BatesDoubleExpModel):BatesDoubleExpDetJumpModel123,4291
    def __cinit__(self):__cinit__125,4352
    def __init__(self, HestonProcess process,__init__128,4407
    def __str__(self):__str__136,4801
        def __get__(self):__get__143,5161
        def __get__(self):__get__147,5304

quantlib/models/equity/bates_model.pxd,287
cdef class BatesModel(HestonModel):BatesModel14,452
cdef class BatesDetJumpModel(BatesModel):BatesDetJumpModel17,498
cdef class BatesDoubleExpModel(HestonModel):BatesDoubleExpModel20,550
cdef class BatesDoubleExpDetJumpModel(BatesDoubleExpModel):BatesDoubleExpDetJumpModel23,605

quantlib/models/equity/_heston_model.pxd,82
    cdef cppclass HestonModelHelper(CalibrationHelper):HestonModelHelper38,1171

quantlib/models/equity/heston_model.pyx,1353
    RelativePriceError = _hm.RelativePriceErrorRelativePriceError37,1215
    PriceError = _hm.PriceErrorPriceError38,1263
    ImpliedVolError = _hm.ImpliedVolErrorImpliedVolError39,1295
cdef class HestonModelHelper:HestonModelHelper41,1338
    def __cinit__(self):__cinit__43,1369
    def __dealloc__(self):__dealloc__46,1424
    def __str__(self):__str__51,1558
    def __init__(self,__init__54,1627
    def set_pricing_engine(self, PricingEngine engine):set_pricing_engine88,2792
    def model_value(self):model_value94,3058
    def black_price(self, double volatility):black_price97,3134
    def market_value(self):market_value100,3239
    def calibration_error(self):calibration_error103,3317
    def impliedVolatility(self, Real targetValue,impliedVolatility106,3405
cdef class HestonModel:HestonModel116,3721
    def __cinit__(self):__cinit__118,3746
    def __dealloc__(self):__dealloc__121,3801
    def __init__(self, HestonProcess process):__init__125,3897
    def process(self):process131,4070
        def __get__(self):__get__140,4401
        def __get__(self):__get__144,4496
        def __get__(self):__get__148,4591
        def __get__(self):__get__152,4684
        def __get__(self):__get__156,4774
    def calibrate(self, helpers, OptimizationMethod method, EndCriteriacalibrate159,4846

quantlib/models/equity/dejd.py,524
def jump_times(beta, nb_scenarios, horizon):jump_times9,109
def jump_samples(eta_1, eta_2, prob_up_jump, jump_times, time_steps):jump_samples33,784
    eta_1 = .1eta_172,2035
    eta_2 = .2eta_273,2050
    prob_up_jump = .4prob_up_jump74,2065
    horizon = 3horizon75,2087
    beta = 1beta76,2103
    nb_paths = 5nb_paths77,2116
    time_steps = np.arange(0, horizon, .5)time_steps79,2134
    jt = jump_times(beta, nb_paths, horizon)jt81,2178
    js = jump_samples(eta_1, eta_2, prob_up_jump,js82,2223

quantlib/index.pyx,192
cdef class Index:Index1,0
    def __cinit__(self):__cinit__3,19
    def __init__(self):__init__6,58
    def __dealloc__(self):__dealloc__9,136
       def __get__(self):__get__14,251

quantlib/types.pxi,0

quantlib/index.pxd,31
cdef class Index:Index13,371

quantlib/handle.pxd,71
    cdef cppclass RelinkableHandle[T](Handle):RelinkableHandle20,466

quantlib/quotes.pyx,482
cdef class Quote:Quote4,72
    def __cinit__(self):__cinit__6,91
    def __init__(self):__init__9,146
    def __dealloc__(self):__dealloc__14,273
        def __get__(self):__get__19,392
        def __get__(self):__get__23,489
cdef class SimpleQuote(Quote):SimpleQuote31,765
    def __init__(self, float value=0.0):__init__33,797
    def __str__(self):__str__36,917
        def __get__(self):__get__40,1025
        def __set__(self, float value):__set__46,1196

quantlib/_currency.pxd,121
    cdef cppclass USDCurrency(Currency):USDCurrency37,923
    cdef cppclass EURCurrency(Currency):EURCurrency42,1054

