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quantlib.js
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Globals
"ql/instruments/index"
External module "ql/instruments/index"
Index
References
Asset
OrNothing
Payoff
Asset
Swap
Average
Average
Basket
Payoff
BMASwap
BTP
Barrier
Barrier
Option
Barrier
Option
Engine
Basket
Option
Basket
Payoff
Bond
CCTEU
CPIBond
CPICap
Floor
CPISwap
Callability
Callability
Schedule
Cap
Cap
Floor
Cap
Floor
Engine
Cash
OrNothing
Payoff
Claim
Cliquet
Option
Cms
Rate
Bond
Collar
Composite
Instrument
Continuous
Averaging
Asian
Option
Continuous
Fixed
Lookback
Option
Continuous
Floating
Lookback
Option
Continuous
Partial
Fixed
Lookback
Option
Continuous
Partial
Floating
Lookback
Option
Credit
Default
Swap
Discrete
Averaging
Asian
Option
Dividend
Barrier
Option
Dividend
Schedule
Dividend
Vanilla
Option
Dividend
Vanilla
Option
Engine
Double
Sticky
Ratchet
Payoff
European
Option
Face
Value
Accrual
Claim
Face
Value
Claim
Fixed
Rate
Bond
Fixed
Rate
Bond
Forward
Float
Float
Swap
Float
Float
Swaption
Floating
Rate
Bond
Floating
Type
Payoff
Floor
Forward
Forward
Option
Arguments
Forward
Rate
Agreement
Forward
Type
Payoff
Forward
Vanilla
Option
Futures
Gap
Payoff
Implied
Volatility
Helper
Make
Cap
Floor
Make
Cms
Make
Credit
Default
Swap
MakeOIS
Make
Swaption
Make
Vanilla
Swap
Make
YoYInflation
Cap
Floor
Max
Basket
Payoff
Min
Basket
Payoff
Multi
Asset
Option
Nonstandard
Swap
Nonstandard
Swaption
Null
Payoff
One
Asset
Option
Overnight
Indexed
Swap
Percentage
Strike
Payoff
Plain
Vanilla
Payoff
Price
Error
Quanto
Barrier
Option
Quanto
Barrier
Option
Engine
Quanto
Forward
Vanilla
Option
Quanto
Forward
Vanilla
Option
Engine
Quanto
Option
Results
Quanto
Vanilla
Option
Quanto
Vanilla
Option
Engine
Ratchet
Max
Payoff
Ratchet
Min
Payoff
Ratchet
Payoff
Rendistato
Basket
Rendistato
Calculator
Rendistato
Equivalent
Swap
Length
Quote
Rendistato
Equivalent
Swap
Spread
Quote
Settlement
Spread
Basket
Payoff
Sticky
Max
Payoff
Sticky
Min
Payoff
Sticky
Payoff
Stock
Striked
Type
Payoff
Super
Fund
Payoff
Super
Share
Payoff
Swap
Swaption
Swaption
Engine
Swing
Exercise
Type
Payoff
Vanilla
Forward
Payoff
Vanilla
Option
Vanilla
Option
Engine
Vanilla
Storage
Option
Vanilla
Swap
Vanilla
Swing
Option
Variance
Swap
Year
OnYear
Inflation
Swap
YoYInflation
Cap
YoYInflation
Cap
Floor
YoYInflation
Collar
YoYInflation
Floor
Zero
Coupon
Bond
Zero
Coupon
Inflation
Swap
References
Asset
OrNothing
Payoff
Re-exports
AssetOrNothingPayoff
Asset
Swap
Re-exports
AssetSwap
Average
Re-exports
Average
Average
Basket
Payoff
Re-exports
AverageBasketPayoff
BMASwap
Re-exports
BMASwap
BTP
Re-exports
BTP
Barrier
Re-exports
Barrier
Barrier
Option
Re-exports
BarrierOption
Barrier
Option
Engine
Re-exports
BarrierOptionEngine
Basket
Option
Re-exports
BasketOption
Basket
Payoff
Re-exports
BasketPayoff
Bond
Re-exports
Bond
CCTEU
Re-exports
CCTEU
CPIBond
Re-exports
CPIBond
CPICap
Floor
Re-exports
CPICapFloor
CPISwap
Re-exports
CPISwap
Callability
Re-exports
Callability
Callability
Schedule
Re-exports
CallabilitySchedule
Cap
Re-exports
Cap
Cap
Floor
Re-exports
CapFloor
Cap
Floor
Engine
Re-exports
CapFloorEngine
Cash
OrNothing
Payoff
Re-exports
CashOrNothingPayoff
Claim
Re-exports
Claim
Cliquet
Option
Re-exports
CliquetOption
Cms
Rate
Bond
Re-exports
CmsRateBond
Collar
Re-exports
Collar
Composite
Instrument
Re-exports
CompositeInstrument
Continuous
