# API Reference

This section lists the QuantLib functions made available to Excel.


## Asianoptions


[qAverageType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L29)(s: str)


[qlContinuousAveragingAsianOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L45)(average_type: qAverageType, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlContinuousAveragingAsianOptionWithStartDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L64)(average_type: qAverageType, start_date: qDate, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlDiscreteAveragingAsianOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L85)(average_type: qAverageType, fixing_dates: xlo.Array(dims=1), payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, all_past_fixings: xlo.Array(dims=1) = None, trigger = None)


[qlDiscreteAveragingAsianOptionTimeGrid](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L116)(option: ql.DiscreteAveragingAsianOption, trigger = None)


[qlAnalyticContinuousGeometricAveragePriceAsianEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L132)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticContinuousGeometricAveragePriceAsianHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L147)(process: ql.HestonProcess, summation_cutoff: int = 50, xi_right_limit: float = 100.0, trigger = None)


[qlAnalyticDiscreteGeometricAveragePriceAsianEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L165)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticDiscreteGeometricAveragePriceAsianHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L179)(process: ql.HestonProcess, xi_right_limit: float = 100.0, trigger = None)


[qlAnalyticDiscreteGeometricAverageStrikeAsianEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L196)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlMCDiscreteArithmeticAPEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L220)(process: ql.GeneralizedBlackScholesProcess, traits: qMCTraits, brownian_bridge: bool = False, antithetic_variate: bool = False, control_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


[qlMCDiscreteArithmeticAPHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L267)(process: ql.HestonProcess, traits: qMCTraits, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), control_variate: bool = False, trigger = None)


[qlMCDiscreteArithmeticASEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L314)(process: ql.GeneralizedBlackScholesProcess, traits: qMCTraits, brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


[qlMCDiscreteGeometricAPEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L357)(process: ql.GeneralizedBlackScholesProcess, traits: qMCTraits, brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


[qlMCDiscreteGeometricAPHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L401)(process: ql.HestonProcess, traits: qMCTraits, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), trigger = None)


[qlContinuousArithmeticAsianLevyEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L443)(process: ql.GeneralizedBlackScholesProcess, running_average: qQuoteHandle, trigger = None)


[qlContinuousArithmeticAsianLevyEngineWithStartDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L460)(process: ql.GeneralizedBlackScholesProcess, running_average: qQuoteHandle, start_date: qDate, trigger = None)


[qlFdBlackScholesAsianEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L479)(process: ql.GeneralizedBlackScholesProcess, t_grid: int, x_grid: int, a_grid: int, trigger = None)


[qlChoiAsianEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L499)(process: ql.GeneralizedBlackScholesProcess, lambda_: int = 15, max_nr_integration_steps: int = 2 << 21, trigger = None)


[qlTurnbullWakemanAsianEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/asianoptions.py#L515)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


## Barrieroptions


[qBarrierType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L51)(s: str)


[qPartialBarrierRange](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L60)(s: str)


[qDoubleBarrierType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L69)(s: str)


[qVannaVolgaDoubleBarrierEngineType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L78)(name: str)


[qlBarrierOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L93)(barrier_type: qBarrierType, barrier: float, rebate: float, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlQuantoBarrierOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L115)(barrier_type: qBarrierType, barrier: float, rebate: float, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlPartialTimeBarrierOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L139)(barrier_type: qBarrierType, barrier_range: qPartialBarrierRange, barrier: float, rebate: float, cover_event_date: qDate, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlBarrierOptionImpliedVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L174)(option: ql.BarrierOption, target_value: float, process: ql.GeneralizedBlackScholesProcess, dividends: xlo.Array(dims=1) = None, accuracy: float = 1.0e-4, max_evaluations: int = 100, min_vol: float = 1.0e-4, max_vol: float = 4.0, trigger = None)


[qlAnalyticPartialTimeBarrierOptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L213)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L226)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlMCBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L249)(process: ql.GeneralizedBlackScholesProcess, traits: qMCTraits, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), is_biased: bool = False, seed: int = 0, trigger = None)


[qlQuantoBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L293)(process: ql.GeneralizedBlackScholesProcess, foreign_risk_free_rate: ql.YieldTermStructureHandle, exchange_rate_volatility: ql.BlackVolTermStructureHandle, correlation: qQuoteHandle, trigger = None)


[qlFdBlackScholesBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L322)(process: ql.GeneralizedBlackScholesProcess, dividends: xlo.Array(dims=1) = None, t_grid: int = 100, x_grid: int = 100, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Douglas(), local_vol: bool = False, illegal_local_vol_overwrite: float = -ql.nullDouble(), trigger = None)


[qlFdBlackScholesRebateEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L370)(process: ql.GeneralizedBlackScholesProcess, dividends: xlo.Array(dims=1) = None, t_grid: int = 100, x_grid: int = 100, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Douglas(), local_vol: bool = False, illegal_local_vol_overwrite: float = -ql.nullDouble(), trigger = None)


[qlFdHestonBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L419)(model: ql.HestonModel, dividends: xlo.Array(dims=1) = None, t_grid: int = 100, x_grid: int = 100, v_grid: int = 50, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Hundsdorfer(), leverage_fct: ql.LocalVolTermStructure = None, mixing_factor: float = 1.0, trigger = None)


[qlFdHestonRebateEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L472)(model: ql.HestonModel, dividends: xlo.Array(dims=1) = None, t_grid: int = 100, x_grid: int = 100, v_grid: int = 50, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Hundsdorfer(), leverage_fct: ql.LocalVolTermStructure = None, mixing_factor: float = 1.0, trigger = None)


[qlAnalyticBinaryBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L516)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlBinomialBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L532)(process: ql.GeneralizedBlackScholesProcess, engine_type: qBinomialEngineType, steps: int, max_steps: int = 0, trigger = None)


[qlDoubleBarrierOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L571)(barrier_type: qDoubleBarrierType, barrier_lo: float, barrier_hi: float, rebate: float, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlQuantoDoubleBarrierOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L602)(barrier_type: qDoubleBarrierType, barrier_lo: float, barrier_hi: float, rebate: float, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlQuantoDoubleBarrierOptionQvega](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L628)(option: ql.QuantoDoubleBarrierOption, trigger = None)


[qlQuantoDoubleBarrierOptionQrho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L641)(option: ql.QuantoDoubleBarrierOption, trigger = None)


[qlQuantoDoubleBarrierOptionQlambda](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L654)(option: ql.QuantoDoubleBarrierOption, trigger = None)


[qlAnalyticDoubleBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L668)(process: ql.GeneralizedBlackScholesProcess, series: int = 5, trigger = None)


[qlFdHestonDoubleBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L690)(model: ql.HestonModel, t_grid: int = 100, x_grid: int = 100, v_grid: int = 50, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Hundsdorfer(), leverage_fct: ql.LocalVolTermStructure = None, mixing_factor: float = 1.0, trigger = None)


[qlSuoWangDoubleBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L721)(process: ql.GeneralizedBlackScholesProcess, series: int = 5, trigger = None)


[qlAnalyticDoubleBarrierBinaryEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L736)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlBinomialDoubleBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L751)(process: ql.GeneralizedBlackScholesProcess, engine_type: qBinomialEngineType, steps: int, trigger = None)


[qlTwoAssetBarrierOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L787)(barrier_type: qBarrierType, barrier: float, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlAnalyticTwoAssetBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L806)(process1: ql.GeneralizedBlackScholesProcess, process2: ql.GeneralizedBlackScholesProcess, rho: qQuoteHandle, trigger = None)


[qlSoftBarrierOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L826)(barrier_type: qBarrierType, barrier_lo: float, barrier_hi: float, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlSoftBarrierOptionImpliedVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L850)(option: ql.SoftBarrierOption, price: float, process: ql.GeneralizedBlackScholesProcess, accuracy: float = 1.0e-4, max_evaluations: int = 100, min_vol: float = 1.0e-6, max_vol: float = 4.0, trigger = None)


[qlAnalyticSoftBarrierEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L877)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlBarrierTypeName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L890)(barrier_type: int, trigger = None)


[qlPartialBarrierRangeName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L901)(barrier_range: int, trigger = None)


[qlDoubleBarrierTypeName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/barrieroptions.py#L912)(barrier_type: int, trigger = None)


## Basketoptions


[qOperatorSplittingSpreadEngineOrder](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L28)(s: str)


[qlMinBasketPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L37)(payoff: ql.Payoff, trigger = None)


[qlMaxBasketPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L46)(payoff: ql.Payoff, trigger = None)


[qlAverageBasketPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L58)(payoff: ql.Payoff, weights: xlo.Array(dims=1), trigger = None)


[qlSpreadBasketPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L69)(payoff: ql.Payoff, trigger = None)


[qlBasketOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L81)(payoff: ql.BasketPayoff, exercise: ql.Exercise, trigger = None)


[qlMCEuropeanBasketEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L103)(process: ql.StochasticProcessArray, traits: qMCTraits, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


[qlMCAmericanBasketEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L149)(process: ql.StochasticProcessArray, traits: qMCTraits, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, n_calibration_samples: int = 2048, polynom_order: int = 2, polynom_type: int = ql.LsmBasisSystem.Monomial, trigger = None)


[qlStulzEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L191)(process1: ql.GeneralizedBlackScholesProcess, process2: ql.GeneralizedBlackScholesProcess, correlation: float, trigger = None)


[qlKirkEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L209)(process1: ql.GeneralizedBlackScholesProcess, process2: ql.GeneralizedBlackScholesProcess, correlation: float, trigger = None)


[qlBjerksundStenslandSpreadEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L227)(process1: ql.GeneralizedBlackScholesProcess, process2: ql.GeneralizedBlackScholesProcess, correlation: float, trigger = None)


[qlOperatorSplittingSpreadEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L246)(process1: ql.GeneralizedBlackScholesProcess, process2: ql.GeneralizedBlackScholesProcess, correlation: float, order: qOperatorSplittingSpreadEngineOrder = ql.OperatorSplittingSpreadEngine.Second, trigger = None)


[qlFd2dBlackScholesVanillaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L272)(process1: ql.GeneralizedBlackScholesProcess, process2: ql.GeneralizedBlackScholesProcess, correlation: float, x_grid: int = 100, y_grid: int = 100, t_grid: int = 50, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Hundsdorfer(), local_vol: bool = False, illegal_local_vol_overwrite: float = -ql.nullDouble(), trigger = None)


[qlChoiBasketEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L311)(processes: xlo.Array(dims=1), correlation: xlo.Array(dims=2), lambda_: float = 10.0, max_nr_integration_steps: int = ql.nullInt(), calc_fwd_delta: bool = False, control_variate: bool = False, trigger = None)


[qlDengLiZhouBasketEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L340)(processes: xlo.Array(dims=1), correlation: xlo.Array(dims=2), trigger = None)


[qlFdndimBlackScholesVanillaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L360)(processes: xlo.Array(dims=1), correlation: xlo.Array(dims=2), x_grid: int, t_grid: int = 50, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Hundsdorfer(), trigger = None)


[qlEverestOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L385)(notional: float, guarantee: float, exercise: ql.Exercise, trigger = None)


[qlMCEverestEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L407)(process: ql.StochasticProcessArray, traits: qMCTraits, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


[qlHimalayaOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L442)(fixing_dates: xlo.Array(dims=1), strike: float, trigger = None)


[qlMCHimalayaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/basketoptions.py#L462)(process: ql.StochasticProcessArray, traits: qMCTraits, brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


## Blackformula


[qlBlackFormula](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/blackformula.py#L21)(option_type: qOptionType, strike: float, forward: float, std_dev: float, discount: float = 1.0, displacement: float = 0.0, trigger = None)


[qlBlackFormulaImpliedStdDev](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/blackformula.py#L50)(option_type: qOptionType, strike: float, forward: float, price: float, discount: float = 1.0, displacement: float = 0.0, guess: float = ql.nullDouble(), accuracy: float = 1e-6, max_iterations: int = 100, trigger = None)


[qlBlackFormulaImpliedStdDevLiRS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/blackformula.py#L91)(option_type: qOptionType, strike: float, forward: float, price: float, discount: float = 1.0, displacement: float = 0.0, guess: float = ql.nullDouble(), omega: float = 1.0, accuracy: float = 1e-6, max_iterations: int = 100, trigger = None)


[qlBachelierBlackFormula](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/blackformula.py#L129)(option_type: qOptionType, strike: float, forward: float, std_dev: float, discount: float = 1.0, trigger = None)


[qlBachelierBlackFormulaImpliedVol](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/blackformula.py#L152)(option_type: qOptionType, strike: float, forward: float, time_to_expiry: float, price: float, discount: float = 1.0, trigger = None)


[qlBachelierBlackFormulaImpliedVolChoi](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/blackformula.py#L178)(option_type: qOptionType, strike: float, forward: float, time_to_expiry: float, price: float, discount: float = 1.0, trigger = None)


[qlBlackDeltaCalculator](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/blackformula.py#L204)(option_type: qOptionType, delta_type: qDeltaVolQuoteDeltaType, spot: float, domestic_discount: float, foreign_discount: float, std_dev: float, trigger = None)


[qlBlackDeltaCalculatorDeltaFromStrike](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/blackformula.py#L226)(calculator: ql.BlackDeltaCalculator, strike: float, trigger = None)


[qlBlackDeltaCalculatorStrikeFromDelta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/blackformula.py#L242)(calculator: ql.BlackDeltaCalculator, delta: float, trigger = None)


[qlBlackDeltaCalculatorAtmStrike](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/blackformula.py#L258)(calculator: ql.BlackDeltaCalculator, atm_type: qDeltaVolQuoteAtmType, trigger = None)


## Bonds


[qBondPriceType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L38)(bond_price_type: str)


[qCallabilityType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L43)(callability_type: str)


[qlBondPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L55)(amount: float, price_type: qBondPriceType, trigger = None)


[qlCallability](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L70)(price: ql.BondPrice, callability_type: qCallabilityType, date: qDate, trigger = None)


[qlSoftCallability](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L85)(price: ql.BondPrice, date: qDate, trigger_callability: float, trigger = None)


[qlBondPriceAmount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L101)(bond_price: ql.BondPrice, trigger = None)


[qlBondPriceType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L112)(bond_price: ql.BondPrice, trigger = None)


[qlBondPriceIsValid](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L123)(bond_price: ql.BondPrice, trigger = None)


[qlCallabilityPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L134)(callability: ql.Callability, trigger = None)


[qlCallabilityType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L145)(callability: ql.Callability, trigger = None)


[qlCallabilityDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L156)(callability: ql.Callability, trigger = None)


[qlBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L172)(settlement_days: int, calendar: qCalendar, face_amount: float, maturity_date: qDate, cashflows: ql.Leg, issue_date: qDate = ql.Date(), trigger = None)


[qlBond2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L201)(settlement_days: int, calendar: qCalendar, issue_date: qDate = ql.Date(), coupons = ql.Leg(), trigger = None)


[qlBondNextCouponRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L219)(bond: ql.Bond, date: qDate = ql.Date(), trigger = None)


[qlBondPreviousCouponRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L231)(bond: ql.Bond, date: qDate = ql.Date(), trigger = None)


[qlBondNextCashFlowDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L245)(bond: ql.Bond, date: qDate = ql.Date(), trigger = None)


[qlBondPreviousCashFlowDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L259)(bond: ql.Bond, date: qDate = ql.Date(), trigger = None)


[qlBondSettlementDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L272)(bond: ql.Bond, trigger = None)


[qlBondSettlementDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L284)(bond: ql.Bond, date: qDate = ql.Date(), trigger = None)


[qlBondIsTradable](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L298)(bond: ql.Bond, date: qDate = ql.Date(), trigger = None)


[qlBondStartDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L309)(bond: ql.Bond, trigger = None)


[qlBondMaturityDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L320)(bond: ql.Bond, trigger = None)


[qlBondIssueDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L331)(bond: ql.Bond, trigger = None)


[qlBondCashFlows](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L342)(bond: ql.Bond, trigger = None)


[qlBondRedemption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L353)(bond: ql.Bond, trigger = None)


[qlBondRedemptions](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L364)(bond: ql.Bond, trigger = None)


[qlBondCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L375)(bond: ql.Bond, trigger = None)


[qlBondNotionals](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L387)(bond: ql.Bond, trigger = None)


[qlBondNotional](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L399)(bond: ql.Bond, date: qDate = ql.Date(), trigger = None)


[qlBondCleanPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L410)(bond: ql.Bond, trigger = None)


[qlBondCleanPrice2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L426)(bond: ql.Bond, yield_: float, dc: qDayCounter, compounding: qCompounding, frequency: qFrequency = ql.Annual, settlement: qDate = ql.Date(), trigger = None)


[qlBondDirtyPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L445)(bond: ql.Bond, trigger = None)


[qlBondDirtyPrice2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L461)(bond: ql.Bond, yield_: float, dc: qDayCounter, compounding: qCompounding, frequency: qFrequency, settlement: qDate = ql.Date(), trigger = None)


[qlBondYield](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L485)(bond: ql.Bond, dc: qDayCounter, compounding: qCompounding, freq: qFrequency, accuracy: float = 1.0e-8, max_evaluations: int = 100, trigger = None)


[qlBondYield2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L512)(bond: ql.Bond, price: ql.BondPrice, dc: qDayCounter, compounding: qCompounding, freq: qFrequency, settlement: qDate = ql.Date(), accuracy: float = 1.0e-8, max_evaluations: int = 100, guess: float = 0.05, trigger = None)


[qlBondAccruedAmount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L537)(bond: ql.Bond, settlement: qDate = ql.Date(), trigger = None)


[qlBondSettlementValue](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L550)(bond: ql.Bond, trigger = None)


[qlBondSettlementValue2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L562)(bond: ql.Bond, clean_price: float, trigger = None)


[qlBondCleanPriceFromZSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L579)(bond: ql.Bond, discount_curve: ql.YieldTermStructureHandle, z_spread: float, dc: qDayCounter, compounding: qCompounding, freq: qFrequency, settlement_date: qDate = ql.Date(), trigger = None)


[qlBondSinkingSchedule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L611)(start_date: qDate, bond_length: qPeriod, frequency: qFrequency, payment_calendar: qCalendar, trigger = None)


[qlBondSinkingNotionals](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L632)(bond_length: qPeriod, frequency: qFrequency, coupon_rate: float, initial_notional: float, trigger = None)


[qlZeroCouponBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L654)(settlement_days: int, calendar: qCalendar, face_amount: float, maturity_date: qDate, business_day_convention: qBusinessDayConvention = ql.Following, redemption: float = 100.0, issue_date: qDate = ql.Date(), trigger = None)


[qlFixedRateBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L694)(settlement_days: int, face_amount: float, schedule: ql.Schedule, coupons: xlo.Array(dims=1), payment_day_counter: qDayCounter, business_day_convention: qBusinessDayConvention = ql.Following, redemption: float = 100.0, issue_date: qDate = ql.Date(), payment_calendar = None, ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, trigger = None)


[qlAmortizingFixedRateBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L758)(settlement_days: int, notionals: xlo.Array(dims=1), schedule: ql.Schedule, coupons: xlo.Array(dims=1), accrual_day_counter: qDayCounter, payment_convention: qBusinessDayConvention = ql.Following, issue_date: qDate = ql.Date(), ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, redemptions = 100, trigger = None)


[qlAmortizingFloatingRateBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L828)(settlement_days: int, notional: xlo.Array(dims=1), schedule: ql.Schedule, index: ql.IborIndex, accrual_day_counter: qDayCounter, payment_convention: qBusinessDayConvention = ql.Following, fixing_days: int = 0, gearings: xlo.Array(dims=1) = [1.0], spreads: xlo.Array(dims=1) = [0.0], caps = None, floors = None, in_arrears: bool = False, issue_date: qDate = ql.Date(), ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, redemptions = 100.0, payment_lag: int = 0, trigger = None)


[qlFloatingRateBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L911)(settlement_days: int, face_amount: float, schedule: ql.Schedule, index: ql.IborIndex, payment_day_counter: qDayCounter, payment_convention: qBusinessDayConvention = ql.Following, fixing_days: int = 0, gearings: xlo.Array(dims=1) = [1.0], spreads: xlo.Array(dims=1) = [0.0], caps = None, floors = None, in_arrears: bool = False, redemption: float = 100.0, issue_date: qDate = ql.Date(), ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, fixing_convention: qBusinessDayConvention = ql.Preceding, trigger = None)


[qlCmsRateBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L987)(settlement_days: int, face_amount: float, schedule: ql.Schedule, index: ql.SwapIndex, payment_day_counter: qDayCounter, payment_convention: qBusinessDayConvention, fixing_days: int, gearings: xlo.Array(dims=1), spreads: xlo.Array(dims=1), caps: xlo.Array(dims=1), floors: xlo.Array(dims=1), in_arrears: bool = False, redemption: float = 100.0, issue_date: qDate = ql.Date(), trigger = None)


[qlAmortizingCmsRateBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1042)(settlement_days: int, notionals: xlo.Array(dims=1), schedule: ql.Schedule, index: ql.SwapIndex, payment_day_counter: qDayCounter, payment_convention: qBusinessDayConvention = ql.Following, fixing_days: int = 0, gearings: xlo.Array(dims=1) = [0.0], spreads: xlo.Array(dims=1) = [0.0], caps: xlo.Array(dims=1) = None, floors: xlo.Array(dims=1) = None, in_arrears: bool = False, issue_date: qDate = ql.Date(), trigger = None)


[qlDiscountingBondEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1082)(discount_curve: ql.YieldTermStructureHandle, trigger = None)


[qlCallableBondCallability](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1093)(callable_bond: ql.CallableBond, Trigger = None)


[qlCallableBondImpliedVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1109)(callable_bond: ql.CallableBond, target_price: ql.BondPrice, discount_curve: ql.YieldTermStructureHandle, accuracy: float, max_evaluations: int, min_vol: float, max_vol: float, trigger = None)


[qlCallableBondOAS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1144)(callable_bond: ql.CallableBond, clean_price: float, engine_ts: ql.YieldTermStructureHandle, dc: qDayCounter, compounding: qCompounding, freq: qFrequency, settlement_date: qDate = ql.Date(), accuracy: float = 1e-10, max_iterations: int = 100, guess: float = 0.0, trigger = None)


[qlCallableBondCleanPriceOAS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1182)(callable_bond: ql.CallableBond, oas: float, engine_ts: ql.YieldTermStructureHandle, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, settlement_date: qDate = ql.Date(), trigger = None)


[qlCallableBondEffectiveDuration](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1214)(callable_bond: ql.CallableBond, oas: float, engine_ts: ql.YieldTermStructureHandle, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, bump: float = 2e-4, trigger = None)


[qlCallableBondEffectiveConvexity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1246)(callable_bond: ql.CallableBond, oas: float, engine_ts: ql.YieldTermStructureHandle, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, bump: float = 2e-4, trigger = None)


[qlCallableFixedRateBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1285)(settlement_days: int, face_amount: float, schedule: ql.Schedule, coupons: xlo.Array(dims=1), accrual_day_counter: qDayCounter, payment_convention: qBusinessDayConvention, redemption: float, issue_date: qDate, put_call_schedule: xlo.Array(dims=1), ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, trigger = None)


[qlCallableZeroCouponBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1343)(settlement_days: int, face_amount: float, calendar: qCalendar, maturity_date: qDate, day_counter: qDayCounter, payment_convention: qBusinessDayConvention = ql.Following, redemption: float = 100.0, issue_date: qDate = ql.Date(), put_call_schedule: xlo.Array(dims=1) = None, trigger = None)


[qlTreeCallableFixedRateBondEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1377)(model: ql.ShortRateModel, time_steps: int, term_structure: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlTreeCallableFixedRateBondEngine2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1395)(model: ql.ShortRateModel, time_grid: ql.TimeGrid, term_structure: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlBlackCallableFixedRateBondEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1412)(fwd_yield_vol: qQuoteHandle, discount_curve: ql.YieldTermStructureHandle, trigger = None)


[qlCPIBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/bonds.py#L1446)(settlement_days: int, face_amount: float, growth_only: bool, base_cpi: float, observation_lag: qPeriod, cpi_index: ql.ZeroInflationIndex, observation_interpolation: qCPIInterpolationType, schedule: ql.Schedule, coupons: xlo.Array(dims=1), accrual_day_counter: qDayCounter, payment_convention: qBusinessDayConvention = ql.ModifiedFollowing, issue_date: qDate = ql.Date(), payment_calendar = None, ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, trigger = None)


## Calendars


[qCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L229)(calendarname: str)


[qBusinessDayConvention](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L234)(conventionname: str)


[qJointCalendarRule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L239)(rule_name: str)


[qlCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L269)(calendar_name: str, trigger = None)


[qlCalendarisWeekend](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L280)(calendar: qCalendar, weekday: qWeekday, trigger = None)


[qlCalendarStartOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L291)(calendar: qCalendar, date: qDate, trigger = None)


[qlCalendarEndOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L302)(calendar: qCalendar, date: qDate, trigger = None)


[qlCalendarIsBusinessDay](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L313)(calendar: qCalendar, date: qDate, trigger = None)


[qlCalendarIsHoliday](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L324)(calendar: qCalendar, date: qDate, trigger = None)


[qlCalendarIsEndOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L335)(calendar: qCalendar, date: qDate, trigger = None)


[qlCalendarIsStartOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L346)(calendar: qCalendar, date: qDate, trigger = None)


[qlCalendarAddHoliday](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L357)(calendar: qCalendar, date: qDate, trigger = None)


[qlCalendarRemoveHoliday](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L369)(calendar: qCalendar, date: qDate, trigger = None)


[qlCalendarResetAddedAndRemovedHolidays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L379)(calendar: qCalendar, trigger = None)


[qlCalendarAdjust](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L393)(calendar: qCalendar, date: qDate, convention: qBusinessDayConvention = ql.Following, trigger = None)


[qlCalendarAdvance](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L413)(calendar: qCalendar, date: qDate, period: qPeriod, convention: qBusinessDayConvention = ql.Following, end_of_month: bool = False, trigger = None)


[qlCalendarAdvance2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L436)(calendar: qCalendar, date: qDate, n: int, unit: qTimeUnit, convention: qBusinessDayConvention = ql.Following, end_of_month: bool = False, trigger = None)


[qlCalendarBusinessDaysBetween](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L459)(calendar: qCalendar, from_date: qDate, to_date: qDate, include_first: bool = True, include_last: bool = False, trigger = None)


[qlCalendarHolidayList](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L477)(calendar: qCalendar, from_date: qDate, to_date: qDate, trigger = None)


[qlCalendarBusinessDayList](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L490)(calendar: qCalendar, from_date: qDate, to_date: qDate, trigger = None)


[qlCalendarName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L503)(calendar: qCalendar, trigger = None)


[qlCalendarEmpty](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L514)(calendar: qCalendar, trigger = None)


[qlCalendarJointCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L527)(calendar1: qCalendar, calendar2: qCalendar, rule: qJointCalendarRule = ql.JoinHolidays)


[qlCalendarJointCalendar2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L545)(calendar1: qCalendar, calendar2: qCalendar, calendar3: qCalendar, rule: qJointCalendarRule = ql.JoinHolidays, trigger = None)


[qlCalendarJointCalendar3](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L566)(calendar1: qCalendar, calendar2: qCalendar, calendar3: qCalendar, calendar4: qCalendar, rule: qJointCalendarRule = ql.JoinHolidays, trigger = None)


[qlCalendarJointCalendarN](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L585)(calendars: xlo.Array(dims=1), rule: qJointCalendarRule = ql.JoinHolidays, trigger = None)


[qlBespokeCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L606)(name: str, trigger = None)


[qlBespokeCalendarAddWeekend](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calendars.py#L618)(calendar: qCalendar, weekday: qWeekday, trigger = None)


## Calibratedmodel


[qlCalibratedModelCalibrate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibratedmodel.py#L24)(model: ql.CalibratedModel, calibration_helpers: xlo.Array(dims=1), optimization_method: ql.OptimizationMethod, end_criteria: ql.EndCriteria, constraint: ql.Constraint = ql.NoConstraint(), weights: xlo.Array(dims=1) = [], fix_parameters: xlo.Array(dims=1) = [], trigger = None)


[qlCalibratedModelParams](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibratedmodel.py#L53)(model: ql.CalibratedModel, trigger = None)


[qlCalibratedModelSetParams](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibratedmodel.py#L68)(model: ql.CalibratedModel, params: xlo.Array(dims=1), trigger = None)


[qlCalibratedModelValue](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibratedmodel.py#L87)(model: ql.CalibratedModel, params: xlo.Array(dims=1), calibration_helpers: xlo.Array(dims=1), trigger = None)


[qlCalibratedModelConstraint](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibratedmodel.py#L103)(model: ql.CalibratedModel, trigger = None)


[qlCalibratedModelEndCriteria](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibratedmodel.py#L115)(model: ql.CalibratedModel, trigger = None)


[qlCalibratedModelProblemValues](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibratedmodel.py#L127)(model: ql.CalibratedModel, trigger = None)


[qlCalibratedModelProblemValuesFunctionEvaluation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibratedmodel.py#L139)(model: ql.CalibratedModel, trigger = None)


[qlCalibratedModelHandle](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibratedmodel.py#L151)(model: ql.CalibratedModel, trigger = None)


## Calibrationhelpers


[qBlackCalibrationHelperErrorType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L28)(s: str)


[qlBlackCalibrationHelperSetPricingEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L40)(helper: ql.BlackCalibrationHelper, engine: ql.PricingEngine, trigger = None)