quantlib/util/converter.py,640
_dayOfWeekName = ['Monday', 'Tuesday', 'Wednesday', 'Thursday',_dayOfWeekName7,141
_monthName = ['January', 'February', 'March', 'April', 'May',_monthName9,255
_shortMonthName = ['jan', 'feb', 'mar', 'apr', 'may', 'jun',_shortMonthName12,419
    (re.compile("([0-9]+)-([A-Za-z]+)-([0-9]{2,4})"),date_re_list18,580
DAYS = 1DAYS33,1011
MONTHS = 2MONTHS34,1020
YEARS = 3YEARS35,1031
def _partition_date(date):_partition_date38,1043
def _parsedate(date):_parsedate65,1677
def pydate_to_qldate(date):pydate_to_qldate90,2238
def df_to_zero_curve(rates, settlement_date, daycounter=Actual365Fixed()):df_to_zero_curve103,2523

quantlib/sim/simulate.pyx,469
cdef simulate_sub(void *tmp, int nbPaths, int nbSteps,simulate_sub27,887
def simulateHeston(HestonModel model, int nbPaths, int nbSteps,simulateHeston39,1363
def simulateBates(BatesModel model, int nbPaths, int nbSteps,simulateBates54,1780
def simulateBatesDetJumpModel(BatesDetJumpModel model, int nbPaths, int nbSteps,simulateBatesDetJumpModel69,2198
def simulateBatesDoubleExpModel(BatesDoubleExpModel model, int nbPaths,simulateBatesDoubleExpModel89,2705

quantlib/sim/simulate.pxd,0

quantlib/currency.pyx,521
cdef class Currency:Currency13,342
    def __cinit__(self):__cinit__14,363
        def __get__(self):__get__18,451
        def __get__(self):__get__22,546
        def __get__(self):__get__26,643
        def __get__(self):__get__30,750
        def __get__(self):__get__34,867
    def __str__(self):__str__37,955
cdef class USDCurrency(Currency):USDCurrency43,1114
    def __cinit__(self):__cinit__44,1148
cdef class EURCurrency(Currency):EURCurrency47,1236
    def __cinit__(self):__cinit__48,1270

quantlib/settings/settings.pyx,481
__quantlib_version__ = QL_VERSION__quantlib_version__19,465
__quantlib_lib_version__ = QL_LIB_VERSION__quantlib_lib_version__20,499
__quantlib_hex_version__ = QL_HEX_VERSION__quantlib_hex_version__21,541
cdef class Settings:Settings23,584
    def __init__(self):__init__25,606
        def __get__(self):__get__30,730
        def __set__(self, date.Date evaluation_date):__set__34,885
        def __get__(self):__get__40,1179
    def instance(cls):instance44,1254

quantlib/settings/settings.pxd,0

setup.py,1266
SUPPORT_CODE_INCLUDE = './cpp_layer'SUPPORT_CODE_INCLUDE16,324
    INCLUDE_DIRS = ['/opt/local/include', '.', SUPPORT_CODE_INCLUDE]INCLUDE_DIRS21,509
    LIBRARY_DIRS = ["/opt/local/lib"]LIBRARY_DIRS22,578
    INCLUDE_DIRS = [INCLUDE_DIRS24,646
    LIBRARY_DIRS = [LIBRARY_DIRS30,816
    QL_LIBRARY = 'QuantLib'QL_LIBRARY34,929
    INCLUDE_DIRS = ['/usr/local/include', '/usr/include', '.', SUPPORT_CODE_INCLUDE]INCLUDE_DIRS37,1060
    LIBRARY_DIRS = ['/usr/local/lib', '/usr/lib', ]LIBRARY_DIRS38,1145
def get_define_macros():get_define_macros43,1353
def get_extra_compile_args():get_extra_compile_args56,1799
def get_extra_link_args():get_extra_link_args64,1957
CYTHON_DIRECTIVES = {"embedsignatur": True}CYTHON_DIRECTIVES72,2118
def collect_extensions():collect_extensions74,2163
    name = 'quantlib',name219,7210
    version = '0.1',version220,7233
    author = 'Didrik Pinte,Patrick Henaff',author221,7254
    license = 'BSD',license222,7298
    packages = find_packages(),packages223,7319
    ext_modules = collect_extensions(),ext_modules224,7351
    cmdclass = {'build_ext': build_ext},cmdclass225,7391
    install_requires = ['distribute', 'cython'],install_requires226,7432
    zip_safe = Falsezip_safe227,7481

examples/settings_with_QL_error.py,603
logger = logging.getLogger(__name__)logger13,401
calendar = TARGET()calendar15,439
date_today      = Date(6,9,2011)date_today17,460
date_payment    = Date(6,12,2000)date_payment18,493
settlement_days = 2settlement_days19,527
quote = SimpleQuote(value=0.03)quote21,548
term_structure = FlatForward(term_structure23,581
    settlement_days = settlement_days,settlement_days24,611
    quote           = quote,quote25,650
    calendar        = NullCalendar(),calendar26,679
    daycounter      = Actual360()daycounter27,717
    df_1 = term_structure.discount(date_payment)df_131,759