Averaging
Asian
Option
Re-exports
ContinuousAveragingAsianOption
Continuous
Fixed
Lookback
Option
Re-exports
ContinuousFixedLookbackOption
Continuous
Floating
Lookback
Option
Re-exports
ContinuousFloatingLookbackOption
Continuous
Partial
Fixed
Lookback
Option
Re-exports
ContinuousPartialFixedLookbackOption
Continuous
Partial
Floating
Lookback
Option
Re-exports
ContinuousPartialFloatingLookbackOption
Credit
Default
Swap
Re-exports
CreditDefaultSwap
Discrete
Averaging
Asian
Option
Re-exports
DiscreteAveragingAsianOption
Dividend
Barrier
Option
Re-exports
DividendBarrierOption
Dividend
Schedule
Re-exports
DividendSchedule
Dividend
Vanilla
Option
Re-exports
DividendVanillaOption
Dividend
Vanilla
Option
Engine
Re-exports
DividendVanillaOptionEngine
Double
Sticky
Ratchet
Payoff
Re-exports
DoubleStickyRatchetPayoff
European
Option
Re-exports
EuropeanOption
Face
Value
Accrual
Claim
Re-exports
FaceValueAccrualClaim
Face
Value
Claim
Re-exports
FaceValueClaim
Fixed
Rate
Bond
Re-exports
FixedRateBond
Fixed
Rate
Bond
Forward
Re-exports
FixedRateBondForward
Float
Float
Swap
Re-exports
FloatFloatSwap
Float
Float
Swaption
Re-exports
FloatFloatSwaption
Floating
Rate
Bond
Re-exports
FloatingRateBond
Floating
Type
Payoff
Re-exports
FloatingTypePayoff
Floor
Re-exports
Floor
Forward
Re-exports
Forward
Forward
Option
Arguments
Re-exports
ForwardOptionArguments
Forward
Rate
Agreement
Re-exports
ForwardRateAgreement
Forward
Type
Payoff
Re-exports
ForwardTypePayoff
Forward
Vanilla
Option
Re-exports
ForwardVanillaOption
Futures
Re-exports
Futures
Gap
Payoff
Re-exports
GapPayoff
Implied
Volatility
Helper
Re-exports
ImpliedVolatilityHelper
Make
Cap
Floor
Re-exports
MakeCapFloor
Make
Cms
Re-exports
MakeCms
Make
Credit
Default
Swap
Re-exports
MakeCreditDefaultSwap
MakeOIS
Re-exports
MakeOIS
Make
Swaption
Re-exports
MakeSwaption
Make
Vanilla
Swap
Re-exports
MakeVanillaSwap
Make
YoYInflation
Cap
Floor
Re-exports
MakeYoYInflationCapFloor
Max
Basket
Payoff
Re-exports
MaxBasketPayoff
Min
Basket
Payoff
Re-exports
MinBasketPayoff
Multi
Asset
Option
Re-exports
MultiAssetOption
Nonstandard
Swap
Re-exports
NonstandardSwap
Nonstandard
Swaption
Re-exports
NonstandardSwaption
Null
Payoff
Re-exports
NullPayoff
One
Asset
Option
Re-exports
OneAssetOption
Overnight
Indexed
Swap
Re-exports
OvernightIndexedSwap
Percentage
Strike
Payoff
Re-exports
PercentageStrikePayoff
Plain
Vanilla
Payoff
Re-exports
PlainVanillaPayoff
Price
Error
Re-exports
PriceError
Quanto
Barrier
Option
Re-exports
QuantoBarrierOption
Quanto
Barrier
Option
Engine
Re-exports
QuantoBarrierOptionEngine
Quanto
Forward
Vanilla
Option
Re-exports
QuantoForwardVanillaOption
Quanto
Forward
Vanilla
Option
Engine
Re-exports
QuantoForwardVanillaOptionEngine
Quanto
Option
Results
Re-exports
QuantoOptionResults
Quanto
Vanilla
Option
Re-exports
QuantoVanillaOption
Quanto
Vanilla
Option
Engine
Re-exports
QuantoVanillaOptionEngine
Ratchet
Max
Payoff
Re-exports
RatchetMaxPayoff
Ratchet
Min
Payoff
Re-exports
RatchetMinPayoff
Ratchet
Payoff
Re-exports
RatchetPayoff
Rendistato
Basket
Re-exports
RendistatoBasket
Rendistato
Calculator
Re-exports
RendistatoCalculator
Rendistato
Equivalent
Swap
Length
Quote
Re-exports
RendistatoEquivalentSwapLengthQuote
Rendistato
Equivalent
Swap
Spread
Quote
Re-exports
RendistatoEquivalentSwapSpreadQuote
Settlement
Re-exports
Settlement
Spread
Basket
Payoff
Re-exports
SpreadBasketPayoff