[qlBlackCalibrationHelperMarketValue](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L56)(helper: ql.BlackCalibrationHelper, trigger = None)


[qlBlackCalibrationHelperModelValue](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L70)(helper: ql.BlackCalibrationHelper, trigger = None)


[qlBlackCalibrationHelperImpliedVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L89)(helper: ql.BlackCalibrationHelper, target_value: float, accuracy: float = 1.0e-8, max_evaluations: int = 100, min_volatility: float = 1.0e-8, max_volatility: float = 4.0, trigger = None)


[qlBlackCalibrationHelperBlackPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L111)(helper: ql.BlackCalibrationHelper, volatility: float, trigger = None)


[qlBlackCalibrationHelperVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L126)(helper: ql.BlackCalibrationHelper, trigger = None)


[qlBlackCalibrationHelperVolatilityType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L140)(helper: ql.BlackCalibrationHelper, trigger = None)


[qlBlackCalibrationHelperCalibrationError](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L154)(helper: ql.BlackCalibrationHelper, trigger = None)


[qlSwaptionHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L185)(exercise, swap_length, volatility: qQuoteHandle, index: ql.IborIndex, fixed_leg_tenor: qPeriod, fixed_leg_day_counter: qDayCounter, floating_leg_day_counter: qDayCounter, term_structure: ql.YieldTermStructureHandle, error_type: qBlackCalibrationHelperErrorType = ql.BlackCalibrationHelper.RelativePriceError, strike: float = ql.nullDouble(), nominal: float = 1.0, volatility_type: qVolatilityType = ql.ShiftedLognormal, shift: float = 0.0, settlement_days: int = ql.nullInt(), averaging_method: qRateAveragingType = ql.RateAveraging.Compound, trigger = None)


[qlCapHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L250)(length: qPeriod, volatility: qQuoteHandle, index: ql.IborIndex, fixed_leg_frequency: qFrequency, fixed_leg_day_counter: qDayCounter, include_first_swaplet: bool, term_structure: ql.YieldTermStructureHandle, error_type: qBlackCalibrationHelperErrorType = ql.BlackCalibrationHelper.RelativePriceError, volatility_type: qVolatilityType = ql.ShiftedLognormal, shift: float = 0.0, trigger = None)


[qlHestonModelHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/calibrationhelpers.py#L292)(maturity: qPeriod, calendar: qCalendar, s0: float, strike_price: float, volatility: qQuoteHandle, risk_free_rate: ql.YieldTermStructureHandle, dividend_yield: ql.YieldTermStructureHandle, error_type: qBlackCalibrationHelperErrorType = ql.BlackCalibrationHelper.RelativePriceError, trigger = None)


## Capfloor


[qCapFloorType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L25)(type: str)


[qlCapFloorImpliedVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L45)(capfloor: ql.CapFloor, price: float, disc: ql.YieldTermStructureHandle, guess: float, accuracy: float = 1.0e-4, max_evaluations: int = 100, min_vol: float = 1.0e-7, max_vol: float = 4.0, type: qVolatilityType = ql.ShiftedLognormal, displacement: float = 0.0, trigger = None)


[qlCapFloorFloatingLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L78)(capfloor: ql.CapFloor, trigger = None)


[qlCapFloorCapRates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L89)(capfloor: ql.CapFloor, trigger = None)


[qlCapFloorFloorRates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L100)(capfloor: ql.CapFloor, trigger = None)


[qlCapFloorStartDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L111)(capfloor: ql.CapFloor, trigger = None)


[qlCapFloorMaturityDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L122)(capfloor: ql.CapFloor, trigger = None)


[qlCapFloorType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L133)(capfloor: ql.CapFloor, trigger = None)


[qlCapFloorAtmRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L147)(capfloor: ql.CapFloor, discount_curve: ql.YieldTermStructureHandle, trigger = None)


[qlCapFloorCap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L161)(leg: xlo.Array(dims=1), cap_rates: xlo.Array(dims=1), trigger = None)


[qlCapFloorFloor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L175)(leg: xlo.Array(dims=1), floor_rates: xlo.Array(dims=1), trigger = None)


[qlCapFloorCollar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L190)(leg: xlo.Array(dims=1), cap_rates: xlo.Array(dims=1), floor_rates: xlo.Array(dims=1), trigger = None)


[qlBlackCapFloorEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L209)(term_structure: ql.YieldTermStructureHandle, vol: qQuoteHandle, day_counter: ql.DayCounter = ql.Actual365Fixed(), displacement: float = 0.0, trigger = None)


[qlBlackCapFloorEngine2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L228)(term_structure: ql.YieldTermStructureHandle, vol: ql.OptionletVolatilityStructureHandle, displacement: float = ql.nullDouble())


[qlBachelierCapFloorEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L244)(term_structure: ql.YieldTermStructureHandle, vol: qQuoteHandle, trigger = None)


[qlBachelierCapFloorEngine2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L260)(term_structure: ql.YieldTermStructureHandle, vol: ql.OptionletVolatilityStructureHandle, trigger = None)


[qlMakeCapFloor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/capfloor.py#L292)(type: str | qCapFloorType, cap_floor_tenor: qPeriod, ibor_index: ql.IborIndex, strike = None, forward_start: qPeriod = ql.Period(0, ql.Days), nominal = None, effective_date = None, calendar = None, convention = None, termination_date_convention = None, rule = None, end_of_month = None, first_date = None, next_to_last_date = None, day_count = None, as_optionlet = None, pricing_engine = None, trigger = None)


## Cashflows


[qDurationType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L69)(duration_type: str)


[qRateAveragingType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L74)(averaging_type: str)


[qTimingAdjustmentType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L79)(timing_adjustment_type: str)


[qYieldCurveModel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L84)(yield_curve_model: str)


[qQuoteHandle](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L89)(rate)


[qlCashFlowAmount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L104)(cashflow: ql.CashFlow, trigger = None)


[qlCashFlowDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L115)(cashflow: ql.CashFlow, trigger = None)


[qlCashFlowHasOccurred](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L127)(cashflow: ql.CashFlow, ref_date: qDate = ql.Date(), trigger = None)


[qlSimpleCashFlow](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L141)(amount: float, date: qDate, trigger = None)


[qlRedemption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L153)(amount: float, date: qDate, trigger = None)


[qlAmortizingPayment](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L165)(amount: float, date: qDate, trigger = None)


[qlIndexedCashFlow](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L183)(notional: float, index: ql.Index, base_date: qDate, fixing_date: qDate, payment_date: qDate, growth_only: bool = False, trigger = None)


[qlIndexedCashFlowNotional](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L204)(cashflow: ql.IndexedCashFlow, trigger = None)


[qlIndexedCashFlowBaseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L215)(cashflow: ql.IndexedCashFlow, trigger = None)


[qlIndexedCashFlowFixingDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L226)(cashflow: ql.IndexedCashFlow, trigger = None)


[qlIndexedCashFlowBaseFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L237)(cashflow: ql.IndexedCashFlow, trigger = None)


[qlIndexedCashFlowIndexFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L248)(cashflow: ql.IndexedCashFlow, trigger = None)


[qlIndexedCashFlowIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L259)(cashflow: ql.IndexedCashFlow, trigger = None)


[qlIndexedCashFlowGrowthOnly](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L272)(cashflow: ql.IndexedCashFlow, trigger = None)


[qlAsIndexedCashFlow](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L283)(cashflow: ql.CashFlow, trigger = None)


[qlCouponNominal](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L294)(coupon: ql.Coupon, trigger = None)


[qlCouponAccrualStartDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L305)(coupon: ql.Coupon, trigger = None)


[qlCouponAccrualEndDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L316)(coupon: ql.Coupon, trigger = None)


[qlCouponReferencePeriodStart](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L327)(coupon: ql.Coupon, trigger = None)


[qlCouponReferencePeriodEnd](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L338)(coupon: ql.Coupon, trigger = None)


[qlCouponExCouponDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L349)(coupon: ql.Coupon, trigger = None)


[qlCouponRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L360)(coupon: ql.Coupon, trigger = None)


[qlCouponAccrualPeriod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L371)(coupon: ql.Coupon, trigger = None)


[qlCouponAccrualDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L382)(coupon: ql.Coupon, trigger = None)


[qlCouponDayCounter](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L393)(coupon: ql.Coupon, trigger = None)


[qlCouponAccruedAmount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L405)(coupon: ql.Coupon, date: qDate, trigger = None)


[qlAsCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L416)(cashflow: ql.CashFlow, trigger = None)


[qlFixedRateCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L435)(payment_date: qDate, nominal: float, rate: float, day_counter: qDayCounter, start_date: qDate, end_date: qDate, ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), ex_coupon_date: qDate = ql.Date(), trigger = None)


[qlFixedRateCouponInterestRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L467)(coupon: ql.FixedRateCoupon, trigger = None)


[qlAsFixedRateCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L480)(cashflow: ql.CashFlow, trigger = None)


[qlFloatingRateCouponFixingDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L491)(coupon: ql.FloatingRateCoupon, trigger = None)


[qlFloatingRateCouponFixingDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L504)(coupon: ql.FloatingRateCoupon, trigger = None)


[qlFloatingRateCouponFixingConvention](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L515)(coupon: ql.FloatingRateCoupon, trigger = None)


[qlFloatingRateCouponIsInArrears](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L528)(coupon: ql.FloatingRateCoupon, trigger = None)


[qlFloatingRateCouponGearing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L541)(coupon: ql.FloatingRateCoupon, trigger = None)


[qlFloatingRateCouponSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L552)(coupon: ql.FloatingRateCoupon, trigger = None)


[qlFloatingRateCouponIndexFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L563)(coupon: ql.FloatingRateCoupon, trigger = None)


[qlFloatingRateCouponAdjustedFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L576)(coupon: ql.FloatingRateCoupon, trigger = None)


[qlFloatingRateCouponConvexityAdjustment](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L589)(coupon: ql.FloatingRateCoupon, trigger = None)


[qlFloatingRateCouponPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L603)(coupon: ql.FloatingRateCoupon, discount_curve: ql.YieldTermStructureHandle, trigger = None)


[qlFloatingRateCouponIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L618)(coupon: ql.FloatingRateCoupon, trigger = None)


[qlFloatingRateCouponSetPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L632)(coupon: ql.FloatingRateCoupon, pricer: ql.FloatingRateCouponPricer, trigger = None)


[qlAsFloatingRateCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L648)(cashflow: ql.CashFlow, trigger = None)


[qlCappedFlooredCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L663)(underlying: ql.FloatingRateCoupon, cap: float = ql.nullDouble(), floor: float = ql.nullDouble(), trigger = None)


[qlCappedFlooredCouponCap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L679)(coupon: ql.CappedFlooredCoupon, trigger = None)


[qlCappedFlooredCouponFloor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L690)(coupon: ql.CappedFlooredCoupon, trigger = None)


[qlCappedFlooredCouponEffectiveCap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L701)(coupon: ql.CappedFlooredCoupon, trigger = None)


[qlCappedFlooredCouponEffectiveFloor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L714)(coupon: ql.CappedFlooredCoupon, trigger = None)


[qlCappedFlooredCouponIsCapped](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L727)(coupon: ql.CappedFlooredCoupon, trigger = None)


[qlCappedFlooredCouponIsFloored](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L738)(coupon: ql.CappedFlooredCoupon, trigger = None)


[qlOvernightIndexedCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L768)(payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, overnight_index: ql.OvernightIndex, gearing: float = 1.0, spread: float = 0.0, ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), day_counter = None, telescopic_value_dates: bool = False, averaging_method: qRateAveragingType = ql.RateAveraging.Compound, lookback_days: int = ql.nullInt(), lockout_days: int = 0, apply_observation_shift: bool = False, compound_spread: bool = False, rate_computation_start_date: qDate = ql.Date(), rate_computation_end_date: qDate = ql.Date(), trigger = None)


[qlOvernightIndexedCouponFixingDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L831)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponInterestDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L844)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponDt](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L857)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponIndexFixings](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L870)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponValueDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L883)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponAveragingMethod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L896)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponLockoutDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L909)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponApplyObservationShift](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L922)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponCompoundSpreadDaily](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L935)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponCanApplyTelescopicFormula](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L948)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponEffectiveSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L961)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponEffectiveIndexFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L974)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponRateComputationStartDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L987)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlOvernightIndexedCouponRateComputationEndDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1000)(coupon: ql.OvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1017)(underlying: ql.OvernightIndexedCoupon, cap: float = ql.nullDouble(), floor: float = ql.nullDouble(), naked_option: bool = False, daily_cap_floor: bool = False, trigger = None)


[qlCappedFlooredOvernightIndexedCouponCap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1037)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCouponFloor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1050)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCouponEffectiveCapletVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1063)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCouponEffectiveFloorletVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1077)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCouponIsCapped](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1091)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCouponIsFloored](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1104)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCouponUnderlying](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1117)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCouponNakedOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1131)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCouponDailyCapFloor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1145)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCouponCompoundSpreadDaily](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1159)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlCappedFlooredOvernightIndexedCouponAveragingMethod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1173)(coupon: ql.CappedFlooredOvernightIndexedCoupon, trigger = None)


[qlAsOvernightIndexedCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1187)(cashflow: ql.CashFlow, trigger = None)


[qlAsCappedFlooredOvernightIndexedCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1200)(cashflow: ql.CashFlow, trigger = None)


[qlIborCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1225)(payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, fixing_days: int, index: ql.IborIndex, gearing: float = 1.0, spread: float = 0.0, ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), day_counter = None, is_in_arrears: bool = False, ex_coupon_date: qDate = ql.Date(), fixing_convention: qBusinessDayConvention = ql.Preceding, trigger = None)


[qlIborCouponHasFixed](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1282)(coupon: ql.IborCoupon, trigger = None)


[qlCappedFlooredIborCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1307)(payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, fixing_days: int, index: ql.IborIndex, gearing: float = 1.0, spread: float = 0.0, cap: float = ql.nullDouble(), floor: float = ql.nullDouble(), ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), day_counter = None, is_in_arrears: bool = False, ex_coupon_date: qDate = ql.Date(), trigger = None)


[qlMultipleResetsCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1375)(payment_date: qDate, nominal: float, reset_schedule: ql.Schedule, fixing_days: int, index: ql.IborIndex, gearing: float = 1.0, coupon_spread: float = 0.0, rate_spread: float = 0.0, ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), day_counter = None, ex_coupon_date: qDate = ql.Date(), trigger = None)


[qlMultipleResetsCouponFixingDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1428)(coupon: ql.MultipleResetsCoupon, trigger = None)


[qlMultipleResetsCouponDt](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1441)(coupon: ql.MultipleResetsCoupon, trigger = None)


[qlMultipleResetsCouponValueDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1454)(coupon: ql.MultipleResetsCoupon, trigger = None)


[qlMultipleResetsCouponRateSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1467)(coupon: ql.MultipleResetsCoupon, trigger = None)


[qlAsMultipleResetsCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1480)(cashflow: ql.CashFlow, trigger = None)


[qlIborCouponPricerCapletVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1493)(pricer: ql.IborCouponPricer, trigger = None)


[qlIborCouponPricerSetCapletVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1507)(pricer: ql.IborCouponPricer, volatility: ql.OptionletVolatilityStructureHandle, trigger = None)


[qlBlackIborCouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1526)(volatility: ql.OptionletVolatilityStructureHandle = ql.OptionletVolatilityStructureHandle(), timing_adjustment: qTimingAdjustmentType = ql.BlackIborCouponPricer.Black76, correlation: qQuoteHandle = ql.QuoteHandle(ql.SimpleQuote(1.0)), use_indexed_coupon: bool = None, trigger = None)


[qlCompoundingOvernightIndexedCouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1542)(trigger = None)


[qlBlackCompoundingOvernightIndexedCouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1556)(volatility: ql.OptionletVolatilityStructureHandle = ql.OptionletVolatilityStructureHandle(), effective_volatility_input: bool = False, trigger = None)


[qlArithmeticAveragedOvernightIndexedCouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1575)(mean_reversion: float = 0.03, volatility: float = 0.0, by_approx: bool = False, trigger = None)


[qlBlackAveragingOvernightIndexedCouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1594)(volatility: ql.OptionletVolatilityStructureHandle = ql.OptionletVolatilityStructureHandle(), effective_volatility_input: bool = False, trigger = None)


[qlCompoundingMultipleResetsPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1608)(trigger = None)


[qlAveragingMultipleResetsPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1618)(trigger = None)


[qlCmsCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1642)(payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, fixing_days: int, index: ql.SwapIndex, gearing: float = 1.0, spread: float = 0.0, ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), day_counter = None, is_in_arrears: bool = False, ex_coupon_date: qDate = ql.Date(), fixing_convention: qBusinessDayConvention = ql.Preceding, trigger = None)


[qlCmsSpreadCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1709)(payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, fixing_days: int, index: ql.SwapSpreadIndex, gearing: float = 1.0, spread: float = 0.0, ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), day_counter = None, is_in_arrears: bool = False, ex_coupon_date: qDate = ql.Date(), fixing_convention: qBusinessDayConvention = ql.Preceding, trigger = None)


[qlCmsCouponPricerSwaptionVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1763)(pricer: ql.CmsCouponPricer, trigger = None)


[qlCmsCouponPricerSetSwaptionVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1777)(pricer: ql.CmsCouponPricer, volatility: ql.SwaptionVolatilityStructureHandle, trigger = None)


[qlAnalyticHaganPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1795)(volatility: ql.SwaptionVolatilityStructureHandle, model: qYieldCurveModel, mean_reversion: qQuoteHandle, trigger = None)


[qlNumericHaganPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1816)(volatility: ql.SwaptionVolatilityStructureHandle, model: qYieldCurveModel, mean_reversion: qQuoteHandle, lower_limit: float = 0.0, upper_limit: float = 1.0, precision: float = 1e-6, trigger = None)


[qlCappedFlooredCmsCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1853)(payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, fixing_days: int, index: ql.SwapIndex, gearing: float = 1.0, spread: float = 0.0, cap: float = ql.nullDouble(), floor: float = ql.nullDouble(), ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), day_counter = None, ex_coupon_date: qDate = ql.Date(), fixing_convention: qBusinessDayConvention = ql.Preceding, trigger = None)


[qlCappedFlooredCmsSpreadCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1924)(payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, fixing_days: int, index: ql.SwapSpreadIndex, gearing: float = 1.0, spread: float = 0.0, cap: float = ql.nullDouble(), floor: float = ql.nullDouble(), ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), day_counter = None, ex_coupon_date: qDate = ql.Date(), fixing_convention: qBusinessDayConvention = ql.Preceding, trigger = None)


[qlCmsSpreadCouponPricerCorrelation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1982)(pricer: ql.CmsSpreadCouponPricer, trigger = None)


[qlCmsSpreadCouponPricerSetCorrelation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L1996)(pricer: ql.CmsSpreadCouponPricer, correlation: qQuoteHandle = ql.QuoteHandle(), trigger = None)


[qlLognormalCmsSpreadPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2019)(cms_pricer: ql.CmsCouponPricer, correlation: qQuoteHandle, coupon_discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), integration_points: int = 16, volatility_type = None, shift1: float = ql.nullDouble(), shift2: float = ql.nullDouble(), trigger = None)


[qlLognormalCmsSpreadPricerSwapletPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2054)(pricer: ql.LognormalCmsSpreadPricer, trigger = None)


[qlLognormalCmsSpreadPricerSwapletRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2067)(pricer: ql.LognormalCmsSpreadPricer, trigger = None)


[qlLognormalCmsSpreadPricerCapletPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2081)(pricer: ql.LognormalCmsSpreadPricer, effective_cap: float, trigger = None)


[qlLognormalCmsSpreadPricerCapletRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2095)(pricer: ql.LognormalCmsSpreadPricer, effective_cap: float, trigger = None)


[qlLognormalCmsSpreadPricerFloorletPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2109)(pricer: ql.LognormalCmsSpreadPricer, effective_floor: float, trigger = None)


[qlLognormalCmsSpreadPricerFloorletRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2123)(pricer: ql.LognormalCmsSpreadPricer, effective_floor: float, trigger = None)


[qlEquityCashFlow](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2142)(notional: float, index: ql.EquityIndex, base_date: qDate, fixing_date: qDate, payment_date: qDate, growth_only: bool = True, trigger = None)


[qlEquityCashFlowSetPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2164)(cashflow: ql.EquityCashFlow, pricer: ql.EquityCashFlowPricer, trigger = None)


[qlSetEquityCouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2181)(leg: xlo.Array(dims=1), pricer: ql.EquityCashFlowPricer, trigger = None)


[qlEquityQuantoCashFlowPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2200)(quanto_currency_term_structure: ql.YieldTermStructureHandle, equity_volatility: ql.BlackVolTermStructureHandle, fx_volatility: ql.BlackVolTermStructureHandle, correlation: qQuoteHandle, trigger = None)


[qlRangeAccrualFloatersCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2235)(payment_date: qDate, nominal: float, index: ql.IborIndex, start_date: qDate, end_date: qDate, fixing_days: int, day_counter: qDayCounter, gearing: float, spread: float, ref_period_start: qDate, ref_period_end: qDate, observations_schedule: ql.Schedule, lower_trigger: float, upper_trigger: float, trigger = None)


[qlSetCouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2281)(leg: xlo.Array(dims=1), pricer: ql.FloatingRateCouponPricer, trigger = None)


[qlFixedRateLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2309)(schedule: ql.Schedule, day_counter: qDayCounter, nominals: xlo.Array(dims=1), coupon_rates: xlo.Array(dims=1), payment_adjustment: qBusinessDayConvention = ql.Following, first_period_day_count = None, ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, payment_calendar = None, payment_lag: int = 0, compounding: qCompounding = ql.Simple, compounding_frequency: qFrequency = ql.Annual, interest_rates: xlo.Array(dims=1) = None, trigger = None)


[qlIborLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2387)(nominals: xlo.Array(dims=1), schedule: ql.Schedule, index: ql.IborIndex, payment_day_counter = None, payment_convention: qBusinessDayConvention = ql.Following, fixing_days = (), gearings: xlo.Array(dims=1) = None, spreads: xlo.Array(dims=1) = None, caps: xlo.Array(dims=1) = None, floors: xlo.Array(dims=1) = None, is_in_arrears: bool = False, ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, payment_calendar = None, payment_lag: int = 0, with_indexed_coupons: bool = False, trigger = None)


[qlOvernightLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2479)(nominals: xlo.Array(dims=1), schedule: ql.Schedule, index: ql.OvernightIndex, payment_day_counter = None, payment_convention: qBusinessDayConvention = ql.Following, gearings: xlo.Array(dims=1) = None, spreads: xlo.Array(dims=1) = None, telescopic_value_dates: bool = False, averaging_method: qRateAveragingType = ql.RateAveraging.Compound, payment_calendar = None, payment_lag: int = 0, lookback_days: int = ql.nullInt(), lockout_days: int = 0, apply_observation_shift: bool = False, compound_spread_daily: bool = False, caps: xlo.Array(dims=1) = None, floors: xlo.Array(dims=1) = None, daily_cap_floor: bool = False, in_arrears: bool = True, naked_option: bool = False, payment_dates: xlo.Array(dims=1) = None, trigger = None)


[qlCmsLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2571)(nominals: xlo.Array(dims=1), schedule: ql.Schedule, index: ql.SwapIndex, payment_day_counter = None, payment_convention: qBusinessDayConvention = ql.Following, fixing_days: xlo.Array(dims=1) = None, gearings: xlo.Array(dims=1) = None, spreads: xlo.Array(dims=1) = None, caps: xlo.Array(dims=1) = None, floors: xlo.Array(dims=1) = None, is_in_arrears: bool = False, ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, fixing_convention: qBusinessDayConvention = ql.Preceding, trigger = None)


[qlCmsZeroLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2641)(nominals: xlo.Array(dims=1), schedule: ql.Schedule, index: ql.SwapIndex, payment_day_counter = None, payment_convention: qBusinessDayConvention = ql.Following, fixing_days: xlo.Array(dims=1) = None, gearings: xlo.Array(dims=1) = None, spreads: xlo.Array(dims=1) = None, caps: xlo.Array(dims=1) = None, floors: xlo.Array(dims=1) = None, ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar: qCalendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, trigger = None)


[qlCmsSpreadLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2713)(nominals: xlo.Array(dims=1), schedule: ql.Schedule, index: ql.SwapSpreadIndex, payment_day_counter = None, payment_convention: qBusinessDayConvention = ql.Following, fixing_days: xlo.Array(dims=1) = None, gearings: xlo.Array(dims=1) = None, spreads: xlo.Array(dims=1) = None, caps: xlo.Array(dims=1) = None, floors: xlo.Array(dims=1) = None, is_in_arrears: bool = False, trigger = None)


[qlMultipleResetsLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2783)(full_reset_schedule: ql.Schedule, index: ql.IborIndex, resets_per_coupon: int, nominals: xlo.Array(dims=1), payment_day_counter = None, payment_convention: qBusinessDayConvention = ql.Following, payment_calendar = None, payment_lag: int = 0, fixing_days: xlo.Array(dims=1) = None, gearings: xlo.Array(dims=1) = None, coupon_spreads: xlo.Array(dims=1) = None, rate_spreads: xlo.Array(dims=1) = None, ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, averaging_method: qRateAveragingType = ql.RateAveraging.Compound, trigger = None)


[qlRangeAccrualLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2858)(nominals: xlo.Array(dims=1), schedule: ql.Schedule, index: ql.IborIndex, payment_day_counter = None, payment_convention: qBusinessDayConvention = ql.Following, fixing_days: xlo.Array(dims=1) = None, gearings: xlo.Array(dims=1) = None, spreads: xlo.Array(dims=1) = None, lower_triggers: xlo.Array(dims=1) = None, upper_triggers: xlo.Array(dims=1) = None, observation_tenor: qPeriod = ql.Period(), observation_convention: qBusinessDayConvention = ql.ModifiedFollowing, trigger = None)


[qlCashFlowsStartDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2914)(leg: xlo.Array(dims=1), trigger = None)


[qlCashFlowsMaturityDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2925)(leg: xlo.Array(dims=1), trigger = None)


[qlCashFlowsPreviousCashFlowDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2938)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsNextCashFlowDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2958)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsPreviousCashFlowAmount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2978)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsNextCashFlowAmount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L2998)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsAccrualPeriod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3018)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsAccrualDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3038)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsAccruedPeriod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3058)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsAccruedDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3078)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsAccruedAmount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3098)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsPreviousCashFlow](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3118)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsNextCashFlow](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3138)(leg: xlo.Array(dims=1), include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsNpv](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3160)(leg: xlo.Array(dims=1), discount_curve: ql.YieldTermStructureHandle, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsNpvFromInterestRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3188)(leg: xlo.Array(dims=1), interest_rate: ql.InterestRate, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsNpvFromRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3219)(leg: xlo.Array(dims=1), _yield: float, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsNpvFromZSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3257)(leg: xlo.Array(dims=1), discount_curve: ql.YieldTermStructureHandle, z_spread: float, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsBps](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3293)(leg: xlo.Array(dims=1), discount_curve: ql.YieldTermStructureHandle, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsBpsFromInterestRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3321)(leg: xlo.Array(dims=1), interest_rate: ql.InterestRate, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsBpsFromRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3352)(leg: xlo.Array(dims=1), _yield: float, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsNpvBps](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3386)(leg: xlo.Array(dims=1), discount_curve: ql.YieldTermStructureHandle, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsAtmRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3416)(leg: xlo.Array(dims=1), discount_curve: ql.YieldTermStructureHandle, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), npv: float = ql.nullDouble(), trigger = None)


[qlCashFlowsYieldRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3449)(leg: xlo.Array(dims=1), npv: float, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), accuracy: float = 1.0e-10, max_iterations: int = 10000, guess: float = 0.05, trigger = None)


[qlCashFlowsDurationFromInterestRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3489)(leg: xlo.Array(dims=1), interest_rate: ql.InterestRate, duration_type: qDurationType, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsDurationFromRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3519)(leg: xlo.Array(dims=1), _yield: float, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, duration_type: qDurationType, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsConvexityFromRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3556)(leg: xlo.Array(dims=1), _yield: float, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsConvexityFromInterestRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3590)(leg: xlo.Array(dims=1), interest_rate: ql.InterestRate, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsBasisPointValueFromRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3619)(leg: xlo.Array(dims=1), _yield: float, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsBasisPointValueFromInterestRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3653)(leg: xlo.Array(dims=1), interest_rate: ql.InterestRate, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlCashFlowsZSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3683)(leg: xlo.Array(dims=1), npv: float, discount_curve: ql.YieldTermStructure, day_counter: qDayCounter, compounding: qCompounding, frequency: qFrequency, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), accuracy: float = 1.0e-10, max_iterations: int = 100, guess: float = 0.0, trigger = None)


[qlDurationTypeName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3721)(duration_type: qDurationType, trigger = None)


[qlRateAveragingTypeName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cashflows.py#L3732)(averaging_type: qRateAveragingType, trigger = None)


## Cliquetoptions


[qlCliquetOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cliquetoptions.py#L18)(payoff: ql.PercentageStrikePayoff, maturity: ql.EuropeanExercise, reset_dates: xlo.Array(dims=1), trigger = None)


[qlAnalyticCliquetEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cliquetoptions.py#L32)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticPerformanceEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cliquetoptions.py#L43)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlMCPerformanceEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/cliquetoptions.py#L63)(process: ql.GeneralizedBlackScholesProcess, traits: qMCTraits, brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