examples/scripts/Download_USD_LIBOR.py,974
def get_frb_url(dtStart, dtEnd):get_frb_url24,978
def dataconverter(s):dataconverter33,1394
def good_row(z):good_row46,1607
    fname = os.path.join('..', 'data', 'frb_h15.csv')fname59,1824
        url = get_frb_url(dtStart=date(2000,1,1),url62,1913
                          dtEnd=date(2011,12,20))dtEnd63,1963
        frb_site = urllib.urlopen(url)frb_site64,2013
        text = frb_site.read().strip()text65,2052
        f = open(fname, 'w')f67,2092
    columns_dic = {"RIFLDIY01_N.B":'Swap1Y',columns_dic73,2184
    dc_dict = {i: dataconverter for idc_dict88,2740
    df_libor = read_csv(fname, sep=',', header=0,df_libor93,2859
                    converters=dc_dict,converters95,2960
                    skiprows=[0,1,2,3,4])skiprows96,3000
    df_libor = df_libor.rename(columns=columns_dic)df_libor97,3042
    good_rows = df_libor.apply(good_row, axis=1)good_rows99,3095
    df_libor_good = df_libor[good_rows]df_libor_good101,3145

examples/scripts/HestonSimulation-2.py,1077
def flat_rate(forward, daycounter):flat_rate51,1175
settings = Settings.instance()settings59,1400
settlement_date = today()settlement_date60,1431
daycounter = ActualActual()daycounter63,1501
calendar = NullCalendar()calendar64,1529
interest_rate = .1interest_rate66,1556
dividend_yield = .04dividend_yield67,1575
risk_free_ts = flat_rate(interest_rate, daycounter)risk_free_ts69,1597
dividend_ts = flat_rate(dividend_yield, daycounter)dividend_ts70,1649
s0 = SimpleQuote(100.0)s072,1702
v0 = 0.05v076,1743
kappa = 5.0;kappa77,1753
theta = 0.05;theta78,1766
sigma = 1.0e-4;sigma79,1780
rho = -0.5;rho80,1796
discretization = QUADRATICEXPONENTIALMARTINGALEdiscretization81,1808
process = HestonProcess(risk_free_ts, dividend_ts, s0, v0,process84,1858
paths = 2paths100,2355
steps = 100steps101,2365
horizon = 2horizon102,2377
seed = 12345seed103,2389
model = HestonModel(process)model105,2403
res = simulateHeston(model, paths, steps, horizon,res107,2433
time = res[0,:]time110,2529
simulations = res[1:, :].Tsimulations111,2545

examples/scripts/HestonSimulation.py,1004
def flat_rate(forward, daycounter):flat_rate44,942
settings = Settings.instance()settings52,1137
settlement_date = today()settlement_date53,1168
daycounter = ActualActual()daycounter56,1238
calendar = NullCalendar()calendar57,1266
interest_rate = .1interest_rate59,1293
dividend_yield = .04dividend_yield60,1312
risk_free_ts = flat_rate(interest_rate, daycounter)risk_free_ts62,1334
dividend_ts = flat_rate(dividend_yield, daycounter)dividend_ts63,1386
s0 = SimpleQuote(100.0)s065,1439
v0 = 0.05v069,1480
kappa = 5.0kappa70,1490
theta = 0.05theta71,1502
sigma = 1.0e-4sigma72,1515
rho = -0.5rho73,1530
process = HestonProcess(risk_free_ts, dividend_ts, s0, v0,process75,1542
paths = 20paths93,2026
steps = 100steps94,2037
horizon = 2horizon95,2049
seed = 12345seed96,2061
model = HestonModel(process)model98,2075
res = simulateHeston(model, paths, steps, horizon, seed)res100,2105
time = res[0, :]time102,2163
simulations = res[1:, :].Tsimulations103,2180

