It is recommended to use the CppDepend interactive UI capabilities
to make the most of CppDepend by mastering all aspects of your code.
Diagrams
Application Metrics
Note: Further Application Statistics are available.
|
Rules summary
24420This section lists all Rules violated, and Rules or Queries with Error- Number of Rules or Queries with Error (syntax error, exception thrown, time-out): 0
- Number of Rules violated: 45
Summary of Rules violated
development-time, from within Visual
Studio. Online documentation.
on existing code base? Use the option
Recent Violations Only!
can be used to break the build process if
violated. Online documentation.
Application Statistics
Stat | # Occurences | Avg | StdDev | Max |
---|---|---|---|---|
Public properties on classes | 1,820 Classes | 0 | 0 | 0 public properties on Keywords |
Public methods on classes | 1,820 classes | 6.23 | 15.82 | 586 public methods on __Globals |
Arguments on public methods on classes | 11,336 methods | 1.24 | 1.73 | 24 arguments on QuantLib.MINPACK.__Globals.lmdif(int,int,double*,double*,double,double,double,int,double,double*,int,double,int,int*,int*,double*,int,int*,double*,double*,double*,double*,double*,constint&) |
Cyclomatic complexity on non abstract Methods | 12,615 Methods | 0.3 | 1.45 | CC = 54 for QuantLib.SwaptionVolCube1.fillVolatilityCube() |
Projects Metrics
Clicking column header arrows sorts values.
Clicking column header title text redirect to the online Code Metric definition.
Projects | # lines of code | # Types | # Abstract Types | # lines of comment | % Comment | Afferent Coupling | Efferent Coupling | Relational Cohesion | Instability | Abstractness | Distance |
---|---|---|---|---|---|---|---|---|---|---|---|
QuantLib v1.0.0.0 | 35741 | 2050 | 143 | 19728 | 35 | 0 | 62 | 3.68 | 1 | 0.07 | 0.05 |
Types Metrics : Code Quality
If you wish to define thresholds on types' Code Metrics, consider writing some Rule.
Clicking column header arrows sorts values.
Clicking column header title text redirect to the online Code Metric definition.
Types Metrics : Code Members and Inheritance
Type Name | # Instance Methods | Nb Static Methods | # Fields | # Children Classes | Depth Of Inheritance Tree | Type Namespace |
---|
Types Metrics : Lack Of Cohesion Of Methods and Association Between Classes
Type Name | Lack Of Cohesion Of Methods | Lack Of Cohesion Of Methods HS | Association Between Classes | Type Namespace |
---|
Namespaces Metrics
Clicking column header arrows sorts values.
Clicking column header title text redirect to the online Code Metric definition.
Namespaces | # lines of code | # Types | # lines of comment | % Comment | Afferent Coupling | Efferent Coupling |
---|---|---|---|---|---|---|
QuantLib::GlobalNamespace | 3550 | 2 | 0 | 0 | 1 | 13 |
QuantLib::QuantLib | 28309 | 1853 | 0 | 0 | 53 | 48 |
QuantLib::QuantLib.detail | 936 | 70 | 0 | 0 | 3 | 6 |
QuantLib::QuantLib.io | 16 | 1 | 0 | 0 | 3 | 2 |
QuantLib::QuantLib.MINPACK | 522 | 1 | 0 | 0 | 0 | 2 |
QuantLib::QuantLib.ForwardForwardMappings | 43 | 1 | 0 | 0 | 0 | 2 |
QuantLib::QuantLib.anonymous_namespace{dynprogvppintrinsicvalueengine.cpp} | 12 | 2 | 0 | 0 | 0 | 3 |
QuantLib::QuantLib.anonymous_namespace{fdsimpleextoustorageengine.cpp} | 4 | 1 | 0 | 0 | 0 | 1 |
QuantLib::QuantLib.anonymous_namespace{fdsimpleklugeextouvppengine.cpp} | 2 | 1 | 0 | 0 | 0 | 1 |
QuantLib::QuantLib.anonymous_namespace{vanillavppoption.cpp} | 3 | 1 | 0 | 0 | 0 | 2 |
QuantLib::QuantLib.anonymous_namespace{vanillaswingoption.cpp} | 12 | 1 | 0 | 0 | 1 | 3 |
QuantLib::QuantLib.anonymous_namespace{differentialevolution.cpp} | 1 | 1 | 0 | 0 | 0 | 1 |
QuantLib::QuantLib.anonymous_namespace{richardsonextrapolation.cpp} | 6 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{fdmmeshercomposite.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{lsmbasissystem.cpp} | 23 | 3 | 0 | 0 | 1 | 3 |
QuantLib::QuantLib.anonymous_namespace{parametricexercise.cpp} | 20 | 1 | 0 | 0 | 1 | 3 |
QuantLib::QuantLib.anonymous_namespace{averagebmacoupon.cpp} | 27 | 2 | 0 | 0 | 1 | 3 |
QuantLib::QuantLib.anonymous_namespace{cashflows.cpp} | 115 | 4 | 0 | 0 | 1 | 3 |
QuantLib::QuantLib.anonymous_namespace{conundrumpricer.cpp} | 9 | 2 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{couponpricer.cpp} | 0 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{overnightindexedcoupon.cpp} | 38 | 1 | 0 | 0 | 0 | 2 |
QuantLib::QuantLib.anonymous_namespace{bmaindex.cpp} | 6 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{euribor.cpp} | 18 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{eurlibor.cpp} | 18 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{libor.cpp} | 18 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{capfloor.cpp} | 5 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{creditdefaultswap.cpp} | 7 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{impliedvolatility.cpp} | 9 | 1 | 0 | 0 | 1 | 3 |
QuantLib::QuantLib.anonymous_namespace{swaption.cpp} | 5 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{factorial.cpp} | 0 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{modifiedbessel.cpp} | 26 | 4 | 0 | 0 | 1 | 3 |
QuantLib::QuantLib.anonymous_namespace{primenumbers.cpp} | 0 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{histogram.cpp} | 16 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{bivariatenormaldistribution.cpp} | 18 | 2 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{basisincompleteordered.cpp} | 9 | 1 | 0 | 0 | 0 | 2 |
QuantLib::QuantLib.anonymous_namespace{pseudosqrt.cpp} | 157 | 2 | 0 | 0 | 1 | 4 |
QuantLib::QuantLib.anonymous_namespace{svd.cpp} | 5 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{latticerules.cpp} | 0 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{sobolrsg.cpp} | 0 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{simplex.cpp} | 9 | 1 | 0 | 0 | 1 | 3 |
QuantLib::QuantLib.anonymous_namespace{spherecylinder.cpp} | 27 | 1 | 0 | 0 | 0 | 1 |
QuantLib::QuantLib.anonymous_namespace{model.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{sobolbrowniangenerator.cpp} | 25 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{alphafinder.cpp} | 80 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{capletcoterminalmaxhomogeneity.cpp} | 114 | 1 | 0 | 0 | 0 | 3 |
QuantLib::QuantLib.anonymous_namespace{upperboundengine.cpp} | 22 | 1 | 0 | 0 | 1 | 3 |
QuantLib::QuantLib.anonymous_namespace{swaptionpseudojacobian.cpp} | 13 | 1 | 0 | 0 | 1 | 4 |
QuantLib::QuantLib.anonymous_namespace{garch.cpp} | 164 | 7 | 0 | 0 | 0 | 4 |
QuantLib::QuantLib.anonymous_namespace{yieldtermstructure.cpp} | 0 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{bondhelpers.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{oisratehelper.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{ratehelpers.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{inflationhelpers.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{defaultdensitystructure.cpp} | 5 | 2 | 0 | 0 | 0 | 1 |
QuantLib::QuantLib.anonymous_namespace{defaultprobabilityhelpers.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{hazardratestructure.cpp} | 5 | 2 | 0 | 0 | 0 | 1 |
QuantLib::QuantLib.anonymous_namespace{exchangeratemanager.cpp} | 2 | 1 | 0 | 0 | 0 | 1 |
QuantLib::QuantLib.anonymous_namespace{hestonprocess.cpp} | 79 | 1 | 0 | 0 | 0 | 3 |
QuantLib::QuantLib.anonymous_namespace{stulzengine.cpp} | 26 | 1 | 0 | 0 | 0 | 2 |
QuantLib::QuantLib.anonymous_namespace{analyticbsmhullwhiteengine.cpp} | 5 | 1 | 0 | 0 | 0 | 3 |
QuantLib::QuantLib.anonymous_namespace{analyticgjrgarchengine.cpp} | 2 | 1 | 0 | 0 | 1 | 0 |
QuantLib::QuantLib.anonymous_namespace{bjerksundstenslandengine.cpp} | 18 | 1 | 0 | 0 | 0 | 3 |
QuantLib::QuantLib.anonymous_namespace{integralengine.cpp} | 3 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{discretizedswaption.cpp} | 2 | 1 | 0 | 0 | 0 | 1 |
QuantLib::QuantLib.anonymous_namespace{period.cpp} | 11 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{schedule.cpp} | 18 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{business252.cpp} | 13 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{simpledaycounter.cpp} | 0 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{discretizedcallablefixedratebond.cpp} | 2 | 1 | 0 | 0 | 1 | 0 |
QuantLib::QuantLib.anonymous_namespace{catrisk.cpp} | 1 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{analyticpdfhestonengine.cpp} | 0 | 2 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{cdsoption.cpp} | 3 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{issuer.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{randomdefaultmodel.cpp} | 2 | 1 | 0 | 0 | 0 | 3 |
QuantLib::QuantLib.anonymous_namespace{riskyassetswap.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{generalizedhullwhite.cpp} | 9 | 4 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{irregularswaption.cpp} | 5 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{analyticvariancegammaengine.cpp} | 11 | 1 | 0 | 0 | 1 | 3 |
QuantLib::QuantLib.anonymous_namespace{quantity.cpp} | 6 | 1 | 0 | 0 | 1 | 2 |
QuantLib::QuantLib.anonymous_namespace{unitofmeasureconversionmanager.cpp} | 3 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{amortizingfixedratebond.cpp} | 45 | 1 | 0 | 0 | 0 | 3 |
QuantLib::QuantLib.anonymous_namespace{perturbativebarrieroptionengine.cpp} | 4 | 5 | 0 | 0 | 0 | 1 |
QuantLib::QuantLib.anonymous_namespace{convertiblebond.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{yoyoptionlethelpers.cpp} | 0 | 1 | 0 | 0 | 0 | 0 |
QuantLib::QuantLib.anonymous_namespace{expm.cpp} | 3 | 1 | 0 | 0 | 0 | 2 |
QuantLib::QuantLib.anonymous_namespace{zigguratrng.cpp} | 0 | 1 | 0 | 0 | 1 | 1 |
QuantLib::QuantLib.anonymous_namespace{money.cpp} | 5 | 1 | 0 | 0 | 1 | 2 |
QuantLib::anonymous_namespace{cmsmarketcalibration.cpp} | 47 | 6 | 0 | 0 | 0 | 3 |
QuantLib::anonymous_namespace{blackformula.cpp} | 6 | 1 | 0 | 0 | 1 | 1 |
QuantLib::anonymous_namespace{integralhestonvarianceoptionengine.cpp} | 115 | 2 | 0 | 0 | 0 | 2 |
QuantLib::anonymous_namespace{perturbativebarrieroptionengine.cpp} | 861 | 1 | 0 | 0 | 0 | 3 |
QuantLib::anonymous_namespace{errors.cpp} | 3 | 1 | 0 | 0 | 1 | 1 |
QuantLib::boost | 2 | 1 | 0 | 0 | 0 | 2 |
Code Quality | 0130 |
|
Critical Rule warning: Types too big - critical |
warnif count > 0 from t in JustMyCode.Types where
t.NbLinesOfCode > 500 && !t.IsGlobal
orderby t.NbLinesOfCode descending
select new { t, t.NbLinesOfCode,
t.NbMethods, t.NbFields }
// Types where NbLinesOfCode > 500 are extremely complex
// and should be split in a smaller group of types.
// See the definition of the NbLinesOfCode metric here
// http://www.cppdepend.com/Metrics.aspx#NbLinesOfCode
1 types matched
type | # lines of code (LOC) | # Methods | # Fields | Full Name |
---|---|---|---|---|
FdmStepConditionComposite | 0 | 6 | 2 | QuantLib.FdmStepConditionComposite |
Statistics
Stat | # lines of code (LOC) | # Methods | # Fields |
---|---|---|---|
Sum: | 0 | 6 | 2 |
Average: | 0 | 6 | 2 |
Minimum: | 0 | 6 | 2 |
Maximum: | 0 | 6 | 2 |
Standard deviation: | 0 | 0 | 0 |
Variance: | 0 | 0 | 0 |
Critical Rule warning: Methods too complex - critical |
warnif count > 0 from m in JustMyCode.Methods where
m.CyclomaticComplexity > 20 &&
m.NestingDepth > 5
orderby m.CyclomaticComplexity descending,
m.NestingDepth descending
select new { m, m.CyclomaticComplexity, m.NestingDepth }
// Methods with CyclomaticComplexity > 20 and NestingDepth > 5
// are really too complex and should be split
// in smaller methods, or even types.
// See the definition of the CyclomaticComplexity metric here
// http://www.cppdepend.com/Metrics.aspx#CC
// See the definition of the NestingDepth metric here
// http://www.cppdepend.com/Metrics.aspx#NestingDepth
12 methods matched
methods | Cyclomatic Complexity (CC) | NestingDepth | Full Name |
---|---|---|---|
Schedule(QuantLib::Date,constQuantLib::Date&,constQuantLib::Period& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention,DateGeneration::Rule,bool ,constQuantLib::Date&,constQuantLib::Date&) | 71 | 9 | QuantLib.Schedule.Schedule(QuantLib::Date,constQuantLib::Date& ,constQuantLib::Period&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention ,DateGeneration::Rule,bool,constQuantLib::Date&,constQuantLib::Date&) |
SVD(constQuantLib::Matrix&) | 62 | 21 | QuantLib.SVD.SVD(constQuantLib::Matrix&) |
update() | 52 | 18 | QuantLib.detail.CubicInterpolationImpl<I1,I2>.update() |
hypersphereOptimize(constQuantLib::Matrix&,constQuantLib::Matrix& ,constbool) | 39 | 6 | QuantLib.anonymous_namespace{pseudosqrt.cpp}.__Globals .hypersphereOptimize(constQuantLib::Matrix&,constQuantLib::Matrix& ,constbool) |
singlePathValues(std::vector<Real>&) | 35 | 8 | QuantLib.PathwiseVegasOuterAccountingEngine.singlePathValues (std::vector<Real>&) |
singlePathValues(std::vector<Real>&) | 29 | 8 | QuantLib.PathwiseVegasAccountingEngine.singlePathValues(std::vector <Real>&) |
singlePathValues(std::vector<Real>&) | 27 | 8 | QuantLib.PathwiseAccountingEngine.singlePathValues(std::vector<Real>&) |
intersect() | 25 | 7 | QuantLib.InterpolatedYoYCapFloorTermPriceSurface<Interpolator2D ,Interpolator1D>.intersect() |
SparseILUPreconditioner(constint&,Integer) | 24 | 7 | __Globals.SparseILUPreconditioner(constint&,Integer) |
operator+=(constQuantLib::Period&) | 24 | 7 | QuantLib.Period.operator+=(constQuantLib::Period&) |
calculateNextGeneration(std::vector<Candidate>& ,constQuantLib::CostFunction&) | 21 | 12 | QuantLib.DifferentialEvolution.calculateNextGeneration(std::vector <Candidate>&,constQuantLib::CostFunction&) |
qrfac(int,int,double*,int,int,int*,int,double*,double*,double*) | 21 | 6 | QuantLib.MINPACK.__Globals.qrfac(int,int,double*,int,int,int*,int ,double*,double*,double*) |
Statistics
Stat | Cyclomatic Complexity (CC) | NestingDepth |
---|---|---|
Sum: | 430 | 117 |
Average: | 35.83 | 9.75 |
Minimum: | 21 | 6 |
Maximum: | 71 | 21 |
Standard deviation: | 16.22 | 4.66 |
Variance: | 262.97 | 21.69 |
Critical Rule warning: Methods with too many parameters - critical |
warnif count > 0 from m in JustMyCode.Methods where
m.NbParameters > 8
orderby m.NbParameters descending
select new { m, m.NbParameters }
// Methods with more than 8 parameters might be painful to call
// and might degrade performance. You should prefer using
// additional properties/fields to the declaring type to
// handle numerous states. Another alternative is to provide
// a class or structure dedicated to handle arguments passing
// (for example see the class System.Diagnostics.ProcessStartInfo
// and the method System.Diagnostics.Process.Start(ProcessStartInfo))
// See the definition of the NbParameters metric here
// http://www.cppdepend.com/Metrics.aspx#NbParameters
120 methods matched
methods | # Parameters | Full Name |
---|---|---|
lmdif(int,int,double*,double*,double,double,double,int,double,double* ,int,double,int,int*,int*,double*,int,int*,double*,double*,double* ,double*,double*,constint&) | 24 | QuantLib.MINPACK.__Globals.lmdif(int,int,double*,double*,double,double ,double,int,double,double*,int,double,int,int*,int*,double*,int,int* ,double*,double*,double*,double*,double*,constint&) |
FixedRateBond(Natural,constQuantLib::Calendar&,Real ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Period& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constQuantLib::Date&,DateGeneration::Rule,bool ,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) | 20 | QuantLib.FixedRateBond.FixedRateBond(Natural,constQuantLib::Calendar& ,Real,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Period& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constQuantLib::Date&,DateGeneration::Rule,bool ,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) |
GemanRoncoroniProcess(Real,Real,Real,Real,Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real) | 17 | QuantLib.GemanRoncoroniProcess.GemanRoncoroniProcess(Real,Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real,Real,Real,Real,Real,Real,Real ) |
SabrInterpolatedSmileSection(constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate>&,bool,constHandle <QuantLib::Quote>&,conststd::vector<Handle<Quote>>&,Real,Real,Real ,Real,bool,bool,bool,bool,bool,constint) | 16 | __Globals.SabrInterpolatedSmileSection(constQuantLib::Date& ,constHandle<QuantLib::Quote>&,conststd::vector<Rate>&,bool ,constHandle<QuantLib::Quote>&,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
SabrInterpolatedSmileSection(constQuantLib::Date&,constRate& ,conststd::vector<Rate>&,bool,constVolatility&,conststd::vector <Volatility>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 16 | __Globals.SabrInterpolatedSmileSection(constQuantLib::Date&,constRate& ,conststd::vector<Rate>&,bool,constVolatility&,conststd::vector <Volatility>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
solve(Real,Integer,conststd::vector<Volatility>&,conststd::vector <Volatility>&,conststd::vector<Real>&,Real,Real,Real,Real,Real,Real ,Integer,Real&,Real&,Real&,std::vector<Volatility>&) | 16 | QuantLib.AlphaFinder.solve(Real,Integer,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real&,Real&,std::vector<Volatility>&) |
solveWithMaxHomogeneity(Real,Integer,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real&,Real&,std::vector<Volatility>&) | 16 | QuantLib.AlphaFinder.solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>&,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real,Real,Real,Real,Integer,Real& ,Real&,Real&,std::vector<Volatility>&) |
doCalculation(Real,Real,Real,Real,Real,Real,Real,Real,Real,Real ,constQuantLib::TypePayoff& ,constQuantLib::AnalyticHestonEngine::Integration& ,constQuantLib::AnalyticHestonEngine::ComplexLogFormula ,constQuantLib::AnalyticHestonEngine*const,Real&,Size&) | 16 | QuantLib.AnalyticHestonEngine.doCalculation(Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real,constQuantLib::TypePayoff& ,constQuantLib::AnalyticHestonEngine::Integration& ,constQuantLib::AnalyticHestonEngine::ComplexLogFormula ,constQuantLib::AnalyticHestonEngine*const,Real&,Size&) |
SabrInterpolatedSmileSection(constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate>&,bool,constHandle <QuantLib::Quote>&,conststd::vector<Handle<Quote>>&,Real,Real,Real ,Real,bool,bool,bool,bool,bool,constint) | 16 | QuantLib.SabrInterpolatedSmileSection.SabrInterpolatedSmileSection (constQuantLib::Date&,constHandle<QuantLib::Quote>&,conststd::vector <Rate>&,bool,constHandle<QuantLib::Quote>&,conststd::vector<Handle <Quote>>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
SabrInterpolatedSmileSection(constQuantLib::Date&,constRate& ,conststd::vector<Rate>&,bool,constVolatility&,conststd::vector <Volatility>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 16 | QuantLib.SabrInterpolatedSmileSection.SabrInterpolatedSmileSection (constQuantLib::Date&,constRate&,conststd::vector<Rate>&,bool ,constVolatility&,conststd::vector<Volatility>&,Real,Real,Real,Real ,bool,bool,bool,bool,bool,constint) |
SABRInterpolation<I1,I2>(constI1&,constI1&,constI2&,Time,constReal& ,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 15 | QuantLib.SABRInterpolation.SABRInterpolation<I1,I2>(constI1&,constI1& ,constI2&,Time,constReal&,Real,Real,Real,Real,bool,bool,bool,bool,bool ,constint) |
SABRInterpolationImpl<I1,I2>(constI1&,constI1&,constI2&,Time ,constReal&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 15 | QuantLib.detail.SABRInterpolationImpl<I1,I2>.SABRInterpolationImpl<I1 ,I2>(constI1&,constI1&,constI2&,Time,constReal&,Real,Real,Real,Real ,bool,bool,bool,bool,bool,constint) |
InterpolatedCPICapFloorTermPriceSurface<Interpolator2D>(Real,Rate ,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&,constInterpolator2D&) | 14 | QuantLib.InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> .InterpolatedCPICapFloorTermPriceSurface<Interpolator2D>(Real,Rate ,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&,constInterpolator2D&) |
UpfrontCdsHelper(constHandle<QuantLib::Quote>&,Rate ,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,Natural,bool,bool) | 14 | QuantLib.UpfrontCdsHelper.UpfrontCdsHelper(constHandle<QuantLib::Quote >&,Rate,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,Natural,bool,bool) |
UpfrontCdsHelper(Rate,Rate,constQuantLib::Period&,Integer ,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,Natural,bool,bool) | 14 | QuantLib.UpfrontCdsHelper.UpfrontCdsHelper(Rate,Rate ,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,Natural,bool,bool) |
CDO(Real,Real,conststd::vector<Real>&,conststd::vector<Handle <DefaultProbabilityTermStructure>>&,constHandle <QuantLib::OneFactorCopula>&,bool,constQuantLib::Schedule&,Rate ,constQuantLib::DayCounter&,Rate,Rate,constHandle <QuantLib::YieldTermStructure>&,Size,constQuantLib::Period&) | 14 | QuantLib.CDO.CDO(Real,Real,conststd::vector<Real>&,conststd::vector <Handle<DefaultProbabilityTermStructure>>&,constHandle <QuantLib::OneFactorCopula>&,bool,constQuantLib::Schedule&,Rate ,constQuantLib::DayCounter&,Rate,Rate,constHandle <QuantLib::YieldTermStructure>&,Size,constQuantLib::Period&) |
singleRateClosestPointFinder(Size,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real,conststd::vector<Real>&,Real,Real ,Real,Size,Real,std::vector<Volatility>&,Real,Real&,Real&) | 14 | QuantLib.anonymous_namespace{capletcoterminalmaxhomogeneity.cpp} .__Globals.singleRateClosestPointFinder(Size,conststd::vector <Volatility>&,conststd::vector<Volatility>&,Real,conststd::vector<Real >&,Real,Real,Real,Size,Real,std::vector<Volatility>&,Real,Real&,Real&) |
NthToDefault(Size,conststd::vector<Handle <DefaultProbabilityTermStructure>>&,Real,constHandle <QuantLib::OneFactorCopula>&,Protection::Side,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter&,bool ,constHandle<QuantLib::YieldTermStructure>&,constQuantLib::Period&,int ) | 13 | __Globals.NthToDefault(Size,conststd::vector<Handle <DefaultProbabilityTermStructure>>&,Real,constHandle <QuantLib::OneFactorCopula>&,Protection::Side,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter&,bool ,constHandle<QuantLib::YieldTermStructure>&,constQuantLib::Period&,int ) |
CPICapFloor(Option::Type,Real,constQuantLib::Date&,Real ,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,Rate,constHandle <QuantLib::ZeroInflationIndex>&,constQuantLib::Period& ,CPI::InterpolationType) | 13 | QuantLib.CPICapFloor.CPICapFloor(Option::Type,Real ,constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,Rate ,constHandle<QuantLib::ZeroInflationIndex>&,constQuantLib::Period& ,CPI::InterpolationType) |
CPICapFloorTermPriceSurface(Real,Real,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle<QuantLib::ZeroInflationIndex>& ,constHandle<QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&) | 13 | QuantLib.CPICapFloorTermPriceSurface.CPICapFloorTermPriceSurface(Real ,Real,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&) |
FixedRateBond(Natural,Real,constQuantLib::Schedule&,conststd::vector <Rate>&,constQuantLib::DayCounter&,QuantLib::BusinessDayConvention ,Real,constQuantLib::Date&,constQuantLib::Calendar& ,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention,bool) | 13 | QuantLib.FixedRateBond.FixedRateBond(Natural,Real ,constQuantLib::Schedule&,conststd::vector<Rate>& ,constQuantLib::DayCounter&,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) |
AbcdInterpolation<I1,I2>(constI1&,constI1&,constI2&,Real,Real,Real ,Real,bool,bool,bool,bool,bool,constint) | 13 | QuantLib.AbcdInterpolation.AbcdInterpolation<I1,I2>(constI1&,constI1& ,constI2&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
NthToDefault(Size,conststd::vector<Handle <DefaultProbabilityTermStructure>>&,Real,constHandle <QuantLib::OneFactorCopula>&,Protection::Side,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter&,bool ,constHandle<QuantLib::YieldTermStructure>&,constQuantLib::Period&,int ) | 13 | QuantLib.NthToDefault.NthToDefault(Size,conststd::vector<Handle <DefaultProbabilityTermStructure>>&,Real,constHandle <QuantLib::OneFactorCopula>&,Protection::Side,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter&,bool ,constHandle<QuantLib::YieldTermStructure>&,constQuantLib::Period&,int ) |
AssetSwapHelper(constHandle<QuantLib::Quote>&,constQuantLib::Period& ,Natural,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,Real,constRelinkableHandle <QuantLib::YieldTermStructure>&,constQuantLib::Period&) | 13 | QuantLib.AssetSwapHelper.AssetSwapHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Natural,constQuantLib::Calendar& ,constQuantLib::Period&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,Real ,constRelinkableHandle<QuantLib::YieldTermStructure>& ,constQuantLib::Period&) |
base_cubic_splint(constreturn_type&,constreturn_type& ,constreturn_type&,constreturn_type&,constdimensions&,constdata& ,constdata&,constdata_table&,data_table&,output_data&,output_data& ,output_data&,result_type&) | 13 | QuantLib.detail.base_cubic_splint.base_cubic_splint(constreturn_type& ,constreturn_type&,constreturn_type&,constreturn_type& ,constdimensions&,constdata&,constdata&,constdata_table&,data_table& ,output_data&,output_data&,output_data&,result_type&) |
n_cubic_splint<X>(constreturn_type&,constreturn_type& ,constreturn_type&,constreturn_type&,constdimensions&,constdata& ,constdata&,constdata_table&,data_table&,output_data&,output_data& ,output_data&,typenamesuper::result_type&) | 13 | QuantLib.detail.n_cubic_splint<X>.n_cubic_splint<X>(constreturn_type& ,constreturn_type&,constreturn_type&,constreturn_type& ,constdimensions&,constdata&,constdata&,constdata_table&,data_table& ,output_data&,output_data&,output_data&,typenamesuper::result_type&) |
AbcdInterpolationImpl<I1,I2>(constI1&,constI1&,constI2&,Real,Real,Real ,Real,bool,bool,bool,bool,bool,constint) | 13 | QuantLib.detail.AbcdInterpolationImpl<I1,I2>.AbcdInterpolationImpl<I1 ,I2>(constI1&,constI1&,constI2&,Real,Real,Real,Real,bool,bool,bool ,bool,bool,constint) |
CreditDefaultSwap(Protection::Side,Real,Rate,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date& ,constQuantLib::Date&,constint) | 12 | __Globals.CreditDefaultSwap(Protection::Side,Real,Rate,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date& ,constQuantLib::Date&,constint) |
AbcdCalibration(conststd::vector<Real>&,conststd::vector<Real>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 12 | __Globals.AbcdCalibration(conststd::vector<Real>&,conststd::vector <Real>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
BatesProcess(constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,Real,Real,Real,HestonProcess::Discretization) | 12 | QuantLib.BatesProcess.BatesProcess(constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,Real,Real,Real,HestonProcess::Discretization) |
CreditDefaultSwap(Protection::Side,Real,Rate,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date& ,constQuantLib::Date&,constint) | 12 | QuantLib.CreditDefaultSwap.CreditDefaultSwap(Protection::Side,Real ,Rate,Rate,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date& ,constQuantLib::Date&,constint) |
FixedRateBond(Natural,Real,constQuantLib::Schedule&,conststd::vector <InterestRate>&,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) | 12 | QuantLib.FixedRateBond.FixedRateBond(Natural,Real ,constQuantLib::Schedule&,conststd::vector<InterestRate>& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) |
AbcdCalibration(conststd::vector<Real>&,conststd::vector<Real>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 12 | QuantLib.AbcdCalibration.AbcdCalibration(conststd::vector<Real>& ,conststd::vector<Real>&,Real,Real,Real,Real,bool,bool,bool,bool,bool ,constint) |
SABR(Time,Real,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 12 | QuantLib.SABR.SABR(Time,Real,Real,Real,Real,Real,bool,bool,bool,bool ,bool,constint) |
CdsHelper(constHandle<QuantLib::Quote>&,constQuantLib::Period&,Integer ,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) | 12 | QuantLib.CdsHelper.CdsHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) |
CdsHelper(Rate,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) | 12 | QuantLib.CdsHelper.CdsHelper(Rate,constQuantLib::Period&,Integer ,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) |
SpreadCdsHelper(constHandle<QuantLib::Quote>&,constQuantLib::Period& ,Integer,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) | 12 | QuantLib.SpreadCdsHelper.SpreadCdsHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) |
SpreadCdsHelper(Rate,constQuantLib::Period&,Integer ,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) | 12 | QuantLib.SpreadCdsHelper.SpreadCdsHelper(Rate,constQuantLib::Period& ,Integer,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) |
Fj_Helper(Real,Real,Real,Real,Real,Real ,constQuantLib::AnalyticHestonEngine*const ,QuantLib::AnalyticHestonEngine::ComplexLogFormula,Time,Real,Real,Size ) | 12 | QuantLib.AnalyticHestonEngine+Fj_Helper.Fj_Helper(Real,Real,Real,Real ,Real,Real,constQuantLib::AnalyticHestonEngine*const ,QuantLib::AnalyticHestonEngine::ComplexLogFormula,Time,Real,Real,Size ) |
zerobondOption(constOption::Type&,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Date&,constRate ,constQuantLib::Date&,constReal,constHandle <QuantLib::YieldTermStructure>&,constReal,constSize,constbool ,constbool) | 12 | QuantLib.Gaussian1dModel.zerobondOption(constOption::Type& ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Date& ,constRate,constQuantLib::Date&,constReal,constHandle <QuantLib::YieldTermStructure>&,constReal,constSize,constbool ,constbool) |
InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,conststd::vector<Date>&,conststd::vector<Volatility>&,Rate,Rate ,constInterpolator1D&) | 12 | QuantLib.InterpolatedYoYOptionletVolatilityCurve<Interpolator1D> .InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,conststd::vector<Date>&,conststd::vector<Volatility>&,Rate,Rate ,constInterpolator1D&) |
lmpar(int,double*,int,int*,double*,double*,double,double*,double* ,double*,double*,double*) | 12 | QuantLib.MINPACK.__Globals.lmpar(int,double*,int,int*,double*,double* ,double,double*,double*,double*,double*,double*) |
yield(constint&,Real,constQuantLib::DayCounter&,QuantLib::Compounding ,QuantLib::Frequency,bool,QuantLib::Date,QuantLib::Date,Real,Size,Rate ) | 11 | __Globals.yield(constint&,Real,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date,Real,Size,Rate) |
yield(constint&,Real,constQuantLib::DayCounter&,QuantLib::Compounding ,QuantLib::Frequency,bool,QuantLib::Date,QuantLib::Date,Real,Size,Rate ) | 11 | QuantLib.CashFlows.yield(constint&,Real,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date,Real,Size,Rate) |
DoubleStickyRatchetPayoff(Real,Real,Real,Real,Real,Real,Real,Real,Real ,Real,Real) | 11 | QuantLib.DoubleStickyRatchetPayoff.DoubleStickyRatchetPayoff(Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real,Real) |
GJRGARCHProcess(constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,Real,Real ,QuantLib::GJRGARCHProcess::Discretization) | 11 | QuantLib.GJRGARCHProcess.GJRGARCHProcess(constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,Real,Real ,QuantLib::GJRGARCHProcess::Discretization) |
Fj_Helper(Real,Real,Real,Real,Real,Real ,QuantLib::AnalyticHestonEngine::ComplexLogFormula,Time,Real,Real,Size ) | 11 | QuantLib.AnalyticHestonEngine+Fj_Helper.Fj_Helper(Real,Real,Real,Real ,Real,Real,QuantLib::AnalyticHestonEngine::ComplexLogFormula,Time,Real ,Real,Size) |
RiskyAssetSwap(bool,Real,constQuantLib::Schedule& ,constQuantLib::Schedule&,constQuantLib::DayCounter& ,constQuantLib::DayCounter&,Rate,Rate,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::DefaultProbabilityTermStructure>&,Rate) | 11 | QuantLib.RiskyAssetSwap.RiskyAssetSwap(bool,Real ,constQuantLib::Schedule&,constQuantLib::Schedule& ,constQuantLib::DayCounter&,constQuantLib::DayCounter&,Rate,Rate ,constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::DefaultProbabilityTermStructure>&,Rate) |
InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,Rate,Rate,Volatility,constInterpolator1D&) | 11 | QuantLib.InterpolatedYoYOptionletVolatilityCurve<Interpolator1D> .InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,Rate,Rate,Volatility,constInterpolator1D&) |
CreditDefaultSwap(Protection::Side,Real,Rate,constQuantLib::Schedule& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,bool,bool ,constQuantLib::Date&,constint) | 10 | __Globals.CreditDefaultSwap(Protection::Side,Real,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date&,constint) |
ProxyIbor(conststd::string&,constQuantLib::Period&,Natural ,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::Quote>&,constint) | 10 | __Globals.ProxyIbor(conststd::string&,constQuantLib::Period&,Natural ,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::Quote>&,constint) |
VegaStressedBlackScholesProcess(constHandle<QuantLib::Quote>& ,constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::BlackVolTermStructure>&,Time,Time,Real,Real,Real,constint) | 10 | __Globals.VegaStressedBlackScholesProcess(constHandle<QuantLib::Quote >&,constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::BlackVolTermStructure>&,Time,Time,Real,Real,Real,constint) |
Schedule(QuantLib::Date,constQuantLib::Date&,constQuantLib::Period& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention,DateGeneration::Rule,bool ,constQuantLib::Date&,constQuantLib::Date&) | 10 | QuantLib.Schedule.Schedule(QuantLib::Date,constQuantLib::Date& ,constQuantLib::Period&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention ,DateGeneration::Rule,bool,constQuantLib::Date&,constQuantLib::Date&) |
ConstantYoYOptionletVolatility(constVolatility,Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,Rate,Rate) | 10 | QuantLib.ConstantYoYOptionletVolatility.ConstantYoYOptionletVolatility (constVolatility,Natural,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::Frequency,bool,Rate,Rate) |
CreditDefaultSwap(Protection::Side,Real,Rate,constQuantLib::Schedule& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,bool,bool ,constQuantLib::Date&,constint) | 10 | QuantLib.CreditDefaultSwap.CreditDefaultSwap(Protection::Side,Real ,Rate,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date&,constint) |
finalPart(Real,Integer,conststd::vector<Volatility>&,Real,Real,Real ,Real&,Real&,Real&,std::vector<Volatility>&) | 10 | QuantLib.AlphaFinder.finalPart(Real,Integer,conststd::vector <Volatility>&,Real,Real,Real,Real&,Real&,Real&,std::vector<Volatility >&) |
SwaptionPricingFunction(Real,Real,Real,Real,Real,Real,Real ,conststd::vector<Time>&,Rate,constQuantLib::G2&) | 10 | QuantLib.G2+SwaptionPricingFunction.SwaptionPricingFunction(Real,Real ,Real,Real,Real,Real,Real,conststd::vector<Time>&,Rate ,constQuantLib::G2&) |
Abcd(Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 10 | QuantLib.Abcd.Abcd(Real,Real,Real,Real,bool,bool,bool,bool,bool ,constint) |
ProxyIbor(conststd::string&,constQuantLib::Period&,Natural ,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::Quote>&,constint) | 10 | QuantLib.ProxyIbor.ProxyIbor(conststd::string&,constQuantLib::Period& ,Natural,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::Quote>&,constint) |
RiskyFixedBond(std::string,QuantLib::Currency,Real,Handle <QuantLib::DefaultProbabilityTermStructure>,QuantLib::Schedule,Real ,QuantLib::DayCounter,QuantLib::BusinessDayConvention,std::vector<Real >,Handle<QuantLib::YieldTermStructure>) | 10 | QuantLib.RiskyFixedBond.RiskyFixedBond(std::string,QuantLib::Currency ,Real,Handle<QuantLib::DefaultProbabilityTermStructure> ,QuantLib::Schedule,Real,QuantLib::DayCounter ,QuantLib::BusinessDayConvention,std::vector<Real>,Handle <QuantLib::YieldTermStructure>) |
VegaStressedBlackScholesProcess(constHandle<QuantLib::Quote>& ,constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::BlackVolTermStructure>&,Time,Time,Real,Real,Real,constint) | 10 | QuantLib.VegaStressedBlackScholesProcess .VegaStressedBlackScholesProcess(constHandle<QuantLib::Quote>& ,constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::BlackVolTermStructure>&,Time,Time,Real,Real,Real,constint) |
AmortizingFixedRateBond(Natural,constQuantLib::Calendar&,Real ,constQuantLib::Date&,constQuantLib::Period&,constQuantLib::Frequency& ,constRate,constQuantLib::DayCounter&,QuantLib::BusinessDayConvention ,constQuantLib::Date&) | 10 | QuantLib.AmortizingFixedRateBond.AmortizingFixedRateBond(Natural ,constQuantLib::Calendar&,Real,constQuantLib::Date& ,constQuantLib::Period&,constQuantLib::Frequency&,constRate ,constQuantLib::DayCounter&,QuantLib::BusinessDayConvention ,constQuantLib::Date&) |
InterpolatedZeroInflationCurve<Interpolator>(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Date>& ,conststd::vector<Rate>&,constInterpolator&) | 10 | QuantLib.InterpolatedZeroInflationCurve<Interpolator> .InterpolatedZeroInflationCurve<Interpolator>(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Date>& ,conststd::vector<Rate>&,constInterpolator&) |
InterpolatedYoYInflationCurve<Interpolator>(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Date>& ,conststd::vector<Rate>&,constInterpolator&) | 10 | QuantLib.InterpolatedYoYInflationCurve<Interpolator> .InterpolatedYoYInflationCurve<Interpolator>(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Date>& ,conststd::vector<Rate>&,constInterpolator&) |
SABRCoeffHolder(Time,constReal&,Real,Real,Real,Real,bool,bool,bool ,bool) | 10 | QuantLib.detail.SABRCoeffHolder.SABRCoeffHolder(Time,constReal&,Real ,Real,Real,Real,bool,bool,bool,bool) |
qrfac(int,int,double*,int,int,int*,int,double*,double*,double*) | 10 | QuantLib.MINPACK.__Globals.qrfac(int,int,double*,int,int,int*,int ,double*,double*,double*) |
fdjac2(int,int,double*,double*,double*,int,int*,double,double* ,constint&) | 10 | QuantLib.MINPACK.__Globals.fdjac2(int,int,double*,double*,double*,int ,int*,double,double*,constint&) |
TVTMFN(double,double,double,double,double,double,double,double,double ,int) | 10 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .TVTMFN(double,double,double,double,double,double,double,double,double ,int) |
CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) | 9 | __Globals.CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) |
duration(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) | 9 | __Globals.duration(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) |
SwapIndex(conststd::string&,constQuantLib::Period&,Natural ,QuantLib::Currency,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) | 9 | __Globals.SwapIndex(conststd::string&,constQuantLib::Period&,Natural ,QuantLib::Currency,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) |
FixedRateBondForward(constQuantLib::Date&,constQuantLib::Date& ,Position::Type,Real,Natural,constQuantLib::DayCounter& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,constint) | 9 | __Globals.FixedRateBondForward(constQuantLib::Date& ,constQuantLib::Date&,Position::Type,Real,Natural ,constQuantLib::DayCounter&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constint) |
ZeroCouponInflationSwap(QuantLib::ZeroCouponInflationSwap::Type,Real ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,Rate ,constint) | 9 | __Globals.ZeroCouponInflationSwap (QuantLib::ZeroCouponInflationSwap::Type,Real,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,Rate ,constint) |
InflationTermStructure(constQuantLib::Date&,Rate ,constQuantLib::Period&,QuantLib::Frequency,constbool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,constint) | 9 | __Globals.InflationTermStructure(constQuantLib::Date&,Rate ,constQuantLib::Period&,QuantLib::Frequency,constbool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,constint) |
InflationTermStructure(Natural,constQuantLib::Calendar&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::DayCounter&,constint) | 9 | __Globals.InflationTermStructure(Natural,constQuantLib::Calendar&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::DayCounter&,constint) |
ZeroInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) | 9 | __Globals.ZeroInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
ZeroInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) | 9 | __Globals.ZeroInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) |
YoYInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) | 9 | __Globals.YoYInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
YoYInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) | 9 | __Globals.YoYInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) |
CallableFixedRateBond(Natural,Real,constQuantLib::Schedule& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) | 9 | __Globals.CallableFixedRateBond(Natural,Real,constQuantLib::Schedule& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) |
CallableZeroCouponBond(Natural,Real,constQuantLib::Calendar& ,constQuantLib::Date&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) | 9 | __Globals.CallableZeroCouponBond(Natural,Real,constQuantLib::Calendar& ,constQuantLib::Date&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) |
FixedRateCoupon(constQuantLib::Date&,Real,Rate ,constQuantLib::DayCounter&,constQuantLib::Date&,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Date&) | 9 | QuantLib.FixedRateCoupon.FixedRateCoupon(constQuantLib::Date&,Real ,Rate,constQuantLib::DayCounter&,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Date& ,constQuantLib::Date&) |
SwapIndex(conststd::string&,constQuantLib::Period&,Natural ,QuantLib::Currency,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) | 9 | QuantLib.SwapIndex.SwapIndex(conststd::string&,constQuantLib::Period& ,Natural,QuantLib::Currency,constQuantLib::Calendar& ,constQuantLib::Period&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constint) |
sphereCylinderOptimizerClosest(Real,Real,Real,Real,Real,Real,Natural ,Real,Real) | 9 | QuantLib.__Globals.sphereCylinderOptimizerClosest(Real,Real,Real,Real ,Real,Real,Natural,Real,Real) |
blackFormulaImpliedStdDev(Option::Type,Real,Real,Real,Real,Real,Real ,Real,Natural) | 9 | QuantLib.__Globals.blackFormulaImpliedStdDev(Option::Type,Real,Real ,Real,Real,Real,Real,Real,Natural) |
InflationTermStructure(constQuantLib::Date&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,constint) | 9 | QuantLib.InflationTermStructure.InflationTermStructure (constQuantLib::Date&,Rate,constQuantLib::Period&,QuantLib::Frequency ,bool,constHandle<QuantLib::YieldTermStructure>& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,constint) |
InflationTermStructure(Natural,constQuantLib::Calendar&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::DayCounter&,constint) | 9 | QuantLib.InflationTermStructure.InflationTermStructure(Natural ,constQuantLib::Calendar&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constQuantLib::DayCounter&,constint) |
ZeroInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,constbool,constHandle <QuantLib::YieldTermStructure>&,constint) | 9 | QuantLib.ZeroInflationTermStructure.ZeroInflationTermStructure (constQuantLib::Date&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,constbool,constHandle <QuantLib::YieldTermStructure>&,constint) |
ZeroInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) | 9 | QuantLib.ZeroInflationTermStructure.ZeroInflationTermStructure(Natural ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
YoYInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) | 9 | QuantLib.YoYInflationTermStructure.YoYInflationTermStructure (constQuantLib::Date&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) |
YoYInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) | 9 | QuantLib.YoYInflationTermStructure.YoYInflationTermStructure(Natural ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
Data(conststd::string&,conststd::string&,Integer,conststd::string& ,conststd::string&,Integer,constQuantLib::Rounding&,conststd::string& ,constQuantLib::Currency&) | 9 | QuantLib.Currency+Data.Data(conststd::string&,conststd::string& ,Integer,conststd::string&,conststd::string&,Integer ,constQuantLib::Rounding&,conststd::string&,constQuantLib::Currency&) |
YoYInflationIndex(conststd::string&,constQuantLib::Region&,bool,bool ,bool,QuantLib::Frequency,constQuantLib::Period& ,constQuantLib::Currency&,constHandle <QuantLib::YoYInflationTermStructure>&) | 9 | QuantLib.YoYInflationIndex.YoYInflationIndex(conststd::string& ,constQuantLib::Region&,bool,bool,bool,QuantLib::Frequency ,constQuantLib::Period&,constQuantLib::Currency&,constHandle <QuantLib::YoYInflationTermStructure>&) |
HestonProcess(constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,QuantLib::HestonProcess::Discretization) | 9 | QuantLib.HestonProcess.HestonProcess(constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,QuantLib::HestonProcess::Discretization) |
CubicInterpolation<I1,I2>(constI1&,constI1&,constI2& ,CubicInterpolation::DerivativeApprox,bool ,CubicInterpolation::BoundaryCondition,Real ,CubicInterpolation::BoundaryCondition,Real) | 9 | QuantLib.CubicInterpolation.CubicInterpolation<I1,I2>(constI1& ,constI1&,constI2&,CubicInterpolation::DerivativeApprox,bool ,CubicInterpolation::BoundaryCondition,Real ,CubicInterpolation::BoundaryCondition,Real) |
duration(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) | 9 | QuantLib.CashFlows.duration(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) |
IborIndex(conststd::string&,constQuantLib::Period&,Natural ,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::YieldTermStructure>&) | 9 | QuantLib.IborIndex.IborIndex(conststd::string&,constQuantLib::Period& ,Natural,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::YieldTermStructure>&) |
CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) | 9 | QuantLib.CPISwap.CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) |
yield(constQuantLib::Bond&,Real,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,QuantLib::Date,Real,Size ,Rate) | 9 | QuantLib.BondFunctions.yield(constQuantLib::Bond&,Real ,constQuantLib::DayCounter&,QuantLib::Compounding,QuantLib::Frequency ,QuantLib::Date,Real,Size,Rate) |
FixedRateBondForward(constQuantLib::Date&,constQuantLib::Date& ,Position::Type,Real,Natural,constQuantLib::DayCounter& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,constint) | 9 | QuantLib.FixedRateBondForward.FixedRateBondForward (constQuantLib::Date&,constQuantLib::Date&,Position::Type,Real,Natural ,constQuantLib::DayCounter&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constint) |
Statistics
Stat | # Parameters |
---|---|
Sum: | 1 318 |
Average: | 10.98 |
Minimum: | 9 |
Maximum: | 24 |
Standard deviation: | 2.61 |
Variance: | 6.83 |
Rule warning: Quick summary of methods to refactor |
warnif count > 0 from m in JustMyCode.Methods where
// Code Metrics' definitions
m.NbLinesOfCode > 30 || // http://www.cppdepend.com/Metrics.aspx#NbLinesOfCode
m.MaxNestedLoop > 3 || // http://www.cppdepend.com/Metrics.aspx#NbILInstructions
m.CyclomaticComplexity > 20 || // http://www.cppdepend.com/Metrics.aspx#CC
m.NestingDepth > 5 || // http://www.cppdepend.com/Metrics.aspx#ILNestingDepth
m.NbParameters > 5 || // http://www.cppdepend.com/Metrics.aspx#NbParameters
m.NbVariables > 8 || // http://www.cppdepend.com/Metrics.aspx#NbVariables
m.NbOverloads > 6 // http://www.cppdepend.com/Metrics.aspx#NbOverloads
select new { m, m.NbLinesOfCode, m.MaxNestedLoop, m.CyclomaticComplexity,
m.NestingDepth,
m.NbParameters, m.NbVariables, m.NbOverloads }
870 methods matched
methods | # lines of code (LOC) | MaxNestedLoop | Cyclomatic Complexity (CC) | NestingDepth | # Parameters | # Variables | # Overloads | Full Name |
---|---|---|---|---|---|---|---|---|
CPICoupon(Real,constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) | 6 | 0 | 1 | 1 | 7 | 0 | 1 | __Globals.CPICoupon(Real,constQuantLib::Date&,Real ,constQuantLib::Date&,constQuantLib::Date&,Natural,constint) |
FdmExtOUJumpOp(constint) | 16 | 2 | 4 | 4 | 1 | 16 | 1 | __Globals.FdmExtOUJumpOp(constint) |
setTransformLowerBC(constint) | 12 | 1 | 3 | 3 | 1 | 12 | 1 | __Globals.setTransformLowerBC(constint) |
setTransformUpperBC(constint) | 12 | 1 | 3 | 3 | 1 | 12 | 1 | __Globals.setTransformUpperBC(constint) |
setUpperBC(constint) | 10 | 1 | 3 | 3 | 1 | 9 | 1 | __Globals.setUpperBC(constint) |
VanillaVPPOption(Real,Real,Real,Size,Size,Real,Real,constint) | 10 | 0 | 1 | 1 | 8 | 1 | 1 | __Globals.VanillaVPPOption(Real,Real,Real,Size,Size,Real,Real,constint ) |
CPIBond(Natural,Real,bool,Real,constQuantLib::Period&,constint) | 2 | 1 | 2 | 2 | 6 | 0 | 1 | __Globals.CPIBond(Natural,Real,bool,Real,constQuantLib::Period& ,constint) |
CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) | 30 | 1 | 10 | 6 | 9 | 2 | 1 | __Globals.CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) |
SparseILUPreconditioner(constint&,Integer) | 78 | 4 | 24 | 7 | 2 | 31 | 1 | __Globals.SparseILUPreconditioner(constint&,Integer) |
FdmBlackScholesMultiStrikeMesher(Size,constint) | 14 | 1 | 2 | 2 | 2 | 12 | 1 | __Globals.FdmBlackScholesMultiStrikeMesher(Size,constint) |
FdmHestonVarianceMesher(Size,constint) | 45 | 2 | 11 | 4 | 2 | 31 | 1 | __Globals.FdmHestonVarianceMesher(Size,constint) |
FdmSimpleProcess1dMesher(Size,constint) | 14 | 2 | 4 | 3 | 2 | 9 | 1 | __Globals.FdmSimpleProcess1dMesher(Size,constint) |
SecondDerivativeOp(Size,constint) | 9 | 1 | 2 | 2 | 2 | 9 | 1 | __Globals.SecondDerivativeOp(Size,constint) |
SecondOrderMixedDerivativeOp(Size,Size,constint) | 18 | 1 | 3 | 3 | 3 | 15 | 1 | __Globals.SecondOrderMixedDerivativeOp(Size,Size,constint) |
FdmAffineModelTermStructure(constQuantLib::Array& ,constQuantLib::Calendar&,constQuantLib::DayCounter& ,constQuantLib::Date&,constQuantLib::Date&,constint) | 1 | 0 | 1 | 1 | 6 | 0 | 1 | __Globals.FdmAffineModelTermStructure(constQuantLib::Array& ,constQuantLib::Calendar&,constQuantLib::DayCounter& ,constQuantLib::Date&,constQuantLib::Date&,constint) |
TrinomialTree(constint) | 26 | 2 | 3 | 3 | 1 | 19 | 1 | __Globals.TrinomialTree(constint) |
npvbps(constint&,constQuantLib::YieldTermStructure&,bool ,QuantLib::Date,QuantLib::Date,Real&,Real&) | 6 | 1 | 2 | 2 | 7 | 4 | 1 | __Globals.npvbps(constint&,constQuantLib::YieldTermStructure&,bool ,QuantLib::Date,QuantLib::Date,Real&,Real&) |
atmRate(constint&,constQuantLib::YieldTermStructure&,bool ,QuantLib::Date,QuantLib::Date,Real) | 17 | 1 | 6 | 2 | 6 | 5 | 2 | __Globals.atmRate(constint&,constQuantLib::YieldTermStructure&,bool ,QuantLib::Date,QuantLib::Date,Real) |
npv(constint&,constQuantLib::InterestRate&,bool,QuantLib::Date ,QuantLib::Date) | 15 | 1 | 4 | 2 | 5 | 9 | 4 | __Globals.npv(constint&,constQuantLib::InterestRate&,bool ,QuantLib::Date,QuantLib::Date) |
npv(constint&,Rate,constQuantLib::DayCounter&,QuantLib::Compounding ,QuantLib::Frequency,bool,QuantLib::Date,QuantLib::Date) | 0 | 0 | 1 | 1 | 8 | 0 | 4 | __Globals.npv(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date) |
bps(constint&,Rate,constQuantLib::DayCounter&,QuantLib::Compounding ,QuantLib::Frequency,bool,QuantLib::Date,QuantLib::Date) | 0 | 0 | 1 | 1 | 8 | 0 | 3 | __Globals.bps(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date) |
yield(constint&,Real,constQuantLib::DayCounter&,QuantLib::Compounding ,QuantLib::Frequency,bool,QuantLib::Date,QuantLib::Date,Real,Size,Rate ) | 4 | 0 | 1 | 1 | 11 | 2 | 1 | __Globals.yield(constint&,Real,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date,Real,Size,Rate) |
duration(constint&,constQuantLib::InterestRate&,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) | 13 | 0 | 7 | 2 | 6 | 0 | 2 | __Globals.duration(constint&,constQuantLib::InterestRate& ,Duration::Type,bool,QuantLib::Date,QuantLib::Date) |
duration(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) | 0 | 0 | 1 | 1 | 9 | 0 | 2 | __Globals.duration(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) |
convexity(constint&,constQuantLib::InterestRate&,bool,QuantLib::Date ,QuantLib::Date) | 46 | 1 | 11 | 3 | 5 | 13 | 2 | __Globals.convexity(constint&,constQuantLib::InterestRate&,bool ,QuantLib::Date,QuantLib::Date) |
convexity(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date) | 0 | 0 | 1 | 1 | 8 | 0 | 2 | __Globals.convexity(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date) |
basisPointValue(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date) | 0 | 0 | 1 | 1 | 8 | 0 | 2 | __Globals.basisPointValue(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date) |
yieldValueBasisPoint(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date) | 0 | 0 | 1 | 1 | 8 | 0 | 2 | __Globals.yieldValueBasisPoint(constint&,Rate ,constQuantLib::DayCounter&,QuantLib::Compounding,QuantLib::Frequency ,bool,QuantLib::Date,QuantLib::Date) |
CmsCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) | 0 | 0 | 1 | 1 | 6 | 0 | 1 | __Globals.CmsCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) |
DigitalCoupon(constint) | 41 | 0 | 15 | 6 | 1 | 0 | 1 | __Globals.DigitalCoupon(constint) |
FloatingRateCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) | 4 | 0 | 1 | 1 | 6 | 0 | 1 | __Globals.FloatingRateCoupon(constQuantLib::Date&,Real ,constQuantLib::Date&,constQuantLib::Date&,Natural,constint) |
IborCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) | 13 | 0 | 2 | 2 | 6 | 4 | 1 | __Globals.IborCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) |
InflationCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) | 2 | 0 | 1 | 1 | 6 | 0 | 1 | __Globals.InflationCoupon(constQuantLib::Date&,Real ,constQuantLib::Date&,constQuantLib::Date&,Natural,constint) |
YoYInflationCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) | 2 | 0 | 1 | 1 | 6 | 0 | 1 | __Globals.YoYInflationCoupon(constQuantLib::Date&,Real ,constQuantLib::Date&,constQuantLib::Date&,Natural,constint) |
SwapIndex(conststd::string&,constQuantLib::Period&,Natural ,QuantLib::Currency,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) | 4 | 0 | 1 | 1 | 9 | 0 | 1 | __Globals.SwapIndex(conststd::string&,constQuantLib::Period&,Natural ,QuantLib::Currency,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) |
AssetSwap(bool,constint) | 17 | 1 | 4 | 2 | 2 | 10 | 1 | __Globals.AssetSwap(bool,constint) |
BMASwap(QuantLib::BMASwap::Type,Real,constQuantLib::Schedule&,Real ,Spread,constint) | 17 | 1 | 5 | 3 | 6 | 2 | 1 | __Globals.BMASwap(QuantLib::BMASwap::Type,Real ,constQuantLib::Schedule&,Real,Spread,constint) |
Bond(Natural,constQuantLib::Calendar&,Real,constQuantLib::Date& ,constQuantLib::Date&,constint&) | 4 | 0 | 1 | 1 | 6 | 0 | 2 | __Globals.Bond(Natural,constQuantLib::Calendar&,Real ,constQuantLib::Date&,constQuantLib::Date&,constint&) |
CreditDefaultSwap(Protection::Side,Real,Rate,constQuantLib::Schedule& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,bool,bool ,constQuantLib::Date&,constint) | 8 | 0 | 2 | 1 | 10 | 0 | 2 | __Globals.CreditDefaultSwap(Protection::Side,Real,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date&,constint) |
CreditDefaultSwap(Protection::Side,Real,Rate,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date& ,constQuantLib::Date&,constint) | 9 | 0 | 3 | 1 | 12 | 1 | 2 | __Globals.CreditDefaultSwap(Protection::Side,Real,Rate,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date& ,constQuantLib::Date&,constint) |
FixedRateBondForward(constQuantLib::Date&,constQuantLib::Date& ,Position::Type,Real,Natural,constQuantLib::DayCounter& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,constint) | 1 | 0 | 1 | 1 | 9 | 0 | 1 | __Globals.FixedRateBondForward(constQuantLib::Date& ,constQuantLib::Date&,Position::Type,Real,Natural ,constQuantLib::DayCounter&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constint) |
ForwardRateAgreement(constQuantLib::Date&,constQuantLib::Date& ,Position::Type,Rate,Real,constint) | 6 | 0 | 1 | 1 | 6 | 2 | 1 | __Globals.ForwardRateAgreement(constQuantLib::Date& ,constQuantLib::Date&,Position::Type,Rate,Real,constint) |
OvernightIndexedSwap(QuantLib::OvernightIndexedSwap::Type,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter&,constint) | 6 | 0 | 1 | 1 | 6 | 0 | 2 | __Globals.OvernightIndexedSwap(QuantLib::OvernightIndexedSwap::Type ,Real,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter& ,constint) |
OvernightIndexedSwap(QuantLib::OvernightIndexedSwap::Type,std::vector <Real>,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter& ,constint) | 6 | 0 | 1 | 1 | 6 | 0 | 2 | __Globals.OvernightIndexedSwap(QuantLib::OvernightIndexedSwap::Type ,std::vector<Real>,constQuantLib::Schedule&,Rate ,constQuantLib::DayCounter&,constint) |
impliedVolatility(Real,constHandle<QuantLib::YieldTermStructure>& ,Volatility,Real,Natural,Volatility,Volatility) | 5 | 0 | 1 | 1 | 7 | 2 | 6 | __Globals.impliedVolatility(Real,constHandle <QuantLib::YieldTermStructure>&,Volatility,Real,Natural,Volatility ,Volatility) |
VanillaSwap(QuantLib::VanillaSwap::Type,Real,constQuantLib::Schedule& ,Rate,constQuantLib::DayCounter&,constQuantLib::Schedule&,constint) | 21 | 0 | 5 | 2 | 7 | 0 | 1 | __Globals.VanillaSwap(QuantLib::VanillaSwap::Type,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter& ,constQuantLib::Schedule&,constint) |
YearOnYearInflationSwap(QuantLib::YearOnYearInflationSwap::Type,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter& ,constQuantLib::Schedule&,constint) | 15 | 0 | 2 | 2 | 7 | 0 | 1 | __Globals.YearOnYearInflationSwap (QuantLib::YearOnYearInflationSwap::Type,Real,constQuantLib::Schedule& ,Rate,constQuantLib::DayCounter&,constQuantLib::Schedule&,constint) |
ZeroCouponInflationSwap(QuantLib::ZeroCouponInflationSwap::Type,Real ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,Rate ,constint) | 38 | 1 | 8 | 3 | 9 | 6 | 1 | __Globals.ZeroCouponInflationSwap (QuantLib::ZeroCouponInflationSwap::Type,Real,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,Rate ,constint) |
FloatingRateBond(Natural,Real,constQuantLib::Date& ,constQuantLib::Date&,QuantLib::Frequency,constQuantLib::Calendar& ,constint) | 3 | 0 | 1 | 1 | 7 | 3 | 2 | __Globals.FloatingRateBond(Natural,Real,constQuantLib::Date& ,constQuantLib::Date&,QuantLib::Frequency,constQuantLib::Calendar& ,constint) |
calculateAbsTolerance(constint) | 29 | 0 | 5 | 2 | 1 | 14 | 1 | __Globals.calculateAbsTolerance(constint) |
adaptivGaussLobattoStep(constint) | 17 | 0 | 1 | 1 | 1 | 14 | 1 | __Globals.adaptivGaussLobattoStep(constint) |
integrate(constint) | 71 | 1 | 10 | 2 | 1 | 29 | 3 | __Globals.integrate(constint) |
integrateRecursively(constint) | 19 | 1 | 3 | 2 | 1 | 9 | 1 | __Globals.integrateRecursively(constint) |
calibrate(constint) | 11 | 0 | 1 | 1 | 1 | 10 | 1 | __Globals.calibrate(constint) |
PathwiseAccountingEngine(constint) | 25 | 2 | 6 | 2 | 1 | 11 | 1 | __Globals.PathwiseAccountingEngine(constint) |
PathwiseVegasAccountingEngine(constint) | 32 | 3 | 7 | 3 | 1 | 14 | 1 | __Globals.PathwiseVegasAccountingEngine(constint) |
PathwiseVegasOuterAccountingEngine(constint) | 40 | 2 | 10 | 4 | 1 | 18 | 1 | __Globals.PathwiseVegasOuterAccountingEngine(constint) |
SVDDFwdRatePc(constint) | 24 | 2 | 4 | 3 | 1 | 9 | 1 | __Globals.SVDDFwdRatePc(constint) |
AbcdVol(Real,Real,Real,Real,constvector<Real>&,constint) | 48 | 4 | 10 | 5 | 6 | 20 | 1 | __Globals.AbcdVol(Real,Real,Real,Real,constvector<Real>&,constint) |
capletAlphaFormCalibration(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) | 38 | 3 | 9 | 4 | 3 | 29 | 1 | __Globals.capletAlphaFormCalibration (constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) |
capletMaxHomogeneityCalibration(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) | 40 | 3 | 10 | 4 | 3 | 31 | 1 | __Globals.capletMaxHomogeneityCalibration (constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) |
calibrationFunction(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) | 109 | 3 | 29 | 4 | 3 | 64 | 1 | __Globals.calibrationFunction(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) |
CotSwapToFwdAdapter(constint) | 20 | 2 | 5 | 2 | 1 | 12 | 1 | __Globals.CotSwapToFwdAdapter(constint) |
FlatVol(constvector<Volatility>&,constint) | 49 | 4 | 10 | 5 | 2 | 19 | 1 | __Globals.FlatVol(constvector<Volatility>&,constint) |
FwdPeriodAdapter(constint) | 34 | 2 | 9 | 3 | 1 | 20 | 1 | __Globals.FwdPeriodAdapter(constint) |
FwdToCotSwapAdapter(constint) | 19 | 2 | 5 | 2 | 1 | 11 | 1 | __Globals.FwdToCotSwapAdapter(constint) |
SwaptionPseudoDerivative(int) | 31 | 4 | 8 | 5 | 1 | 20 | 1 | __Globals.SwaptionPseudoDerivative(int) |
CapPseudoDerivative(int) | 49 | 3 | 8 | 4 | 1 | 37 | 1 | __Globals.CapPseudoDerivative(int) |
performCalculations() | 16 | 0 | 3 | 2 | 0 | 10 | 4 | __Globals.performCalculations() |
InflationTermStructure(Rate,constQuantLib::Period&,QuantLib::Frequency ,bool,constHandle<QuantLib::YieldTermStructure>& ,constQuantLib::DayCounter&,constint) | 4 | 0 | 1 | 1 | 7 | 0 | 3 | __Globals.InflationTermStructure(Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constQuantLib::DayCounter&,constint) |
InflationTermStructure(constQuantLib::Date&,Rate ,constQuantLib::Period&,QuantLib::Frequency,constbool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,constint) | 4 | 0 | 1 | 1 | 9 | 0 | 3 | __Globals.InflationTermStructure(constQuantLib::Date&,Rate ,constQuantLib::Period&,QuantLib::Frequency,constbool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,constint) |
InflationTermStructure(Natural,constQuantLib::Calendar&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::DayCounter&,constint) | 4 | 0 | 1 | 1 | 9 | 0 | 3 | __Globals.InflationTermStructure(Natural,constQuantLib::Calendar&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::DayCounter&,constint) |
ZeroInflationTermStructure(constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) | 0 | 0 | 1 | 1 | 7 | 0 | 3 | __Globals.ZeroInflationTermStructure(constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
ZeroInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) | 0 | 0 | 1 | 1 | 9 | 0 | 3 | __Globals.ZeroInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
ZeroInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) | 0 | 0 | 1 | 1 | 9 | 0 | 3 | __Globals.ZeroInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) |
YoYInflationTermStructure(constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) | 0 | 0 | 1 | 1 | 7 | 0 | 3 | __Globals.YoYInflationTermStructure(constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
YoYInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) | 0 | 0 | 1 | 1 | 9 | 0 | 3 | __Globals.YoYInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
YoYInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) | 0 | 0 | 1 | 1 | 9 | 0 | 3 | __Globals.YoYInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) |
AbcdCalibration(conststd::vector<Real>&,conststd::vector<Real>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 15 | 0 | 1 | 1 | 12 | 0 | 1 | __Globals.AbcdCalibration(conststd::vector<Real>&,conststd::vector <Real>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
SabrInterpolatedSmileSection(constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate>&,bool,constHandle <QuantLib::Quote>&,conststd::vector<Handle<Quote>>&,Real,Real,Real ,Real,bool,bool,bool,bool,bool,constint) | 16 | 0 | 1 | 1 | 16 | 0 | 2 | __Globals.SabrInterpolatedSmileSection(constQuantLib::Date& ,constHandle<QuantLib::Quote>&,conststd::vector<Rate>&,bool ,constHandle<QuantLib::Quote>&,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
SabrInterpolatedSmileSection(constQuantLib::Date&,constRate& ,conststd::vector<Rate>&,bool,constVolatility&,conststd::vector <Volatility>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 15 | 0 | 1 | 1 | 16 | 0 | 2 | __Globals.SabrInterpolatedSmileSection(constQuantLib::Date&,constRate& ,conststd::vector<Rate>&,bool,constVolatility&,conststd::vector <Volatility>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
SwaptionVolatilityCube(constHandle <QuantLib::SwaptionVolatilityStructure>&,conststd::vector<Period>& ,conststd::vector<Period>&,conststd::vector<Spread>&,conststd::vector <std::vector<Handle<Quote>>>&,constint) | 21 | 1 | 5 | 1 | 6 | 2 | 1 | __Globals.SwaptionVolatilityCube(constHandle <QuantLib::SwaptionVolatilityStructure>&,conststd::vector<Period>& ,conststd::vector<Period>&,conststd::vector<Spread>&,conststd::vector <std::vector<Handle<Quote>>>&,constint) |
SwaptionVolCube1(constHandle<QuantLib::SwaptionVolatilityStructure>& ,conststd::vector<Period>&,conststd::vector<Period>&,conststd::vector <Spread>&,conststd::vector<std::vector<Handle<Quote>>>&,constint) | 1 | 0 | 1 | 1 | 6 | 0 | 1 | __Globals.SwaptionVolCube1(constHandle <QuantLib::SwaptionVolatilityStructure>&,conststd::vector<Period>& ,conststd::vector<Period>&,conststd::vector<Spread>&,conststd::vector <std::vector<Handle<Quote>>>&,constint) |
SwaptionVolCube2(constHandle<QuantLib::SwaptionVolatilityStructure>& ,conststd::vector<Period>&,conststd::vector<Period>&,conststd::vector <Spread>&,conststd::vector<std::vector<Handle<Quote>>>&,constint) | 2 | 0 | 1 | 1 | 6 | 0 | 1 | __Globals.SwaptionVolCube2(constHandle <QuantLib::SwaptionVolatilityStructure>&,conststd::vector<Period>& ,conststd::vector<Period>&,conststd::vector<Spread>&,conststd::vector <std::vector<Handle<Quote>>>&,constint) |
SwapRateHelper(constHandle<QuantLib::Quote>&,constQuantLib::Period& ,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) | 6 | 0 | 1 | 1 | 7 | 0 | 4 | __Globals.SwapRateHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) |
SwapRateHelper(Rate,constQuantLib::Period&,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constint) | 6 | 0 | 1 | 1 | 7 | 0 | 4 | __Globals.SwapRateHelper(Rate,constQuantLib::Period& ,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) |
BMASwapRateHelper(constHandle<QuantLib::Quote>&,constQuantLib::Period& ,Natural,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) | 6 | 0 | 1 | 1 | 8 | 0 | 1 | __Globals.BMASwapRateHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Natural,constQuantLib::Calendar& ,constQuantLib::Period&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constint) |
ZeroCouponInflationSwapHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) | 4 | 0 | 1 | 1 | 7 | 0 | 1 | __Globals.ZeroCouponInflationSwapHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) |
YearOnYearInflationSwapHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) | 4 | 0 | 1 | 1 | 7 | 0 | 1 | __Globals.YearOnYearInflationSwapHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) |
Merton76Process(constHandle<QuantLib::Quote>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::BlackVolTermStructure>&,constHandle<QuantLib::Quote>& ,constHandle<QuantLib::Quote>&,constHandle<QuantLib::Quote>&,constint) | 3 | 0 | 1 | 1 | 8 | 0 | 1 | __Globals.Merton76Process(constHandle<QuantLib::Quote>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::BlackVolTermStructure>&,constHandle<QuantLib::Quote>& ,constHandle<QuantLib::Quote>&,constHandle<QuantLib::Quote>&,constint) |
AmericanPayoffAtExpiry(Real,DiscountFactor,DiscountFactor,Real ,constint) | 91 | 0 | 9 | 2 | 5 | 4 | 1 | __Globals.AmericanPayoffAtExpiry(Real,DiscountFactor,DiscountFactor ,Real,constint) |
AmericanPayoffAtHit(Real,DiscountFactor,DiscountFactor,Real,constint) | 106 | 0 | 11 | 3 | 5 | 4 | 1 | __Globals.AmericanPayoffAtHit(Real,DiscountFactor,DiscountFactor,Real ,constint) |
initialize(constint) | 58 | 0 | 5 | 2 | 1 | 2 | 2 | __Globals.initialize(constint) |
BarrierPathPricer(Barrier::Type,Real,Real,Option::Type,Real ,conststd::vector<DiscountFactor>&,constint) | 9 | 0 | 1 | 1 | 7 | 0 | 1 | __Globals.BarrierPathPricer(Barrier::Type,Real,Real,Option::Type,Real ,conststd::vector<DiscountFactor>&,constint) |
criticalPrice(constint) | 11 | 0 | 1 | 1 | 1 | 16 | 1 | __Globals.criticalPrice(constint) |
LfmHullWhiteParameterization(constint) | 13 | 2 | 4 | 3 | 1 | 11 | 1 | __Globals.LfmHullWhiteParameterization(constint) |
CallableFixedRateBond(Natural,Real,constQuantLib::Schedule& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) | 7 | 0 | 2 | 2 | 9 | 2 | 1 | __Globals.CallableFixedRateBond(Natural,Real,constQuantLib::Schedule& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) |
CallableZeroCouponBond(Natural,Real,constQuantLib::Calendar& ,constQuantLib::Date&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) | 0 | 0 | 1 | 1 | 9 | 0 | 1 | __Globals.CallableZeroCouponBond(Natural,Real,constQuantLib::Calendar& ,constQuantLib::Date&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) |
FloatingCatBond(Natural,Real,constQuantLib::Date&,constQuantLib::Date& ,QuantLib::Frequency,constQuantLib::Calendar&,constint) | 3 | 0 | 1 | 1 | 7 | 3 | 2 | __Globals.FloatingCatBond(Natural,Real,constQuantLib::Date& ,constQuantLib::Date&,QuantLib::Frequency,constQuantLib::Calendar& ,constint) |
ProxyIbor(conststd::string&,constQuantLib::Period&,Natural ,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::Quote>&,constint) | 1 | 0 | 1 | 1 | 10 | 0 | 1 | __Globals.ProxyIbor(conststd::string&,constQuantLib::Period&,Natural ,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::Quote>&,constint) |
Statistics
Stat | # lines of code (LOC) | MaxNestedLoop | Cyclomatic Complexity (CC) | NestingDepth | # Parameters | # Variables | # Overloads |
---|---|---|---|---|---|---|---|
Sum: | 4 096 | 511 | 3 930 | 1 762 | 3 889 | 5 887 | 4 849 |
Average: | 14 810 237 | 0.59 | 4.52 | 2.03 | 4.47 | 6.77 | 5.57 |
Minimum: | 0 | 0 | 1 | 0 | 0 | 0 | 1 |
Maximum: | 0 | 5 | 71 | 21 | 24 | 93 | 45 |
Standard deviation: | 251 773 936 | 0.96 | 6.68 | 1.91 | 3.71 | 9.75 | 10.16 |
Variance: | 0 | 0.93 | 44.67 | 3.63 | 13.73 | 95.07 | 103.2 |
Rule warning: Methods too big |
warnif count > 0 from m in JustMyCode.Methods where
m.NbLinesOfCode > 30
orderby m.NbLinesOfCode descending
select new { m, m.NbLinesOfCode}
// Methods where NbLinesOfCode > 30
// are extremely complex and should be split in smaller methods.
