- data()
: GeneralStatistics
- date()
: CashFlow
, Event
- Date()
: Date
- date()
: IMM
- dates()
: Exercise
- dayCount()
: DayCounter::Impl
, DayCounter
- dayCounter()
: TermStructure
- DayCounter()
: DayCounter
- dayCounter()
: Coupon
- dayOfYear()
: Date
- delta()
: BlackCalculator
, BlackScholesCalculator
- deltaForward()
: BlackCalculator
- diffusion()
: EulerDiscretization
, StochasticProcess
, StochasticProcess1D
, GeneralizedBlackScholesProcess
- dirtyPrice()
: Bond
- disableExtrapolation()
: Extrapolator
- discount()
: AffineModel
, YieldTermStructure
- discountCurve()
: Forward
- discountFactor()
: InterestRate
- discountImpl()
: YieldTermStructure
, ForwardRateStructure
, ImpliedTermStructure
, ZeroYieldStructure
- dividendRho()
: BlackCalculator
- DotProduct()
: Array
- downsideDeviation()
: IncrementalStatistics
, GenericRiskStatistics
- downsideVariance()
: IncrementalStatistics
, GenericRiskStatistics
- drift()
: EulerDiscretization
, StochasticProcess
, GeneralizedBlackScholesProcess
, EulerDiscretization
, StochasticProcess1D
- duration()
: CashFlows
- dynamics()
: OneFactorModel
, TwoFactorModel