examples/scripts/LiborRiskFactors.py,1168
def QLDateTodate(dt):QLDateTodate51,1723
def dateToDate(dt):dateToDate58,1864
def get_term_structure(df_libor, dtObs):get_term_structure73,2338
def zero_curve(ts, days, dtObs):zero_curve156,5071
df_libor = pandas.load(os.path.join('..','data','df_libor.pkl'))df_libor174,5586
dtObs = df_libor.indexdtObs176,5666
dtI = dtObs[range(0, len(dtObs)-1, 60)]dtI178,5690
days = [10, 30, 90, 182, 365, 365*2, 365*3, 365*5, 365*10, 365*15]days179,5730
zc_rate = np.empty((len(dtI), len(days)), dtype='float64')zc_rate183,5847
dt_maturity = np.empty_like(zc_rate, dtype='object')dt_maturity184,5906
    ts = get_term_structure(df_libor, dt)ts187,5989
zc_pca = ml.PCA(np.diff(zc_rate, axis=0))zc_pca205,6529
fig = plt.figure()fig207,6572
ax = fig.add_subplot(121)ax210,6618
dtCalc = dtObs[0]dtCalc213,6669
ts = get_term_structure(df_libor, dtCalc)ts214,6687
dtMin = dtMat[0]dtMin216,6772
dtCalc = dtObs[-1]dtCalc218,6794
ts = get_term_structure(df_libor, dtCalc)ts219,6813
dtMax = dtMat[-1]dtMax221,6898
ax2 = fig.add_subplot(122)ax2231,7117
ttm = np.array(days)/365.0ttm232,7144
leg = ax2.legend(('PC 1', 'PC 2', 'PC 3'))leg234,7258

examples/scripts/heston_calibration.py,822
def dateToQLDate(dt):dateToQLDate46,1284
def dfToZeroCurve(df_rates, dtSettlement, daycounter=Actual365Fixed()):dfToZeroCurve53,1417
def heston_helpers(spot, df_option, dtTrade, df_rates):heston_helpers73,2014
def merge_df(df_option, options, model_name):merge_df131,3795
def heston_calibration(df_option, ival=None):heston_calibration160,4734
    def aggregate(serie):aggregate169,5001
df_options = pandas.load('../data/df_options_SPX_24jan2011.pkl')df_options236,7005
df_heston_cal = heston_calibration(df_options)df_heston_cal237,7070
def calibration_subplot(ax, group, i, model_name):calibration_subplot249,7370
def calibration_plot(title, df_calibration, model_name):calibration_plot264,7836
dtTrade = df_options['dtTrade'][0]dtTrade290,8606
title = 'Heston Model (%s)' % dtTradetitle291,8641

examples/scripts/USD_Deposit_Swap.py,52
def get_frb_url(dtStart, dtEnd):get_frb_url30,888

examples/scripts/SPX_Options.py,355
def ExpiryMonth(s):ExpiryMonth40,1264
spx_symbol = re.compile("\\(SPX(1[0-9])([0-9]{2})([A-Z])([0-9]{3,4})-E\\)")spx_symbol54,1502
def parseSPX(s):parseSPX56,1579
def read_SPX_file(option_data_file):read_SPX_file83,2199
    '../data/SPX-Options-24jan2011.csv'option_data_file132,3692
    df_SPX = read_SPX_file(option_data_file)df_SPX135,3760

examples/scripts/OptionQuotes.py,162
def Compute_IV(optionDataFrame, tMin=0, nMin=0, QDMin=0, QDMax=1, keepOTMData=True):Compute_IV128,4359
        def impvol(cp, strike, premium):impvol200,6883