// See the definition of the NbLinesOfCode metric here
// http://www.cppdepend.com/Metrics.aspx#NbLinesOfCode
172 methods matched
methods | # lines of code (LOC) | Full Name |
---|---|---|
isExpired() | 0 | QuantLib.CreditDefaultSwap.isExpired() |
quantity() | 0 | QuantLib.EnergySwap.quantity() |
applyTo(QuantLib::Array&,Time) | 0 | QuantLib.FdmStepConditionComposite.applyTo(QuantLib::Array&,Time) |
Schedule(QuantLib::Date,constQuantLib::Date&,constQuantLib::Period& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention,DateGeneration::Rule,bool ,constQuantLib::Date&,constQuantLib::Date&) | 243 | QuantLib.Schedule.Schedule(QuantLib::Date,constQuantLib::Date& ,constQuantLib::Period&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention ,DateGeneration::Rule,bool,constQuantLib::Date&,constQuantLib::Date&) |
update() | 192 | QuantLib.detail.CubicInterpolationImpl<I1,I2>.update() |
lmdif(int,int,double*,double*,double,double,double,int,double,double* ,int,double,int,int*,int*,double*,int,int*,double*,double*,double* ,double*,double*,constint&) | 174 | QuantLib.MINPACK.__Globals.lmdif(int,int,double*,double*,double,double ,double,int,double,double*,int,double,int,int*,int*,double*,int,int* ,double*,double*,double*,double*,double*,constint&) |
calculate() | 168 | QuantLib.AnalyticGJRGARCHEngine.calculate() |
SobolRsg(Size,unsignedlong,QuantLib::SobolRsg::DirectionIntegers) | 156 | QuantLib.SobolRsg.SobolRsg(Size,unsignedlong ,QuantLib::SobolRsg::DirectionIntegers) |
SVD(constQuantLib::Matrix&) | 150 | QuantLib.SVD.SVD(constQuantLib::Matrix&) |
discountBondOption(Option::Type,Real,Time,Time) | 123 | QuantLib.CoxIngersollRoss.discountBondOption(Option::Type,Real,Time ,Time) |
BarrierUPD(double,double,double,double,double,int,int,int) | 116 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .BarrierUPD(double,double,double,double,double,int,int,int) |
lmpar(int,double*,int,int*,double*,double*,double,double*,double* ,double*,double*,double*) | 115 | QuantLib.MINPACK.__Globals.lmpar(int,double*,int,int*,double*,double* ,double,double*,double*,double*,double*,double*) |
singleRateClosestPointFinder(Size,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real,conststd::vector<Real>&,Real,Real ,Real,Size,Real,std::vector<Volatility>&,Real,Real&,Real&) | 114 | QuantLib.anonymous_namespace{capletcoterminalmaxhomogeneity.cpp} .__Globals.singleRateClosestPointFinder(Size,conststd::vector <Volatility>&,conststd::vector<Volatility>&,Real,conststd::vector<Real >&,Real,Real,Real,Size,Real,std::vector<Volatility>&,Real,Real&,Real&) |
calibrationFunction(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) | 109 | __Globals.calibrationFunction(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) |
discountBondOption(Option::Type,Real,Time,Time) | 108 | QuantLib.ExtendedCoxIngersollRoss.discountBondOption(Option::Type,Real ,Time,Time) |
ND2(double,double,double) | 108 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals.ND2 (double,double,double) |
AmericanPayoffAtHit(Real,DiscountFactor,DiscountFactor,Real,constint) | 106 | __Globals.AmericanPayoffAtHit(Real,DiscountFactor,DiscountFactor,Real ,constint) |
calculate() | 103 | QuantLib.Histogram.calculate() |
intersect() | 95 | QuantLib.InterpolatedYoYCapFloorTermPriceSurface<Interpolator2D ,Interpolator1D>.intersect() |
singlePathValues(std::vector<Real>&) | 93 | QuantLib.PathwiseVegasOuterAccountingEngine.singlePathValues (std::vector<Real>&) |
AmericanPayoffAtExpiry(Real,DiscountFactor,DiscountFactor,Real ,constint) | 91 | __Globals.AmericanPayoffAtExpiry(Real,DiscountFactor,DiscountFactor ,Real,constint) |
collectNodeData(QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue&,Size,std::vector<std::vector <NodeData>>&) | 88 | QuantLib.__Globals.collectNodeData(QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue&,Size,std::vector<std::vector <NodeData>>&) |
hypersphereOptimize(constQuantLib::Matrix&,constQuantLib::Matrix& ,constbool) | 86 | QuantLib.anonymous_namespace{pseudosqrt.cpp}.__Globals .hypersphereOptimize(constQuantLib::Matrix&,constQuantLib::Matrix& ,constbool) |
operator()(constQuantLib::Path&) | 85 | QuantLib.BarrierPathPricer.operator()(constQuantLib::Path&) |
rankReducedSqrt(constQuantLib::Matrix&,Size,Real ,SalvagingAlgorithm::Type) | 84 | QuantLib.__Globals.rankReducedSqrt(constQuantLib::Matrix&,Size,Real ,SalvagingAlgorithm::Type) |
BVTL(int,double,double,double) | 84 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .BVTL(int,double,double,double) |
compute() | 83 | QuantLib.KahaleSmileSection.compute() |
update() | 83 | QuantLib.detail.SABRInterpolationImpl<I1,I2>.update() |
singlePathValues(std::vector<Real>&) | 82 | QuantLib.PathwiseVegasAccountingEngine.singlePathValues(std::vector <Real>&) |
SmileSectionUtils(constQuantLib::SmileSection&,conststd::vector<Real>& ,constReal,constbool) | 81 | QuantLib.SmileSectionUtils.SmileSectionUtils (constQuantLib::SmileSection&,conststd::vector<Real>&,constReal ,constbool) |
evolve(Time,constQuantLib::Array&,Time,constQuantLib::Array&) | 80 | QuantLib.HestonProcess.evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
SparseILUPreconditioner(constint&,Integer) | 78 | __Globals.SparseILUPreconditioner(constint&,Integer) |
performCalculations() | 77 | __Globals.performCalculations() |
qrfac(int,int,double*,int,int,int*,int,double*,double*,double*) | 77 | QuantLib.MINPACK.__Globals.qrfac(int,int,double*,int,int,int*,int ,double*,double*,double*) |
qrsolv(int,double*,int,int*,double*,double*,double*,double*,double*) | 76 | QuantLib.MINPACK.__Globals.qrsolv(int,double*,int,int*,double*,double* ,double*,double*,double*) |
singlePathValues(std::vector<Real>&) | 75 | QuantLib.PathwiseAccountingEngine.singlePathValues(std::vector<Real>&) |
operator+=(constQuantLib::Period&) | 73 | QuantLib.Period.operator+=(constQuantLib::Period&) |
integrate(constint) | 71 | __Globals.integrate(constint) |
npvs(constQuantLib::Date&,constReal,constbool) | 70 | QuantLib.Gaussian1dFloatFloatSwaptionEngine.npvs(constQuantLib::Date& ,constReal,constbool) |
calculateNextGeneration(std::vector<Candidate>& ,constQuantLib::CostFunction&) | 67 | QuantLib.DifferentialEvolution.calculateNextGeneration(std::vector <Candidate>&,constQuantLib::CostFunction&) |
solveImpl<F>(constF&,Real) | 64 | QuantLib.Brent.solveImpl<F>(constF&,Real) |
initialGuess1(constQuantLib::Array&,Real,Real&,Real&,Real&) | 64 | QuantLib.anonymous_namespace{garch.cpp}.__Globals.initialGuess1 (constQuantLib::Array&,Real,Real&,Real&,Real&) |
fixing(constQuantLib::Date&,bool) | 63 | QuantLib.YoYInflationIndex.fixing(constQuantLib::Date&,bool) |
performCalculations() | 61 | __Globals.performCalculations() |
IvopOneDim(double,double,double,double,double,double,double,double) | 61 | anonymous_namespace{integralhestonvarianceoptionengine.cpp}.__Globals .IvopOneDim(double,double,double,double,double,double,double,double) |
operator()(constQuantLib::Path&) | 59 | QuantLib.BiasedBarrierPathPricer.operator()(constQuantLib::Path&) |
calculate() | 59 | QuantLib.IterativeBootstrap<Curve>.calculate() |
initialize(constint) | 58 | __Globals.initialize(constint) |
initialize() | 58 | QuantLib.MarkovFunctional.initialize() |
calculate() | 57 | QuantLib.AnalyticCompoundOptionEngine.calculate() |
ddll(double,double,double,double,double,double,double) | 57 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .ddll(double,double,double,double,double,double,double) |
solveWithMaxHomogeneity(Real,Integer,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real&,Real&,std::vector<Volatility>&) | 55 | QuantLib.AlphaFinder.solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>&,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real,Real,Real,Real,Integer,Real& ,Real&,Real&,std::vector<Volatility>&) |
calibrate() | 54 | QuantLib.LongstaffSchwartzMultiPathPricer.calibrate() |
IvopTwoDim(double,double,double,double,double,double,double,constint) | 54 | anonymous_namespace{integralhestonvarianceoptionengine.cpp}.__Globals .IvopTwoDim(double,double,double,double,double,double,double,constint) |
ddvv(double,double,double,double,double,double) | 54 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .ddvv(double,double,double,double,double,double) |
calculate(PricingEngine::results*) | 53 | QuantLib.FDMultiPeriodEngine<>.calculate(PricingEngine::results*) |
code(constQuantLib::Date&) | 53 | QuantLib.ECB.code(constQuantLib::Date&) |
tvtl(int,double*,double*,double) | 52 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .tvtl(int,double*,double*,double) |
operator()(Real) | 51 | QuantLib.AnalyticHestonEngine+Fj_Helper.operator()(Real) |
ddff(double,double,double,double,double,double) | 51 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .ddff(double,double,double,double,double,double) |
code(constQuantLib::Date&) | 50 | QuantLib.IMM.code(constQuantLib::Date&) |
checkMoments(Real) | 50 | QuantLib.OneFactorCopula.checkMoments(Real) |
FlatVol(constvector<Volatility>&,constint) | 49 | __Globals.FlatVol(constvector<Volatility>&,constint) |
CapPseudoDerivative(int) | 49 | __Globals.CapPseudoDerivative(int) |
enorm(int,double*) | 49 | QuantLib.MINPACK.__Globals.enorm(int,double*) |
KRNRDT(double,double,double(*)(double,double,double,double,double ,double,double,double,double,int),double&) | 49 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .KRNRDT(double,double,double(*)(double,double,double,double,double ,double,double,double,double,int),double&) |
AbcdVol(Real,Real,Real,Real,constvector<Real>&,constint) | 48 | __Globals.AbcdVol(Real,Real,Real,Real,constvector<Real>&,constint) |
TqrEigenDecomposition(constQuantLib::Array&,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenVectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftStrategy) | 48 | QuantLib.TqrEigenDecomposition.TqrEigenDecomposition (constQuantLib::Array&,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenVectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftStrategy) |
FaureRsg(Size) | 48 | QuantLib.FaureRsg.FaureRsg(Size) |
optionletPrice(Option::Type,Real) | 48 | QuantLib.LinearTsrPricer.optionletPrice(Option::Type,Real) |
calculate() | 48 | QuantLib.AnalyticDoubleBarrierEngine.calculate() |
operator()(Real,Real) | 47 | QuantLib.BivariateCumulativeNormalDistributionWe04DP.operator()(Real ,Real) |
solve(Real,Integer,conststd::vector<Volatility>&,conststd::vector <Volatility>&,conststd::vector<Real>&,Real,Real,Real,Real,Real,Real ,Integer,Real&,Real&,Real&,std::vector<Volatility>&) | 47 | QuantLib.AlphaFinder.solve(Real,Integer,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real&,Real&,std::vector<Volatility>&) |
Minimize<T>(Real,Real,Real,T&,Real(T::*)(Real),bool(T::*)(Real),bool&) | 47 | QuantLib.anonymous_namespace{alphafinder.cpp}.__Globals.Minimize<T> (Real,Real,Real,T&,Real(T::*)(Real),bool(T::*)(Real),bool&) |
convexity(constint&,constQuantLib::InterestRate&,bool,QuantLib::Date ,QuantLib::Date) | 46 | __Globals.convexity(constint&,constQuantLib::InterestRate&,bool ,QuantLib::Date,QuantLib::Date) |
sabrCalibration(constQuantLib::SwaptionVolCube1::Cube&) | 46 | QuantLib.SwaptionVolCube1.sabrCalibration (constQuantLib::SwaptionVolCube1::Cube&) |
spreadVolInterpolation(constQuantLib::Date&,constQuantLib::Period&) | 46 | QuantLib.SwaptionVolCube1.spreadVolInterpolation(constQuantLib::Date& ,constQuantLib::Period&) |
isBusinessDay(constQuantLib::Date&) | 46 | QuantLib.Taiwan+TsecImpl.isBusinessDay(constQuantLib::Date&) |
calculate() | 46 | QuantLib.Gaussian1dCapFloorEngine.calculate() |
calculate() | 46 | QuantLib.Gaussian1dNonstandardSwaptionEngine.calculate() |
modifiedDuration(constint&,constQuantLib::InterestRate&,bool ,QuantLib::Date,QuantLib::Date) | 46 | QuantLib.anonymous_namespace{cashflows.cpp}.__Globals.modifiedDuration (constint&,constQuantLib::InterestRate&,bool,QuantLib::Date ,QuantLib::Date) |
probIntV(constQuantLib::HestonProcess&,Real,Real,Real,Time ,HestonProcess::Discretization) | 46 | QuantLib.anonymous_namespace{hestonprocess.cpp}.__Globals.probIntV (constQuantLib::HestonProcess&,Real,Real,Real,Time ,HestonProcess::Discretization) |
FdmHestonVarianceMesher(Size,constint) | 45 | __Globals.FdmHestonVarianceMesher(Size,constint) |
solve<F>(constF&,Real,Real,Real) | 45 | QuantLib.Solver1D<Impl>.solve<F>(constF&,Real,Real,Real) |
localVolImpl(Time,Real) | 45 | QuantLib.LocalVolSurface.localVolImpl(Time,Real) |
evolve(Time,constQuantLib::Array&,Time,constQuantLib::Array&) | 45 | QuantLib.JointStochasticProcess.evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
calculate() | 45 | QuantLib.AnalyticDiscreteGeometricAveragePriceAsianEngine.calculate() |
axpyb(constQuantLib::Array&,constQuantLib::TripleBandLinearOp& ,constQuantLib::TripleBandLinearOp&,constQuantLib::Array&) | 44 | QuantLib.TripleBandLinearOp.axpyb(constQuantLib::Array& ,constQuantLib::TripleBandLinearOp&,constQuantLib::TripleBandLinearOp& ,constQuantLib::Array&) |
name() | 44 | QuantLib.JointCalendar+Impl.name() |
SymmetricSchurDecomposition(constQuantLib::Matrix&) | 44 | QuantLib.SymmetricSchurDecomposition.SymmetricSchurDecomposition (constQuantLib::Matrix&) |
evolve(Time,constQuantLib::Array&,Time,constQuantLib::Array&) | 44 | QuantLib.HybridHestonHullWhiteProcess.evolve(Time ,constQuantLib::Array&,Time,constQuantLib::Array&) |
updateNumeraireTabulation() | 44 | QuantLib.MarkovFunctional.updateNumeraireTabulation() |
inflationPeriod(constQuantLib::Date&,QuantLib::Frequency) | 42 | QuantLib.__Globals.inflationPeriod(constQuantLib::Date& ,QuantLib::Frequency) |
operator()(Real) | 42 | QuantLib.NonCentralChiSquareDistribution.operator()(Real) |
strikeFromDelta(Real,DeltaVolQuote::DeltaType) | 42 | QuantLib.BlackDeltaCalculator.strikeFromDelta(Real ,DeltaVolQuote::DeltaType) |
initialGuess2(constQuantLib::Array&,Real,Real&,Real&,Real&) | 42 | QuantLib.anonymous_namespace{garch.cpp}.__Globals.initialGuess2 (constQuantLib::Array&,Real,Real&,Real&,Real&) |
DigitalCoupon(constint) | 41 | __Globals.DigitalCoupon(constint) |
betaContinuedFraction(Real,Real,Real,Real,Integer) | 41 | QuantLib.__Globals.betaContinuedFraction(Real,Real,Real,Real,Integer) |
CPICapFloorTermPriceSurface(Real,Real,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle<QuantLib::ZeroInflationIndex>& ,constHandle<QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&) | 41 | QuantLib.CPICapFloorTermPriceSurface.CPICapFloorTermPriceSurface(Real ,Real,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&) |
date(conststd::string&,constQuantLib::Date&) | 41 | QuantLib.IMM.date(conststd::string&,constQuantLib::Date&) |
Statistics
Stat | # lines of code (LOC) |
---|---|
Sum: | 0 |
Average: | 74 912 224 |
Minimum: | 31 |
Maximum: | 0 |
Standard deviation: | 562 257 664 |
Variance: | 0 |
Rule warning: Methods too complex |
warnif count > 0 from m in JustMyCode.Methods where
m.CyclomaticComplexity > 20 ||
m.MaxNestedLoop > 3 ||
m.NestingDepth > 5
orderby m.CyclomaticComplexity descending,
m.MaxNestedLoop descending,
m.NestingDepth descending
select new { m, m.CyclomaticComplexity,
m.MaxNestedLoop,
m.NestingDepth }
// Methods where CyclomaticComplexity > 20
// or MaxNestedLoop > 40
// or NestingDepth > 4
// are hard to understand and maintain
// and should be split in smaller methods.
// See the definition of the complexity metrics here:
// http://www.cppdepend.com/Metrics.aspx#CC
// http://www.cppdepend.com/Metrics.aspx#ILCC
// http://www.cppdepend.com/Metrics.aspx#ILNestingDepth
66 methods matched
methods | Cyclomatic Complexity (CC) | MaxNestedLoop | NestingDepth | Full Name |
---|---|---|---|---|
Schedule(QuantLib::Date,constQuantLib::Date&,constQuantLib::Period& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention,DateGeneration::Rule,bool ,constQuantLib::Date&,constQuantLib::Date&) | 71 | 1 | 9 | QuantLib.Schedule.Schedule(QuantLib::Date,constQuantLib::Date& ,constQuantLib::Period&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention ,DateGeneration::Rule,bool,constQuantLib::Date&,constQuantLib::Date&) |
lmdif(int,int,double*,double*,double,double,double,int,double,double* ,int,double,int,int*,int*,double*,int,int*,double*,double*,double* ,double*,double*,constint&) | 65 | 2 | 5 | QuantLib.MINPACK.__Globals.lmdif(int,int,double*,double*,double,double ,double,int,double,double*,int,double,int,int*,int*,double*,int,int* ,double*,double*,double*,double*,double*,constint&) |
SVD(constQuantLib::Matrix&) | 62 | 3 | 21 | QuantLib.SVD.SVD(constQuantLib::Matrix&) |
update() | 52 | 1 | 18 | QuantLib.detail.CubicInterpolationImpl<I1,I2>.update() |
SobolRsg(Size,unsignedlong,QuantLib::SobolRsg::DirectionIntegers) | 48 | 3 | 5 | QuantLib.SobolRsg.SobolRsg(Size,unsignedlong ,QuantLib::SobolRsg::DirectionIntegers) |
hypersphereOptimize(constQuantLib::Matrix&,constQuantLib::Matrix& ,constbool) | 39 | 3 | 6 | QuantLib.anonymous_namespace{pseudosqrt.cpp}.__Globals .hypersphereOptimize(constQuantLib::Matrix&,constQuantLib::Matrix& ,constbool) |
singlePathValues(std::vector<Real>&) | 35 | 5 | 8 | QuantLib.PathwiseVegasOuterAccountingEngine.singlePathValues (std::vector<Real>&) |
lmpar(int,double*,int,int*,double*,double*,double,double*,double* ,double*,double*,double*) | 34 | 2 | 5 | QuantLib.MINPACK.__Globals.lmpar(int,double*,int,int*,double*,double* ,double,double*,double*,double*,double*,double*) |
singlePathValues(std::vector<Real>&) | 29 | 5 | 8 | QuantLib.PathwiseVegasAccountingEngine.singlePathValues(std::vector <Real>&) |
calibrationFunction(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) | 29 | 3 | 4 | __Globals.calibrationFunction(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) |
isBusinessDay(constQuantLib::Date&) | 28 | 0 | 2 | QuantLib.Taiwan+TsecImpl.isBusinessDay(constQuantLib::Date&) |
singlePathValues(std::vector<Real>&) | 27 | 4 | 8 | QuantLib.PathwiseAccountingEngine.singlePathValues(std::vector<Real>&) |
intersect() | 25 | 2 | 7 | QuantLib.InterpolatedYoYCapFloorTermPriceSurface<Interpolator2D ,Interpolator1D>.intersect() |
SparseILUPreconditioner(constint&,Integer) | 24 | 4 | 7 | __Globals.SparseILUPreconditioner(constint&,Integer) |
operator()(constQuantLib::Path&) | 24 | 1 | 4 | QuantLib.BarrierPathPricer.operator()(constQuantLib::Path&) |
operator()(constQuantLib::Path&) | 24 | 1 | 4 | QuantLib.BiasedBarrierPathPricer.operator()(constQuantLib::Path&) |
operator+=(constQuantLib::Period&) | 24 | 0 | 7 | QuantLib.Period.operator+=(constQuantLib::Period&) |
isBusinessDay(constQuantLib::Date&) | 24 | 0 | 2 | QuantLib.HongKong+HkexImpl.isBusinessDay(constQuantLib::Date&) |
isBusinessDay(constQuantLib::Date&) | 24 | 0 | 2 | QuantLib.Turkey+Impl.isBusinessDay(constQuantLib::Date&) |
qrsolv(int,double*,int,int*,double*,double*,double*,double*,double*) | 22 | 3 | 5 | QuantLib.MINPACK.__Globals.qrsolv(int,double*,int,int*,double*,double* ,double*,double*,double*) |
isBusinessDay(constQuantLib::Date&) | 22 | 0 | 2 | QuantLib.India+NseImpl.isBusinessDay(constQuantLib::Date&) |
isBusinessDay(constQuantLib::Date&) | 22 | 0 | 2 | QuantLib.Indonesia+BejImpl.isBusinessDay(constQuantLib::Date&) |
qrfac(int,int,double*,int,int,int*,int,double*,double*,double*) | 21 | 3 | 6 | QuantLib.MINPACK.__Globals.qrfac(int,int,double*,int,int,int*,int ,double*,double*,double*) |
calculateNextGeneration(std::vector<Candidate>& ,constQuantLib::CostFunction&) | 21 | 2 | 12 | QuantLib.DifferentialEvolution.calculateNextGeneration(std::vector <Candidate>&,constQuantLib::CostFunction&) |
SmileSectionUtils(constQuantLib::SmileSection&,conststd::vector<Real>& ,constReal,constbool) | 21 | 2 | 3 | QuantLib.SmileSectionUtils.SmileSectionUtils (constQuantLib::SmileSection&,conststd::vector<Real>&,constReal ,constbool) |
performCalculations() | 18 | 2 | 7 | __Globals.performCalculations() |
performCalculations() | 17 | 2 | 7 | __Globals.performCalculations() |
initialize() | 17 | 2 | 7 | QuantLib.MarkovFunctional.initialize() |
evolve(Time,constQuantLib::Array&,Time,constQuantLib::Array&) | 16 | 3 | 7 | QuantLib.JointStochasticProcess.evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
calculate() | 16 | 2 | 14 | QuantLib.Gaussian1dCapFloorEngine.calculate() |
ND2(double,double,double) | 16 | 2 | 7 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals.ND2 (double,double,double) |
TqrEigenDecomposition(constQuantLib::Array&,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenVectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftStrategy) | 15 | 4 | 7 | QuantLib.TqrEigenDecomposition.TqrEigenDecomposition (constQuantLib::Array&,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenVectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftStrategy) |
npvs(constQuantLib::Date&,constReal,constbool) | 15 | 2 | 9 | QuantLib.Gaussian1dFloatFloatSwaptionEngine.npvs(constQuantLib::Date& ,constReal,constbool) |
DigitalCoupon(constint) | 15 | 0 | 6 | __Globals.DigitalCoupon(constint) |
SymmetricSchurDecomposition(constQuantLib::Matrix&) | 14 | 2 | 6 | QuantLib.SymmetricSchurDecomposition.SymmetricSchurDecomposition (constQuantLib::Matrix&) |
OrthogonalProjections(constQuantLib::Matrix&,Real,Real) | 13 | 3 | 7 | QuantLib.OrthogonalProjections.OrthogonalProjections (constQuantLib::Matrix&,Real,Real) |
bucketAnalysis(std::vector<Real>&,std::vector<Real>&,std::vector<Real >&,Handle<QuantLib::SimpleQuote>,conststd::vector<Handle<Quote>>&,Real ,QuantLib::SensitivityAnalysis) | 13 | 1 | 8 | QuantLib.__Globals.bucketAnalysis(std::vector<Real>&,std::vector<Real >&,std::vector<Real>&,Handle<QuantLib::SimpleQuote>,conststd::vector <Handle<Quote>>&,Real,QuantLib::SensitivityAnalysis) |
compute() | 13 | 1 | 8 | QuantLib.KahaleSmileSection.compute() |
getBumps(conststd::vector<Rate>&,conststd::vector<Real>& ,conststd::vector<Rate>&,conststd::vector<Real>&,QuantLib::Matrix&) | 12 | 4 | 4 | QuantLib.RatePseudoRootJacobian.getBumps(conststd::vector<Rate>& ,conststd::vector<Real>&,conststd::vector<Rate>&,conststd::vector<Real >&,QuantLib::Matrix&) |
derivativesVolatility(Size) | 12 | 4 | 4 | QuantLib.VolatilityBumpInstrumentJacobian.derivativesVolatility(Size) |
isFull() | 12 | 4 | 2 | QuantLib.VegaBumpCollection.isFull() |
calculate() | 12 | 2 | 9 | QuantLib.Gaussian1dSwaptionEngine.calculate() |
calculate() | 12 | 2 | 8 | QuantLib.Gaussian1dNonstandardSwaptionEngine.calculate() |
YoYCapFloorTermPriceSurface(Natural,constQuantLib::Period&,constint) | 12 | 2 | 6 | __Globals.YoYCapFloorTermPriceSurface(Natural,constQuantLib::Period& ,constint) |
performCalculations() | 12 | 2 | 6 | QuantLib.OptionletStripper1.performCalculations() |
calculate() | 12 | 1 | 6 | QuantLib.AnalyticCapFloorEngine.calculate() |
operator()(Real,Real) | 12 | 0 | 6 | QuantLib.BivariateCumulativeNormalDistributionWe04DP.operator()(Real ,Real) |
updateNumeraireTabulation() | 11 | 3 | 7 | QuantLib.MarkovFunctional.updateNumeraireTabulation() |
value(constQuantLib::Array&) | 11 | 3 | 7 | QuantLib.anonymous_namespace{pseudosqrt.cpp}.HypersphereCostFunction .value(constQuantLib::Array&) |
qrDecomposition(constQuantLib::Matrix&,QuantLib::Matrix& ,QuantLib::Matrix&,bool) | 11 | 3 | 6 | QuantLib.__Globals.qrDecomposition(constQuantLib::Matrix& ,QuantLib::Matrix&,QuantLib::Matrix&,bool) |
GetVegaBumps(std::vector<std::vector<Matrix>>&) | 10 | 5 | 4 | QuantLib.OrthogonalizedBumpFinder.GetVegaBumps(std::vector<std::vector <Matrix>>&) |
AbcdVol(Real,Real,Real,Real,constvector<Real>&,constint) | 10 | 4 | 5 | __Globals.AbcdVol(Real,Real,Real,Real,constvector<Real>&,constint) |
FlatVol(constvector<Volatility>&,constint) | 10 | 4 | 5 | __Globals.FlatVol(constvector<Volatility>&,constint) |
operator()(conststd::vector<Real>&,conststd::vector<Real>&) | 10 | 2 | 7 | QuantLib.LossDistBucketing.operator()(conststd::vector<Real>& ,conststd::vector<Real>&) |
CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) | 10 | 1 | 6 | __Globals.CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) |
isNonOverlapping() | 9 | 4 | 3 | QuantLib.VegaBumpCollection.isNonOverlapping() |
multiplePathValues(SequenceStatisticsInc&,std::vector<std::vector <SequenceStatisticsInc>>&,Size) | 8 | 5 | 5 | QuantLib.ProxyGreekEngine.multiplePathValues(SequenceStatisticsInc& ,std::vector<std::vector<SequenceStatisticsInc>>&,Size) |
SwaptionPseudoDerivative(int) | 8 | 4 | 5 | __Globals.SwaptionPseudoDerivative(int) |
convolve(constQuantLib::Distribution&,constQuantLib::Distribution&) | 8 | 4 | 3 | QuantLib.ManipulateDistribution.convolve(constQuantLib::Distribution& ,constQuantLib::Distribution&) |
calculate() | 8 | 1 | 7 | QuantLib.YoYInflationCapFloorEngine.calculate() |
multiplePathValues(std::vector<Real>&,std::vector<Real>&,Size) | 7 | 5 | 3 | QuantLib.PathwiseVegasOuterAccountingEngine.multiplePathValues (std::vector<Real>&,std::vector<Real>&,Size) |
calculate() | 7 | 3 | 6 | QuantLib.AnalyticGJRGARCHEngine.calculate() |
updateSmiles() | 7 | 2 | 8 | QuantLib.MarkovFunctional.updateSmiles() |
modelOutputs() | 6 | 2 | 7 | QuantLib.MarkovFunctional.modelOutputs() |
calculate() | 6 | 1 | 6 | QuantLib.FdHestonHullWhiteVanillaEngine.calculate() |
index(Time) | 5 | 0 | 6 | QuantLib.TimeGrid.index(Time) |
Statistics
Stat | Cyclomatic Complexity (CC) | MaxNestedLoop | NestingDepth |
---|---|---|---|
Sum: | 1 285 | 153 | 419 |
Average: | 19.47 | 2.32 | 6.35 |
Minimum: | 5 | 0 | 2 |
Maximum: | 71 | 5 | 21 |
Standard deviation: | 13.95 | 1.46 | 3.25 |
Variance: | 194.55 | 2.13 | 10.53 |
Rule warning: Methods potentially poorly commented |
warnif count > 0 from m in JustMyCode.Methods where
m.PercentageComment < 20 &&
m.NbLinesOfCode > 20
orderby m.PercentageComment ascending
select new { m, m.PercentageComment, m.NbLinesOfCode, m.NbLinesOfComment }
// Methods where %Comment < 20 and that have
// at least 20 lines of code might need to be more commented.