Sticky
Max
Payoff
Re-exports
StickyMaxPayoff
Sticky
Min
Payoff
Re-exports
StickyMinPayoff
Sticky
Payoff
Re-exports
StickyPayoff
Stock
Re-exports
Stock
Striked
Type
Payoff
Re-exports
StrikedTypePayoff
Super
Fund
Payoff
Re-exports
SuperFundPayoff
Super
Share
Payoff
Re-exports
SuperSharePayoff
Swap
Re-exports
Swap
Swaption
Re-exports
Swaption
Swaption
Engine
Re-exports
SwaptionEngine
Swing
Exercise
Re-exports
SwingExercise
Type
Payoff
Re-exports
TypePayoff
Vanilla
Forward
Payoff
Re-exports
VanillaForwardPayoff
Vanilla
Option
Re-exports
VanillaOption
Vanilla
Option
Engine
Re-exports
VanillaOptionEngine
Vanilla
Storage
Option
Re-exports
VanillaStorageOption
Vanilla
Swap
Re-exports
VanillaSwap
Vanilla
Swing
Option
Re-exports
VanillaSwingOption
Variance
Swap
Re-exports
VarianceSwap
Year
OnYear
Inflation
Swap
Re-exports
YearOnYearInflationSwap
YoYInflation
Cap
Re-exports
YoYInflationCap
YoYInflation
Cap
Floor
Re-exports
YoYInflationCapFloor
YoYInflation
Collar
Re-exports
YoYInflationCollar
YoYInflation
Floor
Re-exports
YoYInflationFloor
Zero
Coupon
Bond
Re-exports
ZeroCouponBond
Zero
Coupon
Inflation
Swap
Re-exports
ZeroCouponInflationSwap
Globals
"ql/instruments/index"
Asset
OrNothing
Payoff
Asset
Swap
Average
Average
Basket
Payoff
BMASwap
BTP
Barrier
Barrier
Option
Barrier
Option
Engine
Basket
Option
Basket
Payoff
Bond
CCTEU
CPIBond
CPICap
Floor
CPISwap
Callability
Callability
Schedule
Cap
Cap
Floor
Cap
Floor
Engine
Cash
OrNothing
Payoff
Claim
Cliquet
Option
Cms
Rate
Bond
Collar
Composite
Instrument
Continuous
Averaging
Asian
Option
Continuous
Fixed
Lookback
Option
Continuous
Floating
Lookback
Option
Continuous
Partial
Fixed
Lookback
Option
Continuous
Partial
Floating
Lookback
Option
Credit
Default
Swap
Discrete
Averaging
Asian
Option
Dividend
Barrier
Option
Dividend
Schedule
Dividend
Vanilla
Option
Dividend
Vanilla
Option
Engine
Double
Sticky
Ratchet
Payoff
European
Option
Face
Value
Accrual
Claim
Face
Value
Claim
Fixed
Rate
Bond
Fixed
Rate
Bond
Forward
Float
Float
Swap
Float
Float
Swaption
Floating
Rate
Bond
Floating
Type
Payoff
Floor
Forward
Forward
Option
Arguments
Forward
Rate
Agreement
Forward
Type
Payoff
Forward
Vanilla
Option
Futures
Gap
Payoff
Implied
Volatility
Helper
Make
Cap
Floor
Make
Cms
Make
Credit
Default
Swap
MakeOIS
Make
Swaption
Make
Vanilla
Swap
Make
YoYInflation
Cap
Floor
Max
Basket
Payoff
Min
Basket
Payoff
Multi
Asset
Option
Nonstandard
Swap
Nonstandard
Swaption
Null
Payoff
One
Asset
Option
Overnight
Indexed
Swap
Percentage
Strike
Payoff
Plain
Vanilla
Payoff
Price
Error
Quanto
Barrier
Option
Quanto
Barrier
Option
Engine
Quanto
Forward
Vanilla
Option
Quanto
Forward
Vanilla
Option
Engine
Quanto
Option
Results
Quanto
Vanilla
Option
Quanto
Vanilla
Option
Engine
Ratchet
Max
Payoff
Ratchet
Min
Payoff
Ratchet
Payoff
Rendistato
Basket
Rendistato
Calculator
Rendistato
Equivalent
Swap
Length
Quote
Rendistato
Equivalent
Swap
Spread
Quote
Settlement
Spread
Basket
Payoff
Sticky
Max
Payoff
Sticky
Min
Payoff
Sticky
Payoff
Stock
Striked
Type
Payoff
Super
Fund
Payoff
Super
Share
Payoff
Swap
Swaption
Swaption
Engine
Swing
Exercise
Type
Payoff
Vanilla
Forward
Payoff
Vanilla
Option
Vanilla
Option
Engine
Vanilla
Storage
Option
Vanilla
Swap
Vanilla
Swing
Option
Variance
Swap
Year
OnYear
Inflation
Swap
YoYInflation
Cap
YoYInflation
Cap
Floor
YoYInflation
Collar
YoYInflation
Floor
Zero
Coupon
Bond
Zero
Coupon
Inflation
Swap