examples/swap.py,3726
calendar = TARGET()calendar19,901
todaysDate = Date(6,November,2001);todaysDate20,921
settlementDate = Date(8,November,2001);settlementDate22,1006
deposits = { (1,Weeks): 0.0382,deposits25,1063
FRAs = { (3,6): 0.037125,FRAs32,1261
futures = { Date(19,12,2001): 96.2875,futures36,1342
swaps = { (2,Years): 0.037125,swaps45,1650
dayCounter = Actual360()dayCounter63,2163
settlementDays = 2settlementDays64,2188
depositHelpers = [ DepositRateHelper(deposits[(n,unit)],depositHelpers65,2207
dayCounter = Actual360()dayCounter72,2594
settlementDays = 2settlementDays73,2619
fraHelpers = [ FraRateHelper(FRAs[(n,m)],fraHelpers74,2638
dayCounter = Actual360()dayCounter80,2879
months = 3months81,2904
futuresHelpers = [ FuturesRateHelper(futures[d],futuresHelpers82,2915
settlementDays = 2settlementDays88,3179
fixedLegFrequency = AnnualfixedLegFrequency89,3198
fixedLegTenor = Period(1,Years)fixedLegTenor90,3225
fixedLegAdjustment = UnadjustedfixedLegAdjustment91,3257
fixedLegDayCounter = Thirty360()fixedLegDayCounter92,3289
floatingLegFrequency = SemiannualfloatingLegFrequency93,3322
floatingLegTenor = Period(6,Months)floatingLegTenor94,3356
floatingLegAdjustment = ModifiedFollowingfloatingLegAdjustment95,3392
swapHelpers = [ SwapRateHelper.from_tenor(swaps[(n,unit)],swapHelpers96,3434
ts_daycounter = ActualActual(ISDA)ts_daycounter104,3752
helpers = depositHelpers + swapHelpershelpers107,3818
depoSwapCurve = PiecewiseYieldCurve(depoSwapCurve108,3857
helpers = depositHelpers[:2] + futuresHelpers + swapHelpers[1:]helpers112,3965
depoFuturesSwapCurve = PiecewiseYieldCurve(depoFuturesSwapCurve113,4029
helpers = depositHelpers[:3] + fraHelpers + swapHelpershelpers117,4143
depoFraSwapCurve = PiecewiseYieldCurve(depoFraSwapCurve118,4199
discountTermStructure = YieldTermStructure(relinkable=True)discountTermStructure124,4360
forecastTermStructure = YieldTermStructure(relinkable=True)forecastTermStructure125,4420
nominal = 1000000nominal130,4506
length = 5length131,4524
maturity = calendar.advance(settlementDate,length,Years)maturity132,4535
payFixed = TruepayFixed133,4592
fixedLegFrequency = AnnualfixedLegFrequency135,4609
fixedLegAdjustment = UnadjustedfixedLegAdjustment136,4636
fixedLegDayCounter = Thirty360()fixedLegDayCounter137,4668
fixedRate = 0.04fixedRate138,4701
floatingLegFrequency = SemiannualfloatingLegFrequency140,4719
spread = 0.0spread141,4753
fixingDays = 2fixingDays142,4766
index = Euribor6M(forecastTermStructure)index143,4781
floatingLegAdjustment = ModifiedFollowingfloatingLegAdjustment144,4822
floatingLegDayCounter = index.dayCounter()floatingLegDayCounter145,4864
fixedSchedule = Schedule(settlementDate, maturity,fixedSchedule147,4908
floatingSchedule = Schedule(settlementDate, maturity,floatingSchedule151,5115
spot = VanillaSwap(VanillaSwap.Payer, nominal,spot156,5344
forwardStart = calendar.advance(settlementDate,1,Years)forwardStart162,5585
forwardEnd = calendar.advance(forwardStart,length,Years)forwardEnd163,5641
fixedSchedule = Schedule(forwardStart, forwardEnd,fixedSchedule164,5698
floatingSchedule = Schedule(forwardStart, forwardEnd,floatingSchedule168,5905
forward = VanillaSwap(VanillaSwap.Payer, nominal,forward173,6134
swapEngine = DiscountingSwapEngine(discountTermStructure)swapEngine178,6353
def formatPrice(p,digits=2):formatPrice184,6486
def formatRate(r,digits=2):formatRate188,6569
headers = ("term structure", "net present value",headers192,6662
separator = " | "separator194,6758
format = ''format196,6777
width = 0width197,6789
rule = "-" * widthrule205,6978
tab = " " * 8tab207,7019
def report(swap, name):report209,7034

examples/basic_example.py,1528
settings = Settings.instance()settings15,632
calendar = TARGET()calendar16,663
offset = 366offset18,684
todays_date = today() - offsettodays_date20,698
settlement_date = todays_date + 2settlement_date21,729
option_type = Putoption_type26,825
underlying = 36underlying27,843
strike = 40strike28,859
dividend_yield = 0.00dividend_yield29,871
risk_free_rate = 0.06risk_free_rate30,893
volatility = 0.20volatility31,915
maturity = settlement_date + 363maturity32,933
daycounter = Actual365Fixed()daycounter33,966
underlyingH = SimpleQuote(underlying)underlyingH35,997
flat_term_structure = FlatForward(flat_term_structure38,1078
    reference_date=settlement_date,reference_date39,1113
    forward=risk_free_rate,forward40,1149
    daycounter=daycounterdaycounter41,1177
flat_dividend_ts = FlatForward(flat_dividend_ts44,1206
    reference_date=settlement_date,reference_date45,1238
    forward=dividend_yield,forward46,1274
    daycounter=daycounterdaycounter47,1302
flat_vol_ts = BlackConstantVol(flat_vol_ts50,1331
black_scholes_merton_process = BlackScholesMertonProcess(black_scholes_merton_process54,1420
payoff = PlainVanillaPayoff(option_type, strike)payoff58,1549
european_exercise = EuropeanExercise(maturity)european_exercise60,1599
european_option = VanillaOption(payoff, european_exercise)european_option62,1647
method = 'Black-Scholes'method65,1708
analytic_european_engine = AnalyticEuropeanEngine(black_scholes_merton_process)analytic_european_engine66,1733