// See the definition of the Comments metric here
// http://www.cppdepend.com/Metrics.aspx#PercentageComment
// http://www.cppdepend.com/Metrics.aspx#NbLinesOfComment
211 methods matched
methods | Percentage Comment | # lines of code (LOC) | # lines of comment | Full Name |
---|---|---|---|---|
SparseILUPreconditioner(constint&,Integer) | 0 | 78 | 0 | __Globals.SparseILUPreconditioner(constint&,Integer) |
VanillaSwap(QuantLib::VanillaSwap::Type,Real,constQuantLib::Schedule& ,Rate,constQuantLib::DayCounter&,constQuantLib::Schedule&,constint) | 0 | 21 | 0 | __Globals.VanillaSwap(QuantLib::VanillaSwap::Type,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter& ,constQuantLib::Schedule&,constint) |
calculateAbsTolerance(constint) | 0 | 29 | 0 | __Globals.calculateAbsTolerance(constint) |
LogNormalFwdRateEulerConstrained(constint) | 0 | 22 | 0 | __Globals.LogNormalFwdRateEulerConstrained(constint) |
SVDDFwdRatePc(constint) | 0 | 24 | 0 | __Globals.SVDDFwdRatePc(constint) |
UpperBoundEngine(constint) | 0 | 23 | 0 | __Globals.UpperBoundEngine(constint) |
SwaptionVolatilityCube(constHandle <QuantLib::SwaptionVolatilityStructure>&,conststd::vector<Period>& ,conststd::vector<Period>&,conststd::vector<Spread>&,conststd::vector <std::vector<Handle<Quote>>>&,constint) | 0 | 21 | 0 | __Globals.SwaptionVolatilityCube(constHandle <QuantLib::SwaptionVolatilityStructure>&,conststd::vector<Period>& ,conststd::vector<Period>&,conststd::vector<Spread>&,conststd::vector <std::vector<Handle<Quote>>>&,constint) |
swaptionPriceInternal(constOption::Type&,constQuantLib::Date& ,constQuantLib::Period&,constRate,constQuantLib::Date&,constReal ,constbool,int) | 0 | 22 | 0 | __Globals.swaptionPriceInternal(constOption::Type& ,constQuantLib::Date&,constQuantLib::Period&,constRate ,constQuantLib::Date&,constReal,constbool,int) |
incompleteGammaFunctionContinuedFractionRepr(Real,Real,Real,Integer) | 0 | 25 | 0 | QuantLib.__Globals.incompleteGammaFunctionContinuedFractionRepr(Real ,Real,Real,Integer) |
h(Real) | 0 | 23 | 0 | QuantLib.__Globals.h(Real) |
operator<<(std::ostream&,constQuantLib::PricingError&) | 0 | 21 | 0 | QuantLib.__Globals.operator<<(std::ostream& ,constQuantLib::PricingError&) |
advance(constQuantLib::Date&,Integer,QuantLib::TimeUnit) | 0 | 32 | 0 | QuantLib.Date.advance(constQuantLib::Date&,Integer,QuantLib::TimeUnit) |
addFixings<DateIterator,ValueIterator>(DateIterator,DateIterator ,ValueIterator,bool) | 0 | 30 | 0 | QuantLib.Index.addFixings<DateIterator,ValueIterator>(DateIterator ,DateIterator,ValueIterator,bool) |
applyTo(QuantLib::Array&,Time) | 0 | 0 | 0 | QuantLib.FdmStepConditionComposite.applyTo(QuantLib::Array&,Time) |
rollback(array_type&,Time,Time,Size,Size) | 0 | 33 | 0 | QuantLib.FdmBackwardSolver.rollback(array_type&,Time,Time,Size,Size) |
order(Size) | 0 | 27 | 0 | QuantLib.TabulatedGaussLegendre.order(Size) |
yearFraction(constQuantLib::Date&,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Date&) | 0 | 23 | 0 | QuantLib.ActualActual+AFB_Impl.yearFraction(constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Date&) |
fetchResults(constPricingEngine::results*) | 0 | 31 | 0 | QuantLib.Swap.fetchResults(constPricingEngine::results*) |
solve(constQuantLib::Array&,constQuantLib::Array&) | 0 | 31 | 0 | QuantLib.BiCGstab.solve(constQuantLib::Array&,constQuantLib::Array&) |
Concentrating1dMesher(Real,Real,Size,conststd::pair<Real,Real>& ,constbool) | 0 | 34 | 0 | QuantLib.Concentrating1dMesher.Concentrating1dMesher(Real,Real,Size ,conststd::pair<Real,Real>&,constbool) |
operator()(Real) | 0 | 37 | 0 | QuantLib.GammaDistribution.operator()(Real) |
operator()(Real) | 0 | 42 | 0 | QuantLib.NonCentralChiSquareDistribution.operator()(Real) |
der2Rs_derX2(Real) | 0 | 21 | 0 | QuantLib.GFunctionFactory+GFunctionWithShifts.der2Rs_derX2(Real) |
initialize(constQuantLib::FloatingRateCoupon&) | 0 | 26 | 0 | QuantLib.SubPeriodsPricer.initialize (constQuantLib::FloatingRateCoupon&) |
name() | 0 | 44 | 0 | QuantLib.JointCalendar+Impl.name() |
RatePseudoRootJacobianNumerical(constQuantLib::Matrix&,Size,Size ,conststd::vector<Time>&,conststd::vector<Matrix>&,conststd::vector <Spread>&) | 0 | 21 | 0 | QuantLib.RatePseudoRootJacobianNumerical .RatePseudoRootJacobianNumerical(constQuantLib::Matrix&,Size,Size ,conststd::vector<Time>&,conststd::vector<Matrix>&,conststd::vector <Spread>&) |
SquareRootAndersen(Real,Real,Real,Real,conststd::vector<Real>&,Size ,Real,Real,Real) | 0 | 23 | 0 | QuantLib.SquareRootAndersen.SquareRootAndersen(Real,Real,Real,Real ,conststd::vector<Real>&,Size,Real,Real,Real) |
nextTimeStep(constQuantLib::CurveState&,std::vector<Size>&,std::vector <std::vector<CashFlow>>&) | 0 | 22 | 0 | QuantLib.CallSpecifiedMultiProduct.nextTimeStep (constQuantLib::CurveState&,std::vector<Size>&,std::vector<std::vector <CashFlow>>&) |
MultiStepInverseFloater(conststd::vector<Time>&,conststd::vector<Real >&,conststd::vector<Real>&,conststd::vector<Real>&,conststd::vector <Real>&,conststd::vector<Real>&,conststd::vector<Time>&,bool) | 0 | 21 | 0 | QuantLib.MultiStepInverseFloater.MultiStepInverseFloater (conststd::vector<Time>&,conststd::vector<Real>&,conststd::vector<Real >&,conststd::vector<Real>&,conststd::vector<Real>&,conststd::vector <Real>&,conststd::vector<Time>&,bool) |
MultiStepTarn(conststd::vector<Time>&,conststd::vector<Real>& ,conststd::vector<Real>&,conststd::vector<Time>&,conststd::vector<Time >&,Real,conststd::vector<Real>&,conststd::vector<Real>& ,conststd::vector<Real>&) | 0 | 23 | 0 | QuantLib.MultiStepTarn.MultiStepTarn(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Real>&,conststd::vector<Time >&,conststd::vector<Time>&,Real,conststd::vector<Real>& ,conststd::vector<Real>&,conststd::vector<Real>&) |
nextTimeStep(constQuantLib::CurveState&,std::vector<Size>&,std::vector <std::vector<MarketModelPathwiseMultiProduct::CashFlow>>&) | 0 | 22 | 0 | QuantLib.CallSpecifiedPathwiseMultiProduct.nextTimeStep (constQuantLib::CurveState&,std::vector<Size>&,std::vector<std::vector <MarketModelPathwiseMultiProduct::CashFlow>>&) |
MarketModelPathwiseInverseFloater(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Real>&,conststd::vector<Real >&,conststd::vector<Real>&,conststd::vector<Real>&,conststd::vector <Time>&,bool) | 0 | 25 | 0 | QuantLib.MarketModelPathwiseInverseFloater .MarketModelPathwiseInverseFloater(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Real>&,conststd::vector<Real >&,conststd::vector<Real>&,conststd::vector<Real>&,conststd::vector <Time>&,bool) |
LongstaffSchwartzExerciseStrategy(constClone <QuantLib::MarketModelBasisSystem>&,conststd::vector<std::vector<Real> >&,constQuantLib::EvolutionDescription&,conststd::vector<Size>& ,constClone<QuantLib::MarketModelExerciseValue>&,constClone <QuantLib::MarketModelExerciseValue>&) | 0 | 38 | 0 | QuantLib.LongstaffSchwartzExerciseStrategy .LongstaffSchwartzExerciseStrategy(constClone <QuantLib::MarketModelBasisSystem>&,conststd::vector<std::vector<Real> >&,constQuantLib::EvolutionDescription&,conststd::vector<Size>& ,constClone<QuantLib::MarketModelExerciseValue>&,constClone <QuantLib::MarketModelExerciseValue>&) |
values(constQuantLib::CurveState&,std::vector<Real>&) | 0 | 32 | 0 | QuantLib.SwapForwardBasisSystem.values(constQuantLib::CurveState& ,std::vector<Real>&) |
discountBondOption(Option::Type,Real,Time,Time) | 0 | 123 | 0 | QuantLib.CoxIngersollRoss.discountBondOption(Option::Type,Real,Time ,Time) |
discountBondOption(Option::Type,Real,Time,Time) | 0 | 108 | 0 | QuantLib.ExtendedCoxIngersollRoss.discountBondOption(Option::Type,Real ,Time,Time) |
sabrCalibration(constQuantLib::SwaptionVolCube1::Cube&) | 0 | 46 | 0 | QuantLib.SwaptionVolCube1.sabrCalibration (constQuantLib::SwaptionVolCube1::Cube&) |
fillVolatilityCube() | 0 | 34 | 0 | QuantLib.SwaptionVolCube1.fillVolatilityCube() |
expandLayers(Size,bool,Size,bool) | 0 | 21 | 0 | QuantLib.SwaptionVolCube1+Cube.expandLayers(Size,bool,Size,bool) |
calculate() | 0 | 33 | 0 | QuantLib.AnalyticDiscreteGeometricAverageStrikeAsianEngine.calculate() |
next(bool) | 0 | 27 | 0 | QuantLib.MultiPathGenerator<GSG>.next(bool) |
operator()(constQuantLib::Path&) | 0 | 59 | 0 | QuantLib.BiasedBarrierPathPricer.operator()(constQuantLib::Path&) |
calculate<xIterator,yIterator,vIterator>(xIterator,xIterator,yIterator ,yIterator,vIterator,vIterator) | 0 | 21 | 0 | QuantLib.GeneralLinearLeastSquares.calculate<xIterator,yIterator ,vIterator>(xIterator,xIterator,yIterator,yIterator,vIterator ,vIterator) |
calculate() | 0 | 29 | 0 | QuantLib.AnalyticCapFloorEngine.calculate() |
calculate() | 0 | 27 | 0 | QuantLib.AnalyticSimpleChooserEngine.calculate() |
zerobondOption(constOption::Type&,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Date&,constRate ,constQuantLib::Date&,constReal,constHandle <QuantLib::YieldTermStructure>&,constReal,constSize,constbool ,constbool) | 0 | 23 | 0 | QuantLib.Gaussian1dModel.zerobondOption(constOption::Type& ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Date& ,constRate,constQuantLib::Date&,constReal,constHandle <QuantLib::YieldTermStructure>&,constReal,constSize,constbool ,constbool) |
init() | 0 | 28 | 0 | QuantLib.NonstandardSwap.init() |
validate() | 0 | 21 | 0 | QuantLib.NonstandardSwap+arguments.validate() |
quantity() | 0 | 0 | 0 | QuantLib.EnergySwap.quantity() |
validate() | 0 | 23 | 0 | QuantLib.DoubleBarrierOption+arguments.validate() |
setupArguments(PricingEngine::arguments*) | 0 | 24 | 0 | QuantLib.ConvertibleBond+option.setupArguments (PricingEngine::arguments*) |
validate() | 0 | 21 | 0 | QuantLib.ConvertibleBond+option+arguments.validate() |
operator<<(std::ostream&,constQuantLib::detail::long_period_holder&) | 0 | 27 | 0 | QuantLib.detail.__Globals.operator<<(std::ostream& ,constQuantLib::detail::long_period_holder&) |
operator<<(std::ostream&,constQuantLib::detail::short_period_holder&) | 0 | 27 | 0 | QuantLib.detail.__Globals.operator<<(std::ostream& ,constQuantLib::detail::short_period_holder&) |
AbcdCoeffHolder(Real,Real,Real,Real,bool,bool,bool,bool) | 0 | 29 | 0 | QuantLib.detail.AbcdCoeffHolder.AbcdCoeffHolder(Real,Real,Real,Real ,bool,bool,bool,bool) |
SABRCoeffHolder(Time,constReal&,Real,Real,Real,Real,bool,bool,bool ,bool) | 0 | 33 | 0 | QuantLib.detail.SABRCoeffHolder.SABRCoeffHolder(Time,constReal&,Real ,Real,Real,Real,bool,bool,bool,bool) |
modifiedBesselFunction_i_impl<T>(Real,constT&) | 0 | 21 | 0 | QuantLib.anonymous_namespace{modifiedbessel.cpp}.__Globals .modifiedBesselFunction_i_impl<T>(Real,constT&) |
calculate(PricingEngine::results*) | 1 | 53 | 1 | QuantLib.FDMultiPeriodEngine<>.calculate(PricingEngine::results*) |
DigitalCoupon(constint) | 2 | 41 | 1 | __Globals.DigitalCoupon(constint) |
CapPseudoDerivative(int) | 2 | 49 | 1 | __Globals.CapPseudoDerivative(int) |
performCalculations() | 2 | 77 | 2 | __Globals.performCalculations() |
inflationPeriod(constQuantLib::Date&,QuantLib::Frequency) | 2 | 42 | 1 | QuantLib.__Globals.inflationPeriod(constQuantLib::Date& ,QuantLib::Frequency) |
operator<<(std::ostream&,constMarkovFunctional::ModelOutputs&) | 2 | 38 | 1 | QuantLib.__Globals.operator<<(std::ostream& ,constMarkovFunctional::ModelOutputs&) |
operator<<(std::ostream&,constQuantLib::InterestRate&) | 2 | 40 | 1 | QuantLib.__Globals.operator<<(std::ostream& ,constQuantLib::InterestRate&) |
operator+=(constQuantLib::Period&) | 2 | 73 | 2 | QuantLib.Period.operator+=(constQuantLib::Period&) |
operator()(Decimal) | 2 | 37 | 1 | QuantLib.Rounding.operator()(Decimal) |
axpyb(constQuantLib::Array&,constQuantLib::TripleBandLinearOp& ,constQuantLib::TripleBandLinearOp&,constQuantLib::Array&) | 2 | 44 | 1 | QuantLib.TripleBandLinearOp.axpyb(constQuantLib::Array& ,constQuantLib::TripleBandLinearOp&,constQuantLib::TripleBandLinearOp& ,constQuantLib::Array&) |
calculateNextGeneration(std::vector<Candidate>& ,constQuantLib::CostFunction&) | 2 | 67 | 2 | QuantLib.DifferentialEvolution.calculateNextGeneration(std::vector <Candidate>&,constQuantLib::CostFunction&) |
initialize(constQuantLib::FloatingRateCoupon&) | 2 | 38 | 1 | QuantLib.HaganPricer.initialize(constQuantLib::FloatingRateCoupon&) |
operator()(Real,Real) | 2 | 37 | 1 | QuantLib.BivariateCumulativeNormalDistributionDr78.operator()(Real ,Real) |
CallSpecifiedMultiProduct(constClone<QuantLib::MarketModelMultiProduct >&,constClone<ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelMultiProduct>&) | 2 | 33 | 1 | QuantLib.CallSpecifiedMultiProduct.CallSpecifiedMultiProduct (constClone<QuantLib::MarketModelMultiProduct>&,constClone <ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelMultiProduct>&) |
CallSpecifiedPathwiseMultiProduct(constClone <QuantLib::MarketModelPathwiseMultiProduct>&,constClone <ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelPathwiseMultiProduct>&) | 2 | 36 | 1 | QuantLib.CallSpecifiedPathwiseMultiProduct .CallSpecifiedPathwiseMultiProduct(constClone <QuantLib::MarketModelPathwiseMultiProduct>&,constClone <ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelPathwiseMultiProduct>&) |
isECBcode(conststd::string&) | 2 | 37 | 1 | QuantLib.ECB.isECBcode(conststd::string&) |
updateNumeraireTabulation() | 2 | 44 | 1 | QuantLib.MarkovFunctional.updateNumeraireTabulation() |
hypersphereOptimize(constQuantLib::Matrix&,constQuantLib::Matrix& ,constbool) | 2 | 86 | 2 | QuantLib.anonymous_namespace{pseudosqrt.cpp}.__Globals .hypersphereOptimize(constQuantLib::Matrix&,constQuantLib::Matrix& ,constbool) |
pathBasisSystem(Size,QuantLib::LsmBasisSystem::PolynomType) | 3 | 26 | 1 | __Globals.pathBasisSystem(Size,QuantLib::LsmBasisSystem::PolynomType) |
TrinomialTree(constint) | 3 | 26 | 1 | __Globals.TrinomialTree(constint) |
SwaptionPseudoDerivative(int) | 3 | 31 | 1 | __Globals.SwaptionPseudoDerivative(int) |
performCalculations() | 3 | 61 | 2 | __Globals.performCalculations() |
operator<<(std::ostream&,QuantLib::Frequency) | 3 | 29 | 1 | QuantLib.__Globals.operator<<(std::ostream&,QuantLib::Frequency) |
frequency() | 3 | 32 | 1 | QuantLib.Period.frequency() |
solve<F>(constF&,Real,Real,Real,Real) | 3 | 27 | 1 | QuantLib.Solver1D<Impl>.solve<F>(constF&,Real,Real,Real,Real) |
setupArguments(PricingEngine::arguments*) | 3 | 26 | 1 | QuantLib.YoYInflationCapFloor.setupArguments(PricingEngine::arguments* ) |
calculate(PricingEngine::results*) | 3 | 28 | 1 | QuantLib.FDStepConditionEngine<>.calculate(PricingEngine::results*) |
SphereCylinderOptimizer(Real,Real,Real,Real,Real,Real,Real) | 3 | 28 | 1 | QuantLib.SphereCylinderOptimizer.SphereCylinderOptimizer(Real,Real ,Real,Real,Real,Real,Real) |
advanceStep() | 3 | 26 | 1 | QuantLib.LogNormalFwdRateiBalland.advanceStep() |
nextTimeStep(constQuantLib::CurveState&,std::vector<Size>&,std::vector <std::vector<MarketModelPathwiseMultiProduct::CashFlow>>&) | 3 | 26 | 1 | QuantLib.MarketModelPathwiseCoterminalSwaptionsNumericalDeflated .nextTimeStep(constQuantLib::CurveState&,std::vector<Size>& ,std::vector<std::vector<MarketModelPathwiseMultiProduct::CashFlow>>&) |
sabrCalibrationSection(constQuantLib::SwaptionVolCube1::Cube& ,QuantLib::SwaptionVolCube1::Cube&,constQuantLib::Period&) | 3 | 30 | 1 | QuantLib.SwaptionVolCube1.sabrCalibrationSection (constQuantLib::SwaptionVolCube1::Cube& ,QuantLib::SwaptionVolCube1::Cube&,constQuantLib::Period&) |
calculate() | 3 | 30 | 1 | QuantLib.AnalyticEuropeanMargrabeEngine.calculate() |
SmileSectionUtils(constQuantLib::SmileSection&,conststd::vector<Real>& ,constReal,constbool) | 3 | 81 | 3 | QuantLib.SmileSectionUtils.SmileSectionUtils (constQuantLib::SmileSection&,conststd::vector<Real>&,constReal ,constbool) |
initialize() | 3 | 58 | 2 | QuantLib.MarkovFunctional.initialize() |
FdmHestonVarianceMesher(Size,constint) | 4 | 45 | 2 | __Globals.FdmHestonVarianceMesher(Size,constint) |
blackForwardVol(Time,Time,Real,bool) | 4 | 22 | 1 | QuantLib.BlackVolTermStructure.blackForwardVol(Time,Time,Real,bool) |
solve<F>(constF&,Real,Real,Real) | 4 | 45 | 2 | QuantLib.Solver1D<Impl>.solve<F>(constF&,Real,Real,Real) |
calibrationError() | 4 | 24 | 1 | QuantLib.CalibrationHelper.calibrationError() |
FixedRateBond(Natural,constQuantLib::Calendar&,Real ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Period& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constQuantLib::Date&,DateGeneration::Rule,bool ,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) | 4 | 40 | 2 | QuantLib.FixedRateBond.FixedRateBond(Natural,constQuantLib::Calendar& ,Real,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Period& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constQuantLib::Date&,DateGeneration::Rule,bool ,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) |
parseOnePeriod(conststd::string&) | 4 | 23 | 1 | QuantLib.PeriodParser.parseOnePeriod(conststd::string&) |
chain(constQuantLib::ExchangeRate&,constQuantLib::ExchangeRate&) | 4 | 21 | 1 | QuantLib.ExchangeRate.chain(constQuantLib::ExchangeRate& ,constQuantLib::ExchangeRate&) |
addSamples(Size) | 4 | 21 | 1 | QuantLib.MonteCarloModel<>.addSamples(Size) |
operator()(constQuantLib::Path&) | 4 | 85 | 4 | QuantLib.BarrierPathPricer.operator()(constQuantLib::Path&) |
Statistics
Stat | Percentage Comment | # lines of code (LOC) | # lines of comment |
---|---|---|---|
Sum: | 1 364 | 0 | 736 |
Average: | 6.46 | 40 710 592 | 3.49 |
Minimum: | 0 | 21 | 0 |
Maximum: | 19 | 0 | 38 |
Standard deviation: | 5.95 | 416 164 992 | 4.91 |
Variance: | 35.42 | 0 | 24.13 |
Rule warning: Methods with too many parameters |
warnif count > 0 from m in JustMyCode.Methods where
m.NbParameters > 5
orderby m.NbParameters descending
select new { m, m.NbParameters }
// Methods where NbParameters > 5 might be painful to call
// and might degrade performance. You should prefer using
// additional properties/fields to the declaring type to
// handle numerous states. Another alternative is to provide
// a class or structure dedicated to handle arguments passing
// (for example see the class System.Diagnostics.ProcessStartInfo
// and the method System.Diagnostics.Process.Start(ProcessStartInfo))
// See the definition of the NbParameters metric here
// http://www.cppdepend.com/Metrics.aspx#NbParameters
377 methods matched
methods | # Parameters | Full Name |
---|---|---|
lmdif(int,int,double*,double*,double,double,double,int,double,double* ,int,double,int,int*,int*,double*,int,int*,double*,double*,double* ,double*,double*,constint&) | 24 | QuantLib.MINPACK.__Globals.lmdif(int,int,double*,double*,double,double ,double,int,double,double*,int,double,int,int*,int*,double*,int,int* ,double*,double*,double*,double*,double*,constint&) |
FixedRateBond(Natural,constQuantLib::Calendar&,Real ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Period& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constQuantLib::Date&,DateGeneration::Rule,bool ,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) | 20 | QuantLib.FixedRateBond.FixedRateBond(Natural,constQuantLib::Calendar& ,Real,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Period& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constQuantLib::Date&,DateGeneration::Rule,bool ,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) |
GemanRoncoroniProcess(Real,Real,Real,Real,Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real) | 17 | QuantLib.GemanRoncoroniProcess.GemanRoncoroniProcess(Real,Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real,Real,Real,Real,Real,Real,Real ) |
SabrInterpolatedSmileSection(constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate>&,bool,constHandle <QuantLib::Quote>&,conststd::vector<Handle<Quote>>&,Real,Real,Real ,Real,bool,bool,bool,bool,bool,constint) | 16 | __Globals.SabrInterpolatedSmileSection(constQuantLib::Date& ,constHandle<QuantLib::Quote>&,conststd::vector<Rate>&,bool ,constHandle<QuantLib::Quote>&,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
SabrInterpolatedSmileSection(constQuantLib::Date&,constRate& ,conststd::vector<Rate>&,bool,constVolatility&,conststd::vector <Volatility>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 16 | __Globals.SabrInterpolatedSmileSection(constQuantLib::Date&,constRate& ,conststd::vector<Rate>&,bool,constVolatility&,conststd::vector <Volatility>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
solve(Real,Integer,conststd::vector<Volatility>&,conststd::vector <Volatility>&,conststd::vector<Real>&,Real,Real,Real,Real,Real,Real ,Integer,Real&,Real&,Real&,std::vector<Volatility>&) | 16 | QuantLib.AlphaFinder.solve(Real,Integer,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real&,Real&,std::vector<Volatility>&) |
solveWithMaxHomogeneity(Real,Integer,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real&,Real&,std::vector<Volatility>&) | 16 | QuantLib.AlphaFinder.solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>&,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real,Real,Real,Real,Integer,Real& ,Real&,Real&,std::vector<Volatility>&) |
doCalculation(Real,Real,Real,Real,Real,Real,Real,Real,Real,Real ,constQuantLib::TypePayoff& ,constQuantLib::AnalyticHestonEngine::Integration& ,constQuantLib::AnalyticHestonEngine::ComplexLogFormula ,constQuantLib::AnalyticHestonEngine*const,Real&,Size&) | 16 | QuantLib.AnalyticHestonEngine.doCalculation(Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real,constQuantLib::TypePayoff& ,constQuantLib::AnalyticHestonEngine::Integration& ,constQuantLib::AnalyticHestonEngine::ComplexLogFormula ,constQuantLib::AnalyticHestonEngine*const,Real&,Size&) |
SabrInterpolatedSmileSection(constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate>&,bool,constHandle <QuantLib::Quote>&,conststd::vector<Handle<Quote>>&,Real,Real,Real ,Real,bool,bool,bool,bool,bool,constint) | 16 | QuantLib.SabrInterpolatedSmileSection.SabrInterpolatedSmileSection (constQuantLib::Date&,constHandle<QuantLib::Quote>&,conststd::vector <Rate>&,bool,constHandle<QuantLib::Quote>&,conststd::vector<Handle <Quote>>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
SabrInterpolatedSmileSection(constQuantLib::Date&,constRate& ,conststd::vector<Rate>&,bool,constVolatility&,conststd::vector <Volatility>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 16 | QuantLib.SabrInterpolatedSmileSection.SabrInterpolatedSmileSection (constQuantLib::Date&,constRate&,conststd::vector<Rate>&,bool ,constVolatility&,conststd::vector<Volatility>&,Real,Real,Real,Real ,bool,bool,bool,bool,bool,constint) |
SABRInterpolation<I1,I2>(constI1&,constI1&,constI2&,Time,constReal& ,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 15 | QuantLib.SABRInterpolation.SABRInterpolation<I1,I2>(constI1&,constI1& ,constI2&,Time,constReal&,Real,Real,Real,Real,bool,bool,bool,bool,bool ,constint) |
SABRInterpolationImpl<I1,I2>(constI1&,constI1&,constI2&,Time ,constReal&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 15 | QuantLib.detail.SABRInterpolationImpl<I1,I2>.SABRInterpolationImpl<I1 ,I2>(constI1&,constI1&,constI2&,Time,constReal&,Real,Real,Real,Real ,bool,bool,bool,bool,bool,constint) |
InterpolatedCPICapFloorTermPriceSurface<Interpolator2D>(Real,Rate ,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&,constInterpolator2D&) | 14 | QuantLib.InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> .InterpolatedCPICapFloorTermPriceSurface<Interpolator2D>(Real,Rate ,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&,constInterpolator2D&) |
UpfrontCdsHelper(constHandle<QuantLib::Quote>&,Rate ,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,Natural,bool,bool) | 14 | QuantLib.UpfrontCdsHelper.UpfrontCdsHelper(constHandle<QuantLib::Quote >&,Rate,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,Natural,bool,bool) |
UpfrontCdsHelper(Rate,Rate,constQuantLib::Period&,Integer ,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,Natural,bool,bool) | 14 | QuantLib.UpfrontCdsHelper.UpfrontCdsHelper(Rate,Rate ,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,Natural,bool,bool) |
CDO(Real,Real,conststd::vector<Real>&,conststd::vector<Handle <DefaultProbabilityTermStructure>>&,constHandle <QuantLib::OneFactorCopula>&,bool,constQuantLib::Schedule&,Rate ,constQuantLib::DayCounter&,Rate,Rate,constHandle <QuantLib::YieldTermStructure>&,Size,constQuantLib::Period&) | 14 | QuantLib.CDO.CDO(Real,Real,conststd::vector<Real>&,conststd::vector <Handle<DefaultProbabilityTermStructure>>&,constHandle <QuantLib::OneFactorCopula>&,bool,constQuantLib::Schedule&,Rate ,constQuantLib::DayCounter&,Rate,Rate,constHandle <QuantLib::YieldTermStructure>&,Size,constQuantLib::Period&) |
singleRateClosestPointFinder(Size,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real,conststd::vector<Real>&,Real,Real ,Real,Size,Real,std::vector<Volatility>&,Real,Real&,Real&) | 14 | QuantLib.anonymous_namespace{capletcoterminalmaxhomogeneity.cpp} .__Globals.singleRateClosestPointFinder(Size,conststd::vector <Volatility>&,conststd::vector<Volatility>&,Real,conststd::vector<Real >&,Real,Real,Real,Size,Real,std::vector<Volatility>&,Real,Real&,Real&) |
NthToDefault(Size,conststd::vector<Handle <DefaultProbabilityTermStructure>>&,Real,constHandle <QuantLib::OneFactorCopula>&,Protection::Side,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter&,bool ,constHandle<QuantLib::YieldTermStructure>&,constQuantLib::Period&,int ) | 13 | __Globals.NthToDefault(Size,conststd::vector<Handle <DefaultProbabilityTermStructure>>&,Real,constHandle <QuantLib::OneFactorCopula>&,Protection::Side,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter&,bool ,constHandle<QuantLib::YieldTermStructure>&,constQuantLib::Period&,int ) |
CPICapFloor(Option::Type,Real,constQuantLib::Date&,Real ,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,Rate,constHandle <QuantLib::ZeroInflationIndex>&,constQuantLib::Period& ,CPI::InterpolationType) | 13 | QuantLib.CPICapFloor.CPICapFloor(Option::Type,Real ,constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,Rate ,constHandle<QuantLib::ZeroInflationIndex>&,constQuantLib::Period& ,CPI::InterpolationType) |
CPICapFloorTermPriceSurface(Real,Real,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle<QuantLib::ZeroInflationIndex>& ,constHandle<QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&) | 13 | QuantLib.CPICapFloorTermPriceSurface.CPICapFloorTermPriceSurface(Real ,Real,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&) |
FixedRateBond(Natural,Real,constQuantLib::Schedule&,conststd::vector <Rate>&,constQuantLib::DayCounter&,QuantLib::BusinessDayConvention ,Real,constQuantLib::Date&,constQuantLib::Calendar& ,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention,bool) | 13 | QuantLib.FixedRateBond.FixedRateBond(Natural,Real ,constQuantLib::Schedule&,conststd::vector<Rate>& ,constQuantLib::DayCounter&,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) |
AbcdInterpolation<I1,I2>(constI1&,constI1&,constI2&,Real,Real,Real ,Real,bool,bool,bool,bool,bool,constint) | 13 | QuantLib.AbcdInterpolation.AbcdInterpolation<I1,I2>(constI1&,constI1& ,constI2&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
NthToDefault(Size,conststd::vector<Handle <DefaultProbabilityTermStructure>>&,Real,constHandle <QuantLib::OneFactorCopula>&,Protection::Side,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter&,bool ,constHandle<QuantLib::YieldTermStructure>&,constQuantLib::Period&,int ) | 13 | QuantLib.NthToDefault.NthToDefault(Size,conststd::vector<Handle <DefaultProbabilityTermStructure>>&,Real,constHandle <QuantLib::OneFactorCopula>&,Protection::Side,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter&,bool ,constHandle<QuantLib::YieldTermStructure>&,constQuantLib::Period&,int ) |
AssetSwapHelper(constHandle<QuantLib::Quote>&,constQuantLib::Period& ,Natural,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,Real,constRelinkableHandle <QuantLib::YieldTermStructure>&,constQuantLib::Period&) | 13 | QuantLib.AssetSwapHelper.AssetSwapHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Natural,constQuantLib::Calendar& ,constQuantLib::Period&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,Real ,constRelinkableHandle<QuantLib::YieldTermStructure>& ,constQuantLib::Period&) |
base_cubic_splint(constreturn_type&,constreturn_type& ,constreturn_type&,constreturn_type&,constdimensions&,constdata& ,constdata&,constdata_table&,data_table&,output_data&,output_data& ,output_data&,result_type&) | 13 | QuantLib.detail.base_cubic_splint.base_cubic_splint(constreturn_type& ,constreturn_type&,constreturn_type&,constreturn_type& ,constdimensions&,constdata&,constdata&,constdata_table&,data_table& ,output_data&,output_data&,output_data&,result_type&) |
n_cubic_splint<X>(constreturn_type&,constreturn_type& ,constreturn_type&,constreturn_type&,constdimensions&,constdata& ,constdata&,constdata_table&,data_table&,output_data&,output_data& ,output_data&,typenamesuper::result_type&) | 13 | QuantLib.detail.n_cubic_splint<X>.n_cubic_splint<X>(constreturn_type& ,constreturn_type&,constreturn_type&,constreturn_type& ,constdimensions&,constdata&,constdata&,constdata_table&,data_table& ,output_data&,output_data&,output_data&,typenamesuper::result_type&) |
AbcdInterpolationImpl<I1,I2>(constI1&,constI1&,constI2&,Real,Real,Real ,Real,bool,bool,bool,bool,bool,constint) | 13 | QuantLib.detail.AbcdInterpolationImpl<I1,I2>.AbcdInterpolationImpl<I1 ,I2>(constI1&,constI1&,constI2&,Real,Real,Real,Real,bool,bool,bool ,bool,bool,constint) |
CreditDefaultSwap(Protection::Side,Real,Rate,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date& ,constQuantLib::Date&,constint) | 12 | __Globals.CreditDefaultSwap(Protection::Side,Real,Rate,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date& ,constQuantLib::Date&,constint) |
AbcdCalibration(conststd::vector<Real>&,conststd::vector<Real>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 12 | __Globals.AbcdCalibration(conststd::vector<Real>&,conststd::vector <Real>&,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) |
BatesProcess(constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,Real,Real,Real,HestonProcess::Discretization) | 12 | QuantLib.BatesProcess.BatesProcess(constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,Real,Real,Real,HestonProcess::Discretization) |
CreditDefaultSwap(Protection::Side,Real,Rate,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date& ,constQuantLib::Date&,constint) | 12 | QuantLib.CreditDefaultSwap.CreditDefaultSwap(Protection::Side,Real ,Rate,Rate,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date& ,constQuantLib::Date&,constint) |
FixedRateBond(Natural,Real,constQuantLib::Schedule&,conststd::vector <InterestRate>&,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) | 12 | QuantLib.FixedRateBond.FixedRateBond(Natural,Real ,constQuantLib::Schedule&,conststd::vector<InterestRate>& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) |
AbcdCalibration(conststd::vector<Real>&,conststd::vector<Real>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 12 | QuantLib.AbcdCalibration.AbcdCalibration(conststd::vector<Real>& ,conststd::vector<Real>&,Real,Real,Real,Real,bool,bool,bool,bool,bool ,constint) |
SABR(Time,Real,Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 12 | QuantLib.SABR.SABR(Time,Real,Real,Real,Real,Real,bool,bool,bool,bool ,bool,constint) |
CdsHelper(constHandle<QuantLib::Quote>&,constQuantLib::Period&,Integer ,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) | 12 | QuantLib.CdsHelper.CdsHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) |
CdsHelper(Rate,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) | 12 | QuantLib.CdsHelper.CdsHelper(Rate,constQuantLib::Period&,Integer ,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) |
SpreadCdsHelper(constHandle<QuantLib::Quote>&,constQuantLib::Period& ,Integer,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) | 12 | QuantLib.SpreadCdsHelper.SpreadCdsHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Integer,constQuantLib::Calendar& ,QuantLib::Frequency,QuantLib::BusinessDayConvention ,DateGeneration::Rule,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) |
SpreadCdsHelper(Rate,constQuantLib::Period&,Integer ,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) | 12 | QuantLib.SpreadCdsHelper.SpreadCdsHelper(Rate,constQuantLib::Period& ,Integer,constQuantLib::Calendar&,QuantLib::Frequency ,QuantLib::BusinessDayConvention,DateGeneration::Rule ,constQuantLib::DayCounter&,Real,constHandle <QuantLib::YieldTermStructure>&,bool,bool) |
Fj_Helper(Real,Real,Real,Real,Real,Real ,constQuantLib::AnalyticHestonEngine*const ,QuantLib::AnalyticHestonEngine::ComplexLogFormula,Time,Real,Real,Size ) | 12 | QuantLib.AnalyticHestonEngine+Fj_Helper.Fj_Helper(Real,Real,Real,Real ,Real,Real,constQuantLib::AnalyticHestonEngine*const ,QuantLib::AnalyticHestonEngine::ComplexLogFormula,Time,Real,Real,Size ) |
zerobondOption(constOption::Type&,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Date&,constRate ,constQuantLib::Date&,constReal,constHandle <QuantLib::YieldTermStructure>&,constReal,constSize,constbool ,constbool) | 12 | QuantLib.Gaussian1dModel.zerobondOption(constOption::Type& ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Date& ,constRate,constQuantLib::Date&,constReal,constHandle <QuantLib::YieldTermStructure>&,constReal,constSize,constbool ,constbool) |
InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,conststd::vector<Date>&,conststd::vector<Volatility>&,Rate,Rate ,constInterpolator1D&) | 12 | QuantLib.InterpolatedYoYOptionletVolatilityCurve<Interpolator1D> .InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,conststd::vector<Date>&,conststd::vector<Volatility>&,Rate,Rate ,constInterpolator1D&) |
lmpar(int,double*,int,int*,double*,double*,double,double*,double* ,double*,double*,double*) | 12 | QuantLib.MINPACK.__Globals.lmpar(int,double*,int,int*,double*,double* ,double,double*,double*,double*,double*,double*) |
yield(constint&,Real,constQuantLib::DayCounter&,QuantLib::Compounding ,QuantLib::Frequency,bool,QuantLib::Date,QuantLib::Date,Real,Size,Rate ) | 11 | __Globals.yield(constint&,Real,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date,Real,Size,Rate) |
yield(constint&,Real,constQuantLib::DayCounter&,QuantLib::Compounding ,QuantLib::Frequency,bool,QuantLib::Date,QuantLib::Date,Real,Size,Rate ) | 11 | QuantLib.CashFlows.yield(constint&,Real,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,bool,QuantLib::Date ,QuantLib::Date,Real,Size,Rate) |
DoubleStickyRatchetPayoff(Real,Real,Real,Real,Real,Real,Real,Real,Real ,Real,Real) | 11 | QuantLib.DoubleStickyRatchetPayoff.DoubleStickyRatchetPayoff(Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real,Real) |
GJRGARCHProcess(constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,Real,Real ,QuantLib::GJRGARCHProcess::Discretization) | 11 | QuantLib.GJRGARCHProcess.GJRGARCHProcess(constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,Real,Real ,QuantLib::GJRGARCHProcess::Discretization) |
Fj_Helper(Real,Real,Real,Real,Real,Real ,QuantLib::AnalyticHestonEngine::ComplexLogFormula,Time,Real,Real,Size ) | 11 | QuantLib.AnalyticHestonEngine+Fj_Helper.Fj_Helper(Real,Real,Real,Real ,Real,Real,QuantLib::AnalyticHestonEngine::ComplexLogFormula,Time,Real ,Real,Size) |
RiskyAssetSwap(bool,Real,constQuantLib::Schedule& ,constQuantLib::Schedule&,constQuantLib::DayCounter& ,constQuantLib::DayCounter&,Rate,Rate,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::DefaultProbabilityTermStructure>&,Rate) | 11 | QuantLib.RiskyAssetSwap.RiskyAssetSwap(bool,Real ,constQuantLib::Schedule&,constQuantLib::Schedule& ,constQuantLib::DayCounter&,constQuantLib::DayCounter&,Rate,Rate ,constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::DefaultProbabilityTermStructure>&,Rate) |
InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,Rate,Rate,Volatility,constInterpolator1D&) | 11 | QuantLib.InterpolatedYoYOptionletVolatilityCurve<Interpolator1D> .InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,Rate,Rate,Volatility,constInterpolator1D&) |
CreditDefaultSwap(Protection::Side,Real,Rate,constQuantLib::Schedule& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,bool,bool ,constQuantLib::Date&,constint) | 10 | __Globals.CreditDefaultSwap(Protection::Side,Real,Rate ,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date&,constint) |
ProxyIbor(conststd::string&,constQuantLib::Period&,Natural ,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::Quote>&,constint) | 10 | __Globals.ProxyIbor(conststd::string&,constQuantLib::Period&,Natural ,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::Quote>&,constint) |
VegaStressedBlackScholesProcess(constHandle<QuantLib::Quote>& ,constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::BlackVolTermStructure>&,Time,Time,Real,Real,Real,constint) | 10 | __Globals.VegaStressedBlackScholesProcess(constHandle<QuantLib::Quote >&,constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::BlackVolTermStructure>&,Time,Time,Real,Real,Real,constint) |
Schedule(QuantLib::Date,constQuantLib::Date&,constQuantLib::Period& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention,DateGeneration::Rule,bool ,constQuantLib::Date&,constQuantLib::Date&) | 10 | QuantLib.Schedule.Schedule(QuantLib::Date,constQuantLib::Date& ,constQuantLib::Period&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention ,DateGeneration::Rule,bool,constQuantLib::Date&,constQuantLib::Date&) |
ConstantYoYOptionletVolatility(constVolatility,Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,Rate,Rate) | 10 | QuantLib.ConstantYoYOptionletVolatility.ConstantYoYOptionletVolatility (constVolatility,Natural,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::Frequency,bool,Rate,Rate) |
CreditDefaultSwap(Protection::Side,Real,Rate,constQuantLib::Schedule& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,bool,bool ,constQuantLib::Date&,constint) | 10 | QuantLib.CreditDefaultSwap.CreditDefaultSwap(Protection::Side,Real ,Rate,constQuantLib::Schedule&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool,constQuantLib::Date&,constint) |
finalPart(Real,Integer,conststd::vector<Volatility>&,Real,Real,Real ,Real&,Real&,Real&,std::vector<Volatility>&) | 10 | QuantLib.AlphaFinder.finalPart(Real,Integer,conststd::vector <Volatility>&,Real,Real,Real,Real&,Real&,Real&,std::vector<Volatility >&) |
SwaptionPricingFunction(Real,Real,Real,Real,Real,Real,Real ,conststd::vector<Time>&,Rate,constQuantLib::G2&) | 10 | QuantLib.G2+SwaptionPricingFunction.SwaptionPricingFunction(Real,Real ,Real,Real,Real,Real,Real,conststd::vector<Time>&,Rate ,constQuantLib::G2&) |
Abcd(Real,Real,Real,Real,bool,bool,bool,bool,bool,constint) | 10 | QuantLib.Abcd.Abcd(Real,Real,Real,Real,bool,bool,bool,bool,bool ,constint) |
ProxyIbor(conststd::string&,constQuantLib::Period&,Natural ,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::Quote>&,constint) | 10 | QuantLib.ProxyIbor.ProxyIbor(conststd::string&,constQuantLib::Period& ,Natural,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::Quote>&,constint) |
RiskyFixedBond(std::string,QuantLib::Currency,Real,Handle <QuantLib::DefaultProbabilityTermStructure>,QuantLib::Schedule,Real ,QuantLib::DayCounter,QuantLib::BusinessDayConvention,std::vector<Real >,Handle<QuantLib::YieldTermStructure>) | 10 | QuantLib.RiskyFixedBond.RiskyFixedBond(std::string,QuantLib::Currency ,Real,Handle<QuantLib::DefaultProbabilityTermStructure> ,QuantLib::Schedule,Real,QuantLib::DayCounter ,QuantLib::BusinessDayConvention,std::vector<Real>,Handle <QuantLib::YieldTermStructure>) |
VegaStressedBlackScholesProcess(constHandle<QuantLib::Quote>& ,constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::BlackVolTermStructure>&,Time,Time,Real,Real,Real,constint) | 10 | QuantLib.VegaStressedBlackScholesProcess .VegaStressedBlackScholesProcess(constHandle<QuantLib::Quote>& ,constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::BlackVolTermStructure>&,Time,Time,Real,Real,Real,constint) |
AmortizingFixedRateBond(Natural,constQuantLib::Calendar&,Real ,constQuantLib::Date&,constQuantLib::Period&,constQuantLib::Frequency& ,constRate,constQuantLib::DayCounter&,QuantLib::BusinessDayConvention ,constQuantLib::Date&) | 10 | QuantLib.AmortizingFixedRateBond.AmortizingFixedRateBond(Natural ,constQuantLib::Calendar&,Real,constQuantLib::Date& ,constQuantLib::Period&,constQuantLib::Frequency&,constRate ,constQuantLib::DayCounter&,QuantLib::BusinessDayConvention ,constQuantLib::Date&) |
InterpolatedZeroInflationCurve<Interpolator>(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Date>& ,conststd::vector<Rate>&,constInterpolator&) | 10 | QuantLib.InterpolatedZeroInflationCurve<Interpolator> .InterpolatedZeroInflationCurve<Interpolator>(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Date>& ,conststd::vector<Rate>&,constInterpolator&) |
InterpolatedYoYInflationCurve<Interpolator>(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Date>& ,conststd::vector<Rate>&,constInterpolator&) | 10 | QuantLib.InterpolatedYoYInflationCurve<Interpolator> .InterpolatedYoYInflationCurve<Interpolator>(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter& ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Date>& ,conststd::vector<Rate>&,constInterpolator&) |
SABRCoeffHolder(Time,constReal&,Real,Real,Real,Real,bool,bool,bool ,bool) | 10 | QuantLib.detail.SABRCoeffHolder.SABRCoeffHolder(Time,constReal&,Real ,Real,Real,Real,bool,bool,bool,bool) |
qrfac(int,int,double*,int,int,int*,int,double*,double*,double*) | 10 | QuantLib.MINPACK.__Globals.qrfac(int,int,double*,int,int,int*,int ,double*,double*,double*) |
fdjac2(int,int,double*,double*,double*,int,int*,double,double* ,constint&) | 10 | QuantLib.MINPACK.__Globals.fdjac2(int,int,double*,double*,double*,int ,int*,double,double*,constint&) |
TVTMFN(double,double,double,double,double,double,double,double,double ,int) | 10 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .TVTMFN(double,double,double,double,double,double,double,double,double ,int) |
CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) | 9 | __Globals.CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) |
duration(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) | 9 | __Globals.duration(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) |
SwapIndex(conststd::string&,constQuantLib::Period&,Natural ,QuantLib::Currency,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) | 9 | __Globals.SwapIndex(conststd::string&,constQuantLib::Period&,Natural ,QuantLib::Currency,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) |
FixedRateBondForward(constQuantLib::Date&,constQuantLib::Date& ,Position::Type,Real,Natural,constQuantLib::DayCounter& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,constint) | 9 | __Globals.FixedRateBondForward(constQuantLib::Date& ,constQuantLib::Date&,Position::Type,Real,Natural ,constQuantLib::DayCounter&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constint) |
ZeroCouponInflationSwap(QuantLib::ZeroCouponInflationSwap::Type,Real ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,Rate ,constint) | 9 | __Globals.ZeroCouponInflationSwap (QuantLib::ZeroCouponInflationSwap::Type,Real,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,Rate ,constint) |
InflationTermStructure(constQuantLib::Date&,Rate ,constQuantLib::Period&,QuantLib::Frequency,constbool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,constint) | 9 | __Globals.InflationTermStructure(constQuantLib::Date&,Rate ,constQuantLib::Period&,QuantLib::Frequency,constbool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,constint) |
InflationTermStructure(Natural,constQuantLib::Calendar&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::DayCounter&,constint) | 9 | __Globals.InflationTermStructure(Natural,constQuantLib::Calendar&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::DayCounter&,constint) |
ZeroInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) | 9 | __Globals.ZeroInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
ZeroInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) | 9 | __Globals.ZeroInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) |
YoYInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) | 9 | __Globals.YoYInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
YoYInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) | 9 | __Globals.YoYInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) |
CallableFixedRateBond(Natural,Real,constQuantLib::Schedule& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) | 9 | __Globals.CallableFixedRateBond(Natural,Real,constQuantLib::Schedule& ,conststd::vector<Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) |
CallableZeroCouponBond(Natural,Real,constQuantLib::Calendar& ,constQuantLib::Date&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) | 9 | __Globals.CallableZeroCouponBond(Natural,Real,constQuantLib::Calendar& ,constQuantLib::Date&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constint&) |
FixedRateCoupon(constQuantLib::Date&,Real,Rate ,constQuantLib::DayCounter&,constQuantLib::Date&,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Date&) | 9 | QuantLib.FixedRateCoupon.FixedRateCoupon(constQuantLib::Date&,Real ,Rate,constQuantLib::DayCounter&,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Date& ,constQuantLib::Date&) |
SwapIndex(conststd::string&,constQuantLib::Period&,Natural ,QuantLib::Currency,constQuantLib::Calendar&,constQuantLib::Period& ,QuantLib::BusinessDayConvention,constQuantLib::DayCounter&,constint) | 9 | QuantLib.SwapIndex.SwapIndex(conststd::string&,constQuantLib::Period& ,Natural,QuantLib::Currency,constQuantLib::Calendar& ,constQuantLib::Period&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constint) |
sphereCylinderOptimizerClosest(Real,Real,Real,Real,Real,Real,Natural ,Real,Real) | 9 | QuantLib.__Globals.sphereCylinderOptimizerClosest(Real,Real,Real,Real ,Real,Real,Natural,Real,Real) |
blackFormulaImpliedStdDev(Option::Type,Real,Real,Real,Real,Real,Real ,Real,Natural) | 9 | QuantLib.__Globals.blackFormulaImpliedStdDev(Option::Type,Real,Real ,Real,Real,Real,Real,Real,Natural) |
InflationTermStructure(constQuantLib::Date&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,constint) | 9 | QuantLib.InflationTermStructure.InflationTermStructure (constQuantLib::Date&,Rate,constQuantLib::Period&,QuantLib::Frequency ,bool,constHandle<QuantLib::YieldTermStructure>& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,constint) |
InflationTermStructure(Natural,constQuantLib::Calendar&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constQuantLib::DayCounter&,constint) | 9 | QuantLib.InflationTermStructure.InflationTermStructure(Natural ,constQuantLib::Calendar&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constQuantLib::DayCounter&,constint) |
ZeroInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,constbool,constHandle <QuantLib::YieldTermStructure>&,constint) | 9 | QuantLib.ZeroInflationTermStructure.ZeroInflationTermStructure (constQuantLib::Date&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,constbool,constHandle <QuantLib::YieldTermStructure>&,constint) |
ZeroInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) | 9 | QuantLib.ZeroInflationTermStructure.ZeroInflationTermStructure(Natural ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
YoYInflationTermStructure(constQuantLib::Date& ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) | 9 | QuantLib.YoYInflationTermStructure.YoYInflationTermStructure (constQuantLib::Date&,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) |
YoYInflationTermStructure(Natural,constQuantLib::Calendar& ,constQuantLib::DayCounter&,Rate,constQuantLib::Period& ,QuantLib::Frequency,bool,constHandle<QuantLib::YieldTermStructure>& ,constint) | 9 | QuantLib.YoYInflationTermStructure.YoYInflationTermStructure(Natural ,constQuantLib::Calendar&,constQuantLib::DayCounter&,Rate ,constQuantLib::Period&,QuantLib::Frequency,bool,constHandle <QuantLib::YieldTermStructure>&,constint) |
Data(conststd::string&,conststd::string&,Integer,conststd::string& ,conststd::string&,Integer,constQuantLib::Rounding&,conststd::string& ,constQuantLib::Currency&) | 9 | QuantLib.Currency+Data.Data(conststd::string&,conststd::string& ,Integer,conststd::string&,conststd::string&,Integer ,constQuantLib::Rounding&,conststd::string&,constQuantLib::Currency&) |
YoYInflationIndex(conststd::string&,constQuantLib::Region&,bool,bool ,bool,QuantLib::Frequency,constQuantLib::Period& ,constQuantLib::Currency&,constHandle <QuantLib::YoYInflationTermStructure>&) | 9 | QuantLib.YoYInflationIndex.YoYInflationIndex(conststd::string& ,constQuantLib::Region&,bool,bool,bool,QuantLib::Frequency ,constQuantLib::Period&,constQuantLib::Currency&,constHandle <QuantLib::YoYInflationTermStructure>&) |
HestonProcess(constHandle<QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,QuantLib::HestonProcess::Discretization) | 9 | QuantLib.HestonProcess.HestonProcess(constHandle <QuantLib::YieldTermStructure>&,constHandle <QuantLib::YieldTermStructure>&,constHandle<QuantLib::Quote>&,Real ,Real,Real,Real,Real,QuantLib::HestonProcess::Discretization) |
CubicInterpolation<I1,I2>(constI1&,constI1&,constI2& ,CubicInterpolation::DerivativeApprox,bool ,CubicInterpolation::BoundaryCondition,Real ,CubicInterpolation::BoundaryCondition,Real) | 9 | QuantLib.CubicInterpolation.CubicInterpolation<I1,I2>(constI1& ,constI1&,constI2&,CubicInterpolation::DerivativeApprox,bool ,CubicInterpolation::BoundaryCondition,Real ,CubicInterpolation::BoundaryCondition,Real) |
duration(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) | 9 | QuantLib.CashFlows.duration(constint&,Rate,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,Duration::Type,bool ,QuantLib::Date,QuantLib::Date) |
IborIndex(conststd::string&,constQuantLib::Period&,Natural ,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::YieldTermStructure>&) | 9 | QuantLib.IborIndex.IborIndex(conststd::string&,constQuantLib::Period& ,Natural,constQuantLib::Currency&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter& ,constHandle<QuantLib::YieldTermStructure>&) |
CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) | 9 | QuantLib.CPISwap.CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) |
yield(constQuantLib::Bond&,Real,constQuantLib::DayCounter& ,QuantLib::Compounding,QuantLib::Frequency,QuantLib::Date,Real,Size ,Rate) | 9 | QuantLib.BondFunctions.yield(constQuantLib::Bond&,Real ,constQuantLib::DayCounter&,QuantLib::Compounding,QuantLib::Frequency ,QuantLib::Date,Real,Size,Rate) |
FixedRateBondForward(constQuantLib::Date&,constQuantLib::Date& ,Position::Type,Real,Natural,constQuantLib::DayCounter& ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,constint) | 9 | QuantLib.FixedRateBondForward.FixedRateBondForward (constQuantLib::Date&,constQuantLib::Date&,Position::Type,Real,Natural ,constQuantLib::DayCounter&,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,constint) |
Statistics
Stat | # Parameters |
---|---|
Sum: | 3 046 |
Average: | 8.08 |
Minimum: | 6 |
Maximum: | 24 |
Standard deviation: | 2.55 |
Variance: | 6.52 |
Rule warning: Methods with too many local variables |
warnif count > 0 from m in JustMyCode.Methods where
m.NbVariables > 15
orderby m.NbVariables descending
select new { m, m.NbVariables }
// Methods where NbVariables > 8 are hard to understand and maintain.
// Methods where NbVariables > 15 are extremely complex
// and should be split in smaller methods.
// See the definition of the Nbvariables metric here
// http://www.cppdepend.com/Metrics.aspx#Nbvariables
111 methods matched
methods | # Variables | Full Name |
---|---|---|
calculate() | 93 | QuantLib.AnalyticGJRGARCHEngine.calculate() |
calibrationFunction(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) | 64 | __Globals.calibrationFunction(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) |
singlePathValues(std::vector<Real>&) | 57 | QuantLib.PathwiseVegasOuterAccountingEngine.singlePathValues (std::vector<Real>&) |
update() | 51 | QuantLib.detail.CubicInterpolationImpl<I1,I2>.update() |
singlePathValues(std::vector<Real>&) | 49 | QuantLib.PathwiseVegasAccountingEngine.singlePathValues(std::vector <Real>&) |
singlePathValues(std::vector<Real>&) | 46 | QuantLib.PathwiseAccountingEngine.singlePathValues(std::vector<Real>&) |
npvs(constQuantLib::Date&,constReal,constbool) | 46 | QuantLib.Gaussian1dFloatFloatSwaptionEngine.npvs(constQuantLib::Date& ,constReal,constbool) |
singleRateClosestPointFinder(Size,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real,conststd::vector<Real>&,Real,Real ,Real,Size,Real,std::vector<Volatility>&,Real,Real&,Real&) | 46 | QuantLib.anonymous_namespace{capletcoterminalmaxhomogeneity.cpp} .__Globals.singleRateClosestPointFinder(Size,conststd::vector <Volatility>&,conststd::vector<Volatility>&,Real,conststd::vector<Real >&,Real,Real,Real,Size,Real,std::vector<Volatility>&,Real,Real&,Real&) |
performCalculations() | 45 | __Globals.performCalculations() |
calculate() | 43 | QuantLib.AnalyticCompoundOptionEngine.calculate() |
calculate() | 42 | QuantLib.AnalyticDoubleBarrierEngine.calculate() |
SVD(constQuantLib::Matrix&) | 41 | QuantLib.SVD.SVD(constQuantLib::Matrix&) |
intersect() | 40 | QuantLib.InterpolatedYoYCapFloorTermPriceSurface<Interpolator2D ,Interpolator1D>.intersect() |
BarrierUPD(double,double,double,double,double,int,int,int) | 40 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .BarrierUPD(double,double,double,double,double,int,int,int) |
performCalculations() | 39 | __Globals.performCalculations() |
CapPseudoDerivative(int) | 37 | __Globals.CapPseudoDerivative(int) |
calculate() | 37 | QuantLib.AnalyticDiscreteGeometricAveragePriceAsianEngine.calculate() |
collectNodeData(QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue&,Size,std::vector<std::vector <NodeData>>&) | 36 | QuantLib.__Globals.collectNodeData(QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue&,Size,std::vector<std::vector <NodeData>>&) |
calculate() | 35 | QuantLib.Gaussian1dNonstandardSwaptionEngine.calculate() |
evolve(Time,constQuantLib::Array&,Time,constQuantLib::Array&) | 34 | QuantLib.HybridHestonHullWhiteProcess.evolve(Time ,constQuantLib::Array&,Time,constQuantLib::Array&) |
evolve(Time,constQuantLib::Array&,Time,constQuantLib::Array&) | 33 | QuantLib.HestonProcess.evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
SparseILUPreconditioner(constint&,Integer) | 31 | __Globals.SparseILUPreconditioner(constint&,Integer) |
FdmHestonVarianceMesher(Size,constint) | 31 | __Globals.FdmHestonVarianceMesher(Size,constint) |
capletMaxHomogeneityCalibration(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) | 31 | __Globals.capletMaxHomogeneityCalibration (constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) |
fixing(constQuantLib::Date&,bool) | 31 | QuantLib.YoYInflationIndex.fixing(constQuantLib::Date&,bool) |
localVolImpl(Time,Real) | 31 | QuantLib.LocalVolSurface.localVolImpl(Time,Real) |
calculate() | 31 | QuantLib.AnalyticDiscreteGeometricAverageStrikeAsianEngine.calculate() |
lmdif(int,int,double*,double*,double,double,double,int,double,double* ,int,double,int,int*,int*,double*,int,int*,double*,double*,double* ,double*,double*,constint&) | 30 | QuantLib.MINPACK.__Globals.lmdif(int,int,double*,double*,double,double ,double,int,double,double*,int,double,int,int*,int*,double*,int,int* ,double*,double*,double*,double*,double*,constint&) |
integrate(constint) | 29 | __Globals.integrate(constint) |
capletAlphaFormCalibration(constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) | 29 | __Globals.capletAlphaFormCalibration (constQuantLib::EvolutionDescription& ,constQuantLib::PiecewiseConstantCorrelation&,constint) |
calculateNextGeneration(std::vector<Candidate>& ,constQuantLib::CostFunction&) | 29 | QuantLib.DifferentialEvolution.calculateNextGeneration(std::vector <Candidate>&,constQuantLib::CostFunction&) |
SymmetricSchurDecomposition(constQuantLib::Matrix&) | 29 | QuantLib.SymmetricSchurDecomposition.SymmetricSchurDecomposition (constQuantLib::Matrix&) |
evolve(Time,constQuantLib::Array&,Time,constQuantLib::Array&) | 29 | QuantLib.JointStochasticProcess.evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
calculate() | 29 | QuantLib.AnalyticEuropeanMargrabeEngine.calculate() |
compute() | 29 | QuantLib.KahaleSmileSection.compute() |
recompute() | 28 | QuantLib.VolatilityInterpolationSpecifierabcd.recompute() |
spreadVolInterpolation(constQuantLib::Date&,constQuantLib::Period&) | 28 | QuantLib.SwaptionVolCube1.spreadVolInterpolation(constQuantLib::Date& ,constQuantLib::Period&) |
calibrate() | 28 | QuantLib.LongstaffSchwartzMultiPathPricer.calibrate() |
calculate() | 28 | QuantLib.Gaussian1dCapFloorEngine.calculate() |
calculate() | 28 | QuantLib.Gaussian1dSwaptionEngine.calculate() |
IvopTwoDim(double,double,double,double,double,double,double,constint) | 28 | anonymous_namespace{integralhestonvarianceoptionengine.cpp}.__Globals .IvopTwoDim(double,double,double,double,double,double,double,constint) |
axpyb(constQuantLib::Array&,constQuantLib::TripleBandLinearOp& ,constQuantLib::TripleBandLinearOp&,constQuantLib::Array&) | 27 | QuantLib.TripleBandLinearOp.axpyb(constQuantLib::Array& ,constQuantLib::TripleBandLinearOp&,constQuantLib::TripleBandLinearOp& ,constQuantLib::Array&) |
performCalculations() | 27 | QuantLib.InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> .performCalculations() |
probIntV(constQuantLib::HestonProcess&,Real,Real,Real,Time ,HestonProcess::Discretization) | 27 | QuantLib.anonymous_namespace{hestonprocess.cpp}.__Globals.probIntV (constQuantLib::HestonProcess&,Real,Real,Real,Time ,HestonProcess::Discretization) |
update() | 26 | QuantLib.detail.SABRInterpolationImpl<I1,I2>.update() |
ND2(double,double,double) | 26 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals.ND2 (double,double,double) |
precalculate(constint) | 25 | __Globals.precalculate(constint) |
calculate() | 25 | QuantLib.JumpDiffusionEngine.calculate() |
BVTL(int,double,double,double) | 25 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .BVTL(int,double,double,double) |
TqrEigenDecomposition(constQuantLib::Array&,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenVectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftStrategy) | 24 | QuantLib.TqrEigenDecomposition.TqrEigenDecomposition (constQuantLib::Array&,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenVectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftStrategy) |
sabrCalibration(constQuantLib::SwaptionVolCube1::Cube&) | 24 | QuantLib.SwaptionVolCube1.sabrCalibration (constQuantLib::SwaptionVolCube1::Cube&) |
calculate() | 24 | QuantLib.MonteCarloCDOEngine2.calculate() |
IvopOneDim(double,double,double,double,double,double,double,double) | 23 | anonymous_namespace{integralhestonvarianceoptionengine.cpp}.__Globals .IvopOneDim(double,double,double,double,double,double,double,double) |
calculate() | 22 | QuantLib.IntegralCdsEngine.calculate() |
A(Real,Real) | 22 | QuantLib.AnalyticTwoAssetBarrierEngine.A(Real,Real) |
lmpar(int,double*,int,int*,double*,double*,double,double*,double* ,double*,double*,double*) | 22 | QuantLib.MINPACK.__Globals.lmpar(int,double*,int,int*,double*,double* ,double,double*,double*,double*,double*,double*) |
genericLongstaffSchwartzRegression(std::vector<std::vector<NodeData>>& ,std::vector<std::vector<Real>>&) | 21 | QuantLib.__Globals.genericLongstaffSchwartzRegression(std::vector <std::vector<NodeData>>&,std::vector<std::vector<Real>>&) |
calculate() | 21 | QuantLib.AnalyticCapFloorEngine.calculate() |
calculate() | 21 | QuantLib.AnalyticWriterExtensibleOptionEngine.calculate() |
calculate() | 21 | QuantLib.ContinuousArithmeticAsianLevyEngine.calculate() |
AbcdVol(Real,Real,Real,Real,constvector<Real>&,constint) | 20 | __Globals.AbcdVol(Real,Real,Real,Real,constvector<Real>&,constint) |
FwdPeriodAdapter(constint) | 20 | __Globals.FwdPeriodAdapter(constint) |
SwaptionPseudoDerivative(int) | 20 | __Globals.SwaptionPseudoDerivative(int) |
h(Real) | 20 | QuantLib.__Globals.h(Real) |
fillVolatilityCube() | 20 | QuantLib.SwaptionVolCube1.fillVolatilityCube() |
checkMoments(Real) | 20 | QuantLib.OneFactorCopula.checkMoments(Real) |
expectationp2(Time,Time) | 20 | QuantLib.GsrProcess.expectationp2(Time,Time) |
calculate() | 20 | QuantLib.VannaVolgaBarrierEngine.calculate() |
calculate() | 20 | QuantLib.VannaVolgaDoubleBarrierEngine.calculate() |
qrsolv(int,double*,int,int*,double*,double*,double*,double*,double*) | 20 | QuantLib.MINPACK.__Globals.qrsolv(int,double*,int,int*,double*,double* ,double*,double*,double*) |
PHID(double) | 20 | anonymous_namespace{perturbativebarrieroptionengine.cpp}.__Globals .PHID(double) |
TrinomialTree(constint) | 19 | __Globals.TrinomialTree(constint) |
FlatVol(constvector<Volatility>&,constint) | 19 | __Globals.FlatVol(constvector<Volatility>&,constint) |
apply(constQuantLib::Array&) | 19 | QuantLib.NinePointLinearOp.apply(constQuantLib::Array&) |
solve(constQuantLib::Array&,constQuantLib::Array&) | 19 | QuantLib.BiCGstab.solve(constQuantLib::Array&,constQuantLib::Array&) |
smileCorrection(Real,Real,Real,Real) | 19 | QuantLib.RangeAccrualPricerByBgm.smileCorrection(Real,Real,Real,Real) |
calculate() | 19 | QuantLib.BlackCapFloorEngine.calculate() |
singlePathValue(Size) | 19 | QuantLib.UpperBoundEngine.singlePathValue(Size) |
operator()(Real) | 19 | QuantLib.AnalyticPTDHestonEngine+Fj_Helper.operator()(Real) |
updateNumeraireTabulation() | 19 | QuantLib.MarkovFunctional.updateNumeraireTabulation() |
initialGuess1(constQuantLib::Array&,Real,Real&,Real&,Real&) | 19 | QuantLib.anonymous_namespace{garch.cpp}.__Globals.initialGuess1 (constQuantLib::Array&,Real,Real&,Real&,Real&) |
PathwiseVegasOuterAccountingEngine(constint) | 18 | __Globals.PathwiseVegasOuterAccountingEngine(constint) |
factorReduction(QuantLib::Matrix,Size) | 18 | QuantLib.__Globals.factorReduction(QuantLib::Matrix,Size) |
SobolRsg(Size,unsignedlong,QuantLib::SobolRsg::DirectionIntegers) | 18 | QuantLib.SobolRsg.SobolRsg(Size,unsignedlong ,QuantLib::SobolRsg::DirectionIntegers) |
operator()(Real,Real) | 18 | QuantLib.BivariateCumulativeNormalDistributionDr78.operator()(Real ,Real) |
minimize(QuantLib::Problem&,constQuantLib::EndCriteria&) | 18 | QuantLib.Simplex.minimize(QuantLib::Problem& ,constQuantLib::EndCriteria&) |
GetVegaBumps(std::vector<std::vector<Matrix>>&) | 18 | QuantLib.OrthogonalizedBumpFinder.GetVegaBumps(std::vector<std::vector <Matrix>>&) |
calculate() | 18 | QuantLib.JamshidianSwaptionEngine.calculate() |
calculate() | 18 | QuantLib.YoYInflationCapFloorEngine.calculate() |
calculate() | 18 | QuantLib.KirkSpreadOptionEngine.calculate() |
performCalculations() | 17 | __Globals.performCalculations() |
rollback(array_type&,Time,Time,Size,Size) | 17 | QuantLib.FdmBackwardSolver.rollback(array_type&,Time,Time,Size,Size) |
minimize(QuantLib::Problem&,constQuantLib::EndCriteria&) | 17 | QuantLib.LineSearchBasedMethod.minimize(QuantLib::Problem& ,constQuantLib::EndCriteria&) |
derivativesVolatility(Size) | 17 | QuantLib.VolatilityBumpInstrumentJacobian.derivativesVolatility(Size) |
evolve(Time,constQuantLib::Array&,Time,constQuantLib::Array&) | 17 | QuantLib.GJRGARCHProcess.evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
performCalculations() | 17 | QuantLib.OptionletStripper1.performCalculations() |
calculate() | 17 | QuantLib.AnalyticPTDHestonEngine.calculate() |
expectedTrancheLoss(constQuantLib::Date&) | 17 | QuantLib.GaussianLHPCDOEngine<CDOEngine>.expectedTrancheLoss (constQuantLib::Date&) |
operator()(constQuantLib::Path&) | 17 | QuantLib.detail.HullWhiteCapFloorPricer.operator() (constQuantLib::Path&) |
hypersphereOptimize(constQuantLib::Matrix&,constQuantLib::Matrix& ,constbool) | 17 | QuantLib.anonymous_namespace{pseudosqrt.cpp}.__Globals .hypersphereOptimize(constQuantLib::Matrix&,constQuantLib::Matrix& ,constbool) |
Statistics
Stat | # Variables |
---|---|
Sum: | 2 912 |
Average: | 26.23 |
Minimum: | 16 |
Maximum: | 93 |
Standard deviation: | 11.73 |
Variance: | 137.57 |
Rule warning: Methods with too many overloads |
warnif count > 0 from m in JustMyCode.Methods where
m.NbOverloads > 6 &&
!m.IsOperator // Don't report operator overload
orderby m.NbOverloads descending
select new { m, m.NbOverloads }
// Methods where NbOverloads > 6 might
// be a problem to maintain and provoke higher coupling
// than necessary.