examples/settings_test.py,799
calendar = TARGET()calendar9,263
settings = Settings()settings10,283
date_today      = Date(6,9,2011)date_today12,306
date_payment    = Date(6,10,2011)date_payment13,339
settlement_days = 2settlement_days14,373
quote = SimpleQuote(value=0.03)quote17,432
term_structure = FlatForward(term_structure19,465
    settlement_days = settlement_days,settlement_days20,495
    quote           = quote,quote21,534
    calendar        = NullCalendar(),calendar22,563
    daycounter      = Actual360()daycounter23,601
df_1 = term_structure.discount(date_payment)df_126,638
date_today = Date(19,9,2011)date_today28,684
date_payment = Date(19,10,2011)date_payment31,752
df_2 = term_structure.discount(date_payment)df_232,784
df_2 = term_structure.discount(date_payment)df_241,1105

examples/option_valuation.py,45
def dividendOption():dividendOption48,2121

examples/simulate_example.py,1370
def flat_rate(forward, daycounter):flat_rate19,607
settings = Settings.instance()settings27,830
settlement_date = today()settlement_date28,861
daycounter = ActualActual()daycounter31,931
calendar = NullCalendar()calendar32,959
interest_rate = .1interest_rate34,986
dividend_yield = .04dividend_yield35,1005
risk_free_ts = flat_rate(interest_rate, daycounter)risk_free_ts37,1027
dividend_ts = flat_rate(dividend_yield, daycounter)dividend_ts38,1079
s0 = SimpleQuote(32.0)s040,1132
v0 = 0.05v044,1172
kappa = 5.0kappa45,1182
theta = 0.05theta46,1194
sigma = 1.0e-4sigma47,1207
rho = -0.5rho48,1222
process = HestonProcess(risk_free_ts, dividend_ts, s0, v0,process50,1234
paths = 200paths55,1377
steps = 200steps56,1389
horizon = 1horizon57,1401
seed = 12345seed58,1413
model = HestonModel(process)model60,1427
res = simulateHeston(model, paths, steps, horizon, seed)res62,1457
time = res[0, :]time64,1515
simulations = res[1:, :].Tsimulations65,1532
ival = {'v0': v0, 'kappa': 3.7, 'theta': v0,ival71,1601
spot = SimpleQuote(1200)spot75,1719
proc_bates = BatesProcess(proc_bates77,1745
model_bates = BatesModel(proc_bates)model_bates82,1933
res_bates = simulateBates(model_bates, paths, steps, horizon, seed)res_bates84,1971
time = res_bates[0, :]time86,2040
simulations = res_bates[1:, :].Tsimulations87,2063

examples/make_zero_coupon.py,693
def QLDateTodate(dt):QLDateTodate35,1161
def dateToDate(dt):dateToDate42,1302
def get_term_structure(df_libor, dtObs):get_term_structure45,1366
def zero_curve(ts, dtObs):zero_curve119,3500
    df_libor = pandas.load('data/df_libor.pkl')df_libor132,3932
    dtObs = df_libor.indexdtObs133,3980
    fig = plt.figure()fig135,4012
    ax = fig.add_subplot(111)ax136,4035
    ts = get_term_structure(df_libor, dtObs[0])ts139,4094
    dtMin = dtMat[0]dtMin141,4185
    ts = get_term_structure(df_libor, dtObs[-1])ts142,4206
    dtMax = dtMat[-1]dtMax144,4299
    dtI = dtObs[range(0, len(dtObs)-1, 100)]dtI151,4440
        ts = get_term_structure(df_libor, dt)ts153,4504

examples/download_libor_rates.py,586
logger = logging.getLogger(__name__)logger22,571
FRB_DATE_FORMAT = '%m/%d/%Y'FRB_DATE_FORMAT25,610
def get_frb_url(start, end):get_frb_url31,858
def good_row(z):good_row43,1120
def load_frb_data(target_file='data/frb_h15.csv'):load_frb_data61,1468
    fname = load_frb_data()fname87,2193
    columns_dic = {columns_dic90,2243
    df_libor = read_csv(df_libor107,2824
    df_libor = df_libor.rename(columns=columns_dic)df_libor113,3008
    good_rows = df_libor.apply(good_row, axis=1)good_rows115,3061
    df_libor_clean = df_libor[good_rows]df_libor_clean117,3115