// This might also reveal a potential misused of the
// C# and VB.NET language that since C#3 and VB9 support
// object initialization. This feature helps reducing the number
// of constructors of a class.
// See the definition of the NbOverloads metric here
// http://www.cppdepend.com/Metrics.aspx#NbOverloads
27 methods matched
methods | # Overloads | Full Name |
---|---|---|
visit(QuantLib::CashFlow&) | 10 | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter.visit (QuantLib::CashFlow&) |
visit(QuantLib::Coupon&) | 10 | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter.visit (QuantLib::Coupon&) |
visit(QuantLib::IborCoupon&) | 10 | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter.visit (QuantLib::IborCoupon&) |
visit(QuantLib::CappedFlooredIborCoupon&) | 10 | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter.visit (QuantLib::CappedFlooredIborCoupon&) |
visit(QuantLib::DigitalIborCoupon&) | 10 | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter.visit (QuantLib::DigitalIborCoupon&) |
visit(QuantLib::CmsCoupon&) | 10 | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter.visit (QuantLib::CmsCoupon&) |
visit(QuantLib::CappedFlooredCmsCoupon&) | 10 | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter.visit (QuantLib::CappedFlooredCmsCoupon&) |
visit(QuantLib::DigitalCmsCoupon&) | 10 | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter.visit (QuantLib::DigitalCmsCoupon&) |
visit(QuantLib::RangeAccrualFloatersCoupon&) | 10 | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter.visit (QuantLib::RangeAccrualFloatersCoupon&) |
visit(QuantLib::SubPeriodsCoupon&) | 10 | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter.visit (QuantLib::SubPeriodsCoupon&) |
FraRateHelper(constHandle<QuantLib::Quote>&,Natural,Natural,Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&) | 9 | QuantLib.FraRateHelper.FraRateHelper(constHandle<QuantLib::Quote>& ,Natural,Natural,Natural,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter&) |
FraRateHelper(Rate,Natural,Natural,Natural,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter&) | 9 | QuantLib.FraRateHelper.FraRateHelper(Rate,Natural,Natural,Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&) |
FraRateHelper(constHandle<QuantLib::Quote>&,Natural,constint) | 9 | QuantLib.FraRateHelper.FraRateHelper(constHandle<QuantLib::Quote>& ,Natural,constint) |
FraRateHelper(Rate,Natural,constint) | 9 | QuantLib.FraRateHelper.FraRateHelper(Rate,Natural,constint) |
FraRateHelper(constHandle<QuantLib::Quote>&,QuantLib::Period,Natural ,Natural,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&) | 9 | QuantLib.FraRateHelper.FraRateHelper(constHandle<QuantLib::Quote>& ,QuantLib::Period,Natural,Natural,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool,constQuantLib::DayCounter&) |
FraRateHelper(Rate,QuantLib::Period,Natural,Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&) | 9 | QuantLib.FraRateHelper.FraRateHelper(Rate,QuantLib::Period,Natural ,Natural,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&) |
FraRateHelper(constHandle<QuantLib::Quote>&,QuantLib::Period,constint) | 9 | QuantLib.FraRateHelper.FraRateHelper(constHandle<QuantLib::Quote>& ,QuantLib::Period,constint) |
FraRateHelper(Rate,QuantLib::Period,constint) | 9 | QuantLib.FraRateHelper.FraRateHelper(Rate,QuantLib::Period,constint) |
FraRateHelper(constQuantLib::FraRateHelper&) | 9 | QuantLib.FraRateHelper.FraRateHelper(constQuantLib::FraRateHelper&) |
FuturesRateHelper(constHandle<QuantLib::Quote>&,constQuantLib::Date& ,Natural,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&,constHandle<QuantLib::Quote>&) | 8 | QuantLib.FuturesRateHelper.FuturesRateHelper(constHandle <QuantLib::Quote>&,constQuantLib::Date&,Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&,constHandle<QuantLib::Quote>&) |
FuturesRateHelper(Real,constQuantLib::Date&,Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&,Rate) | 8 | QuantLib.FuturesRateHelper.FuturesRateHelper(Real,constQuantLib::Date& ,Natural,constQuantLib::Calendar&,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&,Rate) |
FuturesRateHelper(constHandle<QuantLib::Quote>&,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::DayCounter&,constHandle <QuantLib::Quote>&) | 8 | QuantLib.FuturesRateHelper.FuturesRateHelper(constHandle <QuantLib::Quote>&,constQuantLib::Date&,constQuantLib::Date& ,constQuantLib::DayCounter&,constHandle<QuantLib::Quote>&) |
FuturesRateHelper(Real,constQuantLib::Date&,constQuantLib::Date& ,constQuantLib::DayCounter&,Rate) | 8 | QuantLib.FuturesRateHelper.FuturesRateHelper(Real,constQuantLib::Date& ,constQuantLib::Date&,constQuantLib::DayCounter&,Rate) |
FuturesRateHelper(constHandle<QuantLib::Quote>&,constQuantLib::Date& ,constint) | 8 | QuantLib.FuturesRateHelper.FuturesRateHelper(constHandle <QuantLib::Quote>&,constQuantLib::Date&,constint) |
FuturesRateHelper(Real,constQuantLib::Date&,constint) | 8 | QuantLib.FuturesRateHelper.FuturesRateHelper(Real,constQuantLib::Date& ,constint) |
FuturesRateHelper(constQuantLib::FuturesRateHelper&) | 8 | QuantLib.FuturesRateHelper.FuturesRateHelper (constQuantLib::FuturesRateHelper&) |
FuturesRateHelper(QuantLib::FuturesRateHelper&&) | 8 | QuantLib.FuturesRateHelper.FuturesRateHelper (QuantLib::FuturesRateHelper&&) |
Statistics
Stat | # Overloads |
---|---|
Sum: | 245 |
Average: | 9.07 |
Minimum: | 8 |
Maximum: | 10 |
Standard deviation: | 0.81 |
Variance: | 0.66 |
Rule warning: Types with too many methods |
warnif count > 0 from t in JustMyCode.Types where
t.Methods.Count() > 20 && !t.IsGlobal
orderby t.Methods.Count() descending
select new { t, t.InstanceMethods, t.StaticMethods }
// Types where Methods.Count() > 20 might be hard to
// understand and maintain
// but there might be cases where it is relevant
// to have a high number of methods.
// For example, the System.Windows.Forms.DataGridView
// standard class has more than 1000 methods.
30 types matched
types | InstanceMethods | StaticMethods | Full Name |
---|---|---|---|
CashFlows | 0 method | 41 methods | QuantLib.CashFlows |
Matrix | 40 methods | 0 method | QuantLib.Matrix |
BondFunctions | 0 method | 38 methods | QuantLib.BondFunctions |
Date | 21 methods | 15 methods | QuantLib.Date |
Bond | 33 methods | 0 method | QuantLib.Bond |
GenericSequenceStatistics<StatisticsType> | 33 methods | 0 method | QuantLib.GenericSequenceStatistics<StatisticsType> |
Array | 32 methods | 0 method | QuantLib.Array |
Basket | 31 methods | 0 method | QuantLib.Basket |
MarkovFunctional | 29 methods | 0 method | QuantLib.MarkovFunctional |
AnalyticCompoundOptionEngine | 29 methods | 0 method | QuantLib.AnalyticCompoundOptionEngine |
MakeVanillaSwap | 28 methods | 0 method | QuantLib.MakeVanillaSwap |
AnalyticTwoAssetBarrierEngine | 28 methods | 0 method | QuantLib.AnalyticTwoAssetBarrierEngine |
TimeSeries<T,Container,> | 25 methods | 2 methods | QuantLib.TimeSeries<T,Container,> |
MakeCms | 27 methods | 0 method | QuantLib.MakeCms |
AbcdAtmVolCurve | 27 methods | 0 method | QuantLib.AbcdAtmVolCurve |
CPISwap | 26 methods | 0 method | QuantLib.CPISwap |
SampledCurve | 26 methods | 0 method | QuantLib.SampledCurve |
CPICapFloorTermPriceSurface | 24 methods | 0 method | QuantLib.CPICapFloorTermPriceSurface |
DigitalCmsLeg | 24 methods | 0 method | QuantLib.DigitalCmsLeg |
DigitalIborLeg | 24 methods | 0 method | QuantLib.DigitalIborLeg |
Distribution | 24 methods | 0 method | QuantLib.Distribution |
YoYCapFloorTermPriceSurface | 24 methods | 0 method | QuantLib.YoYCapFloorTermPriceSurface |
Schedule | 23 methods | 0 method | QuantLib.Schedule |
GeneralStatistics | 23 methods | 0 method | QuantLib.GeneralStatistics |
CreditDefaultSwap | 23 methods | 0 method | QuantLib.CreditDefaultSwap |
FloatFloatSwap | 23 methods | 0 method | QuantLib.FloatFloatSwap |
YearOnYearInflationSwap | 22 methods | 0 method | QuantLib.YearOnYearInflationSwap |
FdmSquareRootFwdOp | 21 methods | 0 method | QuantLib.FdmSquareRootFwdOp |
SwaptionVolatilityStructure | 21 methods | 0 method | QuantLib.SwaptionVolatilityStructure |
GsrProcess | 21 methods | 0 method | QuantLib.GsrProcess |
Statistics
Stat | InstanceMethods | StaticMethods |
---|---|---|
Sum: | 0 | 0 |
Average: | 0 | 0 |
Minimum: | 0 | 0 |
Maximum: | 0 | 0 |
Standard deviation: | 0 | 0 |
Variance: | 0 | 0 |
Rule warning: Types with too many fields |
warnif count > 0 from t in JustMyCode.Types where
t.Fields.Count() > 20 &&
!t.IsEnumeration && !t.IsGlobal
orderby t.Fields.Count() descending
select new { t, t.InstanceFields, t.StaticFields}
// Types where Fields.Count() > 20 and not IsEnumeration
// might be hard to understand and maintain
// but there might be cases where it is relevant
// to have a high number of fields.
// For example, the System.Windows.Forms.Control
// standard class has more than 200 fields.
17 types matched
types | InstanceFields | StaticFields | Full Name |
---|---|---|---|
ErrorFunction | 0 field | 58 fields | QuantLib.ErrorFunction |
AdaptiveRungeKutta<T> | 39 fields | 0 field | QuantLib.AdaptiveRungeKutta<T> |
PathwiseVegasOuterAccountingEngine | 33 fields | 0 field | QuantLib.PathwiseVegasOuterAccountingEngine |
PathwiseVegasAccountingEngine | 30 fields | 0 field | QuantLib.PathwiseVegasAccountingEngine |
MakeCms | 29 fields | 0 field | QuantLib.MakeCms |
InverseCumulativeNormal | 2 fields | 24 fields | QuantLib.InverseCumulativeNormal |
MakeVanillaSwap | 26 fields | 0 field | QuantLib.MakeVanillaSwap |
AmericanPayoffAtHit | 25 fields | 0 field | QuantLib.AmericanPayoffAtHit |
SVDDFwdRatePc | 24 fields | 0 field | QuantLib.SVDDFwdRatePc |
AmericanPayoffAtExpiry | 24 fields | 0 field | QuantLib.AmericanPayoffAtExpiry |
PathwiseAccountingEngine | 23 fields | 0 field | QuantLib.PathwiseAccountingEngine |
LogNormalFwdRateEulerConstrained | 23 fields | 0 field | QuantLib.LogNormalFwdRateEulerConstrained |
CDO | 23 fields | 0 field | QuantLib.CDO |
FloatFloatSwap+arguments | 23 fields | 0 field | QuantLib.FloatFloatSwap+arguments |
AnalyticGJRGARCHEngine | 22 fields | 0 field | QuantLib.AnalyticGJRGARCHEngine |
FloatFloatSwap | 21 fields | 0 field | QuantLib.FloatFloatSwap |
MarkovFunctional | 21 fields | 0 field | QuantLib.MarkovFunctional |
Statistics
Stat | InstanceFields | StaticFields |
---|---|---|
Sum: | 0 | 0 |
Average: | 0 | 0 |
Minimum: | 0 | 0 |
Maximum: | 0 | 0 |
Standard deviation: | 0 | 0 |
Variance: | 0 | 0 |
Rule warning: Types with poor cohesion |
warnif count > 0 from t in JustMyCode.Types where
(t.LCOM > 0.8 || t.LCOMHS > 0.95) &&
t.NbFields > 10 &&
t.NbMethods >10 && !t.IsGlobal
orderby t.LCOM descending, t.LCOMHS descending
select new { t, t.LCOM, t.LCOMHS,
t.NbMethods, t.NbFields }
// Types where LCOM > 0.8 and NbFields > 10
// and NbMethods >10 might be problematic.
// However, it is very hard to avoid such
// non-cohesive types. The LCOMHS metric
// is often considered as more efficient to
// detect non-cohesive types.
// See the definition of the LCOM metric here
// http://www.cppdepend.com/Metrics.aspx#LCOM
45 types matched
types | Lack of Cohesion Of Methods (LCOM) | LCOM Henderson-Sellers (LCOMHS) | # Methods | # Fields | Full Name |
---|---|---|---|---|---|
MakeMCAmericanEngine<RNG,S> | 1 | 1.09 | 12 | 11 | QuantLib.MakeMCAmericanEngine<RNG,S> |
SabrInterpolatedSmileSection | 0.98 | 1.04 | 21 | 18 | QuantLib.SabrInterpolatedSmileSection |
MakeCms | 0.97 | 1.01 | 31 | 29 | QuantLib.MakeCms |
FloatFloatSwap | 0.97 | 1.01 | 27 | 21 | QuantLib.FloatFloatSwap |
YoYCapFloorTermPriceSurface | 0.97 | 1.01 | 27 | 11 | QuantLib.YoYCapFloorTermPriceSurface |
MakeVanillaSwap | 0.97 | 1 | 32 | 26 | QuantLib.MakeVanillaSwap |
ZeroCouponInflationSwap | 0.97 | 1.04 | 18 | 14 | QuantLib.ZeroCouponInflationSwap |
MakeYoYInflationCapFloor | 0.96 | 1.07 | 15 | 13 | QuantLib.MakeYoYInflationCapFloor |
CmsMarket | 0.96 | 1.02 | 19 | 19 | QuantLib.CmsMarket |
SabrVolSurface | 0.95 | 1.01 | 21 | 11 | QuantLib.SabrVolSurface |
CPISwap | 0.95 | 0.99 | 29 | 18 | QuantLib.CPISwap |
OptionletStripper | 0.95 | 1.02 | 17 | 12 | QuantLib.OptionletStripper |
MarkovFunctional | 0.95 | 0.98 | 33 | 21 | QuantLib.MarkovFunctional |
DigitalCmsLeg | 0.94 | 0.98 | 28 | 16 | QuantLib.DigitalCmsLeg |
DigitalIborLeg | 0.94 | 0.98 | 28 | 16 | QuantLib.DigitalIborLeg |
FDVanillaEngine | 0.94 | 1.03 | 12 | 11 | QuantLib.FDVanillaEngine |
YearOnYearInflationSwap | 0.93 | 0.98 | 25 | 13 | QuantLib.YearOnYearInflationSwap |
CPILeg | 0.93 | 0.99 | 22 | 13 | QuantLib.CPILeg |
VanillaSwap | 0.93 | 0.97 | 23 | 11 | QuantLib.VanillaSwap |
MakeOIS | 0.92 | 0.99 | 17 | 13 | QuantLib.MakeOIS |
NthToDefault | 0.92 | 1.01 | 15 | 14 | QuantLib.NthToDefault |
yoyInflationLeg | 0.92 | 0.99 | 18 | 11 | QuantLib.yoyInflationLeg |
IborLeg | 0.92 | 0.98 | 20 | 11 | QuantLib.IborLeg |
CmsLeg | 0.92 | 0.98 | 20 | 11 | QuantLib.CmsLeg |
RangeAccrualLeg | 0.92 | 0.98 | 20 | 11 | QuantLib.RangeAccrualLeg |
StrippedOptionlet | 0.92 | 0.99 | 16 | 12 | QuantLib.StrippedOptionlet |
LinearTsrPricer | 0.91 | 0.97 | 19 | 19 | QuantLib.LinearTsrPricer |
Basket | 0.91 | 0.94 | 34 | 12 | QuantLib.Basket |
DigitalCoupon | 0.9 | 0.96 | 20 | 17 | QuantLib.DigitalCoupon |
CreditDefaultSwap | 0.9 | 0.94 | 27 | 14 | QuantLib.CreditDefaultSwap |
NonstandardSwap | 0.89 | 0.94 | 20 | 13 | QuantLib.NonstandardSwap |
AbcdAtmVolCurve | 0.89 | 0.92 | 29 | 11 | QuantLib.AbcdAtmVolCurve |
CDO | 0.89 | 0.95 | 17 | 23 | QuantLib.CDO |
CTSMMCapletCalibration | 0.87 | 0.92 | 22 | 17 | QuantLib.CTSMMCapletCalibration |
RiskyAssetSwap | 0.85 | 0.92 | 15 | 16 | QuantLib.RiskyAssetSwap |
SwaptionVolCube1 | 0.85 | 0.91 | 16 | 12 | QuantLib.SwaptionVolCube1 |
MarketModelPathwiseInverseFloater | 0.83 | 0.91 | 13 | 12 | QuantLib.MarketModelPathwiseInverseFloater |
LogNormalFwdRateEuler | 0.82 | 0.93 | 11 | 17 | QuantLib.LogNormalFwdRateEuler |
AbcdCalibration | 0.82 | 0.89 | 18 | 13 | QuantLib.AbcdCalibration |
SyntheticCDO | 0.82 | 0.89 | 17 | 14 | QuantLib.SyntheticCDO |
LogNormalFwdRateEulerConstrained | 0.82 | 0.91 | 13 | 23 | QuantLib.LogNormalFwdRateEulerConstrained |
Schedule | 0.81 | 0.85 | 28 | 11 | QuantLib.Schedule |
HaganPricer | 0.81 | 0.89 | 13 | 14 | QuantLib.HaganPricer |
GJRGARCHProcess | 0.81 | 0.86 | 19 | 11 | QuantLib.GJRGARCHProcess |
OneAssetOption | 0.8 | 0.86 | 17 | 11 | QuantLib.OneAssetOption |
Statistics
Stat | Lack of Cohesion Of Methods (LCOM) | LCOM Henderson-Sellers (LCOMHS) | # Methods | # Fields |
---|---|---|---|---|
Sum: | 40.81 | 43.49 | 934 | 667 |
Average: | 0.91 | 0.97 | 20.76 | 14.82 |
Minimum: | 0.8 | 0.85 | 11 | 11 |
Maximum: | 1 | 1.09 | 34 | 29 |
Standard deviation: | 0.055 | 0.055 | 6.1 | 4.38 |
Variance: | 0.0031 | 0.003 | 37.16 | 19.17 |
Object Oriented Design | 240 |
|
Rule warning: Class shouldn't be too deep in inheritance tree |
warnif count > 0 from t in JustMyCode.Types
where t.IsClass
let baseClasses = t.BaseClasses.ExceptThirdParty()
// Warn for classes with 3 or more base classes.
// Notice that we don't count third-party classes
// because this rule concerns your code design,
// not third-party libraries consumed design.
where baseClasses.Count() >= 3
select new { t, baseClasses,
// The metric value DepthOfInheritance takes account
// of third-party base classes
t.DepthOfInheritance }
// Branches too long in the derivation should be avoided.
// See the definition of the DepthOfInheritance metric here
// http://www.cppdepend.com/Metrics.aspx#DIT
486 types matched
types | baseClasses | Depth of inheritance | Full Name |
---|---|---|---|
FixedRateCoupon | 4 types | 4 | QuantLib.FixedRateCoupon |
InterestRateIndex | 3 types | 2 | QuantLib.InterestRateIndex |
SwapIndex | 4 types | 3 | QuantLib.SwapIndex |
OvernightIndexedSwapIndex | 5 types | 4 | QuantLib.OvernightIndexedSwapIndex |
IndexedCashFlow | 4 types | 3 | QuantLib.IndexedCashFlow |
CPICoupon | 6 types | 5 | QuantLib.CPICoupon |
CPICashFlow | 5 types | 4 | QuantLib.CPICashFlow |
CPIVolatilitySurface | 5 types | 3 | QuantLib.CPIVolatilitySurface |
CPICouponPricer | 3 types | 2 | QuantLib.CPICouponPricer |
GenericEngine<ArgumentsType,ResultsType> | 3 types | 2 | QuantLib.GenericEngine<ArgumentsType,ResultsType> |
Instrument | 3 types | 2 | QuantLib.Instrument |
Option | 4 types | 3 | QuantLib.Option |
Coupon | 3 types | 3 | QuantLib.Coupon |
InflationCoupon | 5 types | 4 | QuantLib.InflationCoupon |
TermStructure | 3 types | 1 | QuantLib.TermStructure |
YieldTermStructure | 4 types | 2 | QuantLib.YieldTermStructure |
InflationTermStructure | 4 types | 2 | QuantLib.InflationTermStructure |
ZeroInflationTermStructure | 5 types | 3 | QuantLib.ZeroInflationTermStructure |
YoYInflationTermStructure | 5 types | 3 | QuantLib.YoYInflationTermStructure |
InflationIndex | 3 types | 2 | QuantLib.InflationIndex |
ZeroInflationIndex | 4 types | 3 | QuantLib.ZeroInflationIndex |
YoYInflationIndex | 4 types | 3 | QuantLib.YoYInflationIndex |
YoYInflationCoupon | 6 types | 5 | QuantLib.YoYInflationCoupon |
VolatilityTermStructure | 4 types | 2 | QuantLib.VolatilityTermStructure |
YoYOptionletVolatilitySurface | 5 types | 3 | QuantLib.YoYOptionletVolatilitySurface |
ConstantYoYOptionletVolatility | 6 types | 4 | QuantLib.ConstantYoYOptionletVolatility |
YoYInflationCouponPricer | 3 types | 2 | QuantLib.YoYInflationCouponPricer |
BlackYoYInflationCouponPricer | 4 types | 3 | QuantLib.BlackYoYInflationCouponPricer |
UnitDisplacedBlackYoYInflationCouponPricer | 4 types | 3 | QuantLib.UnitDisplacedBlackYoYInflationCouponPricer |
BachelierYoYInflationCouponPricer | 4 types | 3 | QuantLib.BachelierYoYInflationCouponPricer |
PlainVanillaPayoff | 3 types | 4 | QuantLib.PlainVanillaPayoff |
PercentageStrikePayoff | 3 types | 4 | QuantLib.PercentageStrikePayoff |
AssetOrNothingPayoff | 3 types | 4 | QuantLib.AssetOrNothingPayoff |
CashOrNothingPayoff | 3 types | 4 | QuantLib.CashOrNothingPayoff |
GapPayoff | 3 types | 4 | QuantLib.GapPayoff |
SuperFundPayoff | 3 types | 4 | QuantLib.SuperFundPayoff |
SuperSharePayoff | 3 types | 4 | QuantLib.SuperSharePayoff |
MultiAssetOption | 5 types | 4 | QuantLib.MultiAssetOption |
MultiAssetOption+results | 3 types | 2 | QuantLib.MultiAssetOption+results |
VanillaVPPOption | 6 types | 5 | QuantLib.VanillaVPPOption |
StochasticProcess1D | 3 types | 2 | QuantLib.StochasticProcess1D |
ExtOUWithJumpsProcess | 3 types | 2 | QuantLib.ExtOUWithJumpsProcess |
ExtendedOrnsteinUhlenbeckProcess | 4 types | 3 | QuantLib.ExtendedOrnsteinUhlenbeckProcess |
Dividend | 3 types | 3 | QuantLib.Dividend |
FixedDividend | 4 types | 4 | QuantLib.FixedDividend |
FractionalDividend | 4 types | 4 | QuantLib.FractionalDividend |
FdmExtOUJumpSolver | 3 types | 2 | QuantLib.FdmExtOUJumpSolver |
OneAssetOption | 5 types | 4 | QuantLib.OneAssetOption |
OneAssetOption+results | 4 types | 2 | QuantLib.OneAssetOption+results |
VanillaOption | 6 types | 5 | QuantLib.VanillaOption |
KlugeExtOUProcess | 3 types | 2 | QuantLib.KlugeExtOUProcess |
FdmNdimSolver<N> | 3 types | 2 | QuantLib.FdmNdimSolver<N> |
FdmKlugeExtOUSolver<N> | 3 types | 2 | QuantLib.FdmKlugeExtOUSolver<N> |
BasketOption | 6 types | 5 | QuantLib.BasketOption |
BlackVolTermStructure | 5 types | 3 | QuantLib.BlackVolTermStructure |
BlackVolatilityTermStructure | 6 types | 4 | QuantLib.BlackVolatilityTermStructure |
BlackVarianceTermStructure | 6 types | 4 | QuantLib.BlackVarianceTermStructure |
LocalVolTermStructure | 5 types | 3 | QuantLib.LocalVolTermStructure |
GeneralizedBlackScholesProcess | 4 types | 3 | QuantLib.GeneralizedBlackScholesProcess |
BlackScholesProcess | 5 types | 4 | QuantLib.BlackScholesProcess |
BlackScholesMertonProcess | 5 types | 4 | QuantLib.BlackScholesMertonProcess |
BlackProcess | 5 types | 4 | QuantLib.BlackProcess |
GarmanKohlagenProcess | 5 types | 4 | QuantLib.GarmanKohlagenProcess |
Fdm2DimSolver | 3 types | 2 | QuantLib.Fdm2DimSolver |
HestonProcess | 3 types | 2 | QuantLib.HestonProcess |
FlatForward | 6 types | 3 | QuantLib.FlatForward |
Fdm3DimSolver | 3 types | 2 | QuantLib.Fdm3DimSolver |
FdmSimple3dExtOUJumpSolver | 3 types | 2 | QuantLib.FdmSimple3dExtOUJumpSolver |
SwingExercise | 3 types | 3 | QuantLib.SwingExercise |
VanillaSwingOption | 6 types | 5 | QuantLib.VanillaSwingOption |
VanillaStorageOption | 6 types | 5 | QuantLib.VanillaStorageOption |
FdmSimple2dExtOUSolver | 3 types | 2 | QuantLib.FdmSimple2dExtOUSolver |
GenericModelEngine<ModelType,ArgumentsType,ResultsType> | 4 types | 3 | QuantLib.GenericModelEngine<ModelType,ArgumentsType,ResultsType> |
CPICapFloor | 4 types | 3 | QuantLib.CPICapFloor |
CubicNaturalSpline | 3 types | 3 | QuantLib.CubicNaturalSpline |
MonotonicCubicNaturalSpline | 3 types | 3 | QuantLib.MonotonicCubicNaturalSpline |
CubicSplineOvershootingMinimization1 | 3 types | 3 | QuantLib.CubicSplineOvershootingMinimization1 |
CubicSplineOvershootingMinimization2 | 3 types | 3 | QuantLib.CubicSplineOvershootingMinimization2 |
AkimaCubicInterpolation | 3 types | 3 | QuantLib.AkimaCubicInterpolation |
KrugerCubic | 3 types | 3 | QuantLib.KrugerCubic |
FritschButlandCubic | 3 types | 3 | QuantLib.FritschButlandCubic |
Parabolic | 3 types | 3 | QuantLib.Parabolic |
MonotonicParabolic | 3 types | 3 | QuantLib.MonotonicParabolic |
CPICapFloorTermPriceSurface | 5 types | 3 | QuantLib.CPICapFloorTermPriceSurface |
InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> | 6 types | 4 | QuantLib.InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> |
GemanRoncoroniProcess | 4 types | 3 | QuantLib.GemanRoncoroniProcess |
SimpleCashFlow | 3 types | 3 | QuantLib.SimpleCashFlow |
Redemption | 4 types | 4 | QuantLib.Redemption |
AmortizingPayment | 4 types | 4 | QuantLib.AmortizingPayment |
FloatingRateCoupon | 5 types | 4 | QuantLib.FloatingRateCoupon |
IborIndex | 4 types | 3 | QuantLib.IborIndex |
OvernightIndex | 5 types | 4 | QuantLib.OvernightIndex |
IborCoupon | 6 types | 5 | QuantLib.IborCoupon |
OptionletVolatilityStructure | 5 types | 3 | QuantLib.OptionletVolatilityStructure |
SwaptionVolatilityStructure | 5 types | 3 | QuantLib.SwaptionVolatilityStructure |
IborCouponPricer | 3 types | 2 | QuantLib.IborCouponPricer |
BlackIborCouponPricer | 4 types | 3 | QuantLib.BlackIborCouponPricer |
CmsCouponPricer | 3 types | 2 | QuantLib.CmsCouponPricer |
Bond | 4 types | 3 | QuantLib.Bond |
CPIBond | 5 types | 4 | QuantLib.CPIBond |
Statistics
Stat | baseClasses | Depth of inheritance |
---|---|---|
Sum: | 0 | 1 754 |
Average: | 0 | 3.61 |
Minimum: | 0 | 0 |
Maximum: | 0 | 6 |
Standard deviation: | 0 | 1.19 |
Variance: | 0 | 1.41 |
Rule warning: Constructor should not call a virtual methods |
// Returns constructor of a non-sealed type calling virtual methods.
// In such a situation, if a derived class overrides the method,
// then the override method will be called before the derived constructor.
// This makes the class fragile to derive from.
//
// Violations reported can be solved by re-designing object initialisation
// or by marking the parent class as sealed, if possible.
warnif count > 0
from t in Application.Types where
t.IsClass &&
!t.IsGeneratedByCompiler
from ctor in t.Constructors
let virtualMethodsCalled = from mCalled in ctor.MethodsCalled
where mCalled.IsVirtual &&
(mCalled.ParentType == t ||
t.DeriveFrom(mCalled.ParentType))
select mCalled
where virtualMethodsCalled.Count() > 0
select new { ctor ,
virtualMethodsCalled,
// If there is no derived type, it might be
// an opportunity to mark t as sealed.
t.DerivedTypes }
34 methods matched
methods | virtualMethodsCalled | DerivedTypes | Full Name |
---|---|---|---|
CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) | 7 methods | 0 type | __Globals.CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) |
CappedFlooredYoYInflationCoupon(constint) | 1 method | 0 type | __Globals.CappedFlooredYoYInflationCoupon(constint) |
IborCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) | 1 method | 0 type | __Globals.IborCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) |
YearOnYearInflationSwap(QuantLib::YearOnYearInflationSwap::Type,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter& ,constQuantLib::Schedule&,constint) | 4 methods | 0 type | __Globals.YearOnYearInflationSwap (QuantLib::YearOnYearInflationSwap::Type,Real,constQuantLib::Schedule& ,Rate,constQuantLib::DayCounter&,constQuantLib::Schedule&,constint) |
AccountingEngine(constint) | 3 methods | 0 type | __Globals.AccountingEngine(constint) |
PathwiseAccountingEngine(constint) | 3 methods | 0 type | __Globals.PathwiseAccountingEngine(constint) |
PathwiseVegasAccountingEngine(constint) | 3 methods | 0 type | __Globals.PathwiseVegasAccountingEngine(constint) |
PathwiseVegasOuterAccountingEngine(constint) | 3 methods | 0 type | __Globals.PathwiseVegasOuterAccountingEngine(constint) |
ProxyGreekEngine(constint) | 3 methods | 0 type | __Globals.ProxyGreekEngine(constint) |
FittedBondDiscountCurve(Natural,constQuantLib::Calendar&,constint) | 1 method | 0 type | __Globals.FittedBondDiscountCurve(Natural,constQuantLib::Calendar& ,constint) |
FittedBondDiscountCurve(constQuantLib::Date&,constint) | 1 method | 0 type | __Globals.FittedBondDiscountCurve(constQuantLib::Date&,constint) |
VarianceGammaModel(constint) | 1 method | 0 type | __Globals.VarianceGammaModel(constint) |
IndexedCashFlow(Real,constint) | 2 methods | 1 type | QuantLib.IndexedCashFlow.IndexedCashFlow(Real,constint) |
CPICashFlow(Real,constint) | 3 methods | 0 type | QuantLib.CPICashFlow.CPICashFlow(Real,constint) |
MultiplicativePriceSeasonality(constQuantLib::Date& ,constQuantLib::Frequency,conststd::vector<Rate>) | 1 method | 0 type | QuantLib.MultiplicativePriceSeasonality.MultiplicativePriceSeasonality (constQuantLib::Date&,constQuantLib::Frequency,conststd::vector<Rate>) |
GaussianQuadrature(Size,constQuantLib::GaussianOrthogonalPolynomial&) | 2 methods | 8 types | QuantLib.GaussianQuadrature.GaussianQuadrature(Size ,constQuantLib::GaussianOrthogonalPolynomial&) |
CPICapFloorTermPriceSurface(Real,Real,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle<QuantLib::ZeroInflationIndex>& ,constHandle<QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&) | 1 method | 1 type | QuantLib.CPICapFloorTermPriceSurface.CPICapFloorTermPriceSurface(Real ,Real,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&) |
CappedFlooredYoYInflationCoupon(constQuantLib::Date&,Real ,constQuantLib::Date&,constQuantLib::Date&,Natural,constint) | 1 method | 0 type | QuantLib.CappedFlooredYoYInflationCoupon .CappedFlooredYoYInflationCoupon(constQuantLib::Date&,Real ,constQuantLib::Date&,constQuantLib::Date&,Natural,constint) |
SmileSection(constQuantLib::Date&,constQuantLib::DayCounter& ,constQuantLib::Date&) | 1 method | 8 types | QuantLib.SmileSection.SmileSection(constQuantLib::Date& ,constQuantLib::DayCounter&,constQuantLib::Date&) |
CallSpecifiedMultiProduct(constClone<QuantLib::MarketModelMultiProduct >&,constClone<ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelMultiProduct>&) | 6 methods | 1 type | QuantLib.CallSpecifiedMultiProduct.CallSpecifiedMultiProduct (constClone<QuantLib::MarketModelMultiProduct>&,constClone <ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelMultiProduct>&) |
ExerciseAdapter(constClone<QuantLib::MarketModelExerciseValue>&,Size) | 2 methods | 0 type | QuantLib.ExerciseAdapter.ExerciseAdapter(constClone <QuantLib::MarketModelExerciseValue>&,Size) |
MultiProductPathwiseWrapper (constQuantLib::MarketModelPathwiseMultiProduct&) | 3 methods | 0 type | QuantLib.MultiProductPathwiseWrapper.MultiProductPathwiseWrapper (constQuantLib::MarketModelPathwiseMultiProduct&) |
CallSpecifiedPathwiseMultiProduct(constClone <QuantLib::MarketModelPathwiseMultiProduct>&,constClone <ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelPathwiseMultiProduct>&) | 7 methods | 0 type | QuantLib.CallSpecifiedPathwiseMultiProduct .CallSpecifiedPathwiseMultiProduct(constClone <QuantLib::MarketModelPathwiseMultiProduct>&,constClone <ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelPathwiseMultiProduct>&) |
MarketModelPathwiseMultiDeflatedCap(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Time>&,Rate,conststd::vector <std::pair<Size,Size>>&) | 1 method | 0 type | QuantLib.MarketModelPathwiseMultiDeflatedCap .MarketModelPathwiseMultiDeflatedCap(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Time>&,Rate,conststd::vector <std::pair<Size,Size>>&) |
LongstaffSchwartzExerciseStrategy(constClone <QuantLib::MarketModelBasisSystem>&,conststd::vector<std::vector<Real> >&,constQuantLib::EvolutionDescription&,conststd::vector<Size>& ,constClone<QuantLib::MarketModelExerciseValue>&,constClone <QuantLib::MarketModelExerciseValue>&) | 6 methods | 0 type | QuantLib.LongstaffSchwartzExerciseStrategy .LongstaffSchwartzExerciseStrategy(constClone <QuantLib::MarketModelBasisSystem>&,conststd::vector<std::vector<Real> >&,constQuantLib::EvolutionDescription&,conststd::vector<Size>& ,constClone<QuantLib::MarketModelExerciseValue>&,constClone <QuantLib::MarketModelExerciseValue>&) |
ParametricExerciseAdapter (constQuantLib::MarketModelParametricExercise&,conststd::vector <std::vector<Real>>&) | 3 methods | 0 type | QuantLib.ParametricExerciseAdapter.ParametricExerciseAdapter (constQuantLib::MarketModelParametricExercise&,conststd::vector <std::vector<Real>>&) |
OneFactorStudentCopula(constHandle<QuantLib::Quote>&,int,int,Real,Size ) | 1 method | 0 type | QuantLib.OneFactorStudentCopula.OneFactorStudentCopula(constHandle <QuantLib::Quote>&,int,int,Real,Size) |
OneFactorGaussianStudentCopula(constHandle<QuantLib::Quote>&,int,Real ,Size) | 1 method | 0 type | QuantLib.OneFactorGaussianStudentCopula.OneFactorGaussianStudentCopula (constHandle<QuantLib::Quote>&,int,Real,Size) |
OneFactorStudentGaussianCopula(constHandle<QuantLib::Quote>&,int,Real ,Size) | 1 method | 0 type | QuantLib.OneFactorStudentGaussianCopula.OneFactorStudentGaussianCopula (constHandle<QuantLib::Quote>&,int,Real,Size) |
SmileSectionUtils(constQuantLib::SmileSection&,conststd::vector<Real>& ,constReal,constbool) | 4 methods | 0 type | QuantLib.SmileSectionUtils.SmileSectionUtils (constQuantLib::SmileSection&,conststd::vector<Real>&,constReal ,constbool) |
InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,conststd::vector<Date>&,conststd::vector<Volatility>&,Rate,Rate ,constInterpolator1D&) | 2 methods | 0 type | QuantLib.InterpolatedYoYOptionletVolatilityCurve<Interpolator1D> .InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,conststd::vector<Date>&,conststd::vector<Volatility>&,Rate,Rate ,constInterpolator1D&) |
InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,Rate,Rate,Volatility,constInterpolator1D&) | 1 method | 0 type | QuantLib.InterpolatedYoYOptionletVolatilityCurve<Interpolator1D> .InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,Rate,Rate,Volatility,constInterpolator1D&) |
ValueEstimate(conststd::vector<NodeData>& ,constQuantLib::ParametricExercise&,Size) | 1 method | 0 type | QuantLib.anonymous_namespace{parametricexercise.cpp}.ValueEstimate .ValueEstimate(conststd::vector<NodeData>& ,constQuantLib::ParametricExercise&,Size) |
PriceError(constQuantLib::PricingEngine&,QuantLib::SimpleQuote&,Real) | 1 method | 0 type | QuantLib.anonymous_namespace{impliedvolatility.cpp}.PriceError .PriceError(constQuantLib::PricingEngine&,QuantLib::SimpleQuote&,Real) |
Statistics
Stat | virtualMethodsCalled | DerivedTypes |
---|---|---|
Sum: | 0 | 0 |
Average: | 0 | 0 |
Minimum: | 0 | 0 |
Maximum: | 0 | 0 |
Standard deviation: | 0 | 0 |
Variance: | 0 | 0 |
Rule warning: Don't assign static fields from instance methods |
// Assigning static fields from instance methods leads to
// poorly maintainable and non thread-safe code.
// It is advised to assign static fields inline or from class constructor.
warnif count > 0
from f in Application.Fields where
f.IsStatic &&
!f.IsGeneratedByCompiler && !f.IsGlobal
let assignedBy = f.MethodsAssigningMe.Where(m => !m.IsStatic)
where assignedBy .Count() > 0
select new { f, assignedBy }
13 fields matched
fields | assignedBy | Full Name |
---|---|---|
one | 1 method | QuantLib.ErrorFunction.one |
pp0 | 1 method | QuantLib.ErrorFunction.pp0 |
pa0 | 1 method | QuantLib.ErrorFunction.pa0 |
ra0 | 1 method | QuantLib.ErrorFunction.ra0 |
rb0 | 1 method | QuantLib.ErrorFunction.rb0 |
a3_ | 1 method | QuantLib.MoroInverseCumulativeNormal.a3_ |
c0_ | 1 method | QuantLib.MoroInverseCumulativeNormal.c0_ |
N | 2 methods | QuantLib.MersenneTwisterUniformRng.N |
bits_ | 1 method | QuantLib.SobolRsg.bits_ |
KK | 2 methods | QuantLib.KnuthUniformRng.KK |
LL | 2 methods | QuantLib.KnuthUniformRng.LL |
TT | 1 method | QuantLib.KnuthUniformRng.TT |
maxRandom | 1 method | QuantLib.LecuyerUniformRng.maxRandom |
Statistics
Stat | assignedBy |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
Rule warning: Avoid Abstract Classes with too many methods |
// An abstract class should abstract a clear and well-defined concept.
// Such concept shoudln't be represented with too many methods and property getter.
warnif count > 0 from t in JustMyCode.Types where
t.IsAbstract
let methodsAndGetters = t.Methods
where methodsAndGetters.Count() > 10
select new { t, methodsAndGetters }
34 types matched
types | methodsAndGetters | Full Name |
---|---|---|
InterestRateIndex | 15 methods | QuantLib.InterestRateIndex |
CPIVolatilitySurface | 15 methods | QuantLib.CPIVolatilitySurface |
Instrument | 13 methods | QuantLib.Instrument |
Coupon | 17 methods | QuantLib.Coupon |
Index | 11 methods | QuantLib.Index |
TermStructure | 11 methods | QuantLib.TermStructure |
YieldTermStructure | 12 methods | QuantLib.YieldTermStructure |
InflationTermStructure | 11 methods | QuantLib.InflationTermStructure |
InflationIndex | 13 methods | QuantLib.InflationIndex |
Interpolation+Impl | 12 methods | QuantLib.Interpolation+Impl |
YoYOptionletVolatilitySurface | 17 methods | QuantLib.YoYOptionletVolatilitySurface |
StochasticProcess | 13 methods | QuantLib.StochasticProcess |
StochasticProcess1D | 17 methods | QuantLib.StochasticProcess1D |
BlackVolTermStructure | 12 methods | QuantLib.BlackVolTermStructure |
Interpolation2D+Impl | 14 methods | QuantLib.Interpolation2D+Impl |
CPICapFloorTermPriceSurface | 24 methods | QuantLib.CPICapFloorTermPriceSurface |
SwaptionVolatilityStructure | 21 methods | QuantLib.SwaptionVolatilityStructure |
DiscretizedAsset | 16 methods | QuantLib.DiscretizedAsset |
SmileSection | 18 methods | QuantLib.SmileSection |
HaganPricer | 11 methods | QuantLib.HaganPricer |
DefaultProbabilityTermStructure | 16 methods | QuantLib.DefaultProbabilityTermStructure |
Forward | 12 methods | QuantLib.Forward |
CurveState | 16 methods | QuantLib.CurveState |
MarketModel | 12 methods | QuantLib.MarketModel |
MarketModelPathwiseMultiProduct | 11 methods | QuantLib.MarketModelPathwiseMultiProduct |
CTSMMCapletCalibration | 19 methods | QuantLib.CTSMMCapletCalibration |
JointStochasticProcess | 18 methods | QuantLib.JointStochasticProcess |
LmCorrelationModel | 11 methods | QuantLib.LmCorrelationModel |
CallableBondVolatilityStructure | 17 methods | QuantLib.CallableBondVolatilityStructure |
OneFactorCopula | 15 methods | QuantLib.OneFactorCopula |
RiskyBond | 15 methods | QuantLib.RiskyBond |
Gaussian1dModel | 16 methods | QuantLib.Gaussian1dModel |
FFTEngine | 11 methods | QuantLib.FFTEngine |
YoYCapFloorTermPriceSurface | 24 methods | QuantLib.YoYCapFloorTermPriceSurface |
Statistics
Stat | methodsAndGetters |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
Design | 030 |
|
Rule warning: Type should not have too many responsibilities |
// Types using more than 8 different application namespaces
// are considered as having too many responsabilities.
warnif count > 0
from t in JustMyCode.Types
let applicationTypesUsed = t.TypesUsed.ExceptThirdParty().ToList()
let applicationNamespacesUsed = applicationTypesUsed.ParentNamespaces().ToList()
where applicationNamespacesUsed.Count > 8
// Use an empiric formula to sort by degree of responsabilities
let responsabilitiesMetric = (10 * applicationNamespacesUsed.Count + applicationTypesUsed.Count)/10
orderby responsabilitiesMetric descending
select new { t, applicationNamespacesUsed, applicationTypesUsed, responsabilitiesMetric }
2 types matched
types | applicationNamespacesUsed | applicationTypesUsed | responsabilitiesMetric | Full Name |
---|---|---|---|---|
__Globals | 10 namespaces | 398 types | 49 | __Globals |
__Globals | 11 namespaces | 102 types | 21 | QuantLib.__Globals |
Statistics
Stat | applicationNamespacesUsed | applicationTypesUsed | responsabilitiesMetric |
---|---|---|---|
Sum: | 0 | 0 | 70 |
Average: | 0 | 0 | 35 |
Minimum: | 0 | 0 | 21 |
Maximum: | 0 | 0 | 49 |
Standard deviation: | 0 | 0 | 14 |
Variance: | 0 | 0 | 196 |
Rule warning: Avoid namespaces with few types |
warnif count > 0 from n in JustMyCode.Namespaces
let types = n.ChildTypes.Where(t => !t.IsGeneratedByCompiler)
where
types.Count() < 5
orderby types.Count() ascending
select new { n, types }
// Make sure that there is a logical organization
// to each of your namespaces, and that there is a
// valid reason for putting types in a sparsely
// populated namespace. Namespaces should contain
// types that are used together in most scenarios.
// When their applications are mutually exclusive,
// types should be located in separate namespaces
88 namespaces matched
namespaces | types | Full Name |
---|---|---|
1 type | ||
QuantLib.io | 1 type | QuantLib.io |
QuantLib.MINPACK | 1 type | QuantLib.MINPACK |
QuantLib.ForwardForwardMappings | 1 type | QuantLib.ForwardForwardMappings |
QuantLib.anonymous_namespace{fdsimpleextoustorageengine.cpp} | 1 type | QuantLib.anonymous_namespace{fdsimpleextoustorageengine.cpp} |
QuantLib.anonymous_namespace{fdsimpleklugeextouvppengine.cpp} | 1 type | QuantLib.anonymous_namespace{fdsimpleklugeextouvppengine.cpp} |
QuantLib.anonymous_namespace{vanillavppoption.cpp} | 1 type | QuantLib.anonymous_namespace{vanillavppoption.cpp} |
QuantLib.anonymous_namespace{vanillaswingoption.cpp} | 1 type | QuantLib.anonymous_namespace{vanillaswingoption.cpp} |
QuantLib.anonymous_namespace{differentialevolution.cpp} | 1 type | QuantLib.anonymous_namespace{differentialevolution.cpp} |
QuantLib.anonymous_namespace{richardsonextrapolation.cpp} | 1 type | QuantLib.anonymous_namespace{richardsonextrapolation.cpp} |
QuantLib.anonymous_namespace{fdmmeshercomposite.cpp} | 1 type | QuantLib.anonymous_namespace{fdmmeshercomposite.cpp} |
QuantLib.anonymous_namespace{parametricexercise.cpp} | 1 type | QuantLib.anonymous_namespace{parametricexercise.cpp} |
QuantLib.anonymous_namespace{couponpricer.cpp} | 1 type | QuantLib.anonymous_namespace{couponpricer.cpp} |
QuantLib.anonymous_namespace{overnightindexedcoupon.cpp} | 1 type | QuantLib.anonymous_namespace{overnightindexedcoupon.cpp} |
QuantLib.anonymous_namespace{bmaindex.cpp} | 1 type | QuantLib.anonymous_namespace{bmaindex.cpp} |
QuantLib.anonymous_namespace{euribor.cpp} | 1 type | QuantLib.anonymous_namespace{euribor.cpp} |
QuantLib.anonymous_namespace{eurlibor.cpp} | 1 type | QuantLib.anonymous_namespace{eurlibor.cpp} |
QuantLib.anonymous_namespace{libor.cpp} | 1 type | QuantLib.anonymous_namespace{libor.cpp} |
QuantLib.anonymous_namespace{capfloor.cpp} | 1 type | QuantLib.anonymous_namespace{capfloor.cpp} |
QuantLib.anonymous_namespace{creditdefaultswap.cpp} | 1 type | QuantLib.anonymous_namespace{creditdefaultswap.cpp} |
QuantLib.anonymous_namespace{impliedvolatility.cpp} | 1 type | QuantLib.anonymous_namespace{impliedvolatility.cpp} |
QuantLib.anonymous_namespace{swaption.cpp} | 1 type | QuantLib.anonymous_namespace{swaption.cpp} |
QuantLib.anonymous_namespace{factorial.cpp} | 1 type | QuantLib.anonymous_namespace{factorial.cpp} |
QuantLib.anonymous_namespace{primenumbers.cpp} | 1 type | QuantLib.anonymous_namespace{primenumbers.cpp} |
QuantLib.anonymous_namespace{histogram.cpp} | 1 type | QuantLib.anonymous_namespace{histogram.cpp} |
QuantLib.anonymous_namespace{basisincompleteordered.cpp} | 1 type | QuantLib.anonymous_namespace{basisincompleteordered.cpp} |
QuantLib.anonymous_namespace{svd.cpp} | 1 type | QuantLib.anonymous_namespace{svd.cpp} |
QuantLib.anonymous_namespace{latticerules.cpp} | 1 type | QuantLib.anonymous_namespace{latticerules.cpp} |
QuantLib.anonymous_namespace{sobolrsg.cpp} | 1 type | QuantLib.anonymous_namespace{sobolrsg.cpp} |
QuantLib.anonymous_namespace{simplex.cpp} | 1 type | QuantLib.anonymous_namespace{simplex.cpp} |
QuantLib.anonymous_namespace{spherecylinder.cpp} | 1 type | QuantLib.anonymous_namespace{spherecylinder.cpp} |
QuantLib.anonymous_namespace{model.cpp} | 1 type | QuantLib.anonymous_namespace{model.cpp} |
QuantLib.anonymous_namespace{sobolbrowniangenerator.cpp} | 1 type | QuantLib.anonymous_namespace{sobolbrowniangenerator.cpp} |
QuantLib.anonymous_namespace{alphafinder.cpp} | 1 type | QuantLib.anonymous_namespace{alphafinder.cpp} |
QuantLib.anonymous_namespace{capletcoterminalmaxhomogeneity.cpp} | 1 type | QuantLib.anonymous_namespace{capletcoterminalmaxhomogeneity.cpp} |
QuantLib.anonymous_namespace{upperboundengine.cpp} | 1 type | QuantLib.anonymous_namespace{upperboundengine.cpp} |
QuantLib.anonymous_namespace{swaptionpseudojacobian.cpp} | 1 type | QuantLib.anonymous_namespace{swaptionpseudojacobian.cpp} |
QuantLib.anonymous_namespace{yieldtermstructure.cpp} | 1 type | QuantLib.anonymous_namespace{yieldtermstructure.cpp} |
QuantLib.anonymous_namespace{bondhelpers.cpp} | 1 type | QuantLib.anonymous_namespace{bondhelpers.cpp} |
QuantLib.anonymous_namespace{oisratehelper.cpp} | 1 type | QuantLib.anonymous_namespace{oisratehelper.cpp} |
QuantLib.anonymous_namespace{ratehelpers.cpp} | 1 type | QuantLib.anonymous_namespace{ratehelpers.cpp} |
QuantLib.anonymous_namespace{inflationhelpers.cpp} | 1 type | QuantLib.anonymous_namespace{inflationhelpers.cpp} |
QuantLib.anonymous_namespace{defaultprobabilityhelpers.cpp} | 1 type | QuantLib.anonymous_namespace{defaultprobabilityhelpers.cpp} |
QuantLib.anonymous_namespace{exchangeratemanager.cpp} | 1 type | QuantLib.anonymous_namespace{exchangeratemanager.cpp} |
QuantLib.anonymous_namespace{hestonprocess.cpp} | 1 type | QuantLib.anonymous_namespace{hestonprocess.cpp} |
QuantLib.anonymous_namespace{stulzengine.cpp} | 1 type | QuantLib.anonymous_namespace{stulzengine.cpp} |
QuantLib.anonymous_namespace{analyticbsmhullwhiteengine.cpp} | 1 type | QuantLib.anonymous_namespace{analyticbsmhullwhiteengine.cpp} |
QuantLib.anonymous_namespace{analyticgjrgarchengine.cpp} | 1 type | QuantLib.anonymous_namespace{analyticgjrgarchengine.cpp} |
QuantLib.anonymous_namespace{bjerksundstenslandengine.cpp} | 1 type | QuantLib.anonymous_namespace{bjerksundstenslandengine.cpp} |
QuantLib.anonymous_namespace{integralengine.cpp} | 1 type | QuantLib.anonymous_namespace{integralengine.cpp} |
QuantLib.anonymous_namespace{discretizedswaption.cpp} | 1 type | QuantLib.anonymous_namespace{discretizedswaption.cpp} |
QuantLib.anonymous_namespace{period.cpp} | 1 type | QuantLib.anonymous_namespace{period.cpp} |
QuantLib.anonymous_namespace{schedule.cpp} | 1 type | QuantLib.anonymous_namespace{schedule.cpp} |
QuantLib.anonymous_namespace{business252.cpp} | 1 type | QuantLib.anonymous_namespace{business252.cpp} |
QuantLib.anonymous_namespace{simpledaycounter.cpp} | 1 type | QuantLib.anonymous_namespace{simpledaycounter.cpp} |
QuantLib.anonymous_namespace{discretizedcallablefixedratebond.cpp} | 1 type | QuantLib.anonymous_namespace{discretizedcallablefixedratebond.cpp} |
QuantLib.anonymous_namespace{catrisk.cpp} | 1 type | QuantLib.anonymous_namespace{catrisk.cpp} |
QuantLib.anonymous_namespace{cdsoption.cpp} | 1 type | QuantLib.anonymous_namespace{cdsoption.cpp} |
QuantLib.anonymous_namespace{issuer.cpp} | 1 type | QuantLib.anonymous_namespace{issuer.cpp} |
QuantLib.anonymous_namespace{randomdefaultmodel.cpp} | 1 type | QuantLib.anonymous_namespace{randomdefaultmodel.cpp} |
QuantLib.anonymous_namespace{riskyassetswap.cpp} | 1 type | QuantLib.anonymous_namespace{riskyassetswap.cpp} |
QuantLib.anonymous_namespace{irregularswaption.cpp} | 1 type | QuantLib.anonymous_namespace{irregularswaption.cpp} |
QuantLib.anonymous_namespace{analyticvariancegammaengine.cpp} | 1 type | QuantLib.anonymous_namespace{analyticvariancegammaengine.cpp} |
QuantLib.anonymous_namespace{quantity.cpp} | 1 type | QuantLib.anonymous_namespace{quantity.cpp} |
QuantLib.anonymous_namespace{unitofmeasureconversionmanager.cpp} | 1 type | QuantLib.anonymous_namespace{unitofmeasureconversionmanager.cpp} |
QuantLib.anonymous_namespace{amortizingfixedratebond.cpp} | 1 type | QuantLib.anonymous_namespace{amortizingfixedratebond.cpp} |
QuantLib.anonymous_namespace{convertiblebond.cpp} | 1 type | QuantLib.anonymous_namespace{convertiblebond.cpp} |
QuantLib.anonymous_namespace{yoyoptionlethelpers.cpp} | 1 type | QuantLib.anonymous_namespace{yoyoptionlethelpers.cpp} |
QuantLib.anonymous_namespace{expm.cpp} | 1 type | QuantLib.anonymous_namespace{expm.cpp} |
QuantLib.anonymous_namespace{zigguratrng.cpp} | 1 type | QuantLib.anonymous_namespace{zigguratrng.cpp} |
QuantLib.anonymous_namespace{money.cpp} | 1 type | QuantLib.anonymous_namespace{money.cpp} |
anonymous_namespace{blackformula.cpp} | 1 type | anonymous_namespace{blackformula.cpp} |
anonymous_namespace{perturbativebarrieroptionengine.cpp} | 1 type | anonymous_namespace{perturbativebarrieroptionengine.cpp} |
anonymous_namespace{errors.cpp} | 1 type | anonymous_namespace{errors.cpp} |
boost | 1 type | boost |
QuantLib.anonymous_namespace{dynprogvppintrinsicvalueengine.cpp} | 2 types | QuantLib.anonymous_namespace{dynprogvppintrinsicvalueengine.cpp} |
QuantLib.anonymous_namespace{averagebmacoupon.cpp} | 2 types | QuantLib.anonymous_namespace{averagebmacoupon.cpp} |
QuantLib.anonymous_namespace{conundrumpricer.cpp} | 2 types | QuantLib.anonymous_namespace{conundrumpricer.cpp} |
QuantLib.anonymous_namespace{bivariatenormaldistribution.cpp} | 2 types | QuantLib.anonymous_namespace{bivariatenormaldistribution.cpp} |
QuantLib.anonymous_namespace{pseudosqrt.cpp} | 2 types | QuantLib.anonymous_namespace{pseudosqrt.cpp} |
QuantLib.anonymous_namespace{defaultdensitystructure.cpp} | 2 types | QuantLib.anonymous_namespace{defaultdensitystructure.cpp} |
QuantLib.anonymous_namespace{hazardratestructure.cpp} | 2 types | QuantLib.anonymous_namespace{hazardratestructure.cpp} |
QuantLib.anonymous_namespace{analyticpdfhestonengine.cpp} | 2 types | QuantLib.anonymous_namespace{analyticpdfhestonengine.cpp} |
anonymous_namespace{integralhestonvarianceoptionengine.cpp} | 2 types | anonymous_namespace{integralhestonvarianceoptionengine.cpp} |
QuantLib.anonymous_namespace{lsmbasissystem.cpp} | 3 types | QuantLib.anonymous_namespace{lsmbasissystem.cpp} |
QuantLib.anonymous_namespace{cashflows.cpp} | 4 types | QuantLib.anonymous_namespace{cashflows.cpp} |
QuantLib.anonymous_namespace{modifiedbessel.cpp} | 4 types | QuantLib.anonymous_namespace{modifiedbessel.cpp} |
QuantLib.anonymous_namespace{generalizedhullwhite.cpp} | 4 types | QuantLib.anonymous_namespace{generalizedhullwhite.cpp} |
Statistics
Stat | types |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
Rule warning: Nested types should not be visible |
warnif count > 0 from t in JustMyCode.Types where
t.IsNested &&
!t.IsGeneratedByCompiler &&
!t.IsPrivate
select new { t, t.NbLinesOfCode, t.Visibility }
// A nested type is a type declared within the
// scope of another type. Nested types are useful
// for encapsulating private implementation details
// of the containing type. Used for this purpose,
// nested types should not be externally visible.