examples/traits_example.py,928
settings = Settings.instance()settings20,877
calendar = TARGET()calendar21,908
offset = 366offset23,929
todays_date = today() - offsettodays_date25,943
settlement_date = todays_date + 2settlement_date26,974
class OptionValuation(HasTraits):OptionValuation31,1050
    option_type = Enum(Put, Call)option_type34,1110
    underlying = Float(36)underlying35,1144
    strike = Float(40)strike36,1171
    dividend_yield = Range(0.0, 0.5)dividend_yield37,1194
    risk_free_rate = Range(0.0, 0.2)risk_free_rate38,1231
    volatility = Range(0.0, 0.5)volatility39,1268
    maturity = Date(datetime.date.today())maturity40,1301
    daycounter = Actual365Fixed()daycounter41,1344
    option_npv = Property(option_npv43,1379
        depends_on=[depends_on44,1406
    traits_view = View(traits_view52,1650
    def _get_option_npv(self):_get_option_npv61,2004
    model = OptionValuation()model109,3490

examples/american_option.py,77
def main():main22,957
    def report(method, x, dx = None):report60,2099

examples/cds.py,1826
    calendar = TARGET()calendar24,733
    todays_date = Date(15, May, 2007)todays_date26,758
    todays_date = calendar.adjust(todays_date)todays_date28,825
    ts_curve = FlatForward(ts_curve33,946
    recovery_rate = 0.5recovery_rate44,1393
    quoted_spreads = [0.0150, 0.0150, 0.0150, 0.0150 ]quoted_spreads45,1417
    tenors = [Period(i, Months) for i in [3, 6, 12, 24]]tenors46,1472
    maturities = [maturities47,1529
    instruments = []instruments50,1632
        helper = SpreadCdsHelper(helper52,1676
    hazard_rate_structure = PiecewiseDefaultCurve(hazard_rate_structure60,1931
    target = todays_date + Period(1, Years)target74,2405
    nominal = 1000000.0;nominal88,2904
    engine = MidPointCdsEngine(hazard_rate_structure, recovery_rate, ts_curve)engine90,3008
    cds_schedule = Schedule(cds_schedule92,3088
        termination_date_convention=Unadjusted,termination_date_convention94,3182
        date_generation_rule=TwentiethIMMdate_generation_rule95,3230
    cds_3m = CreditDefaultSwap(cds_3m98,3279
    cds_schedule = Schedule(cds_schedule103,3412
        termination_date_convention=Unadjusted,termination_date_convention105,3506
        date_generation_rule=TwentiethIMMdate_generation_rule106,3554
    cds_6m = CreditDefaultSwap(cds_6m109,3603
    cds_schedule = Schedule(cds_schedule114,3736
        termination_date_convention=Unadjusted,termination_date_convention116,3830
        date_generation_rule=TwentiethIMMdate_generation_rule117,3878
    cds_1y = CreditDefaultSwap(cds_1y120,3927
    cds_schedule = Schedule(cds_schedule125,4060
        termination_date_convention=Unadjusted,termination_date_convention127,4154
        date_generation_rule=TwentiethIMMdate_generation_rule128,4202
    cds_2y = CreditDefaultSwap(cds_2y131,4251

examples/bonds.py,1125
todays_date = Date(25, August, 2011)todays_date22,751
settings = Settings.instance()settings25,790
calendar = TARGET()calendar28,861
effective_date = Date(10, Jul, 2006)effective_date29,881
termination_date = calendar.advance(termination_date30,918
settlement_days = 3settlement_days35,1012
face_amount = 100.0face_amount36,1032
coupon_rate = 0.05coupon_rate37,1052
redemption = 100.0redemption38,1071
fixed_bond_schedule = Schedule(fixed_bond_schedule40,1091
issue_date = effective_dateissue_date50,1261
bond = FixedRateBond(bond51,1289
discounting_term_structure = YieldTermStructure(relinkable=True)discounting_term_structure62,1466
flat_term_structure = FlatForward(flat_term_structure63,1531
    settlement_days = 1,settlement_days64,1566
    forward         = 0.044,forward65,1591
    calendar        = NullCalendar(),calendar66,1620
    daycounter      = Actual365Fixed(),daycounter67,1658
    compounding     = Continuous,compounding68,1698
    frequency       = Annual)frequency69,1732
pricing_engine = DiscountingBondEngine(discounting_term_structure)pricing_engine71,1818