// Do not use externally visible nested types for
// logical grouping or to avoid name collisions;
// instead, use namespaces.
315 types matched
types | # lines of code (LOC) | Visibility | Full Name |
---|---|---|---|
DateGeneration+Rule | N/A | Public | QuantLib.DateGeneration+Rule |
Replication+Type | N/A | Public | QuantLib.Replication+Type |
Position+Type | N/A | Public | QuantLib.Position+Type |
Thirty360+Convention | N/A | Public | QuantLib.Thirty360+Convention |
CPI+InterpolationType | N/A | Public | QuantLib.CPI+InterpolationType |
PricingEngine+arguments | 0 | Public | QuantLib.PricingEngine+arguments |
PricingEngine+results | 0 | Public | QuantLib.PricingEngine+results |
Instrument+results | 2 | Public | QuantLib.Instrument+results |
Option+Type | N/A | Public | QuantLib.Option+Type |
Option+arguments | 0 | Public | QuantLib.Option+arguments |
DayCounter+Impl | 1 | Protected | QuantLib.DayCounter+Impl |
Handle<T>+Link | 1 | Public | QuantLib.Handle<T>+Link |
Calendar+Impl | 0 | Protected | QuantLib.Calendar+Impl |
Calendar+WesternImpl | 3 | Protected | QuantLib.Calendar+WesternImpl |
Calendar+OrthodoxImpl | 3 | Protected | QuantLib.Calendar+OrthodoxImpl |
TimeSeries<T,Container,>+reverse | 3 | Public | QuantLib.TimeSeries<T,Container,>+reverse |
TimeSeries<T,Container,>+reverse<type-parameter-1-0 ,std::bidirectional_iterator_tag> | 3 | Public | QuantLib.TimeSeries<T,Container,>+reverse<type-parameter-1-0 ,std::bidirectional_iterator_tag> |
Region+Data | 2 | Protected | QuantLib.Region+Data |
Rounding+Type | N/A | Public | QuantLib.Rounding+Type |
Currency+Data | 9 | Protected | QuantLib.Currency+Data |
Interpolation+Impl | 0 | Protected | QuantLib.Interpolation+Impl |
Interpolation+templateImpl | 21 | Public | QuantLib.Interpolation+templateImpl |
Exercise+Type | N/A | Public | QuantLib.Exercise+Type |
CurveDependentStepCondition<array_type>+CurveWrapper | 0 | Protected | QuantLib.CurveDependentStepCondition<array_type>+CurveWrapper |
CurveDependentStepCondition<array_type>+ArrayWrapper | 2 | Protected | QuantLib.CurveDependentStepCondition<array_type>+ArrayWrapper |
CurveDependentStepCondition<array_type>+PayoffWrapper | 1 | Protected | QuantLib.CurveDependentStepCondition<array_type>+PayoffWrapper |
MultiAssetOption+results | 2 | Public | QuantLib.MultiAssetOption+results |
MultiAssetOption+engine | 0 | Public | QuantLib.MultiAssetOption+engine |
VanillaVPPOption+arguments | 2 | Public | QuantLib.VanillaVPPOption+arguments |
StochasticProcess+discretization | 0 | Public | QuantLib.StochasticProcess+discretization |
StochasticProcess1D+discretization | 0 | Public | QuantLib.StochasticProcess1D+discretization |
ExtendedOrnsteinUhlenbeckProcess+Discretization | N/A | Public | QuantLib.ExtendedOrnsteinUhlenbeckProcess+Discretization |
TridiagonalOperator+TimeSetter | 0 | Public | QuantLib.TridiagonalOperator+TimeSetter |
BoundaryCondition<Operator>+Side | N/A | Public | QuantLib.BoundaryCondition<Operator>+Side |
FdmSchemeDesc+FdmSchemeType | N/A | Public | QuantLib.FdmSchemeDesc+FdmSchemeType |
OneAssetOption+results | 3 | Public | QuantLib.OneAssetOption+results |
OneAssetOption+engine | 0 | Public | QuantLib.OneAssetOption+engine |
BasketOption+engine | 0 | Public | QuantLib.BasketOption+engine |
HestonProcess+Discretization | N/A | Public | QuantLib.HestonProcess+Discretization |
VanillaSwingOption+arguments | 2 | Public | QuantLib.VanillaSwingOption+arguments |
VanillaStorageOption+arguments | 6 | Public | QuantLib.VanillaStorageOption+arguments |
ActualActual+Convention | N/A | Public | QuantLib.ActualActual+Convention |
CPICapFloor+arguments | 0 | Public | QuantLib.CPICapFloor+arguments |
CPICapFloor+results | 1 | Public | QuantLib.CPICapFloor+results |
CPICapFloor+engine | 0 | Public | QuantLib.CPICapFloor+engine |
Interpolation2D+Impl | 0 | Protected | QuantLib.Interpolation2D+Impl |
Interpolation2D+templateImpl | 42 | Public | QuantLib.Interpolation2D+templateImpl |
CubicInterpolation+DerivativeApprox | N/A | Public | QuantLib.CubicInterpolation+DerivativeApprox |
CubicInterpolation+BoundaryCondition | N/A | Public | QuantLib.CubicInterpolation+BoundaryCondition |
SobolRsg+DirectionIntegers | N/A | Public | QuantLib.SobolRsg+DirectionIntegers |
GenericPseudoRandom<URNG,IC>+AnonymousEnum | N/A | Public | QuantLib.GenericPseudoRandom<URNG,IC>+AnonymousEnum |
GenericLowDiscrepancy<URSG,IC>+AnonymousEnum | N/A | Public | QuantLib.GenericLowDiscrepancy<URSG,IC>+AnonymousEnum |
Duration+Type | N/A | Public | QuantLib.Duration+Type |
Bond+arguments | 1 | Public | QuantLib.Bond+arguments |
Bond+results | 2 | Public | QuantLib.Bond+results |
Bond+engine | 0 | Public | QuantLib.Bond+engine |
Swap+arguments | 0 | Public | QuantLib.Swap+arguments |
Swap+results | 6 | Public | QuantLib.Swap+results |
Swap+engine | 0 | Public | QuantLib.Swap+engine |
CPISwap+Type | N/A | Public | QuantLib.CPISwap+Type |
CPISwap+arguments | 3 | Public | QuantLib.CPISwap+arguments |
CPISwap+results | 3 | Public | QuantLib.CPISwap+results |
CPISwap+engine | 0 | Public | QuantLib.CPISwap+engine |
Barrier+Type | N/A | Public | QuantLib.Barrier+Type |
BarrierOption+arguments | 16 | Public | QuantLib.BarrierOption+arguments |
BarrierOption+engine | 0 | Public | QuantLib.BarrierOption+engine |
DividendBarrierOption+arguments | 2 | Public | QuantLib.DividendBarrierOption+arguments |
DividendBarrierOption+engine | 0 | Public | QuantLib.DividendBarrierOption+engine |
Constraint+Impl | 2 | Protected | QuantLib.Constraint+Impl |
CompositeConstraint+Impl | 12 | Public | QuantLib.CompositeConstraint+Impl |
NonhomogeneousBoundaryConstraint+Impl | 1 | Public | QuantLib.NonhomogeneousBoundaryConstraint+Impl |
EndCriteria+Type | N/A | Public | QuantLib.EndCriteria+Type |
DifferentialEvolution+Strategy | N/A | Public | QuantLib.DifferentialEvolution+Strategy |
DifferentialEvolution+CrossoverType | N/A | Public | QuantLib.DifferentialEvolution+CrossoverType |
DifferentialEvolution+Candidate | 1 | Public | QuantLib.DifferentialEvolution+Candidate |
DifferentialEvolution+Configuration | 29 | Public | QuantLib.DifferentialEvolution+Configuration |
SobolBrownianGenerator+Ordering | N/A | Public | QuantLib.SobolBrownianGenerator+Ordering |
FdmBatesOp+IntegroIntegrand | 2 | Public | QuantLib.FdmBatesOp+IntegroIntegrand |
Parameter+Impl | 0 | Protected | QuantLib.Parameter+Impl |
TermStructureFittingParameter+NumericalImpl | 11 | Public | QuantLib.TermStructureFittingParameter+NumericalImpl |
CalibrationHelper+CalibrationErrorType | N/A | Public | QuantLib.CalibrationHelper+CalibrationErrorType |
CalibratedModel+PrivateConstraint | 0 | Public | QuantLib.CalibratedModel+PrivateConstraint |
TrinomialTree+Branches | N/A | Public | QuantLib.TrinomialTree+Branches |
TwoFactorModel+ShortRateDynamics | 0 | Public | QuantLib.TwoFactorModel+ShortRateDynamics |
TwoFactorModel+ShortRateTree | 6 | Public | QuantLib.TwoFactorModel+ShortRateTree |
VanillaSwap+Type | N/A | Public | QuantLib.VanillaSwap+Type |
VanillaSwap+arguments | 19 | Public | QuantLib.VanillaSwap+arguments |
VanillaSwap+results | 3 | Public | QuantLib.VanillaSwap+results |
VanillaSwap+engine | 0 | Public | QuantLib.VanillaSwap+engine |
Settlement+Type | N/A | Public | QuantLib.Settlement+Type |
Swaption+arguments | 2 | Public | QuantLib.Swaption+arguments |
Swaption+engine | 0 | Public | QuantLib.Swaption+engine |
G2+Dynamics | 0 | Public | QuantLib.G2+Dynamics |
G2+FittingParameter | 0 | Public | QuantLib.G2+FittingParameter |
OneFactorModel+ShortRateDynamics | 0 | Public | QuantLib.OneFactorModel+ShortRateDynamics |
OneFactorModel+ShortRateTree | 2 | Public | QuantLib.OneFactorModel+ShortRateTree |
Vasicek+Dynamics | 3 | Public | QuantLib.Vasicek+Dynamics |
HullWhite+Dynamics | 0 | Public | QuantLib.HullWhite+Dynamics |
HullWhite+FittingParameter | 0 | Public | QuantLib.HullWhite+FittingParameter |
LsmBasisSystem+PolynomType | N/A | Public | QuantLib.LsmBasisSystem+PolynomType |
Statistics
Stat | # lines of code (LOC) | Visibility |
---|---|---|
Sum: | 1 271 | 0 |
Average: | 5.91 | 0 |
Minimum: | 0 | 0 |
Maximum: | 99 | 0 |
Standard deviation: | 11.88 | 0 |
Variance: | 141.15 | 0 |
Architecture and Layering | 420 |
|
Rule warning: Avoid namespaces mutually dependent |
warnif count > 0
// Foreach pair of namespace mutually dependent, this rule lists pairs.
// The pair { first, second } is formatted to show that first namespace shouldn't use the second namespace.
// The first/second order is inferred from the number of types used by each other.
// The first namespace is using less types of the second.
// It means that the first namespace is certainly at a lower level in the architecture, than the second.
// To explore the coupling between the two namespaces, you can export:
// - typesOfFirstUsedBySecond to the vertical header of the dependency matrix
// - typesOfSecondUsedByFirst to the horizontal header of the dependency matrix
//
// Following these advices is useful to avoid namespaces dependency cycles.
// More on this in our white books relative to partitionning code.
// http://www.cppdepend.com/WhiteBooks.aspx
// Optimization: restreint application Projects set
// If some namespaces are mutually dependent
// - They must be declared in the same project
// - The parent project must ContainsNamespaceDependencyCycle
from project in Application.Projects.Where(a => a.ContainsNamespaceDependencyCycle != null && a.ContainsNamespaceDependencyCycle.Value)
// hashset is used to avoid reporting both A <-> B and B <-> A
let hashset = new HashSet<INamespace>()
// Optimization: restreint namespaces set
// If a namespace doesn't have a Level value, it must be in a dependency cycle
// or it must be using directly or indirectly a dependency cycle.
let namespacesSuspect = project.ChildNamespaces.Where(n => n.Level == null)
from nA in namespacesSuspect
// Select namespaces mutually dependent with nA
let unused = hashset.Add(nA) // Populate hashset
let namespacesMutuallyDependentWith_nA = nA.NamespacesUsed.Using(nA)
.Except(hashset) // <-- avoid reporting both A <-> B and B <-> A
where namespacesMutuallyDependentWith_nA.Count() > 0
from nB in namespacesMutuallyDependentWith_nA
// nA and nB are mutually dependent
// Select first the one that shouldn't use the other.
// The first namespace is inferred from the fact that it is using less types of the second.
let typesOfBUsedByA = nB.ChildTypes.UsedBy(nA)
let typesOfAUsedByB = nA.ChildTypes.UsedBy(nB)
let first = (typesOfBUsedByA.Count() > typesOfAUsedByB.Count()) ? nB : nA
let second = (first == nA) ? nB : nA
let typesOfFirstUsedBySecond = (first == nA) ? typesOfAUsedByB : typesOfBUsedByA
let typesOfSecondUsedByFirst = (first == nA) ? typesOfBUsedByA : typesOfAUsedByB
select new { first, shouldntUse = second, typesOfFirstUsedBySecond, typesOfSecondUsedByFirst }
26 namespaces matched
namespaces | shouldntUse | typesOfFirstUsedBySecond | typesOfSecondUsedByFirst | Full Name |
---|---|---|---|---|
QuantLib | 0 type | 0 type | ||
QuantLib | QuantLib.anonymous_namespace{schedule.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.detail | 42 types | 2 types | QuantLib |
QuantLib | QuantLib.io | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{parametricexercise.cpp} | 5 types | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{couponpricer.cpp} | 12 types | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{modifiedbessel.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{pseudosqrt.cpp} | 4 types | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{period.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{quantity.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{money.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{vanillaswingoption.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{bmaindex.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{euribor.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{eurlibor.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{libor.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{capfloor.cpp} | 5 types | 1 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{creditdefaultswap.cpp} | 4 types | 1 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{simplex.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{upperboundengine.cpp} | 6 types | 1 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{simpledaycounter.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{business252.cpp} | 0 type | 0 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{cdsoption.cpp} | 6 types | 1 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{analyticvariancegammaengine.cpp} | 3 types | 1 type | QuantLib |
QuantLib | QuantLib.anonymous_namespace{unitofmeasureconversionmanager.cpp} | 0 type | 0 type | QuantLib |
QuantLib.detail | QuantLib.io | 0 type | 0 type | QuantLib.detail |
Statistics
Stat | shouldntUse | typesOfFirstUsedBySecond | typesOfSecondUsedByFirst |
---|---|---|---|
Sum: | 0 | 0 | 0 |
Average: | 0 | 0 | 0 |
Minimum: | 0 | 0 | 0 |
Maximum: | 0 | 0 | 0 |
Standard deviation: | 0 | 0 | 0 |
Variance: | 0 | 0 | 0 |
Rule warning: Avoid namespaces dependency cycles |
warnif count > 0
// This query lists all application namespaces dependency cyles.
// Each row shows a different cycle, prefixed with a namespace entangled in the cycle.
//
// To browse a cycle on the dependency graph or the dependency matrix, just right click
// a cycle cell and export namespaces matched to the dependency graph or matrix!
//
// In the matrix, dependency cycles are represented with red squares and black cells.
// To browse easily dependency cycles, the Matrix comes with the option:
// --> Display Direct and Indirect Dependencies
//
// Read our white books relative to partitionning code,
// to know more about namespaces dependency cycles, and why avoiding them
// is a simple but efficient solution to architecture well your code base.
// http://www.cppdepend.com/WhiteBooks.aspx
// Optimization: restreint application Projects set
// If some namespaces are mutually dependent
// - They must be declared in the same project
// - The parent project must ContainsNamespaceDependencyCycle
from project in Application.Projects
.Where(a => a.ContainsNamespaceDependencyCycle != null &&
a.ContainsNamespaceDependencyCycle.Value)
// Optimization: restreint namespaces set
// A namespace involved in a cycle necessarily have a null Level.
let namespacesSuspect = project.ChildNamespaces.Where(n => n.Level == null)
// hashset is used to avoid iterating again on namespaces already caught in a cycle.
let hashset = new HashSet<INamespace>()
from suspect in namespacesSuspect
// By commenting this line, the query matches all namespaces involved in a cycle.
where !hashset.Contains(suspect)
// Define 2 code metrics
// - Namespaces depth of is using indirectly the suspect namespace.
// - Namespaces depth of is used by the suspect namespace indirectly.
// Note: for direct usage the depth is equal to 1.
let namespacesUserDepth = namespacesSuspect.DepthOfIsUsing(suspect)
let namespacesUsedDepth = namespacesSuspect.DepthOfIsUsedBy(suspect)
// Select namespaces that are both using and used by namespaceSuspect
let usersAndUsed = from n in namespacesSuspect where
namespacesUserDepth[n] > 0 &&
namespacesUsedDepth[n] > 0
select n
where usersAndUsed.Count() > 0
// Here we've found namespace(s) both using and used by the suspect namespace.
// A cycle involving the suspect namespace is found!
let cycle = usersAndUsed.Concat(new[] { suspect })
// Fill hashset with namespaces in the cycle.
// .ToArray() is needed to force the iterating process.
let unused1 = (from n in cycle let unused2 = hashset.Add(n) select n).ToArray()
select new { suspect, cycle }
1 namespaces matched
namespace | cycle | Full Name |
---|---|---|
34 namespaces |
Statistics
Stat | cycle |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
Best Practices | 120 |
|
Rule warning: Avoid overusing of dynamic_cast |
// <Name>Avoid overusing of dynamic_cast</Name>
warnif count > 5 (from m in Methods where m.IsUsing ("Keywords.dynamic_cast")
select new { m, m.NbLinesOfCode }).Take(10)
//Overusing of dynamic_cast can be an indicator of bad design
10 methods matched
methods | # lines of code (LOC) | Full Name |
---|---|---|
accept(QuantLib::AcyclicVisitor&) | 5 | __Globals.accept(QuantLib::AcyclicVisitor&) |
setupArguments(PricingEngine::arguments*) | 6 | __Globals.setupArguments(PricingEngine::arguments*) |
accept(QuantLib::AcyclicVisitor&) | 5 | __Globals.accept(QuantLib::AcyclicVisitor&) |
controlVariateValue() | 9 | __Globals.controlVariateValue() |
controlVariateValue() | 12 | __Globals.controlVariateValue() |
accept(QuantLib::AcyclicVisitor&) | 5 | QuantLib.FixedRateCoupon.accept(QuantLib::AcyclicVisitor&) |
accept(QuantLib::AcyclicVisitor&) | 5 | QuantLib.IndexedCashFlow.accept(QuantLib::AcyclicVisitor&) |
accept(QuantLib::AcyclicVisitor&) | 5 | QuantLib.CPICoupon.accept(QuantLib::AcyclicVisitor&) |
initialize(constQuantLib::InflationCoupon&) | 6 | QuantLib.CPICouponPricer.initialize(constQuantLib::InflationCoupon&) |
accept(QuantLib::AcyclicVisitor&) | 5 | QuantLib.Event.accept(QuantLib::AcyclicVisitor&) |
Statistics
Stat | # lines of code (LOC) |
---|---|
Sum: | 63 |
Average: | 6.3 |
Minimum: | 5 |
Maximum: | 12 |
Standard deviation: | 2.24 |
Variance: | 5.01 |
Rule warning: Avoid using goto keyword |
// <Name>Avoid using goto keyword</Name>
warnif count >0 (from m in Methods where m.IsUsing ("Keywords.goto")
select new { m, m.NbLinesOfCode }).Take(10)
5 methods matched
methods | # lines of code (LOC) | Full Name |
---|---|---|
operator()(Real) | 42 | QuantLib.NonCentralChiSquareDistribution.operator()(Real) |
qrsolv(int,double*,int,int*,double*,double*,double*,double*,double*) | 76 | QuantLib.MINPACK.__Globals.qrsolv(int,double*,int,int*,double*,double* ,double*,double*,double*) |
qrfac(int,int,double*,int,int,int*,int,double*,double*,double*) | 77 | QuantLib.MINPACK.__Globals.qrfac(int,int,double*,int,int,int*,int ,double*,double*,double*) |
lmpar(int,double*,int,int*,double*,double*,double,double*,double* ,double*,double*,double*) | 115 | QuantLib.MINPACK.__Globals.lmpar(int,double*,int,int*,double*,double* ,double,double*,double*,double*,double*,double*) |
lmdif(int,int,double*,double*,double,double,double,int,double,double* ,int,double,int,int*,int*,double*,int,int*,double*,double*,double* ,double*,double*,constint&) | 174 | QuantLib.MINPACK.__Globals.lmdif(int,int,double*,double*,double,double ,double,int,double,double*,int,double,int,int*,int*,double*,int,int* ,double*,double*,double*,double*,double*,constint&) |
Statistics
Stat | # lines of code (LOC) |
---|---|
Sum: | 484 |
Average: | 96.8 |
Minimum: | 42 |
Maximum: | 174 |
Standard deviation: | 44.99 |
Variance: | 2 023 |
Constness | 110 |
|
Rule warning: Use const_cast carrefully |
// <Name>Use const_cast carrefully</Name>
warnif count >0 (from m in Methods where m.IsUsing ("Keywords.const_cast")
select new { m, m.NbLinesOfCode }).Take(10)
4 methods matched
methods | # lines of code (LOC) | Full Name |
---|---|---|
Disposable<T>(constDisposable<T>&) | 1 | QuantLib.Disposable<T>.Disposable<T>(constDisposable<T>&) |
operator=(constDisposable<T>&) | 2 | QuantLib.Disposable<T>.operator=(constDisposable<T>&) |
FdmLinearOpIterator(constDisposable<QuantLib::FdmLinearOpIterator>&) | 1 | QuantLib.FdmLinearOpIterator.FdmLinearOpIterator(constDisposable <QuantLib::FdmLinearOpIterator>&) |
calculate() | 59 | QuantLib.IterativeBootstrap<Curve>.calculate() |
Statistics
Stat | # lines of code (LOC) |
---|---|
Sum: | 63 |
Average: | 15.75 |
Minimum: | 1 |
Maximum: | 59 |
Standard deviation: | 24.97 |
Variance: | 623.69 |
Exception | 110 |
|
Rule warning: Avoid using Generic Catch(...) |
// <Name>Avoid using Generic Catch(...)</Name>
warnif count >0 (from m in Methods where m.IsUsing ("Keywords.generic_catch")
select new { m, m.NbLinesOfCode }).Take(10)
10 methods matched
methods | # lines of code (LOC) | Full Name |
---|---|---|
bucketAnalysis(std::vector<Real>&,std::vector<Real>&,std::vector<Real >&,Handle<QuantLib::SimpleQuote>,conststd::vector<Handle<Quote>>&,Real ,QuantLib::SensitivityAnalysis) | 40 | QuantLib.__Globals.bucketAnalysis(std::vector<Real>&,std::vector<Real >&,std::vector<Real>&,Handle<QuantLib::SimpleQuote>,conststd::vector <Handle<Quote>>&,Real,QuantLib::SensitivityAnalysis) |
parallelAnalysis(constvector<Handle<QuantLib::SimpleQuote>>&,constint) | 8 | QuantLib.__Globals.parallelAnalysis(constvector<Handle <QuantLib::SimpleQuote>>&,constint) |
bucketAnalysis(Handle<QuantLib::SimpleQuote>,constint) | 7 | QuantLib.__Globals.bucketAnalysis(Handle<QuantLib::SimpleQuote> ,constint) |
notifyObservers() | 12 | QuantLib.Observable.notifyObservers() |
recalculate() | 10 | QuantLib.LazyObject.recalculate() |
calculate() | 7 | QuantLib.LazyObject.calculate() |
isValid() | 5 | QuantLib.RendistatoEquivalentSwapLengthQuote.isValid() |
isValid() | 5 | QuantLib.RendistatoEquivalentSwapSpreadQuote.isValid() |
isValid() | 6 | QuantLib.ForwardSwapQuote.isValid() |
strikeFromVegaRatio(Real,Option::Type,Real) | 13 | QuantLib.LinearTsrPricer.strikeFromVegaRatio(Real,Option::Type,Real) |
Statistics
Stat | # lines of code (LOC) |
---|---|
Sum: | 113 |
Average: | 11.3 |
Minimum: | 5 |
Maximum: | 40 |
Standard deviation: | 9.92 |
Variance: | 98.41 |
Dead Code | 030 |
|
Rule warning: Potentially dead Types |
warnif count > 0
let tt=Types.UsedByAny(Application.Methods).ToHashSet()
// Select types unused
let typesUnused =
from t in JustMyCode.Types where
t.NbTypesUsingMe == 0 && !t.IsGlobal select t
from t in typesUnused where !tt.Contains(t)
select new { t }
576 types matched
types | Full Name |
---|---|
NullCalendar+Impl | QuantLib.NullCalendar+Impl |
DateGeneration | QuantLib.DateGeneration |
FixedRateCoupon | QuantLib.FixedRateCoupon |
Replication | QuantLib.Replication |
Position | QuantLib.Position |
OvernightIndexedSwapIndex | QuantLib.OvernightIndexedSwapIndex |
CPI | QuantLib.CPI |
earlier_than<QuantLib::CashFlow> | QuantLib.earlier_than<QuantLib::CashFlow> |
Handle<T>+Link | QuantLib.Handle<T>+Link |
TimeSeries<T,Container,>+reverse<type-parameter-1-0 ,std::bidirectional_iterator_tag> | QuantLib.TimeSeries<T,Container,>+reverse<type-parameter-1-0 ,std::bidirectional_iterator_tag> |
CustomRegion | QuantLib.CustomRegion |
AustraliaRegion | QuantLib.AustraliaRegion |
EURegion | QuantLib.EURegion |
FranceRegion | QuantLib.FranceRegion |
UKRegion | QuantLib.UKRegion |
USRegion | QuantLib.USRegion |
Actual365Fixed+Impl | QuantLib.Actual365Fixed+Impl |
DownRounding | QuantLib.DownRounding |
CeilingTruncation | QuantLib.CeilingTruncation |
FloorTruncation | QuantLib.FloorTruncation |
TARGET+Impl | QuantLib.TARGET+Impl |
BlackYoYInflationCouponPricer | QuantLib.BlackYoYInflationCouponPricer |
UnitDisplacedBlackYoYInflationCouponPricer | QuantLib.UnitDisplacedBlackYoYInflationCouponPricer |
BachelierYoYInflationCouponPricer | QuantLib.BachelierYoYInflationCouponPricer |
AmericanExercise | QuantLib.AmericanExercise |
EuropeanExercise | QuantLib.EuropeanExercise |
Uniform1dMesher | QuantLib.Uniform1dMesher |
Null<QuantLib::Array> | QuantLib.Null<QuantLib::Array> |
FdmMesherComposite | QuantLib.FdmMesherComposite |
FdmZeroInnerValue | QuantLib.FdmZeroInnerValue |
FloatingTypePayoff | QuantLib.FloatingTypePayoff |
PercentageStrikePayoff | QuantLib.PercentageStrikePayoff |
CurveDependentStepCondition<array_type>+PayoffWrapper | QuantLib.CurveDependentStepCondition<array_type>+PayoffWrapper |
NullCondition<array_type> | QuantLib.NullCondition<array_type> |
MultiAssetOption+engine | QuantLib.MultiAssetOption+engine |
FdmAmericanStepCondition | QuantLib.FdmAmericanStepCondition |
OperatorTraits<Operator> | QuantLib.OperatorTraits<Operator> |
FdmExtOUJumpSolver | QuantLib.FdmExtOUJumpSolver |
FdmSimpleProcess1dMesher | QuantLib.FdmSimpleProcess1dMesher |
FdExtOUJumpVanillaEngine | QuantLib.FdExtOUJumpVanillaEngine |
FdmKlugeExtOUOp | QuantLib.FdmKlugeExtOUOp |
FdKlugeExtOUSpreadEngine | QuantLib.FdKlugeExtOUSpreadEngine |
MinBasketPayoff | QuantLib.MinBasketPayoff |
MaxBasketPayoff | QuantLib.MaxBasketPayoff |
AverageBasketPayoff | QuantLib.AverageBasketPayoff |
SpreadBasketPayoff | QuantLib.SpreadBasketPayoff |
BasketOption | QuantLib.BasketOption |
identity<T> | QuantLib.identity<T> |
cube<T> | QuantLib.cube<T> |
fourth_power<T> | QuantLib.fourth_power<T> |
nowhere | QuantLib.nowhere |
SecondDerivativeOp | QuantLib.SecondDerivativeOp |
EulerDiscretization | QuantLib.EulerDiscretization |
BlackScholesProcess | QuantLib.BlackScholesProcess |
BlackScholesMertonProcess | QuantLib.BlackScholesMertonProcess |
BlackProcess | QuantLib.BlackProcess |
GarmanKohlagenProcess | QuantLib.GarmanKohlagenProcess |
GaussLegendrePolynomial | QuantLib.GaussLegendrePolynomial |
GaussChebyshevPolynomial | QuantLib.GaussChebyshevPolynomial |
GaussChebyshev2ndPolynomial | QuantLib.GaussChebyshev2ndPolynomial |
GaussGegenbauerPolynomial | QuantLib.GaussGegenbauerPolynomial |
GaussJacobiIntegration | QuantLib.GaussJacobiIntegration |
GaussHyperbolicIntegration | QuantLib.GaussHyperbolicIntegration |
GaussLegendreIntegration | QuantLib.GaussLegendreIntegration |
GaussChebyshev2ndIntegration | QuantLib.GaussChebyshev2ndIntegration |
GaussGegenbauerIntegration | QuantLib.GaussGegenbauerIntegration |
FdmExtOUJumpOp | QuantLib.FdmExtOUJumpOp |
SecondOrderMixedDerivativeOp | QuantLib.SecondOrderMixedDerivativeOp |
FdmHestonFwdOp | QuantLib.FdmHestonFwdOp |
FdmBlackScholesMesher | QuantLib.FdmBlackScholesMesher |
FdmSimple3dExtOUJumpSolver | QuantLib.FdmSimple3dExtOUJumpSolver |
FdSimpleExtOUJumpSwingEngine | QuantLib.FdSimpleExtOUJumpSwingEngine |
FdSimpleBSSwingEngine | QuantLib.FdSimpleBSSwingEngine |
FdSimpleExtOUStorageEngine | QuantLib.FdSimpleExtOUStorageEngine |
FdmSimple2dExtOUSolver | QuantLib.FdmSimple2dExtOUSolver |
FdSimpleKlugeExtOUVPPEngine | QuantLib.FdSimpleKlugeExtOUVPPEngine |
ActualActual+ISMA_Impl | QuantLib.ActualActual+ISMA_Impl |
ActualActual+ISDA_Impl | QuantLib.ActualActual+ISDA_Impl |
ActualActual+AFB_Impl | QuantLib.ActualActual+AFB_Impl |
CPICapFloor+results | QuantLib.CPICapFloor+results |
InterpolatingCPICapFloorEngine | QuantLib.InterpolatingCPICapFloorEngine |
CubicNaturalSpline | QuantLib.CubicNaturalSpline |
CubicSplineOvershootingMinimization1 | QuantLib.CubicSplineOvershootingMinimization1 |
CubicSplineOvershootingMinimization2 | QuantLib.CubicSplineOvershootingMinimization2 |
AkimaCubicInterpolation | QuantLib.AkimaCubicInterpolation |
KrugerCubic | QuantLib.KrugerCubic |
FritschButlandCubic | QuantLib.FritschButlandCubic |
MonotonicParabolic | QuantLib.MonotonicParabolic |
Polynomial | QuantLib.Polynomial |
GenericPseudoRandom<URNG,IC>+AnonymousEnum | QuantLib.GenericPseudoRandom<URNG,IC>+AnonymousEnum |
GenericLowDiscrepancy<URSG,IC> | QuantLib.GenericLowDiscrepancy<URSG,IC> |
GenericLowDiscrepancy<URSG,IC>+AnonymousEnum | QuantLib.GenericLowDiscrepancy<URSG,IC>+AnonymousEnum |
Duration | QuantLib.Duration |
CashFlows | QuantLib.CashFlows |
Redemption | QuantLib.Redemption |
AmortizingPayment | QuantLib.AmortizingPayment |
CPISwap+engine | QuantLib.CPISwap+engine |
Barrier | QuantLib.Barrier |
DividendBarrierOption | QuantLib.DividendBarrierOption |
NoConstraint+Impl | QuantLib.NoConstraint+Impl |
Statistics
Stat |
---|
Sum: |
Average: |
Minimum: |
Maximum: |
Standard deviation: |
Variance: |
Rule warning: Potentially dead Methods |
warnif count > 0
// Filter procedure for methods that should'nt be considered as dead
let canMethodBeConsideredAsDeadProc = new Func<IMethod, bool>(
m => !m.IsPublic && // Public methods might be used by client applications of your Projects.
!m.IsEntryPoint && // Main() method is not used by-design.
!m.IsClassConstructor &&
!m.IsVirtual && // Only check for non virtual method that are not seen as used in IL.
!(m.IsConstructor && // Don't take account of protected ctor that might be call by a derived ctors.
m.IsProtected) &&
!m.NameLike (@"^On") && //Exclude Events like MFC ones
!m.IsGeneratedByCompiler
)
// Get methods unused
let methodsUnused =
from m in JustMyCode.Methods where
m.NbMethodsCallingMe == 0 &&
canMethodBeConsideredAsDeadProc(m)
select m
// Dead methods = methods used only by unused methods (recursive)
let deadMethodsMetric = methodsUnused.FillIterative(
methods => // Unique loop, just to let a chance to build the hashset.
from o in new[] { new object() }
// Use a hashet to make Intersect calls much faster!
let hashset = methods.ToHashSet()
from m in codeBase.Application.Methods.UsedByAny(methods).Except(methods)
where canMethodBeConsideredAsDeadProc(m) &&
// Select methods called only by methods already considered as dead
hashset.Intersect(m.MethodsCallingMe).Count() == m.NbMethodsCallingMe
select m)
from m in JustMyCode.Methods.Intersect(deadMethodsMetric.DefinitionDomain)
select new { m, m.MethodsCallingMe, depth = deadMethodsMetric[m] }
418 methods matched
methods | MethodsCallingMe | depth | Full Name |
---|---|---|---|
forecastFixing(constQuantLib::Date&) | 0 method | 0 | QuantLib.SwapIndex.forecastFixing(constQuantLib::Date&) |
checkPricerImpl(constint) | 0 method | 0 | QuantLib.CPICoupon.checkPricerImpl(constint) |
registerObserver(QuantLib::Observer*) | 0 method | 0 | QuantLib.Observable.registerObserver(QuantLib::Observer*) |
unregisterObserver(QuantLib::Observer*) | 0 method | 0 | QuantLib.Observable.unregisterObserver(QuantLib::Observer*) |
IndexManager() | 0 method | 0 | QuantLib.IndexManager.IndexManager() |
Settings() | 0 method | 0 | QuantLib.Settings.Settings() |
checkPricerImpl(constint) | 0 method | 0 | QuantLib.YoYInflationCoupon.checkPricerImpl(constint) |
locate(Real) | 0 method | 0 | QuantLib.Interpolation+templateImpl.locate(Real) |
optionletPriceImp(Option::Type,Real,Real,Real) | 0 method | 0 | QuantLib.BlackYoYInflationCouponPricer.optionletPriceImp(Option::Type ,Real,Real,Real) |
optionletPriceImp(Option::Type,Real,Real,Real) | 0 method | 0 | QuantLib.UnitDisplacedBlackYoYInflationCouponPricer.optionletPriceImp (Option::Type,Real,Real,Real) |
optionletPriceImp(Option::Type,Real,Real,Real) | 0 method | 0 | QuantLib.BachelierYoYInflationCouponPricer.optionletPriceImp (Option::Type,Real,Real,Real) |
setupExpired() | 0 method | 0 | QuantLib.MultiAssetOption.setupExpired() |
evolveAtPMin(Real) | 0 method | 0 | QuantLib.FdmVPPStepCondition.evolveAtPMin(Real) |
evolveAtPMax(Real) | 0 method | 0 | QuantLib.FdmVPPStepCondition.evolveAtPMax(Real) |
size() | 0 method | 0 | QuantLib.StochasticProcess1D.size() |
initialValues() | 0 method | 0 | QuantLib.StochasticProcess1D.initialValues() |
drift(Time,constQuantLib::Array&) | 0 method | 0 | QuantLib.StochasticProcess1D.drift(Time,constQuantLib::Array&) |
diffusion(Time,constQuantLib::Array&) | 0 method | 0 | QuantLib.StochasticProcess1D.diffusion(Time,constQuantLib::Array&) |
expectation(Time,constQuantLib::Array&,Time) | 0 method | 0 | QuantLib.StochasticProcess1D.expectation(Time,constQuantLib::Array& ,Time) |
stdDeviation(Time,constQuantLib::Array&,Time) | 0 method | 0 | QuantLib.StochasticProcess1D.stdDeviation(Time,constQuantLib::Array& ,Time) |
covariance(Time,constQuantLib::Array&,Time) | 0 method | 0 | QuantLib.StochasticProcess1D.covariance(Time,constQuantLib::Array& ,Time) |
evolve(Time,constQuantLib::Array&,Time,constQuantLib::Array&) | 0 method | 0 | QuantLib.StochasticProcess1D.evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
apply(constQuantLib::Array&,constQuantLib::Array&) | 0 method | 0 | QuantLib.StochasticProcess1D.apply(constQuantLib::Array& ,constQuantLib::Array&) |
performCalculations() | 0 method | 0 | QuantLib.FdmExtOUJumpSolver.performCalculations() |
setupExpired() | 3 methods | 1 | QuantLib.OneAssetOption.setupExpired() |
performCalculations() | 0 method | 0 | QuantLib.FdmKlugeExtOUSolver<N>.performCalculations() |
BOOST_STATIC_ASSERT(int) | 0 method | 0 | QuantLib.FdmKlugeExtOUSolver<N>.BOOST_STATIC_ASSERT(int) |
blackVarianceImpl(Time,Real) | 0 method | 0 | QuantLib.BlackVolatilityTermStructure.blackVarianceImpl(Time,Real) |
blackVolImpl(Time,Real) | 0 method | 0 | QuantLib.BlackVarianceTermStructure.blackVolImpl(Time,Real) |
integro(constQuantLib::Array&) | 0 method | 0 | QuantLib.FdmExtOUJumpOp.integro(constQuantLib::Array&) |
performCalculations() | 0 method | 0 | QuantLib.Fdm2DimSolver.performCalculations() |
setLowerBC(constint) | 0 method | 0 | QuantLib.FdmSquareRootFwdOp.setLowerBC(constint) |
setUpperBC(constint) | 0 method | 0 | QuantLib.FdmSquareRootFwdOp.setUpperBC(constint) |
setTransformLowerBC(constint) | 0 method | 0 | QuantLib.FdmSquareRootFwdOp.setTransformLowerBC(constint) |
setTransformUpperBC(constint) | 0 method | 0 | QuantLib.FdmSquareRootFwdOp.setTransformUpperBC(constint) |
performCalculations() | 0 method | 0 | QuantLib.FlatForward.performCalculations() |
discountImpl(Time) | 0 method | 0 | QuantLib.FlatForward.discountImpl(Time) |
changeState(Real,constQuantLib::Array&,Time) | 0 method | 0 | QuantLib.FdmVPPStartLimitStepCondition.changeState(Real ,constQuantLib::Array&,Time) |
performCalculations() | 0 method | 0 | QuantLib.FdmSimple3dExtOUJumpSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmSimple2dExtOUSolver.performCalculations() |
locateX(Real) | 0 method | 0 | QuantLib.Interpolation2D+templateImpl.locateX(Real) |
locateY(Real) | 0 method | 0 | QuantLib.Interpolation2D+templateImpl.locateY(Real) |
next(bool) | 0 method | 0 | QuantLib.PathGenerator<GSG>.next(bool) |
Factorial() | 0 method | 0 | QuantLib.Factorial.Factorial() |
CashFlows() | 0 method | 0 | QuantLib.CashFlows.CashFlows() |
CashFlows(constQuantLib::CashFlows&) | 0 method | 0 | QuantLib.CashFlows.CashFlows(constQuantLib::CashFlows&) |
setupExpired() | 0 method | 0 | QuantLib.Bond.setupExpired() |
setSingleRedemption(Real,constint) | 0 method | 0 | QuantLib.Bond.setSingleRedemption(Real,constint) |
setupExpired() | 6 methods | 1 | QuantLib.Swap.setupExpired() |
setupExpired() | 0 method | 0 | QuantLib.CPISwap.setupExpired() |
setupArguments(PricingEngine::arguments*) | 0 method | 0 | QuantLib.DividendBarrierOption.setupArguments (PricingEngine::arguments*) |
forwardSolve(constQuantLib::Array&) | 0 method | 0 | QuantLib.SparseILUPreconditioner.forwardSolve(constQuantLib::Array&) |
backwardSolve(constQuantLib::Array&) | 0 method | 0 | QuantLib.SparseILUPreconditioner.backwardSolve(constQuantLib::Array&) |
rotateArray(QuantLib::Array) | 0 method | 0 | QuantLib.DifferentialEvolution.rotateArray(QuantLib::Array) |
~CuriouslyRecurringTemplate<Impl>() | 0 method | 0 | QuantLib.CuriouslyRecurringTemplate<Impl>.~CuriouslyRecurringTemplate <Impl>() |
impl() | 0 method | 0 | QuantLib.CuriouslyRecurringTemplate<Impl>.impl() |
impl() | 0 method | 0 | QuantLib.CuriouslyRecurringTemplate<Impl>.impl() |
integrate(constint) | 0 method | 0 | QuantLib.GaussLobattoIntegral.integrate(constint) |
adaptivGaussLobattoStep(constint) | 0 method | 0 | QuantLib.GaussLobattoIntegral.adaptivGaussLobattoStep(constint) |
calculateAbsTolerance(constint) | 0 method | 0 | QuantLib.GaussLobattoIntegral.calculateAbsTolerance(constint) |
integro(constQuantLib::Array&) | 0 method | 0 | QuantLib.FdmBatesOp.integro(constQuantLib::Array&) |
discountImpl(Time) | 0 method | 0 | QuantLib.ZeroYieldStructure.discountImpl(Time) |
zeroYieldImpl(Time) | 0 method | 0 | QuantLib.ZeroSpreadedTermStructure.zeroYieldImpl(Time) |
forwardImpl(Time) | 0 method | 0 | QuantLib.ZeroSpreadedTermStructure.forwardImpl(Time) |
isOnTime(Time) | 7 methods | 1 | QuantLib.DiscretizedAsset.isOnTime(Time) |
postAdjustValuesImpl() | 0 method | 0 | QuantLib.DiscretizedOption.postAdjustValuesImpl() |
applyExerciseCondition() | 1 method | 1 | QuantLib.DiscretizedOption.applyExerciseCondition() |
setupExpired() | 0 method | 0 | QuantLib.VanillaSwap.setupExpired() |
V(Time) | 0 method | 0 | QuantLib.G2.V(Time) |
A(Time,Time) | 0 method | 0 | QuantLib.HullWhite.A(Time,Time) |
BoundaryConditionSchemeHelper() | 0 method | 0 | QuantLib.BoundaryConditionSchemeHelper.BoundaryConditionSchemeHelper() |
apply(constQuantLib::Array&) | 0 method | 0 | QuantLib.ImplicitEulerScheme.apply(constQuantLib::Array&) |
performCalculations() | 0 method | 0 | QuantLib.Fdm1DimSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.Fdm2dBlackScholesSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmHestonSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmBatesSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmBlackScholesSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmG2Solver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmHestonHullWhiteSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmHullWhiteSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmSimple2dBSSolver.performCalculations() |
discountImpl(Time) | 0 method | 0 | QuantLib.FdmAffineModelTermStructure.discountImpl(Time) |
getState(constint) | 0 method | 0 | QuantLib.FdmAffineModelSwapInnerValue<ModelType>.getState(constint) |
integrate(constint) | 0 method | 0 | QuantLib.TrapezoidIntegral<IntegrationPolicy>.integrate(constint) |
integrate(constint) | 0 method | 0 | QuantLib.SimpsonIntegral.integrate(constint) |
forecastFixing(constQuantLib::Date&) | 0 method | 0 | QuantLib.BMAIndex.forecastFixing(constQuantLib::Date&) |
drift(Real,Real,Real,Real) | 0 method | 0 | QuantLib.RangeAccrualPricerByBgm.drift(Real,Real,Real,Real) |
derDriftDerLambdaS(Real,Real,Real,Real) | 0 method | 0 | QuantLib.RangeAccrualPricerByBgm.derDriftDerLambdaS(Real,Real,Real ,Real) |
derDriftDerLambdaT(Real,Real,Real,Real) | 0 method | 0 | QuantLib.RangeAccrualPricerByBgm.derDriftDerLambdaT(Real,Real,Real ,Real) |
GFunctionFactory() | 0 method | 0 | QuantLib.GFunctionFactory.GFunctionFactory() |
initialize(constQuantLib::FloatingRateCoupon&) | 0 method | 0 | QuantLib.HaganPricer.initialize(constQuantLib::FloatingRateCoupon&) |
functionF(constReal) | 0 method | 0 | QuantLib.NumericHaganPricer+ConundrumIntegrand.functionF(constReal) |
firstDerivativeOfF(constReal) | 0 method | 0 | QuantLib.NumericHaganPricer+ConundrumIntegrand.firstDerivativeOfF (constReal) |
setStrike(Real) | 0 method | 0 | QuantLib.NumericHaganPricer+ConundrumIntegrand.setStrike(Real) |
optionletPrice(Option::Type,Real) | 0 method | 0 | QuantLib.AnalyticHaganPricer.optionletPrice(Option::Type,Real) |
swapletPrice() | 0 method | 0 | QuantLib.AnalyticHaganPricer.swapletPrice() |
integrate(constint) | 0 method | 0 | QuantLib.GaussKronrodNonAdaptive.integrate(constint) |
integrate(constint) | 0 method | 0 | QuantLib.GaussKronrodAdaptive.integrate(constint) |
integrateRecursively(constint) | 0 method | 0 | QuantLib.GaussKronrodAdaptive.integrateRecursively(constint) |
setupExpired() | 0 method | 0 | QuantLib.AssetSwap.setupExpired() |
Statistics
Stat | MethodsCallingMe | depth |
---|---|---|
Sum: | 0 | 67 |
Average: | 0 | 0.16 |
Minimum: | 0 | 0 |
Maximum: | 0 | 2 |
Standard deviation: | 0 | 0.39 |
Variance: | 0 | 0.15 |
Rule warning: Potentially dead Fields |
warnif count > 0
from f in JustMyCode.Fields where
f.NbMethodsUsingMe == 0 &&
!f.IsPublic && // Although not recommended, public fields might be used by client applications of your Projects.
!f.IsEnumValue
// If you don't want to link CppDepend.API.dll, you can use your own IsNotDeadCodeAttribute and adapt this rule.
select f
903 fields matched
fields | Full Name |
---|---|
rate_ | QuantLib.FixedRateCoupon.rate_ |
firstPeriodDC_ | QuantLib.FixedRateLeg.firstPeriodDC_ |
dayCounter_ | QuantLib.InterestRateIndex.dayCounter_ |
discount_ | QuantLib.SwapIndex.discount_ |
lastFixingDate_ | QuantLib.SwapIndex.lastFixingDate_ |
lastFixingDate_ | QuantLib.OvernightIndexedSwapIndex.lastFixingDate_ |
baseCPI_ | QuantLib.CPILeg.baseCPI_ |
observationLag_ | QuantLib.CPILeg.observationLag_ |
paymentDayCounter_ | QuantLib.CPILeg.paymentDayCounter_ |
capletVol_ | QuantLib.CPICouponPricer.capletVol_ |
additionalResults_ | QuantLib.Instrument.additionalResults_ |
dayCounter_ | QuantLib.InflationCoupon.dayCounter_ |
dayCounter_ | QuantLib.TermStructure.dayCounter_ |
dc_ | QuantLib.InterestRate.dc_ |
nominalTermStructure_ | QuantLib.InflationTermStructure.nominalTermStructure_ |
referenceDate_ | QuantLib.InflationIndex.referenceDate_ |
zeroInflation_ | QuantLib.ZeroInflationIndex.zeroInflation_ |
yoyInflation_ | QuantLib.YoYInflationIndex.yoyInflation_ |
observationLag_ | QuantLib.yoyInflationLeg.observationLag_ |
paymentDayCounter_ | QuantLib.yoyInflationLeg.paymentDayCounter_ |
rateCurve_ | QuantLib.InflationCouponPricer.rateCurve_ |
capletVol_ | QuantLib.YoYInflationCouponPricer.capletVol_ |
f_ | QuantLib.InverseCumulativeNormal.f_ |
intEps_ | QuantLib.ExtendedOrnsteinUhlenbeckProcess.intEps_ |
conditions_ | QuantLib.FdmStepConditionComposite.conditions_ |
diagonal_ | QuantLib.TridiagonalOperator.diagonal_ |
lowerDiagonal_ | QuantLib.TridiagonalOperator.lowerDiagonal_ |
upperDiagonal_ | QuantLib.TridiagonalOperator.upperDiagonal_ |
temp_ | QuantLib.TridiagonalOperator.temp_ |
bcSet_ | QuantLib.FdmBackwardSolver.bcSet_ |
process_ | QuantLib.FdmExtOUJumpSolver.process_ |
solverDesc_ | QuantLib.FdmExtOUJumpSolver.solverDesc_ |
schemeDesc_ | QuantLib.FdmExtOUJumpSolver.schemeDesc_ |
tGrid_ | QuantLib.FdExtOUJumpVanillaEngine.tGrid_ |
xGrid_ | QuantLib.FdExtOUJumpVanillaEngine.xGrid_ |
yGrid_ | QuantLib.FdExtOUJumpVanillaEngine.yGrid_ |
schemeDesc_ | QuantLib.FdExtOUJumpVanillaEngine.schemeDesc_ |
bcSet_ | QuantLib.FdmKlugeExtOUOp.bcSet_ |
corrMap_ | QuantLib.FdmKlugeExtOUOp.corrMap_ |
values_ | QuantLib.FdmSnapshotCondition.values_ |
klugeOUProcess_ | QuantLib.FdmKlugeExtOUSolver<N>.klugeOUProcess_ |
direction_ | QuantLib.FdmExpExtOUInnerValueCalculator.direction_ |
tGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.tGrid_ |
xGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.xGrid_ |
yGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.yGrid_ |
uGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.uGrid_ |
schemeDesc_ | QuantLib.FdKlugeExtOUSpreadEngine.schemeDesc_ |
weights_ | QuantLib.AverageBasketPayoff.weights_ |
x0_ | QuantLib.GeneralizedBlackScholesProcess.x0_ |
riskFreeRate_ | QuantLib.GeneralizedBlackScholesProcess.riskFreeRate_ |
blackVolatility_ | QuantLib.GeneralizedBlackScholesProcess.blackVolatility_ |
localVolatility_ | QuantLib.GeneralizedBlackScholesProcess.localVolatility_ |
x_ | QuantLib.FdmBlackScholesFwdOp.x_ |
dxMap_ | QuantLib.FdmBlackScholesFwdOp.dxMap_ |
dxxMap_ | QuantLib.FdmBlackScholesFwdOp.dxxMap_ |
mapT_ | QuantLib.FdmBlackScholesFwdOp.mapT_ |
strike_ | QuantLib.FdmBlackScholesFwdOp.strike_ |
bcSet_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp.bcSet_ |
x_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp.x_ |
dxMap_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp.dxMap_ |
dxxMap_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp.dxxMap_ |
mapX_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp.mapX_ |
x_ | QuantLib.GaussianQuadrature.x_ |
w_ | QuantLib.GaussianQuadrature.w_ |
bcSet_ | QuantLib.FdmExtOUJumpOp.bcSet_ |
gaussLaguerreIntegration_ | QuantLib.FdmExtOUJumpOp.gaussLaguerreIntegration_ |
x_ | QuantLib.FdmExtOUJumpOp.x_ |
dyMap_ | QuantLib.FdmExtOUJumpOp.dyMap_ |
integroPart_ | QuantLib.FdmExtOUJumpOp.integroPart_ |
x_ | QuantLib.Fdm2DimSolver.x_ |
y_ | QuantLib.Fdm2DimSolver.y_ |
resultValues_ | QuantLib.Fdm2DimSolver.resultValues_ |
riskFreeRate_ | QuantLib.HestonProcess.riskFreeRate_ |
s0_ | QuantLib.HestonProcess.s0_ |
v_ | QuantLib.FdmSquareRootFwdOp.v_ |
vq_ | QuantLib.FdmSquareRootFwdOp.vq_ |
vmq_ | QuantLib.FdmSquareRootFwdOp.vmq_ |
kappa_ | QuantLib.FdmHestonFwdOp.kappa_ |
theta_ | QuantLib.FdmHestonFwdOp.theta_ |
sigma_ | QuantLib.FdmHestonFwdOp.sigma_ |
rho_ | QuantLib.FdmHestonFwdOp.rho_ |
v0_ | QuantLib.FdmHestonFwdOp.v0_ |
varianceValues_ | QuantLib.FdmHestonFwdOp.varianceValues_ |
forward_ | QuantLib.FlatForward.forward_ |
rate_ | QuantLib.FlatForward.rate_ |
process_ | QuantLib.FdmSimple3dExtOUJumpSolver.process_ |
solverDesc_ | QuantLib.FdmSimple3dExtOUJumpSolver.solverDesc_ |
schemeDesc_ | QuantLib.FdmSimple3dExtOUJumpSolver.schemeDesc_ |
tGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine.tGrid_ |
xGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine.xGrid_ |
yGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine.yGrid_ |
schemeDesc_ | QuantLib.FdSimpleExtOUJumpSwingEngine.schemeDesc_ |
tGrid_ | QuantLib.FdSimpleBSSwingEngine.tGrid_ |
xGrid_ | QuantLib.FdSimpleBSSwingEngine.xGrid_ |
schemeDesc_ | QuantLib.FdSimpleBSSwingEngine.schemeDesc_ |
tGrid_ | QuantLib.FdSimpleExtOUStorageEngine.tGrid_ |
xGrid_ | QuantLib.FdSimpleExtOUStorageEngine.xGrid_ |
schemeDesc_ | QuantLib.FdSimpleExtOUStorageEngine.schemeDesc_ |
process_ | QuantLib.FdmSimple2dExtOUSolver.process_ |
solverDesc_ | QuantLib.FdmSimple2dExtOUSolver.solverDesc_ |
Statistics
Stat |
---|
Sum: |
Average: |
Minimum: |
Maximum: |
Standard deviation: |
Variance: |
Visibility | 020 |
|
Rule warning: Fields should be declared as private |
warnif count > 0 from f in Application.Fields where
!f.IsPrivate &&
// These conditions filter cases where fields
// doesn't represent state that should be encapsulated.
!f.IsGeneratedByCompiler &&
!f.IsEnumValue
select new { f }
40,633 fields matched
fields | Full Name |
---|---|
PrimitivePolynomialDegree01 | __Globals.PrimitivePolynomialDegree01 |
PrimitivePolynomialDegree02 | __Globals.PrimitivePolynomialDegree02 |
PrimitivePolynomialDegree03 | __Globals.PrimitivePolynomialDegree03 |
PrimitivePolynomialDegree04 | __Globals.PrimitivePolynomialDegree04 |
PrimitivePolynomialDegree05 | __Globals.PrimitivePolynomialDegree05 |
PrimitivePolynomialDegree06 | __Globals.PrimitivePolynomialDegree06 |
PrimitivePolynomialDegree07 | __Globals.PrimitivePolynomialDegree07 |
PrimitivePolynomialDegree08 | __Globals.PrimitivePolynomialDegree08 |
PrimitivePolynomialDegree09 | __Globals.PrimitivePolynomialDegree09 |
PrimitivePolynomialDegree10 | __Globals.PrimitivePolynomialDegree10 |
PrimitivePolynomialDegree11 | __Globals.PrimitivePolynomialDegree11 |
PrimitivePolynomialDegree12 | __Globals.PrimitivePolynomialDegree12 |
PrimitivePolynomialDegree13 | __Globals.PrimitivePolynomialDegree13 |
PrimitivePolynomialDegree14 | __Globals.PrimitivePolynomialDegree14 |
PrimitivePolynomialDegree15 | __Globals.PrimitivePolynomialDegree15 |
PrimitivePolynomialDegree16 | __Globals.PrimitivePolynomialDegree16 |
PrimitivePolynomialDegree17 | __Globals.PrimitivePolynomialDegree17 |
PrimitivePolynomialDegree18 | __Globals.PrimitivePolynomialDegree18 |
PrimitivePolynomials | __Globals.PrimitivePolynomials |
init | __Globals.init |
calculateUncached | __Globals.calculateUncached |
familyName_ | QuantLib.InterestRateIndex.familyName_ |
tenor_ | QuantLib.InterestRateIndex.tenor_ |
fixingDays_ | QuantLib.InterestRateIndex.fixingDays_ |
currency_ | QuantLib.InterestRateIndex.currency_ |
dayCounter_ | QuantLib.InterestRateIndex.dayCounter_ |
tenor_ | QuantLib.SwapIndex.tenor_ |
fixedLegTenor_ | QuantLib.SwapIndex.fixedLegTenor_ |
fixedLegConvention_ | QuantLib.SwapIndex.fixedLegConvention_ |
exogenousDiscount_ | QuantLib.SwapIndex.exogenousDiscount_ |
discount_ | QuantLib.SwapIndex.discount_ |
lastFixingDate_ | QuantLib.SwapIndex.lastFixingDate_ |
lastFixingDate_ | QuantLib.OvernightIndexedSwapIndex.lastFixingDate_ |
iterator | QuantLib.__Globals.iterator |
x1 | QuantLib.__Globals.x1 |
w10 | QuantLib.__Globals.w10 |
x2 | QuantLib.__Globals.x2 |
w21a | QuantLib.__Globals.w21a |
w21b | QuantLib.__Globals.w21b |
x3 | QuantLib.__Globals.x3 |
w43a | QuantLib.__Globals.w43a |
w43b | QuantLib.__Globals.w43b |
x4 | QuantLib.__Globals.x4 |
w87a | QuantLib.__Globals.w87a |
w87b | QuantLib.__Globals.w87b |
g7w | QuantLib.__Globals.g7w |
k15w | QuantLib.__Globals.k15w |
k15t | QuantLib.__Globals.k15t |
knownDateSet | QuantLib.__Globals.knownDateSet |
baseCPI_ | QuantLib.CPICoupon.baseCPI_ |
fixedRate_ | QuantLib.CPICoupon.fixedRate_ |
spread_ | QuantLib.CPICoupon.spread_ |
observationInterpolation_ | QuantLib.CPICoupon.observationInterpolation_ |
baseFixing_ | QuantLib.CPICashFlow.baseFixing_ |
interpolation_ | QuantLib.CPICashFlow.interpolation_ |
frequency_ | QuantLib.CPICashFlow.frequency_ |
baseLevel_ | QuantLib.CPIVolatilitySurface.baseLevel_ |
observationLag_ | QuantLib.CPIVolatilitySurface.observationLag_ |
frequency_ | QuantLib.CPIVolatilitySurface.frequency_ |
indexIsInterpolated_ | QuantLib.CPIVolatilitySurface.indexIsInterpolated_ |
capletVol_ | QuantLib.CPICouponPricer.capletVol_ |
coupon_ | QuantLib.CPICouponPricer.coupon_ |
gearing_ | QuantLib.CPICouponPricer.gearing_ |
spread_ | QuantLib.CPICouponPricer.spread_ |
discount_ | QuantLib.CPICouponPricer.discount_ |
spreadLegValue_ | QuantLib.CPICouponPricer.spreadLegValue_ |
iterator | QuantLib.Observer.iterator |
calculated_ | QuantLib.LazyObject.calculated_ |
frozen_ | QuantLib.LazyObject.frozen_ |
arguments_ | QuantLib.GenericEngine<ArgumentsType,ResultsType>.arguments_ |
results_ | QuantLib.GenericEngine<ArgumentsType,ResultsType>.results_ |
NPV_ | QuantLib.Instrument.NPV_ |
errorEstimate_ | QuantLib.Instrument.errorEstimate_ |
valuationDate_ | QuantLib.Instrument.valuationDate_ |
additionalResults_ | QuantLib.Instrument.additionalResults_ |
value | QuantLib.Instrument+results.value |
errorEstimate | QuantLib.Instrument+results.errorEstimate |
valuationDate | QuantLib.Instrument+results.valuationDate |
additionalResults | QuantLib.Instrument+results.additionalResults |
delta | QuantLib.Greeks.delta |
gamma | QuantLib.Greeks.gamma |
theta | QuantLib.Greeks.theta |
vega | QuantLib.Greeks.vega |
rho | QuantLib.Greeks.rho |
dividendRho | QuantLib.Greeks.dividendRho |
itmCashProbability | QuantLib.MoreGreeks.itmCashProbability |
deltaForward | QuantLib.MoreGreeks.deltaForward |
elasticity | QuantLib.MoreGreeks.elasticity |
thetaPerDay | QuantLib.MoreGreeks.thetaPerDay |
strikeSensitivity | QuantLib.MoreGreeks.strikeSensitivity |
paymentDate_ | QuantLib.Coupon.paymentDate_ |
nominal_ | QuantLib.Coupon.nominal_ |
accrualStartDate_ | QuantLib.Coupon.accrualStartDate_ |
accrualEndDate_ | QuantLib.Coupon.accrualEndDate_ |
refPeriodStart_ | QuantLib.Coupon.refPeriodStart_ |
refPeriodEnd_ | QuantLib.Coupon.refPeriodEnd_ |
exCouponDate_ | QuantLib.Coupon.exCouponDate_ |
isObserver_ | QuantLib.Handle<T>+Link.isObserver_ |
observationLag_ | QuantLib.InflationCoupon.observationLag_ |
dayCounter_ | QuantLib.InflationCoupon.dayCounter_ |
Statistics
Stat |
---|
Sum: |
Average: |
Minimum: |
Maximum: |
Standard deviation: |
Variance: |
Rule warning: Constructors of abstract classes should be declared as protected or private |
// Constructors of an abstract class can only be accessed from this class and derived class.
// Declaring such a constructor with another visibility level is useless and potentially misleading.
warnif count > 0
from t in Application.Types where
t.IsClass &&
t.IsAbstract
let ctors = t.Constructors.Where(c => !c.IsProtected && !c.IsPrivate)
where ctors.Count() > 0
select new { t, ctors }
// Notice that if a constructor of an abstract class is declared as private,
// it can only be accessed from derived classes nested in the abstract class.
106 types matched
types | ctors | Full Name |
---|---|---|
InterestRateIndex | 2 methods | QuantLib.InterestRateIndex |
CPIVolatilitySurface | 2 methods | QuantLib.CPIVolatilitySurface |
Observer | 2 methods | QuantLib.Observer |
Event | 2 methods | QuantLib.Event |
CashFlow | 2 methods | QuantLib.CashFlow |
LazyObject | 2 methods | QuantLib.LazyObject |
PricingEngine+arguments | 2 methods | QuantLib.PricingEngine+arguments |
Instrument | 2 methods | QuantLib.Instrument |
Coupon | 2 methods | QuantLib.Coupon |
DayCounter+Impl | 2 methods | QuantLib.DayCounter+Impl |
Calendar+Impl | 2 methods | QuantLib.Calendar+Impl |
Index | 1 method | QuantLib.Index |
TermStructure | 4 methods | QuantLib.TermStructure |
Quote | 1 method | QuantLib.Quote |
YieldTermStructure | 4 methods | QuantLib.YieldTermStructure |
Seasonality | 2 methods | QuantLib.Seasonality |
InflationTermStructure | 5 methods | QuantLib.InflationTermStructure |
ZeroInflationTermStructure | 5 methods | QuantLib.ZeroInflationTermStructure |
YoYInflationTermStructure | 5 methods | QuantLib.YoYInflationTermStructure |
InflationIndex | 2 methods | QuantLib.InflationIndex |
VolatilityTermStructure | 5 methods | QuantLib.VolatilityTermStructure |
YoYOptionletVolatilitySurface | 2 methods | QuantLib.YoYOptionletVolatilitySurface |
FdmMesher | 1 method | QuantLib.FdmMesher |
FdmInnerValueCalculator | 2 methods | QuantLib.FdmInnerValueCalculator |
Payoff | 2 methods | QuantLib.Payoff |
FdmVPPStepCondition | 3 methods | QuantLib.FdmVPPStepCondition |
StochasticProcess | 1 method | QuantLib.StochasticProcess |
StochasticProcess1D | 1 method | QuantLib.StochasticProcess1D |
Dividend | 2 methods | QuantLib.Dividend |
FdmLinearOp | 1 method | QuantLib.FdmLinearOp |
BasketPayoff | 1 method | QuantLib.BasketPayoff |
BlackVolTermStructure | 5 methods | QuantLib.BlackVolTermStructure |
LocalVolTermStructure | 5 methods | QuantLib.LocalVolTermStructure |
GaussianOrthogonalPolynomial | 2 methods | QuantLib.GaussianOrthogonalPolynomial |
CPICapFloorTermPriceSurface | 2 methods | QuantLib.CPICapFloorTermPriceSurface |
OptionletVolatilityStructure | 5 methods | QuantLib.OptionletVolatilityStructure |
SwaptionVolatilityStructure | 5 methods | QuantLib.SwaptionVolatilityStructure |
FloatingRateCouponPricer | 1 method | QuantLib.FloatingRateCouponPricer |
Constraint+Impl | 2 methods | QuantLib.Constraint+Impl |
OptimizationMethod | 2 methods | QuantLib.OptimizationMethod |
CostFunction | 1 method | QuantLib.CostFunction |
BrownianGenerator | 2 methods | QuantLib.BrownianGenerator |
ZeroYieldStructure | 4 methods | QuantLib.ZeroYieldStructure |
Lattice | 2 methods | QuantLib.Lattice |
DiscretizedAsset | 2 methods | QuantLib.DiscretizedAsset |
Parameter+Impl | 2 methods | QuantLib.Parameter+Impl |
CalibrationHelper | 2 methods | QuantLib.CalibrationHelper |
AffineModel | 1 method | QuantLib.AffineModel |
TwoFactorModel+ShortRateDynamics | 1 method | QuantLib.TwoFactorModel+ShortRateDynamics |
OneFactorModel+ShortRateDynamics | 1 method | QuantLib.OneFactorModel+ShortRateDynamics |
OneFactorAffineModel | 1 method | QuantLib.OneFactorAffineModel |
ParametricExercise | 2 methods | QuantLib.ParametricExercise |
SmileSection | 4 methods | QuantLib.SmileSection |
GFunction | 2 methods | QuantLib.GFunction |
HaganPricer | 1 method | QuantLib.HaganPricer |
DefaultProbabilityTermStructure | 4 methods | QuantLib.DefaultProbabilityTermStructure |
HazardRateStructure | 4 methods | QuantLib.HazardRateStructure |
FDDividendEngineBase<> | 1 method | QuantLib.FDDividendEngineBase<> |
Forward | 2 methods | QuantLib.Forward |
FDStepConditionEngine<> | 1 method | QuantLib.FDStepConditionEngine<> |
Domain | 2 methods | QuantLib.Domain |
BoundedDomain | 2 methods | QuantLib.BoundedDomain |
LineSearchBasedMethod | 3 methods | QuantLib.LineSearchBasedMethod |
LineSearch | 2 methods | QuantLib.LineSearch |
MarketModelMultiProduct | 2 methods | QuantLib.MarketModelMultiProduct |
CurveState | 2 methods | QuantLib.CurveState |
MarketModel | 1 method | QuantLib.MarketModel |
PiecewiseConstantCorrelation | 1 method | QuantLib.PiecewiseConstantCorrelation |
PiecewiseConstantVariance | 2 methods | QuantLib.PiecewiseConstantVariance |
MarketModelPathwiseMultiProduct | 2 methods | QuantLib.MarketModelPathwiseMultiProduct |
MarketModelVolProcess | 2 methods | QuantLib.MarketModelVolProcess |
AlphaForm | 1 method | QuantLib.AlphaForm |
CTSMMCapletCalibration | 3 methods | QuantLib.CTSMMCapletCalibration |
VolatilityInterpolationSpecifier | 2 methods | QuantLib.VolatilityInterpolationSpecifier |
MarketModelExerciseValue | 2 methods | QuantLib.MarketModelExerciseValue |
MarketModelBasisSystem | 2 methods | QuantLib.MarketModelBasisSystem |
MarketModelParametricExercise | 2 methods | QuantLib.MarketModelParametricExercise |
VolatilityCompositor | 2 methods | QuantLib.VolatilityCompositor |
CapFloorTermVolatilityStructure | 5 methods | QuantLib.CapFloorTermVolatilityStructure |
BootstrapHelper<TS> | 2 methods | QuantLib.BootstrapHelper<TS> |
RelativeDateBootstrapHelper<TS> | 2 methods | QuantLib.RelativeDateBootstrapHelper<TS> |
FittedBondDiscountCurve+FittingMethod | 1 method | QuantLib.FittedBondDiscountCurve+FittingMethod |
ForwardRateStructure | 4 methods | QuantLib.ForwardRateStructure |
CdsHelper | 4 methods | QuantLib.CdsHelper |
JointStochasticProcess | 3 methods | QuantLib.JointStochasticProcess |
YoYInflationCapFloorEngine | 4 methods | QuantLib.YoYInflationCapFloorEngine |
LfmCovarianceParameterization | 2 methods | QuantLib.LfmCovarianceParameterization |
LmVolatilityModel | 2 methods | QuantLib.LmVolatilityModel |
LmCorrelationModel | 2 methods | QuantLib.LmCorrelationModel |
BlackAtmVolCurve | 4 methods | QuantLib.BlackAtmVolCurve |
CallableBondVolatilityStructure | 4 methods | QuantLib.CallableBondVolatilityStructure |
CatSimulation | 2 methods | QuantLib.CatSimulation |
NotionalRisk | 1 method | QuantLib.NotionalRisk |
OneFactorCopula | 1 method | QuantLib.OneFactorCopula |
LossDist | 2 methods | QuantLib.LossDist |
RandomDefaultModel | 1 method | QuantLib.RandomDefaultModel |
RiskyBond | 2 methods | QuantLib.RiskyBond |
SyntheticCDO+engine | 3 methods | QuantLib.SyntheticCDO+engine |
MidPointCDOEngine | 1 method | QuantLib.MidPointCDOEngine |
IntegralCDOEngine | 1 method | QuantLib.IntegralCDOEngine |
Statistics
Stat | ctors |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
Purity - Immutability - Side-Effects | 120 |
|
Rule warning: Structures should be immutable |
warnif count > 0 from t in Application.Types where
t.IsStructure &&
!t.IsImmutable
let mutableFields = t.Fields.Where(f => !f.IsImmutable)
select new { t, t.NbLinesOfCode, mutableFields }
// It is deemed as a good practice to make
// your structure immutable.
// An object is immutable if its state doesn’t
// change once the object has been created.
// Consequently, a structure is immutable if
// its instances are immutable.
// Immutable types naturally simplify code by
// limiting side-effects.
// See some explanations on immutability and
// how NDepend supports it here:
// http://codebetter.com/blogs/patricksmacchia/archive/2008/01/13/immutable-types-understand-them-and-use-them.aspx
64 types matched
types | # lines of code (LOC) | mutableFields | Full Name |
---|---|---|---|
TimeSeries<T,Container,>+reverse | 3 | 1 field | QuantLib.TimeSeries<T,Container,>+reverse |
TimeSeries<T,Container,>+reverse<type-parameter-1-0 ,std::bidirectional_iterator_tag> | 3 | 1 field | QuantLib.TimeSeries<T,Container,>+reverse<type-parameter-1-0 ,std::bidirectional_iterator_tag> |
Region+Data | 2 | 2 fields | QuantLib.Region+Data |
Currency+Data | 9 | 9 fields | QuantLib.Currency+Data |
FdmVPPStepConditionParams | 0 | 8 fields | QuantLib.FdmVPPStepConditionParams |
FdmVPPStepConditionMesher | 0 | 1 field | QuantLib.FdmVPPStepConditionMesher |
FdmSolverDesc | 0 | 4 fields | QuantLib.FdmSolverDesc |
FdmSchemeDesc | 10 | 3 fields | QuantLib.FdmSchemeDesc |
Sample<T> | 2 | 2 fields | QuantLib.Sample<T> |
BiCGStabResult | 0 | 3 fields | QuantLib.BiCGStabResult |
DifferentialEvolution+Candidate | 1 | 2 fields | QuantLib.DifferentialEvolution+Candidate |
NodeData | 0 | 5 fields | QuantLib.NodeData |
MarketModelMultiProduct+CashFlow | 0 | 2 fields | QuantLib.MarketModelMultiProduct+CashFlow |
MarketModelPathwiseMultiProduct+CashFlow | 0 | 2 fields | QuantLib.MarketModelPathwiseMultiProduct+CashFlow |
MarketModelComposite+SubProduct | 0 | 6 fields | QuantLib.MarketModelComposite+SubProduct |
VolatilityBumpInstrumentJacobian+Swaption | 0 | 2 fields | QuantLib.VolatilityBumpInstrumentJacobian+Swaption |
VolatilityBumpInstrumentJacobian+Cap | 0 | 3 fields | QuantLib.VolatilityBumpInstrumentJacobian+Cap |
ExchangeRateManager+Entry | 3 | 3 fields | QuantLib.ExchangeRateManager+Entry |
JointStochasticProcess+CachingKey | 3 | 2 fields | QuantLib.JointStochasticProcess+CachingKey |
LinearTsrPricer+Settings | 19 | 5 fields | QuantLib.LinearTsrPricer+Settings |
LongstaffSchwartzMultiPathPricer+PathInfo | 2 | 3 fields | QuantLib.LongstaffSchwartzMultiPathPricer+PathInfo |
KahaleSmileSection+cFunction | 15 | 5 fields | QuantLib.KahaleSmileSection+cFunction |
KahaleSmileSection+aHelper | 21 | 9 fields | QuantLib.KahaleSmileSection+aHelper |
KahaleSmileSection+sHelper | 13 | 4 fields | QuantLib.KahaleSmileSection+sHelper |
KahaleSmileSection+sHelper1 | 15 | 6 fields | QuantLib.KahaleSmileSection+sHelper1 |
MarkovFunctional+ModelSettings | 51 | 9 fields | QuantLib.MarkovFunctional+ModelSettings |
MarkovFunctional+CalibrationPoint | 0 | 8 fields | QuantLib.MarkovFunctional+CalibrationPoint |
MarkovFunctional+ModelOutputs | 0 | 19 fields | QuantLib.MarkovFunctional+ModelOutputs |
PricingError | 3 | 4 fields | QuantLib.PricingError |
CommodityType+Data | 2 | 2 fields | QuantLib.CommodityType+Data |
UnitOfMeasure+Data | 5 | 5 fields | QuantLib.UnitOfMeasure+Data |
EnergyDailyPosition | 8 | 6 fields | QuantLib.EnergyDailyPosition |
PaymentTerm+Data | 4 | 4 fields | QuantLib.PaymentTerm+Data |
UnitOfMeasureConversion+Data | 6 | 6 fields | QuantLib.UnitOfMeasureConversion+Data |
long_period_holder | 1 | 1 field | QuantLib.detail.long_period_holder |
short_period_holder | 1 | 1 field | QuantLib.detail.short_period_holder |
long_weekday_holder | 1 | 1 field | QuantLib.detail.long_weekday_holder |
short_weekday_holder | 1 | 1 field | QuantLib.detail.short_weekday_holder |
shortest_weekday_holder | 1 | 1 field | QuantLib.detail.shortest_weekday_holder |
short_date_holder | 1 | 1 field | QuantLib.detail.short_date_holder |
long_date_holder | 1 | 1 field | QuantLib.detail.long_date_holder |
iso_date_holder | 1 | 1 field | QuantLib.detail.iso_date_holder |
formatted_date_holder | 2 | 2 fields | QuantLib.detail.formatted_date_holder |
DataTable<X> | 7 | 1 field | QuantLib.detail.DataTable<X> |
DataTable<double> | 8 | 1 field | QuantLib.detail.DataTable<double> |
Data<X,Y> | 8 | 2 fields | QuantLib.detail.Data<X,Y> |
Data<std::vector<double,std::allocator<double>> ,QuantLib::detail::EmptyArg> | 7 | 2 fields | QuantLib.detail.Data<std::vector<double,std::allocator<double>> ,QuantLib::detail::EmptyArg> |
Point<X,Y> | 13 | 2 fields | QuantLib.detail.Point<X,Y> |
Point<double,QuantLib::detail::EmptyArg> | 8 | 2 fields | QuantLib.detail.Point<double,QuantLib::detail::EmptyArg> |
Point<double,QuantLib::detail::EmptyRes> | 7 | 2 fields | QuantLib.detail.Point<double,QuantLib::detail::EmptyRes> |
Point<unsignedint,QuantLib::detail::EmptyDim> | 7 | 2 fields | QuantLib.detail.Point<unsignedint,QuantLib::detail::EmptyDim> |
Point<QuantLib::detail::DataTable<Real>,QuantLib::detail::EmptyRes> | 5 | 2 fields | QuantLib.detail.Point<QuantLib::detail::DataTable<Real> ,QuantLib::detail::EmptyRes> |
null_checker<T> | 1 | 1 field | QuantLib.detail.null_checker<T> |
ordinal_holder | 1 | 1 field | QuantLib.detail.ordinal_holder |
power_of_two_holder<T> | 1 | 1 field | QuantLib.detail.power_of_two_holder<T> |
percent_holder | 1 | 1 field | QuantLib.detail.percent_holder |
sequence_holder<InputIterator> | 2 | 2 fields | QuantLib.detail.sequence_holder<InputIterator> |
OdeFctWrapper<T> | 3 | 1 field | QuantLib.detail.OdeFctWrapper<T> |
remapper<F> | 4 | 2 fields | QuantLib.anonymous_namespace{defaultdensitystructure.cpp}.remapper<F> |
remapper<F> | 4 | 2 fields | QuantLib.anonymous_namespace{hazardratestructure.cpp}.remapper<F> |
valid_at | 2 | 1 field | QuantLib.anonymous_namespace{exchangeratemanager.cpp}.valid_at |
Hestonp | 0 | 5 fields | QuantLib.anonymous_namespace{analyticpdfhestonengine.cpp}.Hestonp |
sigmaq_adapter | 2 | 1 field | QuantLib.anonymous_namespace{perturbativebarrieroptionengine.cpp} .sigmaq_adapter |
integs_adapter | 0 | 1 field | QuantLib.anonymous_namespace{perturbativebarrieroptionengine.cpp} .integs_adapter |
Statistics
Stat | # lines of code (LOC) | mutableFields |
---|---|---|
Sum: | 301 | 0 |
Average: | 4.7 | 0 |
Minimum: | 0 | 0 |
Maximum: | 51 | 0 |
Standard deviation: | 7.54 | 0 |
Variance: | 56.9 | 0 |
Rule warning: Avoid static fields with a mutable field type |
warnif count > 0
from f in Application.Fields
where f.IsStatic && !f.IsEnumValue && !f.IsGeneratedByCompiler
let fieldType = f.FieldType
where fieldType != null &&
!fieldType.IsThirdParty &&
!fieldType.IsInterface &&
!fieldType.IsImmutable
select new { f,
mutableFieldType = fieldType ,
isFieldImmutable = f.IsImmutable }
// As explained in this blog post
// http://codebetter.com/patricksmacchia/2011/05/04/back-to-basics-usage-of-static-members
// static fields should be used to hold only constant and immutable states.
3 fields matched
fields | mutableFieldType | isFieldImmutable | Full Name |
---|---|---|---|
f_ | CumulativeNormalDistribution | True | QuantLib.InverseCumulativeNormal.f_ |
conversionType | Money+ConversionType | False | QuantLib.Money.conversionType |
conversionType | Quantity+ConversionType | False | QuantLib.Quantity.conversionType |
Statistics
Stat | mutableFieldType | isFieldImmutable |
---|---|---|
Sum: | 0 | 0 |
Average: | 0 | 0 |
Minimum: | 0 | 0 |
Maximum: | 0 | 0 |
Standard deviation: | 0 | 0 |
Variance: | 0 | 0 |
Naming Conventions | 180 |
|
Rule warning: Instance fields should be prefixed with a 'm_' |
warnif count > 0 (from f in Fields where
!f.NameLike (@"^m_") &&
!f.IsStatic
// Don't hesitate to customize the regex of NameLike to your preference.
&& !f.IsGlobal && !f.IsEnumValue && !f.IsThirdParty
select new { f }).Take(10)
10 fields matched
fields | Full Name |
---|---|
fullInterface_ | QuantLib.Schedule.fullInterface_ |
tenor_ | QuantLib.Schedule.tenor_ |
calendar_ | QuantLib.Schedule.calendar_ |
convention_ | QuantLib.Schedule.convention_ |
terminationDateConvention_ | QuantLib.Schedule.terminationDateConvention_ |
rule_ | QuantLib.Schedule.rule_ |
endOfMonth_ | QuantLib.Schedule.endOfMonth_ |
firstDate_ | QuantLib.Schedule.firstDate_ |
nextToLastDate_ | QuantLib.Schedule.nextToLastDate_ |
dates_ | QuantLib.Schedule.dates_ |
Statistics
Stat |
---|
Sum: |
Average: |
Minimum: |
Maximum: |
Standard deviation: |
Variance: |
Rule warning: Static fields should be prefixed with a 's_' |
warnif count > 0 (from f in Fields where
!f.NameLike (@"^s_") &&
f.IsStatic && !f.IsThirdParty
select new { f }).Take(10)
// Don't hesitate to customize the regex of NameLike to your preference.
10 fields matched
fields | Full Name |
---|---|
PrimitivePolynomialDegree01 | __Globals.PrimitivePolynomialDegree01 |
PrimitivePolynomialDegree02 | __Globals.PrimitivePolynomialDegree02 |
PrimitivePolynomialDegree03 | __Globals.PrimitivePolynomialDegree03 |
PrimitivePolynomialDegree04 | __Globals.PrimitivePolynomialDegree04 |
PrimitivePolynomialDegree05 | __Globals.PrimitivePolynomialDegree05 |
PrimitivePolynomialDegree06 | __Globals.PrimitivePolynomialDegree06 |
PrimitivePolynomialDegree07 | __Globals.PrimitivePolynomialDegree07 |
PrimitivePolynomialDegree08 | __Globals.PrimitivePolynomialDegree08 |
PrimitivePolynomialDegree09 | __Globals.PrimitivePolynomialDegree09 |
PrimitivePolynomialDegree10 | __Globals.PrimitivePolynomialDegree10 |
Statistics
Stat |
---|
Sum: |
Average: |
Minimum: |
Maximum: |
Standard deviation: |
Variance: |
Rule warning: Exception class name should be suffixed with 'Exception' |
warnif count > 0 (from t in Types where t.IsExceptionClass && !t.NameLike (@"Exception$") && !t.IsThirdParty
select new { t, t.NbLinesOfCode }).Take(10)
1 types matched
type | # lines of code (LOC) | Full Name |
---|---|---|
Error | 0 | QuantLib.Error |
Statistics
Stat | # lines of code (LOC) |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
Rule warning: Types name should begin with an Upper character |
warnif count > 0 (from t in Types where
!t.NameLike (@"^[A-Z]") // The name of a type should begin with an Upper letter.
&& // Except if it is generated by compiler or ...
!t.IsThirdParty && !t.IsGlobal
select new { t, t.NbLinesOfCode }).Take(10)
10 types matched
types | # lines of code (LOC) | Full Name |
---|---|---|
earlier_than<QuantLib::CashFlow> | 1 | QuantLib.earlier_than<QuantLib::CashFlow> |
yoyInflationLeg | 27 | QuantLib.yoyInflationLeg |
step_iterator<Iterator> | 0 | QuantLib.step_iterator<Iterator> |
constant<T,U> | 2 | QuantLib.constant<T,U> |
identity<T> | 1 | QuantLib.identity<T> |
square<T> | 1 | QuantLib.square<T> |
cube<T> | 1 | QuantLib.cube<T> |
fourth_power<T> | 2 | QuantLib.fourth_power<T> |
everywhere | 0 | QuantLib.everywhere |
nowhere | 0 | QuantLib.nowhere |
Statistics
Stat | # lines of code (LOC) |
---|---|
Sum: | 35 |
Average: | 3.5 |
Minimum: | 0 |
Maximum: | 27 |
Standard deviation: | 7.86 |
Variance: | 61.85 |
Rule warning: Avoid types with name too long |
warnif count > 0 from t in Application.Types
where !t.IsGeneratedByCompiler && !t.IsThirdParty
where t.SimpleName.Length > 35
select new { t, t.SimpleName }
27 types matched
types | SimpleName | Full Name |
---|---|---|
UnitDisplacedBlackYoYInflationCouponPricer | UnitDisplacedBlackYoYInflationCouponPricer | QuantLib.UnitDisplacedBlackYoYInflationCouponPricer |
CubicSplineOvershootingMinimization1 | CubicSplineOvershootingMinimization1 | QuantLib.CubicSplineOvershootingMinimization1 |
CubicSplineOvershootingMinimization2 | CubicSplineOvershootingMinimization2 | QuantLib.CubicSplineOvershootingMinimization2 |
InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> | InterpolatedCPICapFloorTermPriceSurface | QuantLib.InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> |
InverseNonCentralChiSquareDistribution | InverseNonCentralChiSquareDistribution | QuantLib.InverseNonCentralChiSquareDistribution |
FDDividendAmericanEngineShiftScale<> | FDDividendAmericanEngineShiftScale<> | QuantLib.FDDividendAmericanEngineShiftScale<> |
BivariateCumulativeNormalDistributionDr78 | BivariateCumulativeNormalDistributionDr78 | QuantLib.BivariateCumulativeNormalDistributionDr78 |
BivariateCumulativeNormalDistributionWe04DP | BivariateCumulativeNormalDistributionWe04DP | QuantLib.BivariateCumulativeNormalDistributionWe04DP |
CTSMMCapletMaxHomogeneityCalibration | CTSMMCapletMaxHomogeneityCalibration | QuantLib.CTSMMCapletMaxHomogeneityCalibration |
VolatilityInterpolationSpecifierabcd | VolatilityInterpolationSpecifierabcd | QuantLib.VolatilityInterpolationSpecifierabcd |
MarketModelPathwiseMultiDeflatedCaplet | MarketModelPathwiseMultiDeflatedCaplet | QuantLib.MarketModelPathwiseMultiDeflatedCaplet |
MarketModelPathwiseCoterminalSwaptionsDeflated | MarketModelPathwiseCoterminalSwaptionsDeflated | QuantLib.MarketModelPathwiseCoterminalSwaptionsDeflated |
MarketModelPathwiseCoterminalSwaptionsNumericalDeflated | MarketModelPathwiseCoterminalSwaptionsNumericalDeflated | QuantLib.MarketModelPathwiseCoterminalSwaptionsNumericalDeflated |
AnalyticContinuousGeometricAveragePriceAsianEngine | AnalyticContinuousGeometricAveragePriceAsianEngine | QuantLib.AnalyticContinuousGeometricAveragePriceAsianEngine |
AnalyticDiscreteGeometricAveragePriceAsianEngine | AnalyticDiscreteGeometricAveragePriceAsianEngine | QuantLib.AnalyticDiscreteGeometricAveragePriceAsianEngine |
AnalyticDiscreteGeometricAverageStrikeAsianEngine | AnalyticDiscreteGeometricAverageStrikeAsianEngine | QuantLib.AnalyticDiscreteGeometricAverageStrikeAsianEngine |
BaroneAdesiWhaleyApproximationEngine | BaroneAdesiWhaleyApproximationEngine | QuantLib.BaroneAdesiWhaleyApproximationEngine |
BjerksundStenslandApproximationEngine | BjerksundStenslandApproximationEngine | QuantLib.BjerksundStenslandApproximationEngine |
AnalyticContinuousFixedLookbackEngine | AnalyticContinuousFixedLookbackEngine | QuantLib.AnalyticContinuousFixedLookbackEngine |
AnalyticContinuousFloatingLookbackEngine | AnalyticContinuousFloatingLookbackEngine | QuantLib.AnalyticContinuousFloatingLookbackEngine |
YoYInflationUnitDisplacedBlackCapFloorEngine | YoYInflationUnitDisplacedBlackCapFloorEngine | QuantLib.YoYInflationUnitDisplacedBlackCapFloorEngine |
BlackDeltaPremiumAdjustedSolverClass | BlackDeltaPremiumAdjustedSolverClass | QuantLib.BlackDeltaPremiumAdjustedSolverClass |
BlackDeltaPremiumAdjustedMaxStrikeClass | BlackDeltaPremiumAdjustedMaxStrikeClass | QuantLib.BlackDeltaPremiumAdjustedMaxStrikeClass |
AnalyticWriterExtensibleOptionEngine | AnalyticWriterExtensibleOptionEngine | QuantLib.AnalyticWriterExtensibleOptionEngine |
ExtendedEqualProbabilitiesBinomialTree<T> | ExtendedEqualProbabilitiesBinomialTree | QuantLib.ExtendedEqualProbabilitiesBinomialTree<T> |
InterpolatedYoYCapFloorTermPriceSurface<Interpolator2D,Interpolator1D> | InterpolatedYoYCapFloorTermPriceSurface | QuantLib.InterpolatedYoYCapFloorTermPriceSurface<Interpolator2D ,Interpolator1D> |
InterpolatedYoYOptionletVolatilityCurve<Interpolator1D> | InterpolatedYoYOptionletVolatilityCurve | QuantLib.InterpolatedYoYOptionletVolatilityCurve<Interpolator1D> |
Statistics
Stat | SimpleName |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
Rule warning: Avoid methods with name too long |
warnif count > 0 from m in Application.Methods where
!m.IsGeneratedByCompiler
&& m.SimpleName.Length > 35 && !m.IsThirdParty
select new { m, m.SimpleName }
// The regex matches methods with name longer
// than 35 characters.
// Method Name doesn't contain the type and namespace
// prefix, FullName does.
// The regex computes the method name length from
// the beginning until the first open parenthesis
// or first lower than (for generic methods).
127 methods matched
methods | SimpleName | Full Name |
---|---|---|
CTSMMCapletMaxHomogeneityCalibration (constQuantLib::EvolutionDescription&,constint) | CTSMMCapletMaxHomogeneityCalibration | __Globals.CTSMMCapletMaxHomogeneityCalibration (constQuantLib::EvolutionDescription&,constint) |
AnalyticContinuousGeometricAveragePriceAsianEngine(constint) | AnalyticContinuousGeometricAveragePriceAsianEngine | __Globals.AnalyticContinuousGeometricAveragePriceAsianEngine(constint) |
AnalyticDiscreteGeometricAveragePriceAsianEngine(constint) | AnalyticDiscreteGeometricAveragePriceAsianEngine | __Globals.AnalyticDiscreteGeometricAveragePriceAsianEngine(constint) |
AnalyticDiscreteGeometricAverageStrikeAsianEngine(constint) | AnalyticDiscreteGeometricAverageStrikeAsianEngine | __Globals.AnalyticDiscreteGeometricAverageStrikeAsianEngine(constint) |
BaroneAdesiWhaleyApproximationEngine(constint) | BaroneAdesiWhaleyApproximationEngine | __Globals.BaroneAdesiWhaleyApproximationEngine(constint) |
BjerksundStenslandApproximationEngine(constint) | BjerksundStenslandApproximationEngine | __Globals.BjerksundStenslandApproximationEngine(constint) |
AnalyticContinuousFixedLookbackEngine(constint) | AnalyticContinuousFixedLookbackEngine | __Globals.AnalyticContinuousFixedLookbackEngine(constint) |
AnalyticContinuousFloatingLookbackEngine(constint) | AnalyticContinuousFloatingLookbackEngine | __Globals.AnalyticContinuousFloatingLookbackEngine(constint) |
YoYInflationUnitDisplacedBlackCapFloorEngine(constint) | YoYInflationUnitDisplacedBlackCapFloorEngine | __Globals.YoYInflationUnitDisplacedBlackCapFloorEngine(constint) |
AnalyticWriterExtensibleOptionEngine(constint) | AnalyticWriterExtensibleOptionEngine | __Globals.AnalyticWriterExtensibleOptionEngine(constint) |
terminationDateBusinessDayConvention() | terminationDateBusinessDayConvention | QuantLib.Schedule.terminationDateBusinessDayConvention() |
incompleteGammaFunctionContinuedFractionRepr(Real,Real,Real,Integer) | incompleteGammaFunctionContinuedFractionRepr | QuantLib.__Globals.incompleteGammaFunctionContinuedFractionRepr(Real ,Real,Real,Integer) |
triangularAnglesParametrizationUnconstrained(constQuantLib::Array& ,Size,Size) | triangularAnglesParametrizationUnconstrained | QuantLib.__Globals.triangularAnglesParametrizationUnconstrained (constQuantLib::Array&,Size,Size) |
lmmTriangularAnglesParametrizationUnconstrained(constQuantLib::Array& ,Size,Size) | lmmTriangularAnglesParametrizationUnconstrained | QuantLib.__Globals.lmmTriangularAnglesParametrizationUnconstrained (constQuantLib::Array&,Size,Size) |
triangularAnglesParametrizationRankThree(Real,Real,Real,Size) | triangularAnglesParametrizationRankThree | QuantLib.__Globals.triangularAnglesParametrizationRankThree(Real,Real ,Real,Size) |
triangularAnglesParametrizationRankThreeVectorial (constQuantLib::Array&,Size) | triangularAnglesParametrizationRankThreeVectorial | QuantLib.__Globals.triangularAnglesParametrizationRankThreeVectorial (constQuantLib::Array&,Size) |
checkIncreasingTimesAndCalculateTaus(conststd::vector<Time>& ,std::vector<Time>&) | checkIncreasingTimesAndCalculateTaus | QuantLib.__Globals.checkIncreasingTimesAndCalculateTaus (conststd::vector<Time>&,std::vector<Time>&) |
blackFormulaImpliedStdDevApproximation(Option::Type,Real,Real,Real ,Real,Real) | blackFormulaImpliedStdDevApproximation | QuantLib.__Globals.blackFormulaImpliedStdDevApproximation(Option::Type ,Real,Real,Real,Real,Real) |
blackFormulaImpliedStdDevApproximation(constint) | blackFormulaImpliedStdDevApproximation | QuantLib.__Globals.blackFormulaImpliedStdDevApproximation(constint) |
reverse<container,iterator_category>(constcontainer&) | reverse<container,iterator_category> | QuantLib.TimeSeries<T,Container,>+reverse.reverse<container ,iterator_category>(constcontainer&) |
reverse<type-parameter-1-0,structstd::bidirectional_iterator_tag> (constcontainer&) | reverse<type-parameter-1-0,structstd::bidirectional_iterator_tag> | QuantLib.TimeSeries<T,Container,>+reverse<type-parameter-1-0 ,std::bidirectional_iterator_tag>.reverse<type-parameter-1-0 ,structstd::bidirectional_iterator_tag>(constcontainer&) |
UnitDisplacedBlackYoYInflationCouponPricer(constHandle <QuantLib::YoYOptionletVolatilitySurface>&) | UnitDisplacedBlackYoYInflationCouponPricer | QuantLib.UnitDisplacedBlackYoYInflationCouponPricer .UnitDisplacedBlackYoYInflationCouponPricer(constHandle <QuantLib::YoYOptionletVolatilitySurface>&) |
~UnitDisplacedBlackYoYInflationCouponPricer() | ~UnitDisplacedBlackYoYInflationCouponPricer | QuantLib.UnitDisplacedBlackYoYInflationCouponPricer .~UnitDisplacedBlackYoYInflationCouponPricer() |
CurveDependentStepCondition<array_type>(Option::Type,Real) | CurveDependentStepCondition<array_type> | QuantLib.CurveDependentStepCondition<array_type> .CurveDependentStepCondition<array_type>(Option::Type,Real) |
CurveDependentStepCondition<array_type>(constQuantLib::Payoff*) | CurveDependentStepCondition<array_type> | QuantLib.CurveDependentStepCondition<array_type> .CurveDependentStepCondition<array_type>(constQuantLib::Payoff*) |
CurveDependentStepCondition<array_type>(constarray_type&) | CurveDependentStepCondition<array_type> | QuantLib.CurveDependentStepCondition<array_type> .CurveDependentStepCondition<array_type>(constarray_type&) |
GenericModelEngine<ModelType,ArgumentsType,ResultsType>(constHandle <ModelType>&) | GenericModelEngine<ModelType,ArgumentsType,ResultsType> | QuantLib.GenericModelEngine<ModelType,ArgumentsType,ResultsType> .GenericModelEngine<ModelType,ArgumentsType,ResultsType>(constHandle <ModelType>&) |
GenericModelEngine<ModelType,ArgumentsType,ResultsType>(constint) | GenericModelEngine<ModelType,ArgumentsType,ResultsType> | QuantLib.GenericModelEngine<ModelType,ArgumentsType,ResultsType> .GenericModelEngine<ModelType,ArgumentsType,ResultsType>(constint) |
CubicSplineOvershootingMinimization1<I1,I2>(constI1&,constI1&,constI2& ) | CubicSplineOvershootingMinimization1 | QuantLib.CubicSplineOvershootingMinimization1 .CubicSplineOvershootingMinimization1<I1,I2>(constI1&,constI1& ,constI2&) |
CubicSplineOvershootingMinimization2<I1,I2>(constI1&,constI1&,constI2& ) | CubicSplineOvershootingMinimization2 | QuantLib.CubicSplineOvershootingMinimization2 .CubicSplineOvershootingMinimization2<I1,I2>(constI1&,constI1& ,constI2&) |
InterpolatedCPICapFloorTermPriceSurface<Interpolator2D>(Real,Rate ,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&,constInterpolator2D&) | InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> | QuantLib.InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> .InterpolatedCPICapFloorTermPriceSurface<Interpolator2D>(Real,Rate ,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&,constInterpolator2D&) |
InverseNonCentralChiSquareDistribution(Real,Real,Size,Real) | InverseNonCentralChiSquareDistribution | QuantLib.InverseNonCentralChiSquareDistribution .InverseNonCentralChiSquareDistribution(Real,Real,Size,Real) |
FdmAffineModelSwapInnerValue<ModelType>(constint) | FdmAffineModelSwapInnerValue<ModelType> | QuantLib.FdmAffineModelSwapInnerValue<ModelType> .FdmAffineModelSwapInnerValue<ModelType>(constint) |
TrapezoidIntegral<IntegrationPolicy>(Real,Size) | TrapezoidIntegral<IntegrationPolicy> | QuantLib.TrapezoidIntegral<IntegrationPolicy>.TrapezoidIntegral <IntegrationPolicy>(Real,Size) |
GenericSequenceStatistics<StatisticsType>(Size) | GenericSequenceStatistics<StatisticsType> | QuantLib.GenericSequenceStatistics<StatisticsType> .GenericSequenceStatistics<StatisticsType>(Size) |
withFixedLegTerminationDateConvention(QuantLib::BusinessDayConvention) | withFixedLegTerminationDateConvention | QuantLib.MakeVanillaSwap.withFixedLegTerminationDateConvention (QuantLib::BusinessDayConvention) |
withFloatingLegTerminationDateConvention (QuantLib::BusinessDayConvention) | withFloatingLegTerminationDateConvention | QuantLib.MakeVanillaSwap.withFloatingLegTerminationDateConvention (QuantLib::BusinessDayConvention) |
operatorQuantLib::OvernightIndexedSwap() | operatorQuantLib::OvernightIndexedSwap | QuantLib.MakeOIS.operatorQuantLib::OvernightIndexedSwap() |
FDDividendAmericanEngineMerton73<Scheme>(constint) | FDDividendAmericanEngineMerton73<Scheme> | QuantLib.FDDividendAmericanEngineMerton73<> .FDDividendAmericanEngineMerton73<Scheme>(constint) |
FDDividendAmericanEngineShiftScale<Scheme>(constint) | FDDividendAmericanEngineShiftScale<Scheme> | QuantLib.FDDividendAmericanEngineShiftScale<> .FDDividendAmericanEngineShiftScale<Scheme>(constint) |
ForwardOptionArguments<ArgumentsType>() | ForwardOptionArguments<ArgumentsType> | QuantLib.ForwardOptionArguments<ArgumentsType>.ForwardOptionArguments <ArgumentsType>() |
withFloatingLegTerminationDateConvention (QuantLib::BusinessDayConvention) | withFloatingLegTerminationDateConvention | QuantLib.MakeCms.withFloatingLegTerminationDateConvention (QuantLib::BusinessDayConvention) |
operatorQuantLib::YoYInflationCapFloor() | operatorQuantLib::YoYInflationCapFloor | QuantLib.MakeYoYInflationCapFloor .operatorQuantLib::YoYInflationCapFloor() |
BivariateCumulativeNormalDistributionDr78(Real) | BivariateCumulativeNormalDistributionDr78 | QuantLib.BivariateCumulativeNormalDistributionDr78 .BivariateCumulativeNormalDistributionDr78(Real) |
BivariateCumulativeNormalDistributionWe04DP(Real) | BivariateCumulativeNormalDistributionWe04DP | QuantLib.BivariateCumulativeNormalDistributionWe04DP .BivariateCumulativeNormalDistributionWe04DP(Real) |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelMultiProduct.maxNumberOfCashFlowsPerProductPerStep () |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseMultiProduct .maxNumberOfCashFlowsPerProductPerStep() |
timeDependentUnCalibratedSwaptionVols(Size) | timeDependentUnCalibratedSwaptionVols | QuantLib.CTSMMCapletCalibration.timeDependentUnCalibratedSwaptionVols (Size) |
CTSMMCapletMaxHomogeneityCalibration (constQuantLib::EvolutionDescription&,constint) | CTSMMCapletMaxHomogeneityCalibration | QuantLib.CTSMMCapletMaxHomogeneityCalibration .CTSMMCapletMaxHomogeneityCalibration (constQuantLib::EvolutionDescription&,constint) |
VolatilityInterpolationSpecifierabcd(Size,Size,conststd::vector <PiecewiseConstantAbcdVariance>&,conststd::vector<Time>&,Real) | VolatilityInterpolationSpecifierabcd | QuantLib.VolatilityInterpolationSpecifierabcd .VolatilityInterpolationSpecifierabcd(Size,Size,conststd::vector <PiecewiseConstantAbcdVariance>&,conststd::vector<Time>&,Real) |
~VolatilityInterpolationSpecifierabcd() | ~VolatilityInterpolationSpecifierabcd | QuantLib.VolatilityInterpolationSpecifierabcd .~VolatilityInterpolationSpecifierabcd() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiProductComposite.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.SingleProductComposite.maxNumberOfCashFlowsPerProductPerStep( ) |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.CallSpecifiedMultiProduct .maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelCashRebate.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.ExerciseAdapter.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepCoinitialSwaps.maxNumberOfCashFlowsPerProductPerStep () |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepCoterminalSwaps .maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepCoterminalSwaptions .maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepForwards.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepInverseFloater.maxNumberOfCashFlowsPerProductPerStep () |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepNothing.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepOptionlets.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiProductPathwiseWrapper .maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepPeriodCapletSwaptions .maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepRatchet.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepSwap.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepSwaption.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepTarn.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.OneStepCoinitialSwaps.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.OneStepCoterminalSwaps.maxNumberOfCashFlowsPerProductPerStep( ) |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.OneStepForwards.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.OneStepOptionlets.maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.CallSpecifiedPathwiseMultiProduct .maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseCashRebate .maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseMultiCaplet .maxNumberOfCashFlowsPerProductPerStep() |
MarketModelPathwiseMultiDeflatedCaplet(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Time>&,conststd::vector<Rate >&) | MarketModelPathwiseMultiDeflatedCaplet | QuantLib.MarketModelPathwiseMultiDeflatedCaplet .MarketModelPathwiseMultiDeflatedCaplet(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Time>&,conststd::vector<Rate >&) |
MarketModelPathwiseMultiDeflatedCaplet(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Time>&,Rate) | MarketModelPathwiseMultiDeflatedCaplet | QuantLib.MarketModelPathwiseMultiDeflatedCaplet .MarketModelPathwiseMultiDeflatedCaplet(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Time>&,Rate) |
~MarketModelPathwiseMultiDeflatedCaplet() | ~MarketModelPathwiseMultiDeflatedCaplet | QuantLib.MarketModelPathwiseMultiDeflatedCaplet .~MarketModelPathwiseMultiDeflatedCaplet() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseMultiDeflatedCaplet .maxNumberOfCashFlowsPerProductPerStep() |
~MarketModelPathwiseMultiDeflatedCap() | ~MarketModelPathwiseMultiDeflatedCap | QuantLib.MarketModelPathwiseMultiDeflatedCap .~MarketModelPathwiseMultiDeflatedCap() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseMultiDeflatedCap .maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseInverseFloater .maxNumberOfCashFlowsPerProductPerStep() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseSwap.maxNumberOfCashFlowsPerProductPerStep () |
MarketModelPathwiseCoterminalSwaptionsDeflated(conststd::vector<Time>& ,conststd::vector<Rate>&) | MarketModelPathwiseCoterminalSwaptionsDeflated | QuantLib.MarketModelPathwiseCoterminalSwaptionsDeflated .MarketModelPathwiseCoterminalSwaptionsDeflated(conststd::vector<Time >&,conststd::vector<Rate>&) |
~MarketModelPathwiseCoterminalSwaptionsDeflated() | ~MarketModelPathwiseCoterminalSwaptionsDeflated | QuantLib.MarketModelPathwiseCoterminalSwaptionsDeflated .~MarketModelPathwiseCoterminalSwaptionsDeflated() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseCoterminalSwaptionsDeflated .maxNumberOfCashFlowsPerProductPerStep() |
MarketModelPathwiseCoterminalSwaptionsNumericalDeflated (conststd::vector<Time>&,conststd::vector<Rate>&,Real) | MarketModelPathwiseCoterminalSwaptionsNumericalDeflated | QuantLib.MarketModelPathwiseCoterminalSwaptionsNumericalDeflated .MarketModelPathwiseCoterminalSwaptionsNumericalDeflated (conststd::vector<Time>&,conststd::vector<Rate>&,Real) |
~MarketModelPathwiseCoterminalSwaptionsNumericalDeflated() | ~MarketModelPathwiseCoterminalSwaptionsNumericalDeflated | QuantLib.MarketModelPathwiseCoterminalSwaptionsNumericalDeflated .~MarketModelPathwiseCoterminalSwaptionsNumericalDeflated() |
maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseCoterminalSwaptionsNumericalDeflated .maxNumberOfCashFlowsPerProductPerStep() |
InterpolatedSmileSection<Interpolator>(Time,conststd::vector<Rate>& ,conststd::vector<Handle<Quote>>&,constHandle<QuantLib::Quote>& ,constInterpolator&,constQuantLib::DayCounter&) | InterpolatedSmileSection<Interpolator> | QuantLib.InterpolatedSmileSection<Interpolator> .InterpolatedSmileSection<Interpolator>(Time,conststd::vector<Rate>& ,conststd::vector<Handle<Quote>>&,constHandle<QuantLib::Quote>& ,constInterpolator&,constQuantLib::DayCounter&) |
InterpolatedSmileSection<Interpolator>(Time,conststd::vector<Rate>& ,conststd::vector<Real>&,Real,constInterpolator& ,constQuantLib::DayCounter&) | InterpolatedSmileSection<Interpolator> | QuantLib.InterpolatedSmileSection<Interpolator> .InterpolatedSmileSection<Interpolator>(Time,conststd::vector<Rate>& ,conststd::vector<Real>&,Real,constInterpolator& ,constQuantLib::DayCounter&) |
InterpolatedSmileSection<Interpolator>(constQuantLib::Date& ,conststd::vector<Rate>&,conststd::vector<Handle<Quote>>&,constHandle <QuantLib::Quote>&,constQuantLib::DayCounter&,constInterpolator& ,constQuantLib::Date&) | InterpolatedSmileSection<Interpolator> | QuantLib.InterpolatedSmileSection<Interpolator> .InterpolatedSmileSection<Interpolator>(constQuantLib::Date& ,conststd::vector<Rate>&,conststd::vector<Handle<Quote>>&,constHandle <QuantLib::Quote>&,constQuantLib::DayCounter&,constInterpolator& ,constQuantLib::Date&) |
InterpolatedSmileSection<Interpolator>(constQuantLib::Date& ,conststd::vector<Rate>&,conststd::vector<Real>&,Real ,constQuantLib::DayCounter&,constInterpolator&,constQuantLib::Date&) | InterpolatedSmileSection<Interpolator> | QuantLib.InterpolatedSmileSection<Interpolator> .InterpolatedSmileSection<Interpolator>(constQuantLib::Date& ,conststd::vector<Rate>&,conststd::vector<Real>&,Real ,constQuantLib::DayCounter&,constInterpolator&,constQuantLib::Date&) |
AnalyticContinuousGeometricAveragePriceAsianEngine(constint) | AnalyticContinuousGeometricAveragePriceAsianEngine | QuantLib.AnalyticContinuousGeometricAveragePriceAsianEngine .AnalyticContinuousGeometricAveragePriceAsianEngine(constint) |
AnalyticDiscreteGeometricAveragePriceAsianEngine(constint) | AnalyticDiscreteGeometricAveragePriceAsianEngine | QuantLib.AnalyticDiscreteGeometricAveragePriceAsianEngine .AnalyticDiscreteGeometricAveragePriceAsianEngine(constint) |
AnalyticDiscreteGeometricAverageStrikeAsianEngine(constint) | AnalyticDiscreteGeometricAverageStrikeAsianEngine | QuantLib.AnalyticDiscreteGeometricAverageStrikeAsianEngine .AnalyticDiscreteGeometricAverageStrikeAsianEngine(constint) |
MCDiscreteAveragingAsianEngine<RNG,S>(constint) | MCDiscreteAveragingAsianEngine<RNG,S> | QuantLib.MCDiscreteAveragingAsianEngine<RNG,S> .MCDiscreteAveragingAsianEngine<RNG,S>(constint) |
~EarlyExercisePathPricer<PathType,TimeType,ValueType>() | ~EarlyExercisePathPricer<PathType,TimeType,ValueType> | QuantLib.EarlyExercisePathPricer<PathType,TimeType,ValueType> .~EarlyExercisePathPricer<PathType,TimeType,ValueType>() |
LongstaffSchwartzPathPricer<PathType>(constQuantLib::TimeGrid& ,constint) | LongstaffSchwartzPathPricer<PathType> | QuantLib.LongstaffSchwartzPathPricer<PathType> .LongstaffSchwartzPathPricer<PathType>(constQuantLib::TimeGrid& ,constint) |
Statistics
Stat | SimpleName |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
Rule warning: Avoid fields with name too long |
warnif count > 0 from f in Application.Fields where
!f.IsGeneratedByCompiler &&
f.Name.Length > 35 && !f.IsThirdParty
select f
// The regex matches fields with name longer
// than 35 characters.
// Field Name doesn't contain the type and
// namespace prefix, FullName does.