examples/calibrate_heston.py,1447
def dateToQLDate(dt):dateToQLDate21,873
def dfToZeroCurve(df, dtSettlement, daycounter=Actual365Fixed()):dfToZeroCurve28,1006
def heston_helpers(df_option, dtTrade=None, df_rates=None, ival=None):heston_helpers41,1393
def merge_df(df_option, options, model_name):merge_df107,3485
def bates_calibration(df_option, dtTrade=None, df_rates=None, ival=None):bates_calibration127,4244
def heston_calibration(df_option, dtTrade=None, df_rates=None, ival=None):heston_calibration172,5652
def batesdetjump_calibration(df_option, dtTrade=None, df_rates=None, ival=None):batesdetjump_calibration218,6995
def batesdoubleexp_calibration(df_option, dtTrade=None, df_rates=None, ival=None):batesdoubleexp_calibration264,8517
def batesdoubleexpdetjump_calibration(df_option, dtTrade=None, df_rates=None, ival=None):batesdoubleexpdetjump_calibration309,9949
df_rates = pandas.load('data/df_rates.pkl')df_rates355,11495
df_option = pandas.load('data/df_SPX_24jan2011.pkl')df_option358,11569
dtTrade = df_option['dtTrade'][0]dtTrade359,11622
    df_output = heston_calibration(df_option, dtTrade,df_output363,11701
    df_output = bates_calibration(df_option, dtTrade,df_output369,11902
   df_output = batesdetjump_calibration(df_option, dtTrade,df_output375,12107
   df_output = batesdoubleexp_calibration(df_option, dtTrade,df_output381,12328
   df_output = batesdoubleexpdetjump_calibration(df_option, dtTrade,df_output387,12562

examples/calibration_plot.py,1208
def calibration_subplot(ax, group, i, model_name):calibration_subplot7,129
def calibration_plot(title, df_calibration, model_name):calibration_plot22,562
  pandas.load('data/df_calibration_output_heston.pkl')df_calibration49,1399
dtTrade = df_calibration['dtTrade'][0]dtTrade50,1454
title = 'Heston Model (%s)' % dtTradetitle51,1493
                   pandas.load('data/df_calibration_output_bates.pkl')df_calibration57,1633
    dtTrade = df_calibration['dtTrade'][0]dtTrade58,1704
    title = 'Bates Model (%s)' % dtTradetitle59,1747
      pandas.load('data/df_calibration_output_batesdetjump.pkl')df_calibration64,1880
    dtTrade = df_calibration['dtTrade'][0]dtTrade65,1945
    title = 'Bates Det Jump Model (%s)' % dtTradetitle66,1988
      pandas.load('data/df_calibration_output_batesdoubleexp.pkl')df_calibration71,2139
    dtTrade = df_calibration['dtTrade'][0]dtTrade72,2206
    title = 'Bates Double Exp Model (%s)' % dtTradetitle73,2249
      pandas.load('data/df_calibration_output_batesdoubleexpdetjump.pkl')df_calibration78,2413
    dtTrade = df_calibration['dtTrade'][0]dtTrade79,2487
    title = 'Bates Double Exp Det Jump Model (%s)' % dtTradetitle80,2530

examples/make_zc.py,323
def get_term_structure(df_libor, dtObs):get_term_structure31,1049
def QLDateTodate(dt):QLDateTodate104,3155
def zero_curve(ts):zero_curve111,3283
    df_libor = pandas.load('data/df_libor.pkl')df_libor123,3676
    dtObs = datetime(2011,12,29)dtObs125,3725
    ts = get_term_structure(df_libor, dtObs)ts127,3759

docs/source/conf.py,755
extensions = ['sphinx.ext.autodoc', 'sphinx.ext.autosummary']extensions28,1053
templates_path = ['_templates']templates_path31,1189
source_suffix = '.rst'source_suffix34,1256
master_doc = 'index'master_doc40,1375
project = u'Quantlib cython wrapper'project43,1438
copyright = u'2011, Didrik Pinte, Patrick Henaff'copyright44,1475
version = '0.1'version51,1727
release = '0.1.1'release53,1793
exclude_patterns = []exclude_patterns67,2280
pygments_style = 'sphinx'pygments_style84,2846
html_theme = 'default'html_theme94,3145
html_static_path = ['_static']html_static_path123,4229
htmlhelp_basename = 'Quantlibcythonwrapperdoc'htmlhelp_basename167,5655
latex_documents = [latex_documents180,6067
man_pages = [man_pages213,7011