1 fields matched
field | Full Name |
---|---|
timeDependentCalibratedSwaptionVols_ | QuantLib.CTSMMCapletCalibration.timeDependentCalibratedSwaptionVols_ |
Statistics
Stat |
---|
Sum: |
Average: |
Minimum: |
Maximum: |
Standard deviation: |
Variance: |
Rule warning: Namespace name should correspond to file location |
// For a good code organization,
// do mirror the namespaces hierarchy and the source files directories tree.
warnif count > 0
from n in Application.Namespaces
// Replace dots by spaces in namespace name
let dirCorresponding = n.Name.Replace('.', ' ')
// Look at source file decl of JustMyCode type's declared in n
from t in n.ChildTypes
where JustMyCode.Contains(t)
from decl in t.SourceDecls
let sourceFilePath = decl.SourceFile.FilePath.ToString()
// Replace dots and path separators by spaces in source files names
where !sourceFilePath.Replace('.',' ').Replace('\\',' ').Contains(dirCorresponding) && !t.IsThirdParty
select new { t, dirCorresponding , sourceFilePath }
196 types matched
types | dirCorresponding | sourceFilePath | Full Name |
---|---|---|---|
__Globals | QuantLib | c:\GlobalMembers | QuantLib.__Globals |
__Globals | QuantLib detail | c:\GlobalMembers | QuantLib.detail.__Globals |
long_period_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\period.hpp | QuantLib.detail.long_period_holder |
short_period_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\period.hpp | QuantLib.detail.short_period_holder |
long_weekday_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\weekday.hpp | QuantLib.detail.long_weekday_holder |
short_weekday_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\weekday.hpp | QuantLib.detail.short_weekday_holder |
shortest_weekday_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\weekday.hpp | QuantLib.detail.shortest_weekday_holder |
FloatingPointNull<true> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\null.hpp | QuantLib.detail.FloatingPointNull<true> |
FloatingPointNull<false> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\null.hpp | QuantLib.detail.FloatingPointNull<false> |
short_date_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\date.hpp | QuantLib.detail.short_date_holder |
long_date_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\date.hpp | QuantLib.detail.long_date_holder |
iso_date_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\date.hpp | QuantLib.detail.iso_date_holder |
formatted_date_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\date.hpp | QuantLib.detail.formatted_date_holder |
simple_event | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\event.hpp | QuantLib.detail.simple_event |
EmptyArg | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.EmptyArg |
EmptyRes | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.EmptyRes |
EmptyDim | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.EmptyDim |
DataTable<X> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.DataTable<X> |
DataTable<double> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.DataTable<double> |
Data<X,Y> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Data<X,Y> |
Data<std::vector<double,std::allocator<double>> ,QuantLib::detail::EmptyArg> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Data<std::vector<double,std::allocator<double>> ,QuantLib::detail::EmptyArg> |
Point<X,Y> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Point<X,Y> |
Point<double,QuantLib::detail::EmptyArg> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Point<double,QuantLib::detail::EmptyArg> |
Point<double,QuantLib::detail::EmptyRes> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Point<double,QuantLib::detail::EmptyRes> |
Point<unsignedint,QuantLib::detail::EmptyDim> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Point<unsignedint,QuantLib::detail::EmptyDim> |
Point<QuantLib::detail::DataTable<Real>,QuantLib::detail::EmptyRes> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Point<QuantLib::detail::DataTable<Real> ,QuantLib::detail::EmptyRes> |
base_cubic_spline | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.base_cubic_spline |
n_cubic_spline<X> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.n_cubic_spline<X> |
base_cubic_splint | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.base_cubic_splint |
n_cubic_splint<X> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.n_cubic_splint<X> |
Int2Type<i> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<i> |
Int2Type<2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<2> |
Int2Type<3> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<3> |
Int2Type<4> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<4> |
Int2Type<5> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<5> |
Int2Type<6> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<6> |
Int2Type<7> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<7> |
Int2Type<8> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<8> |
Int2Type<9> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<9> |
Int2Type<10> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<10> |
Int2Type<11> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<11> |
Int2Type<12> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<12> |
Int2Type<13> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<13> |
Int2Type<14> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<14> |
Int2Type<15> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<15> |
LinearInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\linearinterpolation.hpp | QuantLib.detail.LinearInterpolationImpl<I1,I2> |
CoefficientHolder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\cubicinterpolation.hpp | QuantLib.detail.CoefficientHolder |
CubicInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\cubicinterpolation.hpp | QuantLib.detail.CubicInterpolationImpl<I1,I2> |
Polynomial2DSplineImpl<I1,I2,M> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\inflation\polynomial2Dspline.hpp | QuantLib.detail.Polynomial2DSplineImpl<I1,I2,M> |
null_checker<T> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\dataformatters.hpp | QuantLib.detail.null_checker<T> |
ordinal_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\dataformatters.hpp | QuantLib.detail.ordinal_holder |
power_of_two_holder<T> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\dataformatters.hpp | QuantLib.detail.power_of_two_holder<T> |
percent_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\dataformatters.hpp | QuantLib.detail.percent_holder |
sequence_holder<InputIterator> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\dataformatters.hpp | QuantLib.detail.sequence_holder<InputIterator> |
BicubicSplineDerivatives | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\bicubicsplineinterpolation.hpp | QuantLib.detail.BicubicSplineDerivatives |
BicubicSplineImpl<I1,I2,M> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\bicubicsplineinterpolation.hpp | QuantLib.detail.BicubicSplineImpl<I1,I2,M> |
BilinearInterpolationImpl<I1,I2,M> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\bilinearinterpolation.hpp | QuantLib.detail.BilinearInterpolationImpl<I1,I2,M> |
ImpliedVolatilityHelper | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\instruments\impliedvolatility.hpp | QuantLib.detail.ImpliedVolatilityHelper |
DividendAdder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\pricingengines\vanilla\fddividendengine.hpp | QuantLib.detail.DividendAdder |
AbcdCoeffHolder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\abcdinterpolation.hpp | QuantLib.detail.AbcdCoeffHolder |
AbcdInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\abcdinterpolation.hpp | QuantLib.detail.AbcdInterpolationImpl<I1,I2> |
SABRCoeffHolder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\sabrinterpolation.hpp | QuantLib.detail.SABRCoeffHolder |
SABRInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\sabrinterpolation.hpp | QuantLib.detail.SABRInterpolationImpl<I1,I2> |
SABRInterpolationImpl<I1,I2>+SabrParametersTransformation | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\sabrinterpolation.hpp | QuantLib.detail.SABRInterpolationImpl<I1,I2 >+SabrParametersTransformation |
SABRInterpolationImpl<I1,I2>+SABRError | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\sabrinterpolation.hpp | QuantLib.detail.SABRInterpolationImpl<I1,I2>+SABRError |
BootstrapHelperSorter | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\termstructures\bootstraphelper.hpp | QuantLib.detail.BootstrapHelperSorter |
Tracing | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\tracing.hpp | QuantLib.detail.Tracing |
HullWhiteCapFloorPricer | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\pricingengines\capfloor\mchullwhiteengine.hpp | QuantLib.detail.HullWhiteCapFloorPricer |
ForwardFlatInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\forwardflatinterpolation.hpp | QuantLib.detail.ForwardFlatInterpolationImpl<I1,I2> |
VannaVolgaInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\barrieroption\vannavolgainterpolation.hpp | QuantLib.detail.VannaVolgaInterpolationImpl<I1,I2> |
OdeFctWrapper<T> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\math\adaptiverungekutta.hpp | QuantLib.detail.OdeFctWrapper<T> |
__Globals | QuantLib io | c:\GlobalMembers | QuantLib.io.__Globals |
__Globals | QuantLib MINPACK | c:\GlobalMembers | QuantLib.MINPACK.__Globals |
__Globals | QuantLib ForwardForwardMappings | c:\GlobalMembers | QuantLib.ForwardForwardMappings.__Globals |
SparkSpreadPrice | QuantLib anonymous_namespace{dynprogvppintrinsicvalueengine cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\dynprogvppintrinsicvalueengine.cpp | QuantLib.anonymous_namespace{dynprogvppintrinsicvalueengine.cpp} .SparkSpreadPrice |
FuelPrice | QuantLib anonymous_namespace{dynprogvppintrinsicvalueengine cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\dynprogvppintrinsicvalueengine.cpp | QuantLib.anonymous_namespace{dynprogvppintrinsicvalueengine.cpp} .FuelPrice |
FdmStorageValue | QuantLib anonymous_namespace{fdsimpleextoustorageengine cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\fdsimpleextoustorageengine.cpp | QuantLib.anonymous_namespace{fdsimpleextoustorageengine.cpp} .FdmStorageValue |
FdmSparkSpreadInnerValue | QuantLib anonymous_namespace{fdsimpleklugeextouvppengine cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\fdsimpleklugeextouvppengine.cpp | QuantLib.anonymous_namespace{fdsimpleklugeextouvppengine.cpp} .FdmSparkSpreadInnerValue |
IdenticalPayoff | QuantLib anonymous_namespace{vanillavppoption cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\vanillavppoption.cpp | QuantLib.anonymous_namespace{vanillavppoption.cpp}.IdenticalPayoff |
__Globals | QuantLib anonymous_namespace{vanillaswingoption cpp} | c:\GlobalMembers | QuantLib.anonymous_namespace{vanillaswingoption.cpp}.__Globals |
sort_by_cost | QuantLib anonymous_namespace{differentialevolution cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\math\optimization\differentialevolution.cpp | QuantLib.anonymous_namespace{differentialevolution.cpp}.sort_by_cost |
RichardsonEqn | QuantLib anonymous_namespace{richardsonextrapolation cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\math\richardsonextrapolation.cpp | QuantLib.anonymous_namespace{richardsonextrapolation.cpp} .RichardsonEqn |
__Globals | QuantLib anonymous_namespace{fdmmeshercomposite cpp} | c:\GlobalMembers | QuantLib.anonymous_namespace{fdmmeshercomposite.cpp}.__Globals |
__Globals | QuantLib anonymous_namespace{lsmbasissystem cpp} | c:\GlobalMembers | QuantLib.anonymous_namespace{lsmbasissystem.cpp}.__Globals |
MonomialFct | QuantLib anonymous_namespace{lsmbasissystem cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\montecarlo\lsmbasissystem.cpp | QuantLib.anonymous_namespace{lsmbasissystem.cpp}.MonomialFct |
MultiDimFct | QuantLib anonymous_namespace{lsmbasissystem cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\montecarlo\lsmbasissystem.cpp | QuantLib.anonymous_namespace{lsmbasissystem.cpp}.MultiDimFct |
ValueEstimate | QuantLib anonymous_namespace{parametricexercise cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\montecarlo\parametricexercise.cpp | QuantLib.anonymous_namespace{parametricexercise.cpp}.ValueEstimate |
__Globals | QuantLib anonymous_namespace{averagebmacoupon cpp} | c:\GlobalMembers | QuantLib.anonymous_namespace{averagebmacoupon.cpp}.__Globals |
AverageBMACouponPricer | QuantLib anonymous_namespace{averagebmacoupon cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\averagebmacoupon.cpp | QuantLib.anonymous_namespace{averagebmacoupon.cpp} .AverageBMACouponPricer |
__Globals | QuantLib anonymous_namespace{cashflows cpp} | c:\GlobalMembers | QuantLib.anonymous_namespace{cashflows.cpp}.__Globals |
BPSCalculator | QuantLib anonymous_namespace{cashflows cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\cashflows.cpp | QuantLib.anonymous_namespace{cashflows.cpp}.BPSCalculator |
IrrFinder | QuantLib anonymous_namespace{cashflows cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\cashflows.cpp | QuantLib.anonymous_namespace{cashflows.cpp}.IrrFinder |
ZSpreadFinder | QuantLib anonymous_namespace{cashflows cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\cashflows.cpp | QuantLib.anonymous_namespace{cashflows.cpp}.ZSpreadFinder |
VariableChange | QuantLib anonymous_namespace{conundrumpricer cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\conundrumpricer.cpp | QuantLib.anonymous_namespace{conundrumpricer.cpp}.VariableChange |
Spy | QuantLib anonymous_namespace{conundrumpricer cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\conundrumpricer.cpp | QuantLib.anonymous_namespace{conundrumpricer.cpp}.Spy |
PricerSetter | QuantLib anonymous_namespace{couponpricer cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\couponpricer.cpp | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter |
OvernightIndexedCouponPricer | QuantLib anonymous_namespace{overnightindexedcoupon cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\overnightindexedcoupon.cpp | QuantLib.anonymous_namespace{overnightindexedcoupon.cpp} .OvernightIndexedCouponPricer |
__Globals | QuantLib anonymous_namespace{bmaindex cpp} | c:\GlobalMembers | QuantLib.anonymous_namespace{bmaindex.cpp}.__Globals |
__Globals | QuantLib anonymous_namespace{euribor cpp} | c:\GlobalMembers | QuantLib.anonymous_namespace{euribor.cpp}.__Globals |
__Globals | QuantLib anonymous_namespace{eurlibor cpp} | c:\GlobalMembers | QuantLib.anonymous_namespace{eurlibor.cpp}.__Globals |
Statistics
Stat | dirCorresponding | sourceFilePath |
---|---|---|
Sum: | 0 | 0 |
Average: | 0 | 0 |
Minimum: | 0 | 0 |
Maximum: | 0 | 0 |
Standard deviation: | 0 | 0 |
Variance: | 0 | 0 |
Source Files Organization | 040 |
|
Rule warning: Avoid defining multiple types in a source file |
warnif count > 0
// Build a lookup indexed by source files, values being a sequence of types defined in the source file.
let lookup = Application.Types.Where(t =>
!t.IsGlobal &&
// except nested types and types generated by compilers!
!t.IsGeneratedByCompiler &&
!t.IsNested)
// It could make sense to not apply this rule for enumerations.
// && !t.IsEnumeration)
// We use multi-key, since a type can be declared in multiple source files.
.ToMultiKeyLookup(t => t.SourceDecls.Select(d => d.SourceFile))
from @group in lookup where @group.Count() > 1
let sourceFile = @group.Key
// CQLinq doesn't let indexing result with sourceFile
// so we choose a typeIndex in types,
// preferably the type that has the file name.
let typeWithSourceFileName = @group.FirstOrDefault(t => t.SimpleName == sourceFile.FileNameWithoutExtension)
let typeIndex = typeWithSourceFileName ?? @group.First()
select new { typeIndex,
types = @group as IEnumerable<IType>,
sourceFile.FilePathString }
217 types matched
types | types | FilePathString | Full Name |
---|---|---|---|
Schedule | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\time\schedule.hpp | QuantLib.Schedule |
FixedRateCoupon | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\fixedratecoupon.hpp | QuantLib.FixedRateCoupon |
Replication | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\replication.hpp | QuantLib.Replication |
SwapIndex | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\swapindex.hpp | QuantLib.SwapIndex |
CPI | 4 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\cpicoupon.hpp | QuantLib.CPI |
Period | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\time\period.hpp | QuantLib.Period |
Weekday | 4 types | C:\QuantLib-1.4\QuantLib-1.4\ql\time\weekday.hpp | QuantLib.Weekday |
Null<T> | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\null.hpp | QuantLib.Null<T> |
Month | 7 types | C:\QuantLib-1.4\QuantLib-1.4\ql\time\date.hpp | QuantLib.Month |
Observable | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\patterns\observable.hpp | QuantLib.Observable |
Event | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\event.hpp | QuantLib.Event |
CashFlow | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflow.hpp | QuantLib.CashFlow |
PricingEngine | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\pricingengine.hpp | QuantLib.PricingEngine |
Option | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\option.hpp | QuantLib.Option |
AcyclicVisitor | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\patterns\visitor.hpp | QuantLib.AcyclicVisitor |
Handle<T> | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\handle.hpp | QuantLib.Handle<T> |
Region | 7 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\region.hpp | QuantLib.Region |
Settings | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\settings.hpp | QuantLib.Settings |
Seasonality | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\termstructures\inflation\seasonality.hpp | QuantLib.Seasonality |
InflationTermStructure | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\termstructures\inflationtermstructure.hpp | QuantLib.InflationTermStructure |
Rounding | 6 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\rounding.hpp | QuantLib.Rounding |
InflationIndex | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\inflationindex.hpp | QuantLib.InflationIndex |
YoYInflationCoupon | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\yoyinflationcoupon.hpp | QuantLib.YoYInflationCoupon |
YoYOptionletVolatilitySurface | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\termstructures\volatility\inflation\yoyinflationoptionletvolatilitystructure.hpp | QuantLib.YoYOptionletVolatilitySurface |
InflationCouponPricer | 5 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\inflationcouponpricer.hpp | QuantLib.InflationCouponPricer |
Exercise | 5 types | C:\QuantLib-1.4\QuantLib-1.4\ql\exercise.hpp | QuantLib.Exercise |
Array | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\array.hpp | QuantLib.Array |
FdmInnerValueCalculator | 4 types | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\finitedifferences\utilities\fdminnervaluecalculator.hpp | QuantLib.FdmInnerValueCalculator |
NullPayoff | 11 types | C:\QuantLib-1.4\QuantLib-1.4\ql\instruments\payoffs.hpp | QuantLib.NullPayoff |
StepCondition<array_type> | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\finitedifferences\stepcondition.hpp | QuantLib.StepCondition<array_type> |
FdmVPPStepConditionParams | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\fdmvppstepcondition.hpp | QuantLib.FdmVPPStepConditionParams |
StochasticProcess | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\stochasticprocess.hpp | QuantLib.StochasticProcess |
NormalDistribution | 5 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\distributions\normaldistribution.hpp | QuantLib.NormalDistribution |
Dividend | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\dividend.hpp | QuantLib.Dividend |
BoundaryCondition<Operator> | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\finitedifferences\boundarycondition.hpp | QuantLib.BoundaryCondition<Operator> |
FdmSchemeDesc | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\finitedifferences\solvers\fdmbackwardsolver.hpp | QuantLib.FdmSchemeDesc |
MultiCubicSpline<i> | 32 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.MultiCubicSpline<i> |
BasketPayoff | 6 types | C:\QuantLib-1.4\QuantLib-1.4\ql\instruments\basketoption.hpp | QuantLib.BasketPayoff |
constant<T,U> | 11 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\functional.hpp | QuantLib.constant<T,U> |
BlackVolTermStructure | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\termstructures\volatility\equityfx\blackvoltermstructure.hpp | QuantLib.BlackVolTermStructure |
GeneralizedBlackScholesProcess | 5 types | C:\QuantLib-1.4\QuantLib-1.4\ql\processes\blackscholesprocess.hpp | QuantLib.GeneralizedBlackScholesProcess |
LinearInterpolation | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\linearinterpolation.hpp | QuantLib.LinearInterpolation |
GaussianOrthogonalPolynomial | 9 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\integrals\gaussianorthogonalpolynomial.hpp | QuantLib.GaussianOrthogonalPolynomial |
GaussianQuadrature | 10 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\integrals\gaussianquadratures.hpp | QuantLib.GaussianQuadrature |
SwingExercise | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\instruments\vanillaswingoption.hpp | QuantLib.SwingExercise |
CubicInterpolation | 13 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\cubicinterpolation.hpp | QuantLib.CubicInterpolation |
Polynomial2DSpline | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\inflation\polynomial2Dspline.hpp | QuantLib.Polynomial2DSpline |
CPICapFloorTermPriceSurface | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\inflation\cpicapfloortermpricesurface.hpp | QuantLib.CPICapFloorTermPriceSurface |
PoissonDistribution | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\distributions\poissondistribution.hpp | QuantLib.PoissonDistribution |
GenericPseudoRandom<URNG,IC> | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\randomnumbers\rngtraits.hpp | QuantLib.GenericPseudoRandom<URNG,IC> |
SimpleCashFlow | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\simplecashflow.hpp | QuantLib.SimpleCashFlow |
IborIndex | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\iborindex.hpp | QuantLib.IborIndex |
IborCoupon | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\iborcoupon.hpp | QuantLib.IborCoupon |
FloatingRateCouponPricer | 4 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\couponpricer.hpp | QuantLib.FloatingRateCouponPricer |
BiCGStabResult | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\matrixutilities\bicgstab.hpp | QuantLib.BiCGStabResult |
Constraint | 6 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\optimization\constraint.hpp | QuantLib.Constraint |
CostFunction | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\optimization\costfunction.hpp | QuantLib.CostFunction |
BrownianGenerator | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\models\marketmodels\browniangenerator.hpp | QuantLib.BrownianGenerator |
SobolBrownianGenerator | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\models\marketmodels\browniangenerators\sobolbrowniangenerator.hpp | QuantLib.SobolBrownianGenerator |
GammaDistribution | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\distributions\gammadistribution.hpp | QuantLib.GammaDistribution |
ChiSquareDistribution | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\distributions\chisquaredistribution.hpp | QuantLib.ChiSquareDistribution |
FdmHestonEquityPart | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\finitedifferences\operators\fdmhestonop.hpp | QuantLib.FdmHestonEquityPart |
DiscretizedAsset | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\discretizedasset.hpp | QuantLib.DiscretizedAsset |
Parameter | 5 types | C:\QuantLib-1.4\QuantLib-1.4\ql\models\parameter.hpp | QuantLib.Parameter |
AffineModel | 4 types | C:\QuantLib-1.4\QuantLib-1.4\ql\models\model.hpp | QuantLib.AffineModel |
Settlement | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\instruments\swaption.hpp | QuantLib.Settlement |
OneFactorModel | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\models\shortrate\onefactormodel.hpp | QuantLib.OneFactorModel |
ForwardMeasureProcess | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\processes\forwardmeasureprocess.hpp | QuantLib.ForwardMeasureProcess |
HullWhiteProcess | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\processes\hullwhiteprocess.hpp | QuantLib.HullWhiteProcess |
FdmHestonHullWhiteEquityPart | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\finitedifferences\operators\fdmhestonhullwhiteop.hpp | QuantLib.FdmHestonHullWhiteEquityPart |
BicubicSpline | 4 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\bicubicsplineinterpolation.hpp | QuantLib.BicubicSpline |
BilinearInterpolation | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\bilinearinterpolation.hpp | QuantLib.BilinearInterpolation |
TrapezoidIntegral<IntegrationPolicy> | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\integrals\trapezoidintegral.hpp | QuantLib.TrapezoidIntegral<IntegrationPolicy> |
GenericGaussianStatistics<Stat> | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\statistics\gaussianstatistics.hpp | QuantLib.GenericGaussianStatistics<Stat> |
TransformedGrid | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\transformedgrid.hpp | QuantLib.TransformedGrid |
PdeSecondOrderParabolic | 4 types | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\finitedifferences\pde.hpp | QuantLib.PdeSecondOrderParabolic |
BinomialTree<T> | 10 types | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\lattices\binomialtree.hpp | QuantLib.BinomialTree<T> |
BinomialDistribution | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\distributions\binomialdistribution.hpp | QuantLib.BinomialDistribution |
AverageBMACoupon | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\averagebmacoupon.hpp | QuantLib.AverageBMACoupon |
CmsCoupon | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\cmscoupon.hpp | QuantLib.CmsCoupon |
CappedFlooredCoupon | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\capflooredcoupon.hpp | QuantLib.CappedFlooredCoupon |
RangeAccrualFloatersCoupon | 4 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\rangeaccrual.hpp | QuantLib.RangeAccrualFloatersCoupon |
VanillaOptionPricer | 7 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\conundrumpricer.hpp | QuantLib.VanillaOptionPricer |
GaussKronrodNonAdaptive | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\math\integrals\kronrodintegral.hpp | QuantLib.GaussKronrodNonAdaptive |
DigitalCmsCoupon | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\digitalcmscoupon.hpp | QuantLib.DigitalCmsCoupon |
DigitalIborCoupon | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\digitaliborcoupon.hpp | QuantLib.DigitalIborCoupon |
SubPeriodsCoupon | 4 types | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\coupons\subperiodcoupons.hpp | QuantLib.SubPeriodsCoupon |
OvernightIndexedCoupon | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\overnightindexedcoupon.hpp | QuantLib.OvernightIndexedCoupon |
ARSCurrency | 12 types | C:\QuantLib-1.4\QuantLib-1.4\ql\currencies\america.hpp | QuantLib.ARSCurrency |
BGLCurrency | 35 types | C:\QuantLib-1.4\QuantLib-1.4\ql\currencies\europe.hpp | QuantLib.BGLCurrency |
Euribor | 32 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\ibor\euribor.hpp | QuantLib.Euribor |
EURLibor | 17 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\ibor\eurlibor.hpp | QuantLib.EURLibor |
JointCalendarRule | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\time\calendars\jointcalendar.hpp | QuantLib.JointCalendarRule |
Libor | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\ibor\libor.hpp | QuantLib.Libor |
CHFLibor | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\ibor\chflibor.hpp | QuantLib.CHFLibor |
EuriborSwapIsdaFixA | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\swap\euriborswap.hpp | QuantLib.EuriborSwapIsdaFixA |
EurLiborSwapIsdaFixA | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\swap\eurliborswap.hpp | QuantLib.EurLiborSwapIsdaFixA |
GBPLibor | 3 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\ibor\gbplibor.hpp | QuantLib.GBPLibor |
JpyLiborSwapIsdaFixAm | 2 types | C:\QuantLib-1.4\QuantLib-1.4\ql\indexes\swap\jpyliborswap.hpp | QuantLib.JpyLiborSwapIsdaFixAm |
BDTCurrency | 16 types | C:\QuantLib-1.4\QuantLib-1.4\ql\currencies\asia.hpp | QuantLib.BDTCurrency |
Statistics
Stat | types | FilePathString |
---|---|---|
Sum: | 0 | 0 |
Average: | 0 | 0 |
Minimum: | 0 | 0 |
Maximum: | 0 | 0 |
Standard deviation: | 0 | 0 |
Variance: | 0 | 0 |
Rule warning: Namespace name should correspond to file location |
// For a good code organization,
// do mirror the namespaces hierarchy and the source files directories tree.
warnif count > 0
from n in Application.Namespaces
// Replace dots by spaces in namespace name
let dirCorresponding = n.Name.Replace('.', ' ')
// Look at source file decl of JustMyCode type's declared in n
from t in n.ChildTypes
where JustMyCode.Contains(t) && !t.IsGlobal
from decl in t.SourceDecls
let sourceFilePath = decl.SourceFile.FilePath.ToString()
// Replace dots and path separators by spaces in source files names
where !sourceFilePath.Replace('.',' ').Replace('\\',' ').Contains(dirCorresponding)
select new { t, dirCorresponding , sourceFilePath }
131 types matched
types | dirCorresponding | sourceFilePath | Full Name |
---|---|---|---|
long_period_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\period.hpp | QuantLib.detail.long_period_holder |
short_period_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\period.hpp | QuantLib.detail.short_period_holder |
long_weekday_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\weekday.hpp | QuantLib.detail.long_weekday_holder |
short_weekday_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\weekday.hpp | QuantLib.detail.short_weekday_holder |
shortest_weekday_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\weekday.hpp | QuantLib.detail.shortest_weekday_holder |
FloatingPointNull<true> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\null.hpp | QuantLib.detail.FloatingPointNull<true> |
FloatingPointNull<false> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\null.hpp | QuantLib.detail.FloatingPointNull<false> |
short_date_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\date.hpp | QuantLib.detail.short_date_holder |
long_date_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\date.hpp | QuantLib.detail.long_date_holder |
iso_date_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\date.hpp | QuantLib.detail.iso_date_holder |
formatted_date_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\time\date.hpp | QuantLib.detail.formatted_date_holder |
simple_event | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\event.hpp | QuantLib.detail.simple_event |
EmptyArg | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.EmptyArg |
EmptyRes | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.EmptyRes |
EmptyDim | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.EmptyDim |
DataTable<X> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.DataTable<X> |
DataTable<double> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.DataTable<double> |
Data<X,Y> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Data<X,Y> |
Data<std::vector<double,std::allocator<double>> ,QuantLib::detail::EmptyArg> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Data<std::vector<double,std::allocator<double>> ,QuantLib::detail::EmptyArg> |
Point<X,Y> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Point<X,Y> |
Point<double,QuantLib::detail::EmptyArg> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Point<double,QuantLib::detail::EmptyArg> |
Point<double,QuantLib::detail::EmptyRes> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Point<double,QuantLib::detail::EmptyRes> |
Point<unsignedint,QuantLib::detail::EmptyDim> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Point<unsignedint,QuantLib::detail::EmptyDim> |
Point<QuantLib::detail::DataTable<Real>,QuantLib::detail::EmptyRes> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Point<QuantLib::detail::DataTable<Real> ,QuantLib::detail::EmptyRes> |
base_cubic_spline | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.base_cubic_spline |
n_cubic_spline<X> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.n_cubic_spline<X> |
base_cubic_splint | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.base_cubic_splint |
n_cubic_splint<X> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.n_cubic_splint<X> |
Int2Type<i> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<i> |
Int2Type<2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<2> |
Int2Type<3> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<3> |
Int2Type<4> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<4> |
Int2Type<5> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<5> |
Int2Type<6> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<6> |
Int2Type<7> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<7> |
Int2Type<8> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<8> |
Int2Type<9> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<9> |
Int2Type<10> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<10> |
Int2Type<11> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<11> |
Int2Type<12> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<12> |
Int2Type<13> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<13> |
Int2Type<14> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<14> |
Int2Type<15> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\multicubicspline.hpp | QuantLib.detail.Int2Type<15> |
LinearInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\linearinterpolation.hpp | QuantLib.detail.LinearInterpolationImpl<I1,I2> |
CoefficientHolder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\cubicinterpolation.hpp | QuantLib.detail.CoefficientHolder |
CubicInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\cubicinterpolation.hpp | QuantLib.detail.CubicInterpolationImpl<I1,I2> |
Polynomial2DSplineImpl<I1,I2,M> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\inflation\polynomial2Dspline.hpp | QuantLib.detail.Polynomial2DSplineImpl<I1,I2,M> |
null_checker<T> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\dataformatters.hpp | QuantLib.detail.null_checker<T> |
ordinal_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\dataformatters.hpp | QuantLib.detail.ordinal_holder |
power_of_two_holder<T> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\dataformatters.hpp | QuantLib.detail.power_of_two_holder<T> |
percent_holder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\dataformatters.hpp | QuantLib.detail.percent_holder |
sequence_holder<InputIterator> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\dataformatters.hpp | QuantLib.detail.sequence_holder<InputIterator> |
BicubicSplineDerivatives | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\bicubicsplineinterpolation.hpp | QuantLib.detail.BicubicSplineDerivatives |
BicubicSplineImpl<I1,I2,M> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\bicubicsplineinterpolation.hpp | QuantLib.detail.BicubicSplineImpl<I1,I2,M> |
BilinearInterpolationImpl<I1,I2,M> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\bilinearinterpolation.hpp | QuantLib.detail.BilinearInterpolationImpl<I1,I2,M> |
ImpliedVolatilityHelper | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\instruments\impliedvolatility.hpp | QuantLib.detail.ImpliedVolatilityHelper |
DividendAdder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\pricingengines\vanilla\fddividendengine.hpp | QuantLib.detail.DividendAdder |
AbcdCoeffHolder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\abcdinterpolation.hpp | QuantLib.detail.AbcdCoeffHolder |
AbcdInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\abcdinterpolation.hpp | QuantLib.detail.AbcdInterpolationImpl<I1,I2> |
SABRCoeffHolder | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\sabrinterpolation.hpp | QuantLib.detail.SABRCoeffHolder |
SABRInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\sabrinterpolation.hpp | QuantLib.detail.SABRInterpolationImpl<I1,I2> |
SABRInterpolationImpl<I1,I2>+SabrParametersTransformation | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\sabrinterpolation.hpp | QuantLib.detail.SABRInterpolationImpl<I1,I2 >+SabrParametersTransformation |
SABRInterpolationImpl<I1,I2>+SABRError | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\sabrinterpolation.hpp | QuantLib.detail.SABRInterpolationImpl<I1,I2>+SABRError |
BootstrapHelperSorter | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\termstructures\bootstraphelper.hpp | QuantLib.detail.BootstrapHelperSorter |
Tracing | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\utilities\tracing.hpp | QuantLib.detail.Tracing |
HullWhiteCapFloorPricer | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\pricingengines\capfloor\mchullwhiteengine.hpp | QuantLib.detail.HullWhiteCapFloorPricer |
ForwardFlatInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\math\interpolations\forwardflatinterpolation.hpp | QuantLib.detail.ForwardFlatInterpolationImpl<I1,I2> |
VannaVolgaInterpolationImpl<I1,I2> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\barrieroption\vannavolgainterpolation.hpp | QuantLib.detail.VannaVolgaInterpolationImpl<I1,I2> |
OdeFctWrapper<T> | QuantLib detail | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\math\adaptiverungekutta.hpp | QuantLib.detail.OdeFctWrapper<T> |
SparkSpreadPrice | QuantLib anonymous_namespace{dynprogvppintrinsicvalueengine cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\dynprogvppintrinsicvalueengine.cpp | QuantLib.anonymous_namespace{dynprogvppintrinsicvalueengine.cpp} .SparkSpreadPrice |
FuelPrice | QuantLib anonymous_namespace{dynprogvppintrinsicvalueengine cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\dynprogvppintrinsicvalueengine.cpp | QuantLib.anonymous_namespace{dynprogvppintrinsicvalueengine.cpp} .FuelPrice |
FdmStorageValue | QuantLib anonymous_namespace{fdsimpleextoustorageengine cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\fdsimpleextoustorageengine.cpp | QuantLib.anonymous_namespace{fdsimpleextoustorageengine.cpp} .FdmStorageValue |
FdmSparkSpreadInnerValue | QuantLib anonymous_namespace{fdsimpleklugeextouvppengine cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\fdsimpleklugeextouvppengine.cpp | QuantLib.anonymous_namespace{fdsimpleklugeextouvppengine.cpp} .FdmSparkSpreadInnerValue |
IdenticalPayoff | QuantLib anonymous_namespace{vanillavppoption cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\experimental\finitedifferences\vanillavppoption.cpp | QuantLib.anonymous_namespace{vanillavppoption.cpp}.IdenticalPayoff |
sort_by_cost | QuantLib anonymous_namespace{differentialevolution cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\math\optimization\differentialevolution.cpp | QuantLib.anonymous_namespace{differentialevolution.cpp}.sort_by_cost |
RichardsonEqn | QuantLib anonymous_namespace{richardsonextrapolation cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\math\richardsonextrapolation.cpp | QuantLib.anonymous_namespace{richardsonextrapolation.cpp} .RichardsonEqn |
MonomialFct | QuantLib anonymous_namespace{lsmbasissystem cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\montecarlo\lsmbasissystem.cpp | QuantLib.anonymous_namespace{lsmbasissystem.cpp}.MonomialFct |
MultiDimFct | QuantLib anonymous_namespace{lsmbasissystem cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\montecarlo\lsmbasissystem.cpp | QuantLib.anonymous_namespace{lsmbasissystem.cpp}.MultiDimFct |
ValueEstimate | QuantLib anonymous_namespace{parametricexercise cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\methods\montecarlo\parametricexercise.cpp | QuantLib.anonymous_namespace{parametricexercise.cpp}.ValueEstimate |
AverageBMACouponPricer | QuantLib anonymous_namespace{averagebmacoupon cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\averagebmacoupon.cpp | QuantLib.anonymous_namespace{averagebmacoupon.cpp} .AverageBMACouponPricer |
BPSCalculator | QuantLib anonymous_namespace{cashflows cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\cashflows.cpp | QuantLib.anonymous_namespace{cashflows.cpp}.BPSCalculator |
IrrFinder | QuantLib anonymous_namespace{cashflows cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\cashflows.cpp | QuantLib.anonymous_namespace{cashflows.cpp}.IrrFinder |
ZSpreadFinder | QuantLib anonymous_namespace{cashflows cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\cashflows.cpp | QuantLib.anonymous_namespace{cashflows.cpp}.ZSpreadFinder |
VariableChange | QuantLib anonymous_namespace{conundrumpricer cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\conundrumpricer.cpp | QuantLib.anonymous_namespace{conundrumpricer.cpp}.VariableChange |
Spy | QuantLib anonymous_namespace{conundrumpricer cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\conundrumpricer.cpp | QuantLib.anonymous_namespace{conundrumpricer.cpp}.Spy |
PricerSetter | QuantLib anonymous_namespace{couponpricer cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\couponpricer.cpp | QuantLib.anonymous_namespace{couponpricer.cpp}.PricerSetter |
OvernightIndexedCouponPricer | QuantLib anonymous_namespace{overnightindexedcoupon cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\cashflows\overnightindexedcoupon.cpp | QuantLib.anonymous_namespace{overnightindexedcoupon.cpp} .OvernightIndexedCouponPricer |
ImpliedVolHelper | QuantLib anonymous_namespace{capfloor cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\instruments\capfloor.cpp | QuantLib.anonymous_namespace{capfloor.cpp}.ImpliedVolHelper |
ObjectiveFunction | QuantLib anonymous_namespace{creditdefaultswap cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\instruments\creditdefaultswap.cpp | QuantLib.anonymous_namespace{creditdefaultswap.cpp}.ObjectiveFunction |
PriceError | QuantLib anonymous_namespace{impliedvolatility cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\instruments\impliedvolatility.cpp | QuantLib.anonymous_namespace{impliedvolatility.cpp}.PriceError |
ImpliedVolHelper | QuantLib anonymous_namespace{swaption cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\instruments\swaption.cpp | QuantLib.anonymous_namespace{swaption.cpp}.ImpliedVolHelper |
I<T> | QuantLib anonymous_namespace{modifiedbessel cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\math\modifiedbessel.cpp | QuantLib.anonymous_namespace{modifiedbessel.cpp}.I<T> |
I<double> | QuantLib anonymous_namespace{modifiedbessel cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\math\modifiedbessel.cpp | QuantLib.anonymous_namespace{modifiedbessel.cpp}.I<double> |
I<std::complex<double>> | QuantLib anonymous_namespace{modifiedbessel cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\math\modifiedbessel.cpp | QuantLib.anonymous_namespace{modifiedbessel.cpp}.I<std::complex<double >> |
eqn3 | QuantLib anonymous_namespace{bivariatenormaldistribution cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\math\distributions\bivariatenormaldistribution.cpp | QuantLib.anonymous_namespace{bivariatenormaldistribution.cpp}.eqn3 |
eqn6 | QuantLib anonymous_namespace{bivariatenormaldistribution cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\math\distributions\bivariatenormaldistribution.cpp | QuantLib.anonymous_namespace{bivariatenormaldistribution.cpp}.eqn6 |
HypersphereCostFunction | QuantLib anonymous_namespace{pseudosqrt cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\math\matrixutilities\pseudosqrt.cpp | QuantLib.anonymous_namespace{pseudosqrt.cpp}.HypersphereCostFunction |
DecoratedHedge | QuantLib anonymous_namespace{upperboundengine cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\models\marketmodels\callability\upperboundengine.cpp | QuantLib.anonymous_namespace{upperboundengine.cpp}.DecoratedHedge |
QuickCap | QuantLib anonymous_namespace{swaptionpseudojacobian cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\models\marketmodels\pathwisegreeks\swaptionpseudojacobian.cpp | QuantLib.anonymous_namespace{swaptionpseudojacobian.cpp}.QuickCap |
Garch11Constraint | QuantLib anonymous_namespace{garch cpp} | C:\QuantLib-1.4\QuantLib-1.4\ql\models\volatility\garch.cpp | QuantLib.anonymous_namespace{garch.cpp}.Garch11Constraint |
Statistics
Stat | dirCorresponding | sourceFilePath |
---|---|---|
Sum: | 0 | 0 |
Average: | 0 | 0 |
Minimum: | 0 | 0 |
Maximum: | 0 | 0 |
Standard deviation: | 0 | 0 |
Variance: | 0 | 0 |
Rule warning: Types with source files stored in the same directory, should be declared in the same namespace |
warnif count > 0
// Group JustMyCode types in a lookup
// where groups are keyed with directories that contain the types' source file(s).
// Note that a type can be contained in several groups
// if it is declared in several source files stored in different directories.
let lookup = JustMyCode.Types.Where(t => !t.IsGlobal)
.ToMultiKeyLookup(
t => t.SourceDecls.Select(
decl => decl.SourceFile.FilePath.ParentDirectoryPath).Distinct()
)
from groupOfTypes in lookup
let parentNamespaces = groupOfTypes.ParentNamespaces()
// Select group of types (with source files stored in the same directory) ...
// ... but contained in several namespaces
where parentNamespaces.Count() > 1
// mainNamespaces is the namespace that contains many types
// declared in the directory groupOfTypes .key
let mainNamespace = groupOfTypes
.ToLookup(t => t.ParentNamespace)
.OrderByDescending(g => g.Count()).First().Key
// Select types with source files stored in the same directory,
// but contained in namespaces different than mainNamespace.
let typesOutOfMainNamespace = groupOfTypes
.Where(t => t.ParentNamespace != mainNamespace )
// Filter types declared on several source files that contain generated methods
// because typically such type contains one or several partial definitions generated.
// These partially generated types would be false positive for the present rule.
.Where(t => t.SourceDecls.Count() == 1 ||
t.Methods.Count(m => JustMyCode.Contains(m)) == 0)
where typesOutOfMainNamespace.Count() > 0
select new { mainNamespace,
// Typically a type in typesOutOfMainNamespace ...
// 1) ... is contained in the wrong namespace but its source file(s) is stored in the right directory.
// --> In such situation the type should be contained in mainNamespace.
// 2) ... is contained in the right namespace but its source file(s) is stored in the wrong directory
// --> In such situation the source file of type must be moved to the parent namespace directory.
// 3) ... is declared in multiple source files, stored in different directories.
// --> It would be preferable that all source files are stored in a single directory.
typesOutOfMainNamespace }
30 namespaces matched
namespaces | typesOutOfMainNamespace | Full Name |
---|---|---|
QuantLib | 9 types | QuantLib |
QuantLib | 8 types | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib.detail | 7 types | QuantLib.detail |
QuantLib.detail | 32 types | QuantLib.detail |
QuantLib | 1 type | QuantLib |
QuantLib | 4 types | QuantLib |
QuantLib | 5 types | QuantLib |
QuantLib | 5 types | QuantLib |
QuantLib | 2 types | QuantLib |
QuantLib | 3 types | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib | 3 types | QuantLib |
QuantLib | 6 types | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib | 2 types | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib.anonymous_namespace{garch.cpp} | 3 types | QuantLib.anonymous_namespace{garch.cpp} |
QuantLib | 2 types | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib | 3 types | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib | 1 type | QuantLib |
QuantLib | 6 types | QuantLib |
QuantLib | 2 types | QuantLib |
Statistics
Stat | typesOutOfMainNamespace |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
Rule warning: Types declared in the same namespace, should have their source files stored in the same directory |
warnif count > 0
from @namespace in Application.Namespaces
// Group types of @namespace in a lookup
// where groups are keyed with directories that contain the types' source file(s).
// Note that a type can be contained in several groups
// if it is declared in several source files stored in different directories.
let lookup = @namespace.ChildTypes.Where(t => !t.IsGlobal && JustMyCode.Contains(t))
.ToMultiKeyLookup(
t => t.SourceDecls.Select(
decl => decl.SourceFile.FilePath.ParentDirectoryPath).Distinct()
)
// Are types of @namespaces declared in more than one directory?
where lookup.Count > 1
// Infer the main directory, preferably the one that has the same name as the namespace.
let dirs = lookup.Select(types => types.Key)
let mainDirNullable = dirs.Where(d => d.DirectoryName == @namespace.SimpleName).FirstOrDefault()
let mainDir = mainDirNullable ?? dirs.First()
// Types declared out of mainDir, are types in group of types declared in a directory different than mainDir!
let typesDeclaredOutOfMainDir = lookup.Where(types => types.Key != mainDir)
.SelectMany(types => types)
// Filter types declared on several source files that contain generated methods
// because typically such type contains one or several partial definitions generated.
// These partially generated types would be false positive for the present rule.
.Where(t => t.SourceDecls.Count() == 1 ||
t.Methods.Count(m => JustMyCode.Contains(m)) == 0)
where typesDeclaredOutOfMainDir.Count() > 0
select new { @namespace,
// Typically a type in typesDeclaredOutOfMainDir ...
// 1) ... is contained in the wrong namespace but its source file(s) is stored in the right directory.
// --> In such situation the type parent namespace should be the namespace corresponding to the directory.
// 2) ... is contained in the right namespace but its source file(s) is stored in the wrong directory
// --> In such situation the type source file should be moved to mainDir.
// 3) ... is declared in multiple source files, stored in different directories.
// --> It would be preferable that all source files are stored in a single directory.
typesDeclaredOutOfMainDir ,
mainDir = mainDir.ToString() }
2 namespaces matched
namespaces | typesDeclaredOutOfMainDir | mainDir | Full Name |
---|---|---|---|
QuantLib | 1742 types | C:\QuantLib-1.4\QuantLib-1.4\ql\time\calendars | QuantLib |
QuantLib.detail | 60 types | C:\QuantLib-1.4\QuantLib-1.4\ql\time | QuantLib.detail |
Statistics
Stat | typesDeclaredOutOfMainDir | mainDir |
---|---|---|
Sum: | 0 | 0 |
Average: | 0 | 0 |
Minimum: | 0 | 0 |
Maximum: | 0 | 0 |
Standard deviation: | 0 | 0 |
Variance: | 0 | 0 |
Object Oriented Design
warnif count > 0
from baseClass in JustMyCode.Types
where baseClass.IsClass && baseClass.NbChildren > 0 // <-- for optimization!
let derivedClassesUsed = baseClass.DerivedTypes.UsedBy(baseClass)
where derivedClassesUsed.Count() > 0
select new { baseClass, derivedClassesUsed }
No types matched
warnif count > 0 from t in JustMyCode.Types
where t.IsClass
let baseClasses = t.BaseClasses.ExceptThirdParty()
// Warn for classes with 3 or more base classes.
// Notice that we don't count third-party classes
// because this rule concerns your code design,
// not third-party libraries consumed design.
where baseClasses.Count() >= 3
select new { t, baseClasses,
// The metric value DepthOfInheritance takes account
// of third-party base classes
t.DepthOfInheritance }
// Branches too long in the derivation should be avoided.
// See the definition of the DepthOfInheritance metric here
// http://www.cppdepend.com/Metrics.aspx#DIT
486 types matched
types | baseClasses | Depth of inheritance | Full Name |
---|---|---|---|
FixedRateCoupon | 4 types | 4 | QuantLib.FixedRateCoupon |
InterestRateIndex | 3 types | 2 | QuantLib.InterestRateIndex |
SwapIndex | 4 types | 3 | QuantLib.SwapIndex |
OvernightIndexedSwapIndex | 5 types | 4 | QuantLib.OvernightIndexedSwapIndex |
IndexedCashFlow | 4 types | 3 | QuantLib.IndexedCashFlow |
CPICoupon | 6 types | 5 | QuantLib.CPICoupon |
CPICashFlow | 5 types | 4 | QuantLib.CPICashFlow |
CPIVolatilitySurface | 5 types | 3 | QuantLib.CPIVolatilitySurface |
CPICouponPricer | 3 types | 2 | QuantLib.CPICouponPricer |
GenericEngine<ArgumentsType,ResultsType> | 3 types | 2 | QuantLib.GenericEngine<ArgumentsType,ResultsType> |
Instrument | 3 types | 2 | QuantLib.Instrument |
Option | 4 types | 3 | QuantLib.Option |
Coupon | 3 types | 3 | QuantLib.Coupon |
InflationCoupon | 5 types | 4 | QuantLib.InflationCoupon |
TermStructure | 3 types | 1 | QuantLib.TermStructure |
YieldTermStructure | 4 types | 2 | QuantLib.YieldTermStructure |
InflationTermStructure | 4 types | 2 | QuantLib.InflationTermStructure |
ZeroInflationTermStructure | 5 types | 3 | QuantLib.ZeroInflationTermStructure |
YoYInflationTermStructure | 5 types | 3 | QuantLib.YoYInflationTermStructure |
InflationIndex | 3 types | 2 | QuantLib.InflationIndex |
ZeroInflationIndex | 4 types | 3 | QuantLib.ZeroInflationIndex |
YoYInflationIndex | 4 types | 3 | QuantLib.YoYInflationIndex |
YoYInflationCoupon | 6 types | 5 | QuantLib.YoYInflationCoupon |
VolatilityTermStructure | 4 types | 2 | QuantLib.VolatilityTermStructure |
YoYOptionletVolatilitySurface | 5 types | 3 | QuantLib.YoYOptionletVolatilitySurface |
ConstantYoYOptionletVolatility | 6 types | 4 | QuantLib.ConstantYoYOptionletVolatility |
YoYInflationCouponPricer | 3 types | 2 | QuantLib.YoYInflationCouponPricer |
BlackYoYInflationCouponPricer | 4 types | 3 | QuantLib.BlackYoYInflationCouponPricer |
UnitDisplacedBlackYoYInflationCouponPricer | 4 types | 3 | QuantLib.UnitDisplacedBlackYoYInflationCouponPricer |
BachelierYoYInflationCouponPricer | 4 types | 3 | QuantLib.BachelierYoYInflationCouponPricer |
PlainVanillaPayoff | 3 types | 4 | QuantLib.PlainVanillaPayoff |
PercentageStrikePayoff | 3 types | 4 | QuantLib.PercentageStrikePayoff |
AssetOrNothingPayoff | 3 types | 4 | QuantLib.AssetOrNothingPayoff |
CashOrNothingPayoff | 3 types | 4 | QuantLib.CashOrNothingPayoff |
GapPayoff | 3 types | 4 | QuantLib.GapPayoff |
SuperFundPayoff | 3 types | 4 | QuantLib.SuperFundPayoff |
SuperSharePayoff | 3 types | 4 | QuantLib.SuperSharePayoff |
MultiAssetOption | 5 types | 4 | QuantLib.MultiAssetOption |
MultiAssetOption+results | 3 types | 2 | QuantLib.MultiAssetOption+results |
VanillaVPPOption | 6 types | 5 | QuantLib.VanillaVPPOption |
StochasticProcess1D | 3 types | 2 | QuantLib.StochasticProcess1D |
ExtOUWithJumpsProcess | 3 types | 2 | QuantLib.ExtOUWithJumpsProcess |
ExtendedOrnsteinUhlenbeckProcess | 4 types | 3 | QuantLib.ExtendedOrnsteinUhlenbeckProcess |
Dividend | 3 types | 3 | QuantLib.Dividend |
FixedDividend | 4 types | 4 | QuantLib.FixedDividend |
FractionalDividend | 4 types | 4 | QuantLib.FractionalDividend |
FdmExtOUJumpSolver | 3 types | 2 | QuantLib.FdmExtOUJumpSolver |
OneAssetOption | 5 types | 4 | QuantLib.OneAssetOption |
OneAssetOption+results | 4 types | 2 | QuantLib.OneAssetOption+results |
VanillaOption | 6 types | 5 | QuantLib.VanillaOption |
KlugeExtOUProcess | 3 types | 2 | QuantLib.KlugeExtOUProcess |
FdmNdimSolver<N> | 3 types | 2 | QuantLib.FdmNdimSolver<N> |
FdmKlugeExtOUSolver<N> | 3 types | 2 | QuantLib.FdmKlugeExtOUSolver<N> |
BasketOption | 6 types | 5 | QuantLib.BasketOption |
BlackVolTermStructure | 5 types | 3 | QuantLib.BlackVolTermStructure |
BlackVolatilityTermStructure | 6 types | 4 | QuantLib.BlackVolatilityTermStructure |
BlackVarianceTermStructure | 6 types | 4 | QuantLib.BlackVarianceTermStructure |
LocalVolTermStructure | 5 types | 3 | QuantLib.LocalVolTermStructure |
GeneralizedBlackScholesProcess | 4 types | 3 | QuantLib.GeneralizedBlackScholesProcess |
BlackScholesProcess | 5 types | 4 | QuantLib.BlackScholesProcess |
BlackScholesMertonProcess | 5 types | 4 | QuantLib.BlackScholesMertonProcess |
BlackProcess | 5 types | 4 | QuantLib.BlackProcess |
GarmanKohlagenProcess | 5 types | 4 | QuantLib.GarmanKohlagenProcess |
Fdm2DimSolver | 3 types | 2 | QuantLib.Fdm2DimSolver |
HestonProcess | 3 types | 2 | QuantLib.HestonProcess |
FlatForward | 6 types | 3 | QuantLib.FlatForward |
Fdm3DimSolver | 3 types | 2 | QuantLib.Fdm3DimSolver |
FdmSimple3dExtOUJumpSolver | 3 types | 2 | QuantLib.FdmSimple3dExtOUJumpSolver |
SwingExercise | 3 types | 3 | QuantLib.SwingExercise |
VanillaSwingOption | 6 types | 5 | QuantLib.VanillaSwingOption |
VanillaStorageOption | 6 types | 5 | QuantLib.VanillaStorageOption |
FdmSimple2dExtOUSolver | 3 types | 2 | QuantLib.FdmSimple2dExtOUSolver |
GenericModelEngine<ModelType,ArgumentsType,ResultsType> | 4 types | 3 | QuantLib.GenericModelEngine<ModelType,ArgumentsType,ResultsType> |
CPICapFloor | 4 types | 3 | QuantLib.CPICapFloor |
CubicNaturalSpline | 3 types | 3 | QuantLib.CubicNaturalSpline |
MonotonicCubicNaturalSpline | 3 types | 3 | QuantLib.MonotonicCubicNaturalSpline |
CubicSplineOvershootingMinimization1 | 3 types | 3 | QuantLib.CubicSplineOvershootingMinimization1 |
CubicSplineOvershootingMinimization2 | 3 types | 3 | QuantLib.CubicSplineOvershootingMinimization2 |
AkimaCubicInterpolation | 3 types | 3 | QuantLib.AkimaCubicInterpolation |
KrugerCubic | 3 types | 3 | QuantLib.KrugerCubic |
FritschButlandCubic | 3 types | 3 | QuantLib.FritschButlandCubic |
Parabolic | 3 types | 3 | QuantLib.Parabolic |
MonotonicParabolic | 3 types | 3 | QuantLib.MonotonicParabolic |
CPICapFloorTermPriceSurface | 5 types | 3 | QuantLib.CPICapFloorTermPriceSurface |
InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> | 6 types | 4 | QuantLib.InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> |
GemanRoncoroniProcess | 4 types | 3 | QuantLib.GemanRoncoroniProcess |
SimpleCashFlow | 3 types | 3 | QuantLib.SimpleCashFlow |
Redemption | 4 types | 4 | QuantLib.Redemption |
AmortizingPayment | 4 types | 4 | QuantLib.AmortizingPayment |
FloatingRateCoupon | 5 types | 4 | QuantLib.FloatingRateCoupon |
IborIndex | 4 types | 3 | QuantLib.IborIndex |
OvernightIndex | 5 types | 4 | QuantLib.OvernightIndex |
IborCoupon | 6 types | 5 | QuantLib.IborCoupon |
OptionletVolatilityStructure | 5 types | 3 | QuantLib.OptionletVolatilityStructure |
SwaptionVolatilityStructure | 5 types | 3 | QuantLib.SwaptionVolatilityStructure |
IborCouponPricer | 3 types | 2 | QuantLib.IborCouponPricer |
BlackIborCouponPricer | 4 types | 3 | QuantLib.BlackIborCouponPricer |
CmsCouponPricer | 3 types | 2 | QuantLib.CmsCouponPricer |
Bond | 4 types | 3 | QuantLib.Bond |
CPIBond | 5 types | 4 | QuantLib.CPIBond |
Statistics
Stat | baseClasses | Depth of inheritance |
---|---|---|
Sum: | 0 | 1 754 |
Average: | 0 | 3.61 |
Minimum: | 0 | 0 |
Maximum: | 0 | 6 |
Standard deviation: | 0 | 1.19 |
Variance: | 0 | 1.41 |
// Returns constructor of a non-sealed type calling virtual methods.
// In such a situation, if a derived class overrides the method,
// then the override method will be called before the derived constructor.
// This makes the class fragile to derive from.
//
// Violations reported can be solved by re-designing object initialisation
// or by marking the parent class as sealed, if possible.
warnif count > 0
from t in Application.Types where
t.IsClass &&
!t.IsGeneratedByCompiler
from ctor in t.Constructors
let virtualMethodsCalled = from mCalled in ctor.MethodsCalled
where mCalled.IsVirtual &&
(mCalled.ParentType == t ||
t.DeriveFrom(mCalled.ParentType))
select mCalled
where virtualMethodsCalled.Count() > 0
select new { ctor ,
virtualMethodsCalled,
// If there is no derived type, it might be
// an opportunity to mark t as sealed.
t.DerivedTypes }
34 methods matched
methods | virtualMethodsCalled | DerivedTypes | Full Name |
---|---|---|---|
CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) | 7 methods | 0 type | __Globals.CPISwap(QuantLib::CPISwap::Type,Real,bool,Spread ,constQuantLib::DayCounter&,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention&,Natural,constint) |
CappedFlooredYoYInflationCoupon(constint) | 1 method | 0 type | __Globals.CappedFlooredYoYInflationCoupon(constint) |
IborCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) | 1 method | 0 type | __Globals.IborCoupon(constQuantLib::Date&,Real,constQuantLib::Date& ,constQuantLib::Date&,Natural,constint) |
YearOnYearInflationSwap(QuantLib::YearOnYearInflationSwap::Type,Real ,constQuantLib::Schedule&,Rate,constQuantLib::DayCounter& ,constQuantLib::Schedule&,constint) | 4 methods | 0 type | __Globals.YearOnYearInflationSwap (QuantLib::YearOnYearInflationSwap::Type,Real,constQuantLib::Schedule& ,Rate,constQuantLib::DayCounter&,constQuantLib::Schedule&,constint) |
AccountingEngine(constint) | 3 methods | 0 type | __Globals.AccountingEngine(constint) |
PathwiseAccountingEngine(constint) | 3 methods | 0 type | __Globals.PathwiseAccountingEngine(constint) |
PathwiseVegasAccountingEngine(constint) | 3 methods | 0 type | __Globals.PathwiseVegasAccountingEngine(constint) |
PathwiseVegasOuterAccountingEngine(constint) | 3 methods | 0 type | __Globals.PathwiseVegasOuterAccountingEngine(constint) |
ProxyGreekEngine(constint) | 3 methods | 0 type | __Globals.ProxyGreekEngine(constint) |
FittedBondDiscountCurve(Natural,constQuantLib::Calendar&,constint) | 1 method | 0 type | __Globals.FittedBondDiscountCurve(Natural,constQuantLib::Calendar& ,constint) |
FittedBondDiscountCurve(constQuantLib::Date&,constint) | 1 method | 0 type | __Globals.FittedBondDiscountCurve(constQuantLib::Date&,constint) |
VarianceGammaModel(constint) | 1 method | 0 type | __Globals.VarianceGammaModel(constint) |
IndexedCashFlow(Real,constint) | 2 methods | 1 type | QuantLib.IndexedCashFlow.IndexedCashFlow(Real,constint) |
CPICashFlow(Real,constint) | 3 methods | 0 type | QuantLib.CPICashFlow.CPICashFlow(Real,constint) |
MultiplicativePriceSeasonality(constQuantLib::Date& ,constQuantLib::Frequency,conststd::vector<Rate>) | 1 method | 0 type | QuantLib.MultiplicativePriceSeasonality.MultiplicativePriceSeasonality (constQuantLib::Date&,constQuantLib::Frequency,conststd::vector<Rate>) |
GaussianQuadrature(Size,constQuantLib::GaussianOrthogonalPolynomial&) | 2 methods | 8 types | QuantLib.GaussianQuadrature.GaussianQuadrature(Size ,constQuantLib::GaussianOrthogonalPolynomial&) |
CPICapFloorTermPriceSurface(Real,Real,constQuantLib::Period& ,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle<QuantLib::ZeroInflationIndex>& ,constHandle<QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&) | 1 method | 1 type | QuantLib.CPICapFloorTermPriceSurface.CPICapFloorTermPriceSurface(Real ,Real,constQuantLib::Period&,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention&,constQuantLib::DayCounter& ,constHandle<QuantLib::ZeroInflationIndex>&,constHandle <QuantLib::YieldTermStructure>&,conststd::vector<Rate>& ,conststd::vector<Rate>&,conststd::vector<Period>& ,constQuantLib::Matrix&,constQuantLib::Matrix&) |
CappedFlooredYoYInflationCoupon(constQuantLib::Date&,Real ,constQuantLib::Date&,constQuantLib::Date&,Natural,constint) | 1 method | 0 type | QuantLib.CappedFlooredYoYInflationCoupon .CappedFlooredYoYInflationCoupon(constQuantLib::Date&,Real ,constQuantLib::Date&,constQuantLib::Date&,Natural,constint) |
SmileSection(constQuantLib::Date&,constQuantLib::DayCounter& ,constQuantLib::Date&) | 1 method | 8 types | QuantLib.SmileSection.SmileSection(constQuantLib::Date& ,constQuantLib::DayCounter&,constQuantLib::Date&) |
CallSpecifiedMultiProduct(constClone<QuantLib::MarketModelMultiProduct >&,constClone<ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelMultiProduct>&) | 6 methods | 1 type | QuantLib.CallSpecifiedMultiProduct.CallSpecifiedMultiProduct (constClone<QuantLib::MarketModelMultiProduct>&,constClone <ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelMultiProduct>&) |
ExerciseAdapter(constClone<QuantLib::MarketModelExerciseValue>&,Size) | 2 methods | 0 type | QuantLib.ExerciseAdapter.ExerciseAdapter(constClone <QuantLib::MarketModelExerciseValue>&,Size) |
MultiProductPathwiseWrapper (constQuantLib::MarketModelPathwiseMultiProduct&) | 3 methods | 0 type | QuantLib.MultiProductPathwiseWrapper.MultiProductPathwiseWrapper (constQuantLib::MarketModelPathwiseMultiProduct&) |
CallSpecifiedPathwiseMultiProduct(constClone <QuantLib::MarketModelPathwiseMultiProduct>&,constClone <ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelPathwiseMultiProduct>&) | 7 methods | 0 type | QuantLib.CallSpecifiedPathwiseMultiProduct .CallSpecifiedPathwiseMultiProduct(constClone <QuantLib::MarketModelPathwiseMultiProduct>&,constClone <ExerciseStrategy<QuantLib::CurveState>>&,constClone <QuantLib::MarketModelPathwiseMultiProduct>&) |
MarketModelPathwiseMultiDeflatedCap(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Time>&,Rate,conststd::vector <std::pair<Size,Size>>&) | 1 method | 0 type | QuantLib.MarketModelPathwiseMultiDeflatedCap .MarketModelPathwiseMultiDeflatedCap(conststd::vector<Time>& ,conststd::vector<Real>&,conststd::vector<Time>&,Rate,conststd::vector <std::pair<Size,Size>>&) |
LongstaffSchwartzExerciseStrategy(constClone <QuantLib::MarketModelBasisSystem>&,conststd::vector<std::vector<Real> >&,constQuantLib::EvolutionDescription&,conststd::vector<Size>& ,constClone<QuantLib::MarketModelExerciseValue>&,constClone <QuantLib::MarketModelExerciseValue>&) | 6 methods | 0 type | QuantLib.LongstaffSchwartzExerciseStrategy .LongstaffSchwartzExerciseStrategy(constClone <QuantLib::MarketModelBasisSystem>&,conststd::vector<std::vector<Real> >&,constQuantLib::EvolutionDescription&,conststd::vector<Size>& ,constClone<QuantLib::MarketModelExerciseValue>&,constClone <QuantLib::MarketModelExerciseValue>&) |
ParametricExerciseAdapter (constQuantLib::MarketModelParametricExercise&,conststd::vector <std::vector<Real>>&) | 3 methods | 0 type | QuantLib.ParametricExerciseAdapter.ParametricExerciseAdapter (constQuantLib::MarketModelParametricExercise&,conststd::vector <std::vector<Real>>&) |
OneFactorStudentCopula(constHandle<QuantLib::Quote>&,int,int,Real,Size ) | 1 method | 0 type | QuantLib.OneFactorStudentCopula.OneFactorStudentCopula(constHandle <QuantLib::Quote>&,int,int,Real,Size) |
OneFactorGaussianStudentCopula(constHandle<QuantLib::Quote>&,int,Real ,Size) | 1 method | 0 type | QuantLib.OneFactorGaussianStudentCopula.OneFactorGaussianStudentCopula (constHandle<QuantLib::Quote>&,int,Real,Size) |
OneFactorStudentGaussianCopula(constHandle<QuantLib::Quote>&,int,Real ,Size) | 1 method | 0 type | QuantLib.OneFactorStudentGaussianCopula.OneFactorStudentGaussianCopula (constHandle<QuantLib::Quote>&,int,Real,Size) |
SmileSectionUtils(constQuantLib::SmileSection&,conststd::vector<Real>& ,constReal,constbool) | 4 methods | 0 type | QuantLib.SmileSectionUtils.SmileSectionUtils (constQuantLib::SmileSection&,conststd::vector<Real>&,constReal ,constbool) |
InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,conststd::vector<Date>&,conststd::vector<Volatility>&,Rate,Rate ,constInterpolator1D&) | 2 methods | 0 type | QuantLib.InterpolatedYoYOptionletVolatilityCurve<Interpolator1D> .InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,conststd::vector<Date>&,conststd::vector<Volatility>&,Rate,Rate ,constInterpolator1D&) |
InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,Rate,Rate,Volatility,constInterpolator1D&) | 1 method | 0 type | QuantLib.InterpolatedYoYOptionletVolatilityCurve<Interpolator1D> .InterpolatedYoYOptionletVolatilityCurve<Interpolator1D>(Natural ,constQuantLib::Calendar&,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constQuantLib::Period&,QuantLib::Frequency ,bool,Rate,Rate,Volatility,constInterpolator1D&) |
ValueEstimate(conststd::vector<NodeData>& ,constQuantLib::ParametricExercise&,Size) | 1 method | 0 type | QuantLib.anonymous_namespace{parametricexercise.cpp}.ValueEstimate .ValueEstimate(conststd::vector<NodeData>& ,constQuantLib::ParametricExercise&,Size) |
PriceError(constQuantLib::PricingEngine&,QuantLib::SimpleQuote&,Real) | 1 method | 0 type | QuantLib.anonymous_namespace{impliedvolatility.cpp}.PriceError .PriceError(constQuantLib::PricingEngine&,QuantLib::SimpleQuote&,Real) |
Statistics
Stat | virtualMethodsCalled | DerivedTypes |
---|---|---|
Sum: | 0 | 0 |
Average: | 0 | 0 |
Minimum: | 0 | 0 |
Maximum: | 0 | 0 |
Standard deviation: | 0 | 0 |
Variance: | 0 | 0 |
warnif count > 0
from t in Application.Types
where !t.IsStatic && !t.IsAbstract && (t.IsClass || t.IsStructure)
// All ctors of a singleton are private
where t.Constructors.Where(ctor => !ctor.IsPrivate).Count() == 0
// A singleton contains one static field of its parent type, to reference the unique instance
let staticFieldInstances = t.StaticFields.WithFieldType(t)
where staticFieldInstances.Count() == 1
select new { t, staticFieldInstance = staticFieldInstances.First() }
// The Singleton pattern consists in syntactically enforcing that a class
// has just one unique instance.
// At first glance, this pattern looks appealing and it is widely used.
// However, we discourage you from using singleton classes because experience
// shows that singletons often result in less testable and less maintainable code.
// More details available in these discussions:
// http://codebetter.com/patricksmacchia/2011/05/04/back-to-basics-usage-of-static-members/
// http://adamschepis.com/blog/2011/05/02/im-adam-and-im-a-recovering-singleton-addict/
No types matched
// Assigning static fields from instance methods leads to
// poorly maintainable and non thread-safe code.
// It is advised to assign static fields inline or from class constructor.
warnif count > 0
from f in Application.Fields where
f.IsStatic &&
!f.IsGeneratedByCompiler && !f.IsGlobal
let assignedBy = f.MethodsAssigningMe.Where(m => !m.IsStatic)
where assignedBy .Count() > 0
select new { f, assignedBy }
13 fields matched
fields | assignedBy | Full Name |
---|---|---|
one | 1 method | QuantLib.ErrorFunction.one |
pp0 | 1 method | QuantLib.ErrorFunction.pp0 |
pa0 | 1 method | QuantLib.ErrorFunction.pa0 |
ra0 | 1 method | QuantLib.ErrorFunction.ra0 |
rb0 | 1 method | QuantLib.ErrorFunction.rb0 |
a3_ | 1 method | QuantLib.MoroInverseCumulativeNormal.a3_ |
c0_ | 1 method | QuantLib.MoroInverseCumulativeNormal.c0_ |
N | 2 methods | QuantLib.MersenneTwisterUniformRng.N |
bits_ | 1 method | QuantLib.SobolRsg.bits_ |
KK | 2 methods | QuantLib.KnuthUniformRng.KK |
LL | 2 methods | QuantLib.KnuthUniformRng.LL |
TT | 1 method | QuantLib.KnuthUniformRng.TT |
maxRandom | 1 method | QuantLib.LecuyerUniformRng.maxRandom |
Statistics
Stat | assignedBy |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
// An abstract class should abstract a clear and well-defined concept.
// Such concept shoudln't be represented with too many methods and property getter.
warnif count > 0 from t in JustMyCode.Types where
t.IsAbstract
let methodsAndGetters = t.Methods
where methodsAndGetters.Count() > 10
select new { t, methodsAndGetters }
34 types matched
types | methodsAndGetters | Full Name |
---|---|---|
InterestRateIndex | 15 methods | QuantLib.InterestRateIndex |
CPIVolatilitySurface | 15 methods | QuantLib.CPIVolatilitySurface |
Instrument | 13 methods | QuantLib.Instrument |
Coupon | 17 methods | QuantLib.Coupon |
Index | 11 methods | QuantLib.Index |
TermStructure | 11 methods | QuantLib.TermStructure |
YieldTermStructure | 12 methods | QuantLib.YieldTermStructure |
InflationTermStructure | 11 methods | QuantLib.InflationTermStructure |
InflationIndex | 13 methods | QuantLib.InflationIndex |
Interpolation+Impl | 12 methods | QuantLib.Interpolation+Impl |
YoYOptionletVolatilitySurface | 17 methods | QuantLib.YoYOptionletVolatilitySurface |
StochasticProcess | 13 methods | QuantLib.StochasticProcess |
StochasticProcess1D | 17 methods | QuantLib.StochasticProcess1D |
BlackVolTermStructure | 12 methods | QuantLib.BlackVolTermStructure |
Interpolation2D+Impl | 14 methods | QuantLib.Interpolation2D+Impl |
CPICapFloorTermPriceSurface | 24 methods | QuantLib.CPICapFloorTermPriceSurface |
SwaptionVolatilityStructure | 21 methods | QuantLib.SwaptionVolatilityStructure |
DiscretizedAsset | 16 methods | QuantLib.DiscretizedAsset |
SmileSection | 18 methods | QuantLib.SmileSection |
HaganPricer | 11 methods | QuantLib.HaganPricer |
DefaultProbabilityTermStructure | 16 methods | QuantLib.DefaultProbabilityTermStructure |
Forward | 12 methods | QuantLib.Forward |
CurveState | 16 methods | QuantLib.CurveState |
MarketModel | 12 methods | QuantLib.MarketModel |
MarketModelPathwiseMultiProduct | 11 methods | QuantLib.MarketModelPathwiseMultiProduct |
CTSMMCapletCalibration | 19 methods | QuantLib.CTSMMCapletCalibration |
JointStochasticProcess | 18 methods | QuantLib.JointStochasticProcess |
LmCorrelationModel | 11 methods | QuantLib.LmCorrelationModel |
CallableBondVolatilityStructure | 17 methods | QuantLib.CallableBondVolatilityStructure |
OneFactorCopula | 15 methods | QuantLib.OneFactorCopula |
RiskyBond | 15 methods | QuantLib.RiskyBond |
Gaussian1dModel | 16 methods | QuantLib.Gaussian1dModel |
FFTEngine | 11 methods | QuantLib.FFTEngine |
YoYCapFloorTermPriceSurface | 24 methods | QuantLib.YoYCapFloorTermPriceSurface |
Statistics
Stat | methodsAndGetters |
---|---|
Sum: | 0 |
Average: | 0 |
Minimum: | 0 |
Maximum: | 0 |
Standard deviation: | 0 |
Variance: | 0 |
API Breaking Changes
|
// This rule warns if a publicly visible type is
// not publicly visible anymore or if it has been removed.
// Such type can break the code of your clients.
warnif count > 0 from t in codeBase.OlderVersion().Application.Types
where t.IsPublic &&
// The type has been removed and its parent project hasn't been removed ...
( (t.WasRemoved() && !t.ParentProject.WasRemoved()) ||
// ... or the type is not publicly visible anymore
!t.WasRemoved() && !t.NewerVersion().IsPublic)
select new { t,
NewVisibility = (t.WasRemoved() ? " " : t.NewerVersion().Visibility.ToString()) }
No types matched
// This rule warns if a publicly visible method is
// not publicly visible anymore or if it has been removed.
// Such method can break the code of your clients.
warnif count > 0 from m in codeBase.OlderVersion().Application.Methods
where m.IsPublic &&
// The method has been removed and its parent type hasn't been removed ...
( (m.WasRemoved() && !m.ParentType.WasRemoved()) ||
// ... or the method is not publicly visible anymore
!m.WasRemoved() && !m.NewerVersion().IsPublic)
select new { m,
NewVisibility = (m.WasRemoved() ? " " : m.NewerVersion().Visibility.ToString()) }
No methods matched
// This rule warns if a publicly visible field is
// not publicly visible anymore or if it has been removed.
// Such field can break the code of your clients.
warnif count > 0 from f in codeBase.OlderVersion().Application.Fields
where f.IsPublic &&
// The field has been removed and its parent type hasn't been removed ...
( (f.WasRemoved() && !f.ParentType.WasRemoved()) ||
// ... or the field is not publicly visible anymore
!f.WasRemoved() && !f.NewerVersion().IsPublic)
select new { f,
NewVisibility = (f.WasRemoved() ? " " : f.NewerVersion().Visibility.ToString()) }
No fields matched
// This rule warns if a publicly visible interface or abstract class
// has been changed and contains new abstract methods or
// if some abstract methods have been removed.
// This can break the code of clients
// that implement such interface or derive from such abstract class.
warnif count > 0 from tNewer in Application.Types where
(tNewer.IsInterface || tNewer.IsClass && tNewer.IsAbstract) &&
tNewer.IsPublic &&
tNewer.IsPresentInBothBuilds()
let tOlder = tNewer.OlderVersion() where tOlder.IsPublic
let methodsRemoved = tOlder.Methods.Where(m => m.IsAbstract && m.WasRemoved())
let methodsAdded = tNewer.Methods.Where(m => m.IsAbstract && m.WasAdded())
where methodsAdded.Count() > 0 || methodsRemoved.Count() > 0
select new { tNewer, methodsAdded, methodsRemoved }
No types matched
// Immutability is a strong property on a type.
// Breaking immutability can result in serious problem for an algorithm consummer
// that has been written taking account of the type immutability.
// To visualize changes in code, right-click a matched type and select:
// - Compare older and newer versions of source file
// - Compare older and newer versions disassembled with Reflector
warnif count > 0
from t in Application.Types where
t.IsPresentInBothBuilds() &&
!t.IsStatic &&
!t.IsImmutable &&
t.OlderVersion().IsImmutable
let mutableFields = from f in t.InstanceFields where !f.IsImmutable select f
select new { t, mutableFields }
No types matched
// List types that are new in the public surface of your Projects
from t in Application.Types
where t.IsPublic &&
// The type has been removed and its parent project hasn't been removed ...
( (t.WasAdded() && !t.ParentProject.WasAdded()) ||
// ... or the type existed but was not publicly visible
!t.WasAdded() && !t.OlderVersion().IsPublic)
select new { t,
OldVisibility = (t.WasAdded() ? " " : t.OlderVersion().Visibility.ToString()) }
No types matched
// List methods that are new in the public surface of your Projects
from m in Application.Methods
where m.IsPublic &&
// The method has been removed and its parent project hasn'm been removed ...
( (m.WasAdded() && !m.ParentType.WasAdded()) ||
// ... or the t existed but was not publicly visible
!m.WasAdded() && !m.OlderVersion().IsPublic)
select new { m,
OldVisibility = (m.WasAdded() ? " " : m.OlderVersion().Visibility.ToString()) }
No methods matched
// List fields that are new in the public surface of your Projects
from f in Application.Fields
where f.IsPublic &&
// The method has been removed and its parent project hasn'f been removed ...
( (f.WasAdded() && !f.ParentType.WasAdded()) ||
// ... or the t existed but was not publicly visible
!f.WasAdded() && !f.OlderVersion().IsPublic)
select new { f,
OldVisibility = (f.WasAdded() ? " " : f.OlderVersion().Visibility.ToString()) }
No fields matched
Code Diff Summary
|
from a in Application.Projects where a.WasAdded()
select new { a, a.NbLinesOfCode }
No projects matched
from a in codeBase.OlderVersion().Application.Projects where a.WasRemoved()
select new { a, a.NbLinesOfCode }
No projects matched
from a in Application.Projects where a.CodeWasChanged()
select new { a, a.NbLinesOfCode,
oldNbLinesOfCode = a.OlderVersion().NbLinesOfCode ,
delta = (int) a.NbLinesOfCode - a.OlderVersion().NbLinesOfCode }
No projects matched
from n in Application.Namespaces where
!n.ParentProject.WasAdded() &&
n.WasAdded()
select new { n, n.NbLinesOfCode }
No namespaces matched
from n in codeBase.OlderVersion().Application.Namespaces where
!n.ParentProject.WasRemoved() &&
n.WasRemoved()
select new { n, n.NbLinesOfCode }
No namespaces matched
from n in Application.Namespaces where n.CodeWasChanged()
select new { n, n.NbLinesOfCode,
oldNbLinesOfCode = n.OlderVersion().NbLinesOfCode ,
delta = (int) n.NbLinesOfCode - n.OlderVersion().NbLinesOfCode }
No namespaces matched
from t in Application.Types where
!t.ParentNamespace.WasAdded() &&
t.WasAdded()
select new { t, t.NbLinesOfCode }
No types matched
from t in codeBase.OlderVersion().Application.Types where
!t.ParentNamespace.WasRemoved() &&
t.WasRemoved()
select new { t, t.NbLinesOfCode }
No types matched
// To visualize changes in code, right-click a matched type and select:
// - Compare older and newer versions of source file
// - Compare older and newer versions disassembled with Reflector
from t in Application.Types where t.CodeWasChanged()
//select new { t, t.NbLinesOfCode }
select new { t, t.NbLinesOfCode,
oldNbLinesOfCode = t.OlderVersion().NbLinesOfCode ,
delta = (int?) t.NbLinesOfCode - t.OlderVersion().NbLinesOfCode }
/*from t in Application.Types where t.CodeWasChanged() && t.IsPresentInBothBuild
select new { t, t.NbLinesOfCode,
oldNbLinesOfCode = t.OlderVersion().NbLinesOfCode ,
delta = (int) t.NbLinesOfCode - t.OlderVersion().NbLinesOfCode }*/
No types matched
let typesRemoved = codeBase.OlderVersion().Types.Where(t => t.WasRemoved())
let typesAdded = Types.Where(t => t.WasAdded())
from tMoved in typesAdded.Join(
typesRemoved,
t => t.Name,
t => t.Name,
(tNewer, tOlder) => new { tNewer,
OlderParentNamespace = tOlder.ParentNamespace,
OlderParentproject = tOlder.ParentProject } )
select tMoved
No types matched
let typesChanged = Application.Types.Where(t => t.CodeWasChanged()).ToHashSet()
from t in JustMyCode.Types.UsingAny(typesChanged) where
!t.CodeWasChanged() &&
!t.WasAdded()
let typesChangedUsed = t.TypesUsed.Intersect(typesChanged)
select new { t, typesChangedUsed }
No types matched
let typesChanged = Application.Types.Where(t => t.CodeWasChanged()).ToHashSet()
// 'depth' represents a code metric defined on types using
// directly or indirectly any type where code was changed.
let depth = JustMyCode.Types.DepthOfIsUsingAny(typesChanged)
from t in depth.DefinitionDomain where
!t.CodeWasChanged() &&
!t.WasAdded()
let typesChangedDirectlyUsed = t.TypesUsed.Intersect(typesChanged)
let depthOfUsingTypesChanged = depth[t]
orderby depthOfUsingTypesChanged
select new { t, depthOfUsingTypesChanged, typesChangedDirectlyUsed }
No types matched
from m in Application.Methods where
!m.ParentType.WasAdded() &&
m.WasAdded()
select new { m, m.NbLinesOfCode }
No methods matched
from m in codeBase.OlderVersion().Application.Methods where
!m.ParentType.WasRemoved() &&
m.WasRemoved()
select new { m, m.NbLinesOfCode }
No methods matched
// To visualize changes in code, right-click a matched method and select:
// - Compare older and newer versions of source file
// - Compare older and newer versions disassembled with Reflector
from m in Application.Methods where m.CodeWasChanged()
select new { m, m.NbLinesOfCode,
oldNbLinesOfCode = m.OlderVersion().NbLinesOfCode ,
delta = (int?) m.NbLinesOfCode - m.OlderVersion().NbLinesOfCode }
No methods matched
let methodsChanged = Application.Methods.Where(m => m.CodeWasChanged()).ToHashSet()
from m in JustMyCode.Methods.UsingAny(methodsChanged ) where
!m.CodeWasChanged() &&
!m.WasAdded()
let methodsChangedCalled = m.MethodsCalled.Intersect(methodsChanged)
select new { m, methodsChangedCalled }
No methods matched
let methodsChanged = Application.Methods.Where(m => m.CodeWasChanged()).ToHashSet()
// 'depth' represents a code metric defined on methods using
// directly or indirectly any method where code was changed.
let depth = JustMyCode.Methods.DepthOfIsUsingAny(methodsChanged)
from m in depth.DefinitionDomain where
!m.CodeWasChanged() &&
!m.WasAdded()
let methodsChangedDirectlyUsed = m.MethodsCalled.Intersect(methodsChanged)
let depthOfUsingMethodsChanged = depth[m]
orderby depthOfUsingMethodsChanged
select new { m, depthOfUsingMethodsChanged, methodsChangedDirectlyUsed }
No methods matched
from f in Application.Fields where
!f.ParentType.WasAdded() &&
f.WasAdded()
select new { f }
No fields matched
from f in codeBase.OlderVersion().Application.Fields where
!f.ParentType.WasRemoved() &&
f.WasRemoved()
select new { f }
No fields matched
from t in ThirdParty.Types where t.IsUsedRecently()
select new { t, t.Methods, t.Fields }
No types matched
from t in codeBase.OlderVersion().Types where t.IsNotUsedAnymore()
select new { t, t.Methods, t.Fields }
No types matched
from m in ThirdParty.Methods where
m.IsUsedRecently() &&
!m.ParentType.IsUsedRecently()
select m
No methods matched
from m in codeBase.OlderVersion().Methods where
m.IsNotUsedAnymore() &&
!m.ParentType.IsNotUsedAnymore()
select m
No methods matched
from f in ThirdParty.Fields where
f.IsUsedRecently() &&
!f.ParentType.IsUsedRecently()
select f
No fields matched
from f in codeBase.OlderVersion().Fields where
f.IsNotUsedAnymore() &&
!f.ParentType.IsNotUsedAnymore()
select f
No fields matched
Dead Code
|
warnif count > 0
let tt=Types.UsedByAny(Application.Methods).ToHashSet()
// Select types unused
let typesUnused =
from t in JustMyCode.Types where
t.NbTypesUsingMe == 0 && !t.IsGlobal select t
from t in typesUnused where !tt.Contains(t)
select new { t }
576 types matched
types | Full Name |
---|---|
NullCalendar+Impl | QuantLib.NullCalendar+Impl |
DateGeneration | QuantLib.DateGeneration |
FixedRateCoupon | QuantLib.FixedRateCoupon |
Replication | QuantLib.Replication |
Position | QuantLib.Position |
OvernightIndexedSwapIndex | QuantLib.OvernightIndexedSwapIndex |
CPI | QuantLib.CPI |
earlier_than<QuantLib::CashFlow> | QuantLib.earlier_than<QuantLib::CashFlow> |
Handle<T>+Link | QuantLib.Handle<T>+Link |
TimeSeries<T,Container,>+reverse<type-parameter-1-0 ,std::bidirectional_iterator_tag> | QuantLib.TimeSeries<T,Container,>+reverse<type-parameter-1-0 ,std::bidirectional_iterator_tag> |
CustomRegion | QuantLib.CustomRegion |
AustraliaRegion | QuantLib.AustraliaRegion |
EURegion | QuantLib.EURegion |
FranceRegion | QuantLib.FranceRegion |
UKRegion | QuantLib.UKRegion |
USRegion | QuantLib.USRegion |
Actual365Fixed+Impl | QuantLib.Actual365Fixed+Impl |
DownRounding | QuantLib.DownRounding |
CeilingTruncation | QuantLib.CeilingTruncation |
FloorTruncation | QuantLib.FloorTruncation |
TARGET+Impl | QuantLib.TARGET+Impl |
BlackYoYInflationCouponPricer | QuantLib.BlackYoYInflationCouponPricer |
UnitDisplacedBlackYoYInflationCouponPricer | QuantLib.UnitDisplacedBlackYoYInflationCouponPricer |
BachelierYoYInflationCouponPricer | QuantLib.BachelierYoYInflationCouponPricer |
AmericanExercise | QuantLib.AmericanExercise |
EuropeanExercise | QuantLib.EuropeanExercise |
Uniform1dMesher | QuantLib.Uniform1dMesher |
Null<QuantLib::Array> | QuantLib.Null<QuantLib::Array> |
FdmMesherComposite | QuantLib.FdmMesherComposite |
FdmZeroInnerValue | QuantLib.FdmZeroInnerValue |
FloatingTypePayoff | QuantLib.FloatingTypePayoff |
PercentageStrikePayoff | QuantLib.PercentageStrikePayoff |
CurveDependentStepCondition<array_type>+PayoffWrapper | QuantLib.CurveDependentStepCondition<array_type>+PayoffWrapper |
NullCondition<array_type> | QuantLib.NullCondition<array_type> |
MultiAssetOption+engine | QuantLib.MultiAssetOption+engine |
FdmAmericanStepCondition | QuantLib.FdmAmericanStepCondition |
OperatorTraits<Operator> | QuantLib.OperatorTraits<Operator> |
FdmExtOUJumpSolver | QuantLib.FdmExtOUJumpSolver |
FdmSimpleProcess1dMesher | QuantLib.FdmSimpleProcess1dMesher |
FdExtOUJumpVanillaEngine | QuantLib.FdExtOUJumpVanillaEngine |
FdmKlugeExtOUOp | QuantLib.FdmKlugeExtOUOp |
FdKlugeExtOUSpreadEngine | QuantLib.FdKlugeExtOUSpreadEngine |
MinBasketPayoff | QuantLib.MinBasketPayoff |
MaxBasketPayoff | QuantLib.MaxBasketPayoff |
AverageBasketPayoff | QuantLib.AverageBasketPayoff |
SpreadBasketPayoff | QuantLib.SpreadBasketPayoff |
BasketOption | QuantLib.BasketOption |
identity<T> | QuantLib.identity<T> |
cube<T> | QuantLib.cube<T> |
fourth_power<T> | QuantLib.fourth_power<T> |
nowhere | QuantLib.nowhere |
SecondDerivativeOp | QuantLib.SecondDerivativeOp |
EulerDiscretization | QuantLib.EulerDiscretization |
BlackScholesProcess | QuantLib.BlackScholesProcess |
BlackScholesMertonProcess | QuantLib.BlackScholesMertonProcess |
BlackProcess | QuantLib.BlackProcess |
GarmanKohlagenProcess | QuantLib.GarmanKohlagenProcess |
GaussLegendrePolynomial | QuantLib.GaussLegendrePolynomial |
GaussChebyshevPolynomial | QuantLib.GaussChebyshevPolynomial |
GaussChebyshev2ndPolynomial | QuantLib.GaussChebyshev2ndPolynomial |
GaussGegenbauerPolynomial | QuantLib.GaussGegenbauerPolynomial |
GaussJacobiIntegration | QuantLib.GaussJacobiIntegration |
GaussHyperbolicIntegration | QuantLib.GaussHyperbolicIntegration |
GaussLegendreIntegration | QuantLib.GaussLegendreIntegration |
GaussChebyshev2ndIntegration | QuantLib.GaussChebyshev2ndIntegration |
GaussGegenbauerIntegration | QuantLib.GaussGegenbauerIntegration |
FdmExtOUJumpOp | QuantLib.FdmExtOUJumpOp |
SecondOrderMixedDerivativeOp | QuantLib.SecondOrderMixedDerivativeOp |
FdmHestonFwdOp | QuantLib.FdmHestonFwdOp |
FdmBlackScholesMesher | QuantLib.FdmBlackScholesMesher |
FdmSimple3dExtOUJumpSolver | QuantLib.FdmSimple3dExtOUJumpSolver |
FdSimpleExtOUJumpSwingEngine | QuantLib.FdSimpleExtOUJumpSwingEngine |
FdSimpleBSSwingEngine | QuantLib.FdSimpleBSSwingEngine |
FdSimpleExtOUStorageEngine | QuantLib.FdSimpleExtOUStorageEngine |
FdmSimple2dExtOUSolver | QuantLib.FdmSimple2dExtOUSolver |
FdSimpleKlugeExtOUVPPEngine | QuantLib.FdSimpleKlugeExtOUVPPEngine |
ActualActual+ISMA_Impl | QuantLib.ActualActual+ISMA_Impl |
ActualActual+ISDA_Impl | QuantLib.ActualActual+ISDA_Impl |
ActualActual+AFB_Impl | QuantLib.ActualActual+AFB_Impl |
CPICapFloor+results | QuantLib.CPICapFloor+results |
InterpolatingCPICapFloorEngine | QuantLib.InterpolatingCPICapFloorEngine |
CubicNaturalSpline | QuantLib.CubicNaturalSpline |
CubicSplineOvershootingMinimization1 | QuantLib.CubicSplineOvershootingMinimization1 |
CubicSplineOvershootingMinimization2 | QuantLib.CubicSplineOvershootingMinimization2 |
AkimaCubicInterpolation | QuantLib.AkimaCubicInterpolation |
KrugerCubic | QuantLib.KrugerCubic |
FritschButlandCubic | QuantLib.FritschButlandCubic |
MonotonicParabolic | QuantLib.MonotonicParabolic |
Polynomial | QuantLib.Polynomial |
GenericPseudoRandom<URNG,IC>+AnonymousEnum | QuantLib.GenericPseudoRandom<URNG,IC>+AnonymousEnum |
GenericLowDiscrepancy<URSG,IC> | QuantLib.GenericLowDiscrepancy<URSG,IC> |
GenericLowDiscrepancy<URSG,IC>+AnonymousEnum | QuantLib.GenericLowDiscrepancy<URSG,IC>+AnonymousEnum |
Duration | QuantLib.Duration |
CashFlows | QuantLib.CashFlows |
Redemption | QuantLib.Redemption |
AmortizingPayment | QuantLib.AmortizingPayment |
CPISwap+engine | QuantLib.CPISwap+engine |
Barrier | QuantLib.Barrier |
DividendBarrierOption | QuantLib.DividendBarrierOption |
NoConstraint+Impl | QuantLib.NoConstraint+Impl |
Statistics
Stat |
---|
Sum: |
Average: |
Minimum: |
Maximum: |
Standard deviation: |
Variance: |
warnif count > 0
// Filter procedure for methods that should'nt be considered as dead
let canMethodBeConsideredAsDeadProc = new Func<IMethod, bool>(
m => !m.IsPublic && // Public methods might be used by client applications of your Projects.
!m.IsEntryPoint && // Main() method is not used by-design.
!m.IsClassConstructor &&
!m.IsVirtual && // Only check for non virtual method that are not seen as used in IL.
!(m.IsConstructor && // Don't take account of protected ctor that might be call by a derived ctors.
m.IsProtected) &&
!m.NameLike (@"^On") && //Exclude Events like MFC ones
!m.IsGeneratedByCompiler
)
// Get methods unused
let methodsUnused =
from m in JustMyCode.Methods where
m.NbMethodsCallingMe == 0 &&
canMethodBeConsideredAsDeadProc(m)
select m
// Dead methods = methods used only by unused methods (recursive)
let deadMethodsMetric = methodsUnused.FillIterative(
methods => // Unique loop, just to let a chance to build the hashset.
from o in new[] { new object() }
// Use a hashet to make Intersect calls much faster!
let hashset = methods.ToHashSet()
from m in codeBase.Application.Methods.UsedByAny(methods).Except(methods)
where canMethodBeConsideredAsDeadProc(m) &&
// Select methods called only by methods already considered as dead
hashset.Intersect(m.MethodsCallingMe).Count() == m.NbMethodsCallingMe
select m)
from m in JustMyCode.Methods.Intersect(deadMethodsMetric.DefinitionDomain)
select new { m, m.MethodsCallingMe, depth = deadMethodsMetric[m] }
418 methods matched
methods | MethodsCallingMe | depth | Full Name |
---|---|---|---|
forecastFixing(constQuantLib::Date&) | 0 method | 0 | QuantLib.SwapIndex.forecastFixing(constQuantLib::Date&) |
checkPricerImpl(constint) | 0 method | 0 | QuantLib.CPICoupon.checkPricerImpl(constint) |
registerObserver(QuantLib::Observer*) | 0 method | 0 | QuantLib.Observable.registerObserver(QuantLib::Observer*) |
unregisterObserver(QuantLib::Observer*) | 0 method | 0 | QuantLib.Observable.unregisterObserver(QuantLib::Observer*) |
IndexManager() | 0 method | 0 | QuantLib.IndexManager.IndexManager() |
Settings() | 0 method | 0 | QuantLib.Settings.Settings() |
checkPricerImpl(constint) | 0 method | 0 | QuantLib.YoYInflationCoupon.checkPricerImpl(constint) |
locate(Real) | 0 method | 0 | QuantLib.Interpolation+templateImpl.locate(Real) |
optionletPriceImp(Option::Type,Real,Real,Real) | 0 method | 0 | QuantLib.BlackYoYInflationCouponPricer.optionletPriceImp(Option::Type ,Real,Real,Real) |
optionletPriceImp(Option::Type,Real,Real,Real) | 0 method | 0 | QuantLib.UnitDisplacedBlackYoYInflationCouponPricer.optionletPriceImp (Option::Type,Real,Real,Real) |
optionletPriceImp(Option::Type,Real,Real,Real) | 0 method | 0 | QuantLib.BachelierYoYInflationCouponPricer.optionletPriceImp (Option::Type,Real,Real,Real) |
setupExpired() | 0 method | 0 | QuantLib.MultiAssetOption.setupExpired() |
evolveAtPMin(Real) | 0 method | 0 | QuantLib.FdmVPPStepCondition.evolveAtPMin(Real) |
evolveAtPMax(Real) | 0 method | 0 | QuantLib.FdmVPPStepCondition.evolveAtPMax(Real) |
size() | 0 method | 0 | QuantLib.StochasticProcess1D.size() |
initialValues() | 0 method | 0 | QuantLib.StochasticProcess1D.initialValues() |
drift(Time,constQuantLib::Array&) | 0 method | 0 | QuantLib.StochasticProcess1D.drift(Time,constQuantLib::Array&) |
diffusion(Time,constQuantLib::Array&) | 0 method | 0 | QuantLib.StochasticProcess1D.diffusion(Time,constQuantLib::Array&) |
expectation(Time,constQuantLib::Array&,Time) | 0 method | 0 | QuantLib.StochasticProcess1D.expectation(Time,constQuantLib::Array& ,Time) |
stdDeviation(Time,constQuantLib::Array&,Time) | 0 method | 0 | QuantLib.StochasticProcess1D.stdDeviation(Time,constQuantLib::Array& ,Time) |
covariance(Time,constQuantLib::Array&,Time) | 0 method | 0 | QuantLib.StochasticProcess1D.covariance(Time,constQuantLib::Array& ,Time) |
evolve(Time,constQuantLib::Array&,Time,constQuantLib::Array&) | 0 method | 0 | QuantLib.StochasticProcess1D.evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
apply(constQuantLib::Array&,constQuantLib::Array&) | 0 method | 0 | QuantLib.StochasticProcess1D.apply(constQuantLib::Array& ,constQuantLib::Array&) |
performCalculations() | 0 method | 0 | QuantLib.FdmExtOUJumpSolver.performCalculations() |
setupExpired() | 3 methods | 1 | QuantLib.OneAssetOption.setupExpired() |
performCalculations() | 0 method | 0 | QuantLib.FdmKlugeExtOUSolver<N>.performCalculations() |
BOOST_STATIC_ASSERT(int) | 0 method | 0 | QuantLib.FdmKlugeExtOUSolver<N>.BOOST_STATIC_ASSERT(int) |
blackVarianceImpl(Time,Real) | 0 method | 0 | QuantLib.BlackVolatilityTermStructure.blackVarianceImpl(Time,Real) |
blackVolImpl(Time,Real) | 0 method | 0 | QuantLib.BlackVarianceTermStructure.blackVolImpl(Time,Real) |
integro(constQuantLib::Array&) | 0 method | 0 | QuantLib.FdmExtOUJumpOp.integro(constQuantLib::Array&) |
performCalculations() | 0 method | 0 | QuantLib.Fdm2DimSolver.performCalculations() |
setLowerBC(constint) | 0 method | 0 | QuantLib.FdmSquareRootFwdOp.setLowerBC(constint) |
setUpperBC(constint) | 0 method | 0 | QuantLib.FdmSquareRootFwdOp.setUpperBC(constint) |
setTransformLowerBC(constint) | 0 method | 0 | QuantLib.FdmSquareRootFwdOp.setTransformLowerBC(constint) |
setTransformUpperBC(constint) | 0 method | 0 | QuantLib.FdmSquareRootFwdOp.setTransformUpperBC(constint) |
performCalculations() | 0 method | 0 | QuantLib.FlatForward.performCalculations() |
discountImpl(Time) | 0 method | 0 | QuantLib.FlatForward.discountImpl(Time) |
changeState(Real,constQuantLib::Array&,Time) | 0 method | 0 | QuantLib.FdmVPPStartLimitStepCondition.changeState(Real ,constQuantLib::Array&,Time) |
performCalculations() | 0 method | 0 | QuantLib.FdmSimple3dExtOUJumpSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmSimple2dExtOUSolver.performCalculations() |
locateX(Real) | 0 method | 0 | QuantLib.Interpolation2D+templateImpl.locateX(Real) |
locateY(Real) | 0 method | 0 | QuantLib.Interpolation2D+templateImpl.locateY(Real) |
next(bool) | 0 method | 0 | QuantLib.PathGenerator<GSG>.next(bool) |
Factorial() | 0 method | 0 | QuantLib.Factorial.Factorial() |
CashFlows() | 0 method | 0 | QuantLib.CashFlows.CashFlows() |
CashFlows(constQuantLib::CashFlows&) | 0 method | 0 | QuantLib.CashFlows.CashFlows(constQuantLib::CashFlows&) |
setupExpired() | 0 method | 0 | QuantLib.Bond.setupExpired() |
setSingleRedemption(Real,constint) | 0 method | 0 | QuantLib.Bond.setSingleRedemption(Real,constint) |
setupExpired() | 6 methods | 1 | QuantLib.Swap.setupExpired() |
setupExpired() | 0 method | 0 | QuantLib.CPISwap.setupExpired() |
setupArguments(PricingEngine::arguments*) | 0 method | 0 | QuantLib.DividendBarrierOption.setupArguments (PricingEngine::arguments*) |
forwardSolve(constQuantLib::Array&) | 0 method | 0 | QuantLib.SparseILUPreconditioner.forwardSolve(constQuantLib::Array&) |
backwardSolve(constQuantLib::Array&) | 0 method | 0 | QuantLib.SparseILUPreconditioner.backwardSolve(constQuantLib::Array&) |
rotateArray(QuantLib::Array) | 0 method | 0 | QuantLib.DifferentialEvolution.rotateArray(QuantLib::Array) |
~CuriouslyRecurringTemplate<Impl>() | 0 method | 0 | QuantLib.CuriouslyRecurringTemplate<Impl>.~CuriouslyRecurringTemplate <Impl>() |
impl() | 0 method | 0 | QuantLib.CuriouslyRecurringTemplate<Impl>.impl() |
impl() | 0 method | 0 | QuantLib.CuriouslyRecurringTemplate<Impl>.impl() |
integrate(constint) | 0 method | 0 | QuantLib.GaussLobattoIntegral.integrate(constint) |
adaptivGaussLobattoStep(constint) | 0 method | 0 | QuantLib.GaussLobattoIntegral.adaptivGaussLobattoStep(constint) |
calculateAbsTolerance(constint) | 0 method | 0 | QuantLib.GaussLobattoIntegral.calculateAbsTolerance(constint) |
integro(constQuantLib::Array&) | 0 method | 0 | QuantLib.FdmBatesOp.integro(constQuantLib::Array&) |
discountImpl(Time) | 0 method | 0 | QuantLib.ZeroYieldStructure.discountImpl(Time) |
zeroYieldImpl(Time) | 0 method | 0 | QuantLib.ZeroSpreadedTermStructure.zeroYieldImpl(Time) |
forwardImpl(Time) | 0 method | 0 | QuantLib.ZeroSpreadedTermStructure.forwardImpl(Time) |
isOnTime(Time) | 7 methods | 1 | QuantLib.DiscretizedAsset.isOnTime(Time) |
postAdjustValuesImpl() | 0 method | 0 | QuantLib.DiscretizedOption.postAdjustValuesImpl() |
applyExerciseCondition() | 1 method | 1 | QuantLib.DiscretizedOption.applyExerciseCondition() |
setupExpired() | 0 method | 0 | QuantLib.VanillaSwap.setupExpired() |
V(Time) | 0 method | 0 | QuantLib.G2.V(Time) |
A(Time,Time) | 0 method | 0 | QuantLib.HullWhite.A(Time,Time) |
BoundaryConditionSchemeHelper() | 0 method | 0 | QuantLib.BoundaryConditionSchemeHelper.BoundaryConditionSchemeHelper() |
apply(constQuantLib::Array&) | 0 method | 0 | QuantLib.ImplicitEulerScheme.apply(constQuantLib::Array&) |
performCalculations() | 0 method | 0 | QuantLib.Fdm1DimSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.Fdm2dBlackScholesSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmHestonSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmBatesSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmBlackScholesSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmG2Solver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmHestonHullWhiteSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmHullWhiteSolver.performCalculations() |
performCalculations() | 0 method | 0 | QuantLib.FdmSimple2dBSSolver.performCalculations() |
discountImpl(Time) | 0 method | 0 | QuantLib.FdmAffineModelTermStructure.discountImpl(Time) |
getState(constint) | 0 method | 0 | QuantLib.FdmAffineModelSwapInnerValue<ModelType>.getState(constint) |
integrate(constint) | 0 method | 0 | QuantLib.TrapezoidIntegral<IntegrationPolicy>.integrate(constint) |
integrate(constint) | 0 method | 0 | QuantLib.SimpsonIntegral.integrate(constint) |
forecastFixing(constQuantLib::Date&) | 0 method | 0 | QuantLib.BMAIndex.forecastFixing(constQuantLib::Date&) |
drift(Real,Real,Real,Real) | 0 method | 0 | QuantLib.RangeAccrualPricerByBgm.drift(Real,Real,Real,Real) |
derDriftDerLambdaS(Real,Real,Real,Real) | 0 method | 0 | QuantLib.RangeAccrualPricerByBgm.derDriftDerLambdaS(Real,Real,Real ,Real) |
derDriftDerLambdaT(Real,Real,Real,Real) | 0 method | 0 | QuantLib.RangeAccrualPricerByBgm.derDriftDerLambdaT(Real,Real,Real ,Real) |
GFunctionFactory() | 0 method | 0 | QuantLib.GFunctionFactory.GFunctionFactory() |
initialize(constQuantLib::FloatingRateCoupon&) | 0 method | 0 | QuantLib.HaganPricer.initialize(constQuantLib::FloatingRateCoupon&) |
functionF(constReal) | 0 method | 0 | QuantLib.NumericHaganPricer+ConundrumIntegrand.functionF(constReal) |
firstDerivativeOfF(constReal) | 0 method | 0 | QuantLib.NumericHaganPricer+ConundrumIntegrand.firstDerivativeOfF (constReal) |
setStrike(Real) | 0 method | 0 | QuantLib.NumericHaganPricer+ConundrumIntegrand.setStrike(Real) |
optionletPrice(Option::Type,Real) | 0 method | 0 | QuantLib.AnalyticHaganPricer.optionletPrice(Option::Type,Real) |
swapletPrice() | 0 method | 0 | QuantLib.AnalyticHaganPricer.swapletPrice() |
integrate(constint) | 0 method | 0 | QuantLib.GaussKronrodNonAdaptive.integrate(constint) |
integrate(constint) | 0 method | 0 | QuantLib.GaussKronrodAdaptive.integrate(constint) |
integrateRecursively(constint) | 0 method | 0 | QuantLib.GaussKronrodAdaptive.integrateRecursively(constint) |
setupExpired() | 0 method | 0 | QuantLib.AssetSwap.setupExpired() |
Statistics
Stat | MethodsCallingMe | depth |
---|---|---|
Sum: | 0 | 67 |
Average: | 0 | 0.16 |
Minimum: | 0 | 0 |
Maximum: | 0 | 2 |
Standard deviation: | 0 | 0.39 |
Variance: | 0 | 0.15 |
warnif count > 0
from f in JustMyCode.Fields where
f.NbMethodsUsingMe == 0 &&
!f.IsPublic && // Although not recommended, public fields might be used by client applications of your Projects.
!f.IsEnumValue
// If you don't want to link CppDepend.API.dll, you can use your own IsNotDeadCodeAttribute and adapt this rule.
select f
903 fields matched
fields | Full Name |
---|---|
rate_ | QuantLib.FixedRateCoupon.rate_ |
firstPeriodDC_ | QuantLib.FixedRateLeg.firstPeriodDC_ |
dayCounter_ | QuantLib.InterestRateIndex.dayCounter_ |
discount_ | QuantLib.SwapIndex.discount_ |
lastFixingDate_ | QuantLib.SwapIndex.lastFixingDate_ |
lastFixingDate_ | QuantLib.OvernightIndexedSwapIndex.lastFixingDate_ |
baseCPI_ | QuantLib.CPILeg.baseCPI_ |
observationLag_ | QuantLib.CPILeg.observationLag_ |
paymentDayCounter_ | QuantLib.CPILeg.paymentDayCounter_ |
capletVol_ | QuantLib.CPICouponPricer.capletVol_ |
additionalResults_ | QuantLib.Instrument.additionalResults_ |
dayCounter_ | QuantLib.InflationCoupon.dayCounter_ |
dayCounter_ | QuantLib.TermStructure.dayCounter_ |
dc_ | QuantLib.InterestRate.dc_ |
nominalTermStructure_ | QuantLib.InflationTermStructure.nominalTermStructure_ |
referenceDate_ | QuantLib.InflationIndex.referenceDate_ |
zeroInflation_ | QuantLib.ZeroInflationIndex.zeroInflation_ |
yoyInflation_ | QuantLib.YoYInflationIndex.yoyInflation_ |
observationLag_ | QuantLib.yoyInflationLeg.observationLag_ |
paymentDayCounter_ | QuantLib.yoyInflationLeg.paymentDayCounter_ |
rateCurve_ | QuantLib.InflationCouponPricer.rateCurve_ |
capletVol_ | QuantLib.YoYInflationCouponPricer.capletVol_ |
f_ | QuantLib.InverseCumulativeNormal.f_ |
intEps_ | QuantLib.ExtendedOrnsteinUhlenbeckProcess.intEps_ |
conditions_ | QuantLib.FdmStepConditionComposite.conditions_ |
diagonal_ | QuantLib.TridiagonalOperator.diagonal_ |
lowerDiagonal_ | QuantLib.TridiagonalOperator.lowerDiagonal_ |
upperDiagonal_ | QuantLib.TridiagonalOperator.upperDiagonal_ |
temp_ | QuantLib.TridiagonalOperator.temp_ |
bcSet_ | QuantLib.FdmBackwardSolver.bcSet_ |
process_ | QuantLib.FdmExtOUJumpSolver.process_ |
solverDesc_ | QuantLib.FdmExtOUJumpSolver.solverDesc_ |
schemeDesc_ | QuantLib.FdmExtOUJumpSolver.schemeDesc_ |
tGrid_ | QuantLib.FdExtOUJumpVanillaEngine.tGrid_ |
xGrid_ | QuantLib.FdExtOUJumpVanillaEngine.xGrid_ |
yGrid_ | QuantLib.FdExtOUJumpVanillaEngine.yGrid_ |
schemeDesc_ | QuantLib.FdExtOUJumpVanillaEngine.schemeDesc_ |
bcSet_ | QuantLib.FdmKlugeExtOUOp.bcSet_ |
corrMap_ | QuantLib.FdmKlugeExtOUOp.corrMap_ |
values_ | QuantLib.FdmSnapshotCondition.values_ |
klugeOUProcess_ | QuantLib.FdmKlugeExtOUSolver<N>.klugeOUProcess_ |
direction_ | QuantLib.FdmExpExtOUInnerValueCalculator.direction_ |
tGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.tGrid_ |
xGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.xGrid_ |
yGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.yGrid_ |
uGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.uGrid_ |
schemeDesc_ | QuantLib.FdKlugeExtOUSpreadEngine.schemeDesc_ |
weights_ | QuantLib.AverageBasketPayoff.weights_ |
x0_ | QuantLib.GeneralizedBlackScholesProcess.x0_ |
riskFreeRate_ | QuantLib.GeneralizedBlackScholesProcess.riskFreeRate_ |
blackVolatility_ | QuantLib.GeneralizedBlackScholesProcess.blackVolatility_ |
localVolatility_ | QuantLib.GeneralizedBlackScholesProcess.localVolatility_ |
x_ | QuantLib.FdmBlackScholesFwdOp.x_ |
dxMap_ | QuantLib.FdmBlackScholesFwdOp.dxMap_ |
dxxMap_ | QuantLib.FdmBlackScholesFwdOp.dxxMap_ |
mapT_ | QuantLib.FdmBlackScholesFwdOp.mapT_ |
strike_ | QuantLib.FdmBlackScholesFwdOp.strike_ |
bcSet_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp.bcSet_ |
x_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp.x_ |
dxMap_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp.dxMap_ |
dxxMap_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp.dxxMap_ |
mapX_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp.mapX_ |
x_ | QuantLib.GaussianQuadrature.x_ |
w_ | QuantLib.GaussianQuadrature.w_ |
bcSet_ | QuantLib.FdmExtOUJumpOp.bcSet_ |
gaussLaguerreIntegration_ | QuantLib.FdmExtOUJumpOp.gaussLaguerreIntegration_ |
x_ | QuantLib.FdmExtOUJumpOp.x_ |
dyMap_ | QuantLib.FdmExtOUJumpOp.dyMap_ |
integroPart_ | QuantLib.FdmExtOUJumpOp.integroPart_ |
x_ | QuantLib.Fdm2DimSolver.x_ |
y_ | QuantLib.Fdm2DimSolver.y_ |
resultValues_ | QuantLib.Fdm2DimSolver.resultValues_ |
riskFreeRate_ | QuantLib.HestonProcess.riskFreeRate_ |
s0_ | QuantLib.HestonProcess.s0_ |
v_ | QuantLib.FdmSquareRootFwdOp.v_ |
vq_ | QuantLib.FdmSquareRootFwdOp.vq_ |
vmq_ | QuantLib.FdmSquareRootFwdOp.vmq_ |
kappa_ | QuantLib.FdmHestonFwdOp.kappa_ |
theta_ | QuantLib.FdmHestonFwdOp.theta_ |
sigma_ | QuantLib.FdmHestonFwdOp.sigma_ |
rho_ | QuantLib.FdmHestonFwdOp.rho_ |
v0_ | QuantLib.FdmHestonFwdOp.v0_ |
varianceValues_ | QuantLib.FdmHestonFwdOp.varianceValues_ |
forward_ | QuantLib.FlatForward.forward_ |
rate_ | QuantLib.FlatForward.rate_ |
process_ | QuantLib.FdmSimple3dExtOUJumpSolver.process_ |
solverDesc_ | QuantLib.FdmSimple3dExtOUJumpSolver.solverDesc_ |
schemeDesc_ | QuantLib.FdmSimple3dExtOUJumpSolver.schemeDesc_ |
tGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine.tGrid_ |
xGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine.xGrid_ |
yGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine.yGrid_ |
schemeDesc_ | QuantLib.FdSimpleExtOUJumpSwingEngine.schemeDesc_ |
tGrid_ | QuantLib.FdSimpleBSSwingEngine.tGrid_ |
xGrid_ | QuantLib.FdSimpleBSSwingEngine.xGrid_ |
schemeDesc_ | QuantLib.FdSimpleBSSwingEngine.schemeDesc_ |
tGrid_ | QuantLib.FdSimpleExtOUStorageEngine.tGrid_ |
xGrid_ | QuantLib.FdSimpleExtOUStorageEngine.xGrid_ |
schemeDesc_ | QuantLib.FdSimpleExtOUStorageEngine.schemeDesc_ |
process_ | QuantLib.FdmSimple2dExtOUSolver.process_ |
solverDesc_ | QuantLib.FdmSimple2dExtOUSolver.solverDesc_ |
Statistics
Stat |
---|
Sum: |
Average: |
Minimum: |
Maximum: |
Standard deviation: |
Variance: |
Trend Charts
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Projects Dependencies
Assembly | Depends on | Is referenced by |
---|---|---|
WindowsAPI v1.0.0.0 | - | QuantLib v1.0.0.0 ; |
Externals v1.0.0.0 | - | QuantLib v1.0.0.0 ; |
QuantLib v1.0.0.0 | WindowsAPI v1.0.0.0 ; Externals v1.0.0.0 ; | - |
Projects Build Order
- QuantLib
Projects Build Order
- QuantLib
Analysis Log : Information and Warnings
The Warnings can reveal potential flaws concerning the health of the build process.
A particular warn can be disabled through the CppDepend interactive UI, panel Error List, tick the checkbox Disabled corresponding to the warn to disable.
Kind | Message |
---|---|
Info | 08/04/2014 19:50:16 Begin full analysis with CppDepend v4.1.0.2453 |
Info | No Baseline for Comparison loaded. |
Info | The parser used is Clang |
Warning | Project:QuantLib=>'boost/config.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:37:10 |
Warning | Project:QuantLib=>'boost/version.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:38:10 |
Warning | Project:QuantLib=>'boost/limits.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:136:10 |
Warning | Project:QuantLib=>'boost/type_traits.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/utilities/null.hpp:30:10 |
Warning | Project:QuantLib=>'boost/config.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:37:10 |
Warning | Project:QuantLib=>'boost/assert.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:29:10 |
Warning | Project:QuantLib=>'boost/current_function.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:30:10 |
Warning | Project:QuantLib=>'boost/version.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:38:10 |
Warning | Project:QuantLib=>'boost/limits.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:136:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:31:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/patterns/observable.hpp:32:10 |
Warning | Project:QuantLib=>'boost/type_traits.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/utilities/null.hpp:30:10 |
Warning | Project:QuantLib=>'boost/optional.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/event.hpp:31:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/math/comparison.hpp:28:10 |
Warning | Project:QuantLib=>'boost/assert.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:29:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/time/calendar.hpp:31:10 |
Warning | Project:QuantLib=>'boost/current_function.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:30:10 |
Warning | Project:QuantLib=>'boost/optional.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/time/schedule.hpp:34:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:31:10 |
Warning | Project:QuantLib=>'boost/iterator/transform_iterator.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/timeseries.hpp:31:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/patterns/observable.hpp:32:10 |
Warning | Project:QuantLib=>'boost/iterator/reverse_iterator.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/timeseries.hpp:32:10 |
Warning | Project:QuantLib=>'boost/optional.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/event.hpp:31:10 |
Warning | Project:QuantLib=>'boost/function.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/timeseries.hpp:33:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/math/comparison.hpp:28:10 |
Warning | Project:QuantLib=>'boost/utility.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/timeseries.hpp:34:10 |
Warning | Project:QuantLib=>'boost/any.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/instrument.hpp:32:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/patterns/singleton.hpp:28:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/time/calendar.hpp:31:10 |
Warning | Project:QuantLib=>'boost/noncopyable.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/patterns/singleton.hpp:32:10 |
Warning | Project:QuantLib=>'boost/iterator/transform_iterator.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/timeseries.hpp:31:10 |
Warning | Project:QuantLib=>'boost/iterator/reverse_iterator.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/timeseries.hpp:32:10 |
Warning | Project:QuantLib=>'boost/optional.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/settings.hpp:32:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/indexes/region.hpp:29:10 |
Warning | Project:QuantLib=>'boost/function.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/timeseries.hpp:33:10 |
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Warning | Project:QuantLib=>'boost/optional.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/event.hpp:31:10 |
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Warning | Project:QuantLib=>'boost/assert.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:29:10 |
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Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/patterns/observable.hpp:32:10 |
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Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/patterns/observable.hpp:32:10 |
Warning | Project:QuantLib=>'boost/iterator/reverse_iterator.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/math/array.hpp:33:10 |
Warning | Project:QuantLib=>'boost/scoped_array.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/math/array.hpp:34:10 |
Warning | Project:QuantLib=>'boost/type_traits.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/math/array.hpp:35:10 |
Warning | Project:QuantLib=>'boost/iterator/iterator_adaptor.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/utilities/steppingiterator.hpp:28:10 |
Warning | Project:QuantLib=>'boost/config.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:37:10 |
Warning | Project:QuantLib=>'boost/version.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:38:10 |
Warning | Project:QuantLib=>'boost/limits.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:136:10 |
Warning | Project:QuantLib=>'boost/type_traits.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/utilities/null.hpp:30:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/time/calendar.hpp:31:10 |
Warning | Project:QuantLib=>'boost/assert.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:29:10 |
Warning | Project:QuantLib=>'boost/current_function.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:30:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:31:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/patterns/singleton.hpp:28:10 |
Warning | Project:QuantLib=>'boost/noncopyable.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/patterns/singleton.hpp:32:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/patterns/observable.hpp:32:10 |
Warning | Project:QuantLib=>'boost/optional.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/settings.hpp:32:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/math/comparison.hpp:28:10 |
Warning | Project:QuantLib=>'boost/config.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:37:10 |
Warning | Project:QuantLib=>'boost/version.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:38:10 |
Warning | Project:QuantLib=>'boost/limits.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/qldefines.hpp:136:10 |
Warning | Project:QuantLib=>'boost/assert.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:29:10 |
Warning | Project:QuantLib=>'boost/current_function.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:30:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/errors.hpp:31:10 |
Warning | Project:QuantLib=>'boost/shared_ptr.hpp' file not found at C:\QuantLib-1.4\QuantLib-1.4\ql/math/comparison.hpp:28:10 |
Warning | The project QuantLib contains 10881 Clang errors, to see them you can activate the Clang parsing errors tab. |
Info | No dependency cycle detected in projects referencement graph. |
Info | 08/04/2014 20:14:35 Analyse dependencies of your application. |
Info | 08/04/2014 20:14:36 Building the report (standard). |
Info | 08/04/2014 20:14:39 Log trend metrics values. |
Info | 08/04/2014 20:14:42 Execute queries and rules |
Warning | 3 critical rules are violated. - Types too big - critical - Methods too complex - critical - Methods with too many parameters - critical |
Info | 08/04/2014 20:14:48 CppDepend analysis done. Duration: 00:24:32 |