## Convertiblebonds


[qlConvertibleZeroCouponBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/convertiblebonds.py#L27)(exercise: ql.Exercise, conversion_ratio: float, issue_date: qDate, settlement_days: int, day_counter: qDayCounter, schedule: ql.Schedule, redemption: float = 100.0, callability: xlo.Array(dims=1) = None, trigger = None)


[qlConvertibleFixedCouponBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/convertiblebonds.py#L71)(exercise: ql.Exercise, conversion_ratio: float, issue_date: qDate, settlement_days: int, coupons: xlo.Array(dims=1), day_counter: qDayCounter, schedule: ql.Schedule, redemption: float, ex_coupon_period: qPeriod, ex_coupon_calendar: qCalendar, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, callability: xlo.Array(dims=1) = None, trigger = None)


[qlConvertibleFloatingRateBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/convertiblebonds.py#L127)(exercise: ql.Exercise, conversion_ratio: float, issue_date: qDate, settlement_days: int, index: ql.IborIndex, fixing_days: int, spreads: xlo.Array(dims=1), day_counter: qDayCounter, schedule: ql.Schedule, redemption: float, ex_coupon_period: qPeriod, ex_coupon_calendar: qCalendar, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, callability: xlo.Array(dims=1) = None, trigger = None)


[qlBinomialConvertibleEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/convertiblebonds.py#L175)(process: ql.GeneralizedBlackScholesProcess, engine_type: qBinomialEngineType, steps: int, credit_spread: qQuoteHandle, dividends: xlo.Array(dims=1) = None, trigger = None)


## Credit


[qProtectionSide](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/credit.py#L21)(s: str)


## Creditdefaultswap


[qCreditDefaultSwapPricingModel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L44)(s: str)


[qIsdaCdsEngineNumericalFix](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L53)(s: str)


[qIsdaCdsEngineAccrualBias](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L62)(s: str)


[qIsdaCdsEngineForwardsInCouponPeriod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L71)(s: str)


[qlClaimAmount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L89)(claim: ql.Claim, default_date: qDate, notional: float, recovery_rate: float, trigger = None)


[qlFaceValueClaim](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L103)(trigger = None)


[qlFaceValueAccrualClaim](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L116)(bond: ql.Bond, trigger = None)


[qlCreditDefaultSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L144)(protection_side: qProtectionSide, notional: float, spread: float, schedule: ql.Schedule, payment_convention: qBusinessDayConvention, day_counter: qDayCounter, settles_accrual: bool, pays_at_default: bool, protection_start_date: qDate, claim: ql.Claim, last_period_day_counter: qDayCounter, rebates_accrual: bool = True, trade_date: qDate = ql.Date(), trigger = None)


[qlCreditDefaultSwap2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L202)(protection_side: qProtectionSide, notional: float, upfront: float, spread: float, schedule: ql.Schedule, payment_convention: qBusinessDayConvention, day_counter: qDayCounter, settles_accrual: bool, pays_at_default: bool, protection_start_date: qDate, upfront_date: qDate, claim: ql.Claim, last_period_day_counter: qDayCounter, rebates_accrual: bool = True, trade_date: qDate = ql.Date(), cash_settlement_days: int = 3, trigger = None)


[qlCreditdefaultswapSide](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L248)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapNotional](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L259)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapRunningSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L270)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapUpfront](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L281)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditdefaultSwapSettlesAccrual](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L292)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditdefaultswapPaysAtDefaultTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L303)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapCoupons](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L316)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapProtectionStartDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L329)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapProtectionEndDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L342)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapRebatesAccrual](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L355)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultswapUpfrontPayment](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L366)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapAccrualRebate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L379)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapTradeDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L392)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapCashSettlementDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L403)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapFairUpfront](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L416)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapFairSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L427)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapCouponLegBPS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L438)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapUpfrontBPS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L449)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapCouponLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L460)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapDefaultLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L471)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapUpfrontNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L482)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapAccrualRebateNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L493)(cds: ql.CreditDefaultSwap, trigger = None)


[qlCreditDefaultSwapImpliedHazardRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L512)(cds: ql.CreditDefaultSwap, target_npv: float, discount_curve: ql.YieldTermStructureHandle, day_counter: qDayCounter, recovery_rate: float = 0.40, accuracy: float = 1e-6, model: qCreditDefaultSwapPricingModel = ql.CreditDefaultSwap.Midpoint, trigger = None)


[qlCreditDefaultSwapConventionalSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L538)(cds: ql.CreditDefaultSwap, conventional_recovery: float, discount_curve: ql.YieldTermStructureHandle, day_counter: qDayCounter, model: qCreditDefaultSwapPricingModel = ql.CreditDefaultSwap.ISDA, trigger = None)


[qlMakeCreditDefaultSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L569)(maturity: str | float, running_spread: float, upfront_rate = None, side = None, nominal = None, coupon_tenor = None, day_counter = None, last_period_day_counter = None, date_generation_rule = None, cash_settlement_days = None, pricing_engine = None, trade_date = None, trigger = None)


[qlCdsMaturity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L626)(trade_date: qDate, tenor: qPeriod, date_generation_rule: qDateGenerationRule, trigger = None)


[qlMidPointCdsEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L644)(default_curve: ql.DefaultProbabilityTermStructureHandle, recovery_rate: float, discount_curve: ql.YieldTermStructureHandle, trigger = None)


[qlIntegralCdsEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L664)(integration_step: qPeriod, default_curve: ql.DefaultProbabilityTermStructureHandle, recovery_rate: float, discount_curve: ql.YieldTermStructureHandle, include_settlement_date_flows: bool = False, trigger = None)


[qlIsdaCdsEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L694)(default_curve: ql.DefaultProbabilityTermStructureHandle, recovery_rate: float, discount_curve: ql.YieldTermStructureHandle, include_settlement_date_flows: bool = False, numerical_fix: qIsdaCdsEngineNumericalFix = ql.IsdaCdsEngine.Taylor, accrual_bias: qIsdaCdsEngineAccrualBias = ql.IsdaCdsEngine.HalfDayBias, forwards_in_coupon_period: qIsdaCdsEngineForwardsInCouponPeriod = ql.IsdaCdsEngine.Piecewise, trigger = None)


[qlCdsOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L724)(cds: ql.CreditDefaultSwap, exercise: ql.Exercise, knocks_out: bool = True, trigger = None)


[qlBlackCdsOptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/creditdefaultswap.py#L743)(default_curve: ql.DefaultProbabilityTermStructureHandle, recovery_rate: float, discount_curve: ql.YieldTermStructureHandle, vol: qQuoteHandle, trigger = None)


## Currencies


[qCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/currencies.py#L126)(code: str)


[qlCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/currencies.py#L143)(name: str, code: str, numerical_code: int, symbol: str, fraction_symbol: str, fractions_per_unit: int, rounding: ql.Rounding, trigger = None)


[qlCurrencyName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/currencies.py#L172)(currency: qCurrency, trigger = None)


[qlCurrencyCode](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/currencies.py#L183)(currency: qCurrency, trigger = None)


[qlCurrencyNumericalCode](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/currencies.py#L194)(currency: qCurrency, trigger = None)


[qlCurrencySymbol](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/currencies.py#L205)(currency: qCurrency, trigger = None)


[qlCurrencyFractionSymbol](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/currencies.py#L216)(currency: qCurrency, trigger = None)


[qlCurrencyFractionsPerUnit](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/currencies.py#L227)(currency: qCurrency, trigger = None)


[qlCurrencyRounding](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/currencies.py#L238)(currency: qCurrency, trigger = None)


[qlCurrencyTriangulationCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/currencies.py#L249)(currency: qCurrency, trigger = None)


## Date


[qDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L81)(serialnumber)


[qFrequency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L86)(s: str)


[qPeriod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L91)(s: str)


[qTimeUnit](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L96)(s: str)


[qWeekday](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L101)(s: str)


[qlPeriod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L123)(n: int, unit: qTimeUnit, trigger = None)


[qlPeriodLength](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L134)(period: qPeriod, trigger = None)


[qlPeriodUnits](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L145)(period: qPeriod, trigger = None)


[qlPeriodFrequency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L156)(period: qPeriod, trigger = None)


[qlPeriodNormalized](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L167)(period: qPeriod, trigger = None)


[qlDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L180)(year: int, month: int, day: int, trigger = None)


[qlDateWeekday](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L191)(date: qDate, trigger = None)


[qlDateDayOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L202)(date: qDate, trigger = None)


[qlDateDayOfYear](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L213)(date: qDate, trigger = None)


[qlDateMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L224)(date: qDate, trigger = None)


[qlDateYear](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L235)(date: qDate, trigger = None)


[qlDateIsLeap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L246)(year: int, trigger = None)


[qlDateMinDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L254)(trigger = None)


[qlDateMaxDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L262)(trigger = None)


[qlDateTodaysDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L270)(trigger = None)


[qlDateStartOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L280)(date: qDate, trigger = None)


[qlDateEndOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L290)(date: qDate, trigger = None)


[qlDateIsStartOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L300)(date: qDate, trigger = None)


[qlDateIsEndOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L310)(date: qDate, trigger = None)


[qlDateNextWeekday](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L321)(date: qDate, weekday: qWeekday, trigger = None)


[qlDateNthWeekday](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L334)(n: int, weekday: qWeekday, month: int, year: int, trigger = None)


[qlDateParserParseFormatted](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L347)(date_string: str, format_string: str, trigger = None)


[qlDateParserParseISO](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L359)(date_string: str, trigger = None)


[qlPeriodParserParse](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/date.py#L369)(period_string: str, trigger = None)


## Daycounters


[qDayCounter](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/daycounters.py#L46)(s: str)


[qlDayCounter](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/daycounters.py#L62)(daycounter_name: str, trigger = None)


[qlDayCounterDayCount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/daycounters.py#L75)(daycounter: qDayCounter, start_date: qDate, end_date: qDate, trigger = None)


[qlDayCounterYearFraction](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/daycounters.py#L92)(daycounter: qDayCounter, start_date: qDate, end_date: qDate, ref_start_date: qDate = ql.Date(), ref_end_date: qDate = ql.Date(), trigger = None)


[qlDayCounterName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/daycounters.py#L110)(daycounter: qDayCounter, trigger = None)


[qlDayCounterEmpty](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/daycounters.py#L121)(daycounter: qDayCounter, trigger = None)


[qlDayCounterYearFractionToDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/daycounters.py#L134)(daycounter: qDayCounter, ref_date: qDate, year_fraction: float, trigger = None)


## Defaultprobability


[qlDefaultProbabilityTermStructureDefaultProbability](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L26)(ts: ql.DefaultProbabilityTermStructureHandle, date: qDate, extrapolate: bool = False, trigger = None)


[qlDefaultProbabilityTermStructureDefaultProbabilityFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L44)(ts: ql.DefaultProbabilityTermStructureHandle, time: float, extrapolate: bool = False, trigger = None)


[qlDefaultProbabilityTermStructureDefaultProbability2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L63)(ts: ql.DefaultProbabilityTermStructureHandle, date_one: qDate, date_two: qDate, extrapolate: bool = False, trigger = None)


[qlDefaultProbabilityTermStructureDefaultProbabilityFromTime2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L83)(ts: ql.DefaultProbabilityTermStructureHandle, time_one: float, time_two: float, extrapolate: bool = False, trigger = None)


[qlDefaultProbabilityTermStructureSurvivalProbability](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L102)(ts: ql.DefaultProbabilityTermStructureHandle, date: qDate, extrapolate: bool = False, trigger = None)


[qlDefaultProbabilityTermStructureSurvivalProbabilityFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L120)(ts: ql.DefaultProbabilityTermStructureHandle, time: float, extrapolate: bool = False, trigger = None)


[qlDefaultProbabilityTermStructureDefaultDensity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L138)(ts: ql.DefaultProbabilityTermStructureHandle, date: qDate, extrapolate: bool = False, trigger = None)


[qlDefaultProbabilityTermStructureDefaultDensityFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L156)(ts: ql.DefaultProbabilityTermStructureHandle, time: float, extrapolate: bool = False, trigger = None)


[qlDefaultProbabilityTermStructureHazardRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L174)(ts: ql.DefaultProbabilityTermStructureHandle, date: qDate, extrapolate: bool = False, trigger = None)


[qlDefaultProbabilityTermStructureHazardRateFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L192)(ts: ql.DefaultProbabilityTermStructureHandle, time: float, extrapolate: bool = False, trigger = None)


[qlFlatHazardRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L213)(reference_date: qDate, hazard_rate: qQuoteHandle, day_counter: qDayCounter, trigger = None)


[qlHazardRateCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L234)(dates: xlo.Array(dims=1), hazard_rates: xlo.Array(dims=1), day_counter: qDayCounter, calendar = None, trigger = None)


[qlDefaultDensityCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L260)(dates: xlo.Array(dims=1), default_densities: xlo.Array(dims=1), day_counter: qDayCounter, calendar = None, trigger = None)


[qlSurvivalProbabilityCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L286)(dates: xlo.Array(dims=1), survival_probabilities: xlo.Array(dims=1), day_counter: qDayCounter, calendar = None, trigger = None)


[qlDefaultProbabilityHelperQuote](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L311)(helper: ql.DefaultProbabilityHelper, trigger = None)


[qlDefaultProbabilityHelperLatestDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L324)(helper: ql.DefaultProbabilityHelper, trigger = None)


[qlDefaultProbabilityHelperEarliestDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L337)(helper: ql.DefaultProbabilityHelper, trigger = None)


[qlDefaultProbabilityHelperMaturity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L350)(helper: ql.DefaultProbabilityHelper, trigger = None)


[qlDefaultProbabilityHelperLatestRelevantDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L363)(helper: ql.DefaultProbabilityHelper, trigger = None)


[qlDefaultProbabilityHelperPillarDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L376)(helper: ql.DefaultProbabilityHelper, trigger = None)


[qlDefaultProbabilityHelperImpliedQuote](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L389)(helper: ql.DefaultProbabilityHelper, trigger = None)


[qlDefaultProbabilityHelperQuoteError](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L403)(helper: ql.DefaultProbabilityHelper, trigger = None)


[qlSpreadCdsHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L432)(spread: qQuoteHandle, tenor: qPeriod, settlement_days: int, calendar: qCalendar, frequency: qFrequency, payment_convention: qBusinessDayConvention, date_generation: qDateGenerationRule, day_counter: qDayCounter, recovery_rate: float, discount_curve: ql.YieldTermStructureHandle, settles_accrual: bool = True, pays_at_default: bool = True, start_date: qDate = ql.Date(), last_period_day_counter = None, rebates_accrual: bool = True, model: qCreditDefaultSwapPricingModel = ql.CreditDefaultSwap.Midpoint, trigger = None)


[qlUpfrontCdsHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L511)(upfront: qQuoteHandle, spread: float, tenor: qPeriod, settlement_days: int, calendar: qCalendar, frequency: qFrequency, payment_convention: qBusinessDayConvention, date_generation: qDateGenerationRule, day_counter: qDayCounter, recovery_rate: float, discount_curve: ql.YieldTermStructureHandle, upfront_settlement_days: int = 0, settles_accrual: bool = True, pays_at_default: bool = True, start_date: qDate = ql.Date(), last_period_day_counter = None, rebates_accrual: bool = True, model: qCreditDefaultSwapPricingModel = ql.CreditDefaultSwap.Midpoint, trigger = None)


[qlPiecewiseFlatHazardRateAsDts](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L575)(reference_date: qDate, helpers: xlo.Array(dims=1), day_counter: qDayCounter, trigger = None)


[qlPiecewiseFlatHazardRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L597)(reference_date: qDate, helpers: xlo.Array(dims=1), day_counter: qDayCounter, trigger = None)


[qlRiskyBondEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/defaultprobability.py#L620)(default_curve: ql.DefaultProbabilityTermStructureHandle, recovery_rate: float, discount_curve: ql.YieldTermStructureHandle, trigger = None)


## Dividends


[qlFixedDividend](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/dividends.py#L14)(amount: float, date: qDate, trigger = None)


[qlFractionalDividend](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/dividends.py#L23)(amount: float, date: qDate, trigger = None)


[qlDividendVector](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/dividends.py#L37)(dividend_dates: xlo.Array(dims=1), dividend_amounts: xlo.Array(dims=1), trigger = None)


## Exercise


[qExerciseType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/exercise.py#L22)(s: str)


[qlExerciseType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/exercise.py#L36)(exercise: ql.Exercise, trigger = None)


[qlExerciseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/exercise.py#L48)(exercise: ql.Exercise, idx: int, trigger = None)


[qlExerciseDateAt](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/exercise.py#L60)(exercise: ql.Exercise, idx: int, trigger = None)


[qlExerciseDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/exercise.py#L71)(exercise: ql.Exercise, trigger = None)


[qlEuropeanExercise](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/exercise.py#L83)(date: qDate, trigger = None)


[qlBermudanExercise](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/exercise.py#L95)(dates: xlo.Array(dims=1), payoff_at_expiry: bool = False, trigger = None)


[qlAmericanExercise](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/exercise.py#L111)(first_date: qDate, last_date: qDate, payoff_at_expiry: bool = False, trigger = None)


[qlRebatedExercise](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/exercise.py#L128)(exercise: ql.Exercise, rebates: xlo.Array(dims=1), rebate_settlement_days: int, rebate_payment_calendar: qCalendar = ql.NullCalendar(), rebate_payment_convention: qBusinessDayConvention = ql.Following, trigger = None)


[qlSwingExercise](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/exercise.py#L150)(dates: xlo.Array(dims=1), trigger = None)


## Alias_repository


[qlAliasSet](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/alias_repository.py#L147)(alias: str, obj, trigger = None)


[qlAliasGet](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/alias_repository.py#L158)(alias: str, trigger = None)


[qlAliasEnvelope](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/alias_repository.py#L169)(alias: str, trigger = None)


[qlAliasDelete](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/alias_repository.py#L180)(alias: str, trigger = None)


[qlAliasGetRepository](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/alias_repository.py#L188)(trigger = None)


[qlAliasClearRepository](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/alias_repository.py#L196)(trigger = None)


## Cashflows_analysis


[qlCashFlowsAnalysisColumns](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/cashflows_analysis.py#L221)()


[qlCashFlowsAnalysis](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/cashflows_analysis.py#L234)(leg: xlo.Array(dims=1), columns: xlo.Array(dims=1), discount_curve: ql.YieldTermStructureHandle = None, with_header: bool = True, trigger = None)


## Inspect_code


[qlListDictionaries](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/inspect_code.py#L111)(with_links: bool = True, with_header: bool = False, trigger = None)


[qlListFunctions](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/inspect_code.py#L135)(with_links: bool = True, with_header: bool = False, trigger = None)


[qlListDictionaryEntries](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/inspect_code.py#L160)(dict_name: str, with_values: bool = True, with_header: bool = False, trigger = None)


## Quantlib_xloil_version


[qlXlOilVersion](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/extras/quantlib_xloil_version.py#L11)(trigger = None)


## Futures


[qPerpetualFuturesPayoffType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/futures.py#L55)(payoff_type: str | int | float)


[qPerpetualFuturesFundingType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/futures.py#L60)(funding_type: str)


[qDiscountingPerpetualFuturesEngineInterpolationType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/futures.py#L65)(interp_type: str)


[qlOvernightIndexFuture](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/futures.py#L80)(overnight_index: ql.OvernightIndex, value_date: qDate, maturity_date: qDate, convexity_adjustment: qQuoteHandle = ql.QuoteHandle(), averaging_method: qRateAveragingType = ql.RateAveraging.Compound, trigger = None)


[qlOvernightIndexFutureConvexityAdjustment](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/futures.py#L104)(overnight_index_future: ql.OvernightIndexFuture, trigger = None)


[qlPerpetualFutures](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/futures.py#L121)(payoff_type: qPerpetualFuturesPayoffType, funding_type: qPerpetualFuturesFundingType = ql.PerpetualFutures.FundingWithCurrentSpot, funding_frequency: qPeriod = ql.Period(8, ql.Hours), calendar: qCalendar = ql.NullCalendar(), day_counter: qDayCounter = ql.ActualActual(ql.ActualActual.ISDA), trigger = None)


[qlDiscountingPerpetualFuturesEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/futures.py#L148)(domestic_discount_curve: ql.YieldTermStructureHandle, foreign_discount_curve: ql.YieldTermStructureHandle, asset_spot: qQuoteHandle, funding_times: xlo.Array(dims=1), funding_rates: xlo.Array(dims=1), interest_rate_diffs: xlo.Array(dims=1), funding_interp_type: qDiscountingPerpetualFuturesEngineInterpolationType = ql.DiscountingPerpetualFuturesEngine.PiecewiseConstant, max_t: float = 60.0, trigger = None)


## Fxforward


[qlFxForward](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L24)(source_nominal: float, source_currency: qCurrency, target_nominal: float, target_currency: qCurrency, maturity_date: qDate, pay_source_currency: bool, settlement_days: int = 2, payment_calendar = None, trigger = None)


[qlFxForward2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L64)(source_nominal: float, source_currency: qCurrency, target_currency: qCurrency, forward_rate: float, maturity_date: qDate, pay_source_currency: bool, settlement_days: int = 2, payment_calendar = None, trigger = None)


[qlFxForwardSourceNominal](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L97)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardSourceCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L108)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardTargetNominal](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L119)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardTargetCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L130)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardMaturityDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L141)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardPaySourceCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L152)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardForwardRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L163)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardSettlementDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L174)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardSettlementCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L185)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardSettlementDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L198)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardFairForwardRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L209)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardNpvSourceCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L220)(fx_forward: ql.FxForward, trigger = None)


[qlFxForwardNpvTargetCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L231)(fx_forward: ql.FxForward, trigger = None)


[qlDiscountingFxForwardEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/fxforward.py#L244)(source_currency_discount_curve: ql.YieldTermStructureHandle, target_currency_discount_curve: ql.YieldTermStructureHandle, spot_fx: float, trigger = None)


## Gaussian1dmodel


[qGaussian1dProbabilities](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L32)(s: str)


[qlGaussian1dModelStateProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L44)(model: ql.Gaussian1dModel, trigger = None)


[qlGaussian1dModelNumeraireFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L60)(model: ql.Gaussian1dModel, t: float, y: float = 0.0, yts: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlGaussian1dModelNumeraire](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L80)(model: ql.Gaussian1dModel, reference_date: qDate, y: float = 0.0, yts: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlGaussian1dModelZerobondFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L101)(model: ql.Gaussian1dModel, T: float, t: float = 0.0, y: float = 0.0, yts: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlGaussian1dModelZerobond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L123)(model: ql.Gaussian1dModel, maturity: qDate, reference_date: qDate = ql.Date(), y: float = 0.0, yts: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlGaussian1dModelZerobondOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L153)(model: ql.Gaussian1dModel, option_type: str, expiry: qDate, value_date: qDate, maturity: qDate, strike: float, reference_date: qDate = ql.Date(), y: float = 0.0, yts: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), y_std_devs: float = 7.0, y_grid_points: int = 64, extrapolate_payoff: bool = True, flat_payoff_extrapolation: bool = False, trigger = None)


[qlGaussian1dModelForwardRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L199)(model: ql.Gaussian1dModel, fixing: qDate, reference_date: qDate = ql.Date(), y: float = 0.0, ibor_index: Optional[ql.IborIndex] = None, trigger = None)


[qlGaussian1dModelSwapRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L224)(model: ql.Gaussian1dModel, fixing: qDate, tenor: qPeriod, reference_date: qDate = ql.Date(), y: float = 0.0, swap_index: Optional[ql.SwapIndex] = None, trigger = None)


[qlGaussian1dModelSwapAnnuity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L250)(model: ql.Gaussian1dModel, fixing: qDate, tenor: qPeriod, reference_date: qDate = ql.Date(), y: float = 0.0, swap_index: Optional[ql.SwapIndex] = None, trigger = None)


[qlGsr](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L278)(term_structure: ql.YieldTermStructureHandle, vol_step_dates: xlo.Array(dims=1), volatilities: xlo.Array(dims=1), reversions: xlo.Array(dims=1), T: float = 60.0, trigger = None)


[qlGsrVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L297)(model: ql.Gsr, trigger = None)


[qlGsrReversion](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L306)(model: ql.Gsr, trigger = None)


[qlGsrCalibrateVolatilitiesIterative](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L322)(model: ql.Gsr, helpers: xlo.Array(dims=1), optimization_method: ql.OptimizationMethod, end_criteria: ql.EndCriteria, constraint: ql.Constraint = ql.NoConstraint(), weights: xlo.Array(dims=1) = [], trigger = None)


[qlMarkovFunctional](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L356)(term_structure: ql.YieldTermStructureHandle, reversion: float, vol_step_dates: xlo.Array(dims=1), volatilities: xlo.Array(dims=1), swaption_vol: ql.SwaptionVolatilityStructureHandle, swaption_expiries: xlo.Array(dims=1), swaption_tenors: xlo.Array(dims=1), swap_index_base: ql.SwapIndex, trigger = None)


[qlMarkovFunctionalFromCaplets](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L396)(term_structure: ql.YieldTermStructureHandle, reversion: float, vol_step_dates: xlo.Array(dims=1), volatilities: xlo.Array(dims=1), caplet_vol: ql.OptionletVolatilityStructureHandle, caplet_expiries: xlo.Array(dims=1), ibor_index: ql.IborIndex, trigger = None)


[qlMarkovFunctionalVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L425)(model: ql.MarkovFunctional, trigger = None)


[qlGaussian1dSwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L447)(model: ql.Gaussian1dModel, integration_points: int = 64, stddevs: float = 7.0, extrapolate_payoff: bool = True, flat_payoff_extrapolation: bool = False, discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), probabilities: qGaussian1dProbabilities = ql.Gaussian1dSwaptionEngine.NoProb, trigger = None)


[qlGaussian1dNonstandardSwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L482)(model: ql.Gaussian1dModel, integration_points: int = 64, stddevs: float = 7.0, extrapolate_payoff: bool = True, flat_payoff_extrapolation: bool = False, oas: ql.QuoteHandle = ql.QuoteHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), probabilities: qGaussian1dProbabilities = ql.Gaussian1dNonstandardSwaptionEngine.NoProb, trigger = None)


[qlGaussian1dFloatFloatSwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L520)(model: ql.Gaussian1dModel, integration_points: int = 64, stddevs: float = 7.0, extrapolate_payoff: bool = True, flat_payoff_extrapolation: bool = False, oas: ql.QuoteHandle = ql.QuoteHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), include_todays_exercise: bool = False, probabilities: qGaussian1dProbabilities = ql.Gaussian1dFloatFloatSwaptionEngine.NoProb, trigger = None)


[qlGaussian1dJamshidianSwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L550)(model: ql.Gaussian1dModel, trigger = None)


[qlGaussian1dCapFloorEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/gaussian1dmodel.py#L568)(model: ql.Gaussian1dModel, integration_points: int = 64, stddevs: float = 7.0, extrapolate_payoff: bool = True, flat_payoff_extrapolation: bool = False, discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


## Grid


[qlTimeGrid](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/grid.py#L16)(end_time: float, steps: int, trigger = None)


[qlTimeGridFromTimes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/grid.py#L25)(times: xlo.Array(dims=1), trigger = None)


[qlTimeGridWithMandatoryTimes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/grid.py#L37)(mandatory_times: xlo.Array(dims=1), steps: int, trigger = None)


[qlTimeGridTimes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/grid.py#L48)(grid: ql.TimeGrid, trigger = None)


## Indexes


[qlIndexManagerHistories](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L18)(trigger = None)


[qlIndexManagerClearHistories](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L26)(trigger = None)


[qlIndexName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L41)(index: ql.Index, trigger = None)


[qlIndexFixingCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L52)(index: ql.Index, trigger = None)


[qlIndexIsValidFixingDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L64)(index: ql.Index, date: qDate, trigger = None)


[qlIndexHasHistoricalFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L76)(index: ql.Index, date: qDate, trigger = None)


[qlIndexFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L89)(index: ql.Index, date: qDate, forecast_todays_fixing = False, trigger = None)


[qlIndexPastFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L103)(index: ql.Index, date: qDate, trigger = None)


[qlIndexAddFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L117)(index: ql.Index, date: qDate, value: float, force_overwrite: bool = False, trigger = None)


[qlIndexAddFixings](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L138)(index: ql.Index, dates: xlo.Array(dims=1), values: xlo.Array(dims=1), force_overwrite: bool = False, trigger = None)


[qlIndexTimeSeries](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L158)(index: ql.Index, trigger = None)


[qlIndexClearFixings](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L169)(index: ql.Index, trigger = None)


[qlInterestRateIndexFamilyName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L184)(index: ql.InterestRateIndex, trigger = None)


[qlInterestRateIndexTenor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L195)(index: ql.InterestRateIndex, trigger = None)


[qlInterestRateIndexFixingDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L206)(index: ql.InterestRateIndex, trigger = None)


[qlInterestRateIndexFixingDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L218)(index: ql.InterestRateIndex, value_date: qDate, trigger = None)


[qlInterestRateIndexCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L231)(index: ql.InterestRateIndex, trigger = None)


[qlInterestRateIndexDayCounter](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L244)(index: ql.InterestRateIndex, trigger = None)


[qlInterestRateIndexMaturityDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L258)(index: ql.InterestRateIndex, value_date: qDate, trigger = None)


[qlInterestRateIndexValueDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L272)(index: ql.InterestRateIndex, fixing_date: qDate, trigger = None)


[qlIborIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L296)(family_name: str, tenor: qPeriod, settlement_days: int, currency: qCurrency, calendar: qCalendar, convention: qBusinessDayConvention, end_of_month: bool, day_counter: qDayCounter, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlCdor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L329)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlBbsw](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L345)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlBkbm](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L361)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEuribor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L377)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEuribor365](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L393)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlJibar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L409)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlMosprime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L425)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlNZDLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L441)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlPribor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L457)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlRobor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L473)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlShibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L489)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlTibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L505)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlTHBFIX](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L521)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlWibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L537)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlZibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L553)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlAUDLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L569)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlCADLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L585)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlCHFLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L601)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlDKKLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L617)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEURLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L633)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlGBPLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L649)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlJPYLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L665)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlSEKLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L681)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlTRLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L697)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlUSDLibor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L713)(tenor: qPeriod, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlOvernightIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L736)(family_name: str, settlement_days: int, currency: qCurrency, calendar: qCalendar, day_counter: qDayCounter, projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlAonia](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L757)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlCdi](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L771)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlCorra](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L785)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlDestr](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L799)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEonia](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L813)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEstr](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L827)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlFedFunds](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L841)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlKofr](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L855)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlNzocr](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L869)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlSaron](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L883)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlSofr](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L897)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlSonia](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L911)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlSwestr](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L925)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlTonar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L939)(projection_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlSwapIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L965)(family_name: str, tenor: qPeriod, settlement_days: int, currency: qCurrency, calendar: qCalendar, fixed_leg_tenor: qPeriod, fixed_leg_convention: qBusinessDayConvention, fixed_leg_day_counter: qDayCounter, ibor_index: ql.IborIndex, discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEuriborSwapIsdaFixA](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1014)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEuriborSwapIsdaFixB](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1035)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEuriborSwapIfrFix](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1056)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEurLiborSwapIsdaFixA](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1077)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEurLiborSwapIsdaFixB](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1098)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlEurLiborSwapIfrFix](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1119)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlChfLiborSwapIsdaFix](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1140)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlGbpLiborSwapIsdaFix](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1161)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlJpyLiborSwapIsdaFixAm](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1182)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlJpyLiborSwapIsdaFixPm](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1203)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlUsdLiborSwapIsdaFixAm](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1224)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlUsdLiborSwapIsdaFixPm](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1245)(swap_tenor: qPeriod, proj_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), discount_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlSwapSpreadIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1271)(family_name: str, swap_index1: ql.SwapIndex, swap_index2: ql.SwapIndex, gearing1: float = 1.0, gearing2: float = -1.0, trigger = None)


[qlSwapIndexForecastFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1290)(swap_index: ql.SwapIndex, fixing_date: qDate)


[qlEquityIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/indexes.py#L1309)(name: str, fixing_calendar: qCalendar, currency: qCurrency, spot_price: float, disc_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), div_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


## Inflation


[qCPIInterpolationType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L47)(interpolation_type: str)


[qYoYInflationCapFloorType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L52)(capfloor_type: str)


[qlSeasonalityCorrectZeroRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L70)(seasonality: ql.Seasonality, date: qDate, r: float, its: ql.InflationTermStructure, trigger = None)


[qlSeasonalityCorrectYoYRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L91)(seasonality: ql.Seasonality, date: qDate, r: float, its: ql.InflationTermStructure, trigger = None)


[qlSeasonalityIsConsistent](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L110)(seasonality: ql.Seasonality, its: ql.InflationTermStructure, trigger = None)


[qlMultiplicativePriceSeasonality](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L125)(seasonality_base_date: qDate, frequency: qFrequency, seasonality_factors: xlo.Array(dims=1), trigger = None)


[qlMultiplicativePriceSeasonalitySeasonalityBaseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L142)(seasonality: ql.Seasonality, trigger = None)


[qlMultiplicativePriceSeasonalityFrequency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L155)(seasonality: ql.Seasonality, trigger = None)


[qlMultiplicativePriceSeasonalityFactors](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L168)(seasonality: ql.MultiplicativePriceSeasonality, trigger = None)


[qlMultiplicativePriceSeasonalityFactor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L182)(seasonality: ql.MultiplicativePriceSeasonality, date: qDate, trigger = None)


[qlKerkhofSeasonality](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L196)(seasonality_base_date: qDate, seasonality_factors: xlo.Array(dims=1), trigger = None)


[qlInflationTermStructureObservationLag](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L215)(inflation_term_structure: ql.InflationTermStructure, trigger = None)


[qlInflationTermStructureFrequency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L228)(inflation_term_structure: ql.InflationTermStructure, trigger = None)


[qlInflationTermStructureBaseRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L241)(inflation_term_structure: ql.InflationTermStructure, trigger = None)


[qlInflationTermStructureBaseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L254)(inflation_term_structure: ql.InflationTermStructure, trigger = None)


[qlInflationTermStructureHasExplicitBaseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L267)(inflation_term_structure: ql.InflationTermStructure, trigger = None)


[qlInflationTermStructureSetSeasonality](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L281)(inflation_term_structure: ql.InflationTermStructure, seasonality: ql.Seasonality, trigger = None)


[qlInflationTermStructureSeasonality](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L297)(inflation_term_structure: ql.InflationTermStructure, trigger = None)


[qlInflationTermStructureHasSeasonality](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L310)(inflation_term_structure: ql.InflationTermStructure, trigger = None)


[qlYoYInflationTermStructureYoYRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L328)(yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle, date: qDate, extrapolate: bool = False, trigger = None)


[qlYoYInflationTermStructureYoYRate2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L348)(yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle, date: qDate, observation_lag: qPeriod, force_linear_interpolation: bool = False, extrapolate: bool = False, trigger = None)


[qlYoYInflationTermStructureYoYRate3](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L370)(yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle, time: float, extrapolate: bool = False, trigger = None)


[qlZeroInflationTermStructureZeroRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L391)(zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle, date: qDate, extrapolate: bool = False, trigger = None)


[qlZeroInflationTermStructureZeroRate2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L411)(zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle, date: qDate, observation_lag: qPeriod, force_linear_interpolation: bool = False, extrapolate: bool = False, trigger = None)


[qlZeroInflationTermStructureZeroRate3](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L433)(zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle, time: float, extrapolate: bool = False, trigger = None)


[qlCustomRegion](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L453)(name: str, code: str, trigger = None)


[qlRegionName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L464)(region: ql.Region, trigger = None)


[qlRegionCode](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L475)(region: ql.Region, trigger = None)


[qlInflationIndexFamilyName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L489)(index: ql.InflationIndex, trigger = None)


[qlInflationIndexRegion](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L500)(index: ql.InflationIndex, trigger = None)


[qlInflationIndexRevised](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L511)(index: ql.InflationIndex, trigger = None)


[qlInflationIndexFrequency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L522)(index: ql.InflationIndex, trigger = None)


[qlInflationIndexAvailabilityLag](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L533)(index: ql.InflationIndex, trigger = None)


[qlInflationIndexCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L546)(index: ql.InflationIndex, trigger = None)


[qlZeroInflationIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L566)(family_name: str, region: ql.Region, revised: bool, frequency: qFrequency, availability_lag: qPeriod, currency: qCurrency, zero_inflation_term_structure: ql.ZeroInflationTermStructure = ql.ZeroInflationTermStructureHandle(), trigger = None)


[qlZeroInflationIndexLastFixingDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L594)(index: ql.ZeroInflationIndex, trigger = None)


[qlZeroInflationIndexZeroInflationTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L607)(index: ql.ZeroInflationIndex, trigger = None)


[qlZeroInflationIndexClone](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L621)(index: ql.ZeroInflationIndex, zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle, trigger = None)


[qlZeroInflationIndexNeedsForecast](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L637)(index: ql.ZeroInflationIndex, fixing_date: qDate, trigger = None)


[qlYoYInflationIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L655)(underlying_index: ql.ZeroInflationIndex, yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), interpolated: bool = False, trigger = None)


[qlYoYInflationIndex2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L680)(family_name: str, region: ql.Region, revised: bool, frequency: qFrequency, availability_lag: qPeriod, currency: qCurrency, yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), interpolated: bool = False, trigger = None)


[qlYoYInflationIndexLastFixingDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L710)(index: ql.YoYInflationIndex, trigger = None)


[qlYoYInflationIndexRatio](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L723)(index: ql.YoYInflationIndex, trigger = None)


[qlYoYInflationIndexInterpolated](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L734)(index: ql.YoYInflationIndex, trigger = None)


[qlYoYInflationIndexUnderlyingIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L746)(index: ql.YoYInflationIndex, trigger = None)


[qlYoYInflationIndexYoYInflationTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L759)(index: ql.YoYInflationIndex, trigger = None)


[qlYoYInflationIndexClone](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L773)(index: ql.YoYInflationIndex, yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle, trigger = None)


[qlYoYInflationIndexNeedsForecast](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L789)(index: ql.YoYInflationIndex, fixing_date: qDate, trigger = None)


[qlAUCPI](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L807)(frequency: qFrequency, revised: bool, zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle = ql.ZeroInflationTermStructureHandle(), trigger = None)


[qlEUHICP](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L823)(zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle = ql.ZeroInflationTermStructureHandle(), trigger = None)


[qlEUHICPXT](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L837)(zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle = ql.ZeroInflationTermStructureHandle(), trigger = None)


[qlFRHICP](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L851)(zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle = ql.ZeroInflationTermStructureHandle(), trigger = None)


[qlUKRPI](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L865)(zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle = ql.ZeroInflationTermStructureHandle(), trigger = None)


[qlUKHICP](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L879)(zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle = ql.ZeroInflationTermStructureHandle(), trigger = None)


[qlUSCPI](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L893)(zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle = ql.ZeroInflationTermStructureHandle(), trigger = None)


[qlZACPI](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L907)(zero_inflation_term_structure: ql.ZeroInflationTermStructureHandle = ql.ZeroInflationTermStructureHandle(), trigger = None)


[qlYYEUHICP](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L924)(yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYEUHICP2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L939)(interpolated: bool, yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYEUHICPXT](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L954)(yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYEUHICPXT2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L969)(interpolated: bool, yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYFRHICP](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L984)(yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYFRHICP2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L999)(interpolated: bool, yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYUKRPI](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1014)(yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYUKRPI2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1029)(interpolated: bool, yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYUSCPI](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1044)(yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYUSCPI2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1059)(interpolated: bool, yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYZACPI](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1074)(yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlYYZACPI2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1089)(interpolated: bool, yoy_inflation_term_structure: ql.YoYInflationTermStructureHandle = ql.YoYInflationTermStructureHandle(), trigger = None)


[qlCPILaggedFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1110)(index: ql.ZeroInflationIndex, date: qDate, observation_lag: qPeriod, interpolation_type: qCPIInterpolationType, trigger = None)


[qlCPILaggedYoYRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1130)(index: ql.YoYInflationIndex, date: qDate, observation_lag: qPeriod, interpolation_type: qCPIInterpolationType, trigger = None)


[qlInflationCouponFixingDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1150)(inflation_coupon: ql.InflationCoupon, trigger = None)


[qlInflationCouponFixingDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1163)(inflation_coupon: ql.InflationCoupon, trigger = None)


[qlInflationCouponObservationLag](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1176)(inflation_coupon: ql.InflationCoupon, trigger = None)


[qlInflationCouponIndexFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1189)(inflation_coupon: ql.InflationCoupon, trigger = None)


[qlInflationCouponIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1202)(inflation_coupon: ql.InflationCoupon, trigger = None)


[qlCPICouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1216)(trigger = None)


[qlCPICoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1241)(base_cpi: float, payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, index: ql.ZeroInflationIndex, observation_lag: qPeriod, observation_interpolation: qCPIInterpolationType, day_counter: qDayCounter, fixed_rate: float, ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), ex_coupon_date: qDate = ql.Date(), trigger = None)


[qlCPICoupon2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1293)(base_date: qDate, payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, index: ql.ZeroInflationIndex, observation_lag: qPeriod, observation_interpolation: qCPIInterpolationType, day_counter: qDayCounter, fixed_rate: float, ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), ex_coupon_date: qDate = ql.Date(), trigger = None)


[qlCPICoupon3](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1346)(base_cpi: float, base_date: qDate, payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, index: ql.ZeroInflationIndex, observation_lag: qPeriod, observation_interpolation: qCPIInterpolationType, day_counter: qDayCounter, fixed_rate: float, ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), ex_coupon_date: qDate = ql.Date(), trigger = None)


[qlCPICouponFixedRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1388)(cpi_coupon: ql.CPICoupon, trigger = None)


[qlCPICouponAdjustedIndexGrowth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1399)(cpi_coupon: ql.CPICoupon, trigger = None)


[qlCPICouponIndexFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1410)(cpi_coupon: ql.CPICoupon, trigger = None)


[qlCPICouponIndexRatio](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1422)(cpi_coupon: ql.CPICoupon, date: qDate, trigger = None)


[qlCPICouponBaseCPI](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1433)(cpi_coupon: ql.CPICoupon, trigger = None)


[qlCPICouponBaseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1444)(cpi_coupon: ql.CPICoupon, trigger = None)


[qlCPICouponObservationInterpolation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1455)(cpi_coupon: ql.CPICoupon, trigger = None)


[qlCPICouponCPIIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1466)(cpi_coupon: ql.CPICoupon, trigger = None)


[qlCPICouponSetPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1480)(coupon: ql.CPICoupon, pricer: ql.CPICouponPricer, trigger = None)


[qlCPICashFlow](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1507)(notional: float, index: ql.ZeroInflationIndex, base_date: qDate, base_fixing: float, observation_date: qDate, observation_lag: qPeriod, interpolation: qCPIInterpolationType, payment_date: qDate, growth_only: bool = False, trigger = None)


[qlCPICashFlowInterpolation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1539)(cpi_cash_flow: ql.CPICashFlow, trigger = None)


[qlCPICashFlowFrequency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1550)(cpi_cash_flow: ql.CPICashFlow, trigger = None)


[qlCPILeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1581)(nominals: xlo.Array(dims=1), schedule: ql.Schedule, index: ql.ZeroInflationIndex, base_cpi: float, observation_lag: qPeriod, payment_day_counter = None, payment_convention: qBusinessDayConvention = ql.Following, fixed_rates: xlo.Array(dims=1) = [ql.nullDouble()], caps: xlo.Array(dims=1) = None, floors: xlo.Array(dims=1) = None, ex_coupon_period = None, ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, payment_calendar = None, growth_only: bool = True, observation_interpolation: qCPIInterpolationType = ql.CPI.AsIndex, trigger = None)


[qlZeroInflationCashFlow](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1658)(notional: float, index: ql.ZeroInflationIndex, observation_interpolation: qCPIInterpolationType, start_date: qDate, end_date: qDate, observation_lag: qPeriod, payment_date: qDate, growth_only: bool = False, trigger = None)


[qlZeroInflationCashFlowNotional](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1688)(zero_inflation_cash_flow: ql.ZeroInflationCashFlow, trigger = None)


[qlZeroInflationCashFlowBaseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1701)(zero_inflation_cash_flow: ql.ZeroInflationCashFlow, trigger = None)


[qlZeroInflationCashFlowFixingDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1714)(zero_inflation_cash_flow: ql.ZeroInflationCashFlow, trigger = None)


[qlZeroInflationCashFlowGrowthOnly](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1727)(zero_inflation_cash_flow: ql.ZeroInflationCashFlow, trigger = None)


[qlZeroInflationCashFlowObservationInterpolation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1740)(zero_inflation_cash_flow: ql.ZeroInflationCashFlow, trigger = None)


[qlZeroInflationCashFlowZeroInflationIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1755)(zero_inflation_cash_flow: ql.ZeroInflationCashFlow, trigger = None)


[qlBootstrapHelperQuote](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1771)(bootstrap_helper, trigger = None)


[qlBootstrapHelperLatestDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1782)(bootstrap_helper, trigger = None)


[qlBootstrapHelperEarliestDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1793)(bootstrap_helper, trigger = None)


[qlBootstrapHelperMaturityDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1804)(bootstrap_helper, trigger = None)


[qlBootstrapHelperLatestRelevantDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1815)(bootstrap_helper, trigger = None)


[qlBootstrapHelperPillarDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1826)(bootstrap_helper, trigger = None)


[qlBootstrapHelperImpliedQuote](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1837)(bootstrap_helper, trigger = None)


[qlBootstrapHelperQuoteError](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1848)(bootstrap_helper, trigger = None)


[qlZeroCouponInflationSwapHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1870)(quote: qQuoteHandle, lag: qPeriod, maturity: qDate, calendar: qCalendar, bdc: qBusinessDayConvention, day_counter: qDayCounter, index: ql.ZeroInflationIndex, observation_interpolation: qCPIInterpolationType, nominal_its: ql.YieldTermStructureHandle = None, trigger = None)


[qlZeroCouponInflationSwapHelperSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1902)(helper: ql.ZeroCouponInflationSwapHelper, trigger = None)


[qlYearOnYearInflationSwapHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1928)(quote: qQuoteHandle, lag: qPeriod, maturity: qDate, calendar: qCalendar, bdc: qBusinessDayConvention, day_counter: qDayCounter, index: ql.YoYInflationIndex, interpolation: qCPIInterpolationType, nominal_term_structure: ql.YieldTermStructureHandle, pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), trigger = None)


[qlYearOnYearInflationSwapHelperSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1964)(helper: ql.YearOnYearInflationSwapHelper, trigger = None)


[qlPiecewiseZeroInflation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L1987)(reference_date: qDate, base_date: qDate, frequency: qFrequency, day_counter: qDayCounter, instruments: xlo.Array(dims=1), seasonality: ql.Seasonality = None, accuracy: float = 1.0e-12, trigger = None)


[qlPiecewiseZeroInflationAsIts](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2027)(reference_date: qDate, base_date: qDate, frequency: qFrequency, day_counter: qDayCounter, instruments: xlo.Array(dims=1), seasonality: ql.Seasonality = None, accuracy: float = 1.0e-12, trigger = None)


[qlPiecewiseZeroInflationCurveDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2056)(curve, trigger = None)


[qlPiecewiseZeroInflationCurveTimes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2067)(curve, trigger = None)


[qlPiecewiseZeroInflationCurveData](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2078)(curve: ql.ZeroInflationTermStructure, trigger = None)


[qlPiecewiseZeroInflationCurveNodes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2091)(curve, trigger = None)


[qlPiecewiseYoYInflation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2110)(reference_date: qDate, base_date: qDate, base_yoy_rate: float, frequency: qFrequency, day_counter: qDayCounter, instruments: xlo.Array(dims=1), seasonality: ql.Seasonality = None, accuracy: float = 1.0e-12, trigger = None)


[qlPiecewiseYoYInflationAsIts](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2154)(reference_date: qDate, base_date: qDate, base_yoy_rate: float, frequency: qFrequency, day_counter: qDayCounter, instruments: xlo.Array(dims=1), seasonality: ql.Seasonality = None, accuracy: float = 1.0e-12, trigger = None)


[qlPiecewiseYoYInflationCurveDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2185)(curve, trigger = None)


[qlPiecewiseYoYInflationCurveTimes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2196)(curve, trigger = None)


[qlPiecewiseYoYInflationCurveData](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2207)(curve, trigger = None)


[qlPiecewiseYoYInflationCurveNodes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2218)(curve, trigger = None)


[qlInflationPeriod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2233)(date: qDate, frequency: qFrequency, trigger = None)


[qlInflationYearFraction](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2250)(frequency: qFrequency, index_is_interpolated: bool, day_count: qDayCounter, date1: qDate, date2: qDate, trigger = None)


[qlInflationBaseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2273)(reference_date: qDate, observation_lag: qPeriod, frequency: qFrequency, index_is_interpolated: bool, trigger = None)


[qlYoYInflationCouponSetPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2296)(coupon_or_leg, pricer: ql.YoYInflationCouponPricer, trigger = None)


[qlYoYInflationCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2329)(payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, fixing_days: int, index: ql.YoYInflationIndex, observation_lag: qPeriod, interpolation: qCPIInterpolationType, day_counter: qDayCounter, gearing: float = 1.0, spread: float = 0.0, ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), trigger = None)


[qlYoYInflationCouponGearing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2369)(yoy_inflation_coupon: ql.YoYInflationCoupon, trigger = None)


[qlYoYInflationCouponSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2382)(yoy_inflation_coupon: ql.YoYInflationCoupon, trigger = None)


[qlYoYInflationCouponAdjustedFixing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2395)(yoy_inflation_coupon: ql.YoYInflationCoupon, trigger = None)


[qlYoYInflationCouponYoYIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2408)(yoy_inflation_coupon: ql.YoYInflationCoupon, trigger = None)


[qlYoYInflationCouponInterpolation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2421)(yoy_inflation_coupon: ql.YoYInflationCoupon, trigger = None)


[qlCappedFlooredYoYInflationCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2451)(payment_date: qDate, nominal: float, start_date: qDate, end_date: qDate, fixing_days: int, index: ql.YoYInflationIndex, observation_lag: qPeriod, interpolation: qCPIInterpolationType, day_counter: qDayCounter, gearing: float = 1.0, spread: float = 0.0, cap: float = ql.nullDouble(), floor: float = ql.nullDouble(), ref_period_start: qDate = ql.Date(), ref_period_end: qDate = ql.Date(), trigger = None)


[qlCappedFlooredYoYInflationCouponRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2495)(coupon: ql.CappedFlooredYoYInflationCoupon, trigger = None)


[qlCappedFlooredYoYInflationCouponCap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2508)(coupon: ql.CappedFlooredYoYInflationCoupon, trigger = None)


[qlCappedFlooredYoYInflationCouponFloor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2521)(coupon: ql.CappedFlooredYoYInflationCoupon, trigger = None)


[qlCappedFlooredYoYInflationCouponEffectiveCap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2534)(coupon: ql.CappedFlooredYoYInflationCoupon, trigger = None)


[qlCappedFlooredYoYInflationCouponEffectiveFloor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2547)(coupon: ql.CappedFlooredYoYInflationCoupon, trigger = None)


[qlCappedFlooredYoYInflationCouponUnderlyingRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2560)(coupon: ql.CappedFlooredYoYInflationCoupon, trigger = None)


[qlCappedFlooredYoYInflationCouponIsCapped](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2573)(coupon: ql.CappedFlooredYoYInflationCoupon, trigger = None)


[qlCappedFlooredYoYInflationCouponIsFloored](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2586)(coupon: ql.CappedFlooredYoYInflationCoupon, trigger = None)


[qlYoYInflationLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2614)(schedule: ql.Schedule, calendar: qCalendar, index: ql.YoYInflationIndex, observation_lag: qPeriod, interpolation: qCPIInterpolationType, notionals: xlo.Array(dims=1), payment_day_counter: qDayCounter, payment_convention: qBusinessDayConvention = ql.Following, fixing_days: int = 0, gearings: xlo.Array(dims=1) = None, spreads: xlo.Array(dims=1) = None, caps: xlo.Array(dims=1) = None, floors: xlo.Array(dims=1) = None, trigger = None)


[qlBlackYoYInflationCouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2664)(caplet_vol: ql.YoYOptionletVolatilitySurfaceHandle, nominal_term_structure: ql.YieldTermStructureHandle, trigger = None)


[qlUnitDisplacedBlackYoYInflationCouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2680)(caplet_vol: ql.YoYOptionletVolatilitySurfaceHandle, nominal_term_structure: ql.YieldTermStructureHandle, trigger = None)


[qlBachelierYoYInflationCouponPricer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2698)(caplet_vol: ql.YoYOptionletVolatilitySurfaceHandle, nominal_term_structure: ql.YieldTermStructureHandle, trigger = None)


[qlZeroCouponInflationSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2729)(swap_type: qSwapType, nominal: float, start: qDate, maturity: qDate, calendar: qCalendar, convention: qBusinessDayConvention, day_counter: qDayCounter, fixed_rate: float, index: ql.ZeroInflationIndex, lag: qPeriod, observation_interpolation: qCPIInterpolationType, adjust_inf_obs_dates: bool = False, inf_calendar = None, inf_convention = None, trigger = None)


[qlZeroCouponInflationSwapFairRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2784)(swap: ql.ZeroCouponInflationSwap, trigger = None)


[qlZeroCouponInflationSwapFixedLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2797)(swap: ql.ZeroCouponInflationSwap, trigger = None)


[qlZeroCouponInflationSwapFixedLegBPS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2810)(swap: ql.ZeroCouponInflationSwap, trigger = None)


[qlZeroCouponInflationSwapInflationLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2823)(swap: ql.ZeroCouponInflationSwap, trigger = None)


[qlZeroCouponInflationSwapFixedLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2836)(swap: ql.ZeroCouponInflationSwap, trigger = None)


[qlZeroCouponInflationSwapInflationLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2849)(swap: ql.ZeroCouponInflationSwap, trigger = None)


[qlZeroCouponInflationSwapType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2862)(swap: ql.ZeroCouponInflationSwap, trigger = None)


[qlYearOnYearInflationSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2890)(swap_type: qSwapType, nominal: float, fixed_schedule: ql.Schedule, fixed_rate: float, fixed_day_counter: qDayCounter, yoy_schedule: ql.Schedule, index: ql.YoYInflationIndex, lag: qPeriod, interpolation: qCPIInterpolationType, spread: float, yoy_day_counter: qDayCounter, payment_calendar: qCalendar, payment_convention: qBusinessDayConvention = ql.Following, trigger = None)


[qlYearOnYearInflationSwapFairRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2930)(swap: ql.YearOnYearInflationSwap, trigger = None)


[qlYearOnYearInflationSwapFixedLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2943)(swap: ql.YearOnYearInflationSwap, trigger = None)


[qlYearOnYearInflationSwapYoYLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2956)(swap: ql.YearOnYearInflationSwap, trigger = None)


[qlYearOnYearInflationSwapFairSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2969)(swap: ql.YearOnYearInflationSwap, trigger = None)


[qlYearOnYearInflationSwapFixedLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2982)(swap: ql.YearOnYearInflationSwap, trigger = None)


[qlYearOnYearInflationSwapYoYLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L2995)(swap: ql.YearOnYearInflationSwap, trigger = None)


[qlCPISwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3028)(swap_type: qSwapType, nominal: float, subtract_inflation_nominal: bool, spread: float, float_day_count: qDayCounter, float_schedule: ql.Schedule, float_roll: qBusinessDayConvention, fixing_days: int, float_index: ql.IborIndex, fixed_rate: float, base_cpi: float, fixed_day_count: qDayCounter, fixed_schedule: ql.Schedule, fixed_roll: qBusinessDayConvention, observation_lag: qPeriod, fixed_index: ql.ZeroInflationIndex, observation_interpolation: qCPIInterpolationType = ql.CPI.AsIndex, inflation_nominal: float = ql.nullDouble(), trigger = None)


[qlCPISwapFairRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3078)(swap: ql.CPISwap, trigger = None)


[qlCPISwapFloatLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3089)(swap: ql.CPISwap, trigger = None)


[qlCPISwapFairSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3100)(swap: ql.CPISwap, trigger = None)


[qlCPISwapFixedLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3111)(swap: ql.CPISwap, trigger = None)


[qlCPISwapCPILeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3122)(swap: ql.CPISwap, trigger = None)


[qlCPISwapFloatLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3133)(swap: ql.CPISwap, trigger = None)


[qlYoYInflationCapFloor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3149)(capfloor_type: qYoYInflationCapFloorType, yoy_leg: ql.Leg, strikes: xlo.Array(dims=1), trigger = None)


[qlYoYInflationCapFloorImpliedVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3175)(capfloor: ql.YoYInflationCapFloor, price: float, curve: ql.YoYInflationTermStructureHandle, guess: float, accuracy: float = 1.0e-4, max_evaluations: int = 100, min_vol: float = 1.0e-7, max_vol: float = 4.0, trigger = None)


[qlYoYInflationCapFloorOptionletPrices](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3198)(capfloor: ql.YoYInflationCapFloor, trigger = None)


[qlYoYInflationCap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3215)(leg: xlo.Array(dims=1), cap_rates: xlo.Array(dims=1), trigger = None)


[qlYoYInflationFloor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3236)(leg: xlo.Array(dims=1), floor_rates: xlo.Array(dims=1), trigger = None)


[qlYoYInflationCollar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3258)(leg: xlo.Array(dims=1), cap_rates: xlo.Array(dims=1), floor_rates: xlo.Array(dims=1), trigger = None)


[qlZeroInflationCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3286)(reference_date: qDate, dates: xlo.Array(dims=1), rates: xlo.Array(dims=1), frequency: qFrequency, day_counter: qDayCounter, seasonality: ql.Seasonality = None, trigger = None)


[qlZeroInflationCurveAsIts](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3320)(reference_date: qDate, dates: xlo.Array(dims=1), rates: xlo.Array(dims=1), frequency: qFrequency, day_counter: qDayCounter, seasonality: ql.Seasonality = None, trigger = None)


[qlZeroInflationCurveDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3343)(curve: ql.ZeroInflationTermStructure, trigger = None)


[qlZeroInflationCurveTimes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3356)(curve: ql.ZeroInflationTermStructure, trigger = None)


[qlZeroInflationCurveData](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3369)(curve: ql.ZeroInflationTermStructure, trigger = None)


[qlZeroInflationCurveRates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3382)(curve: ql.ZeroInflationTermStructure, trigger = None)


[qlZeroInflationCurveNodes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3395)(curve: ql.ZeroInflationTermStructure, trigger = None)


[qlZeroInflationTermStructureHandle](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3411)(curve: ql.ZeroInflationTermStructure, trigger = None)


[qlYoYInflationTermStructureHandle](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3425)(curve: ql.YoYInflationTermStructure, trigger = None)


[qlYoYInflationCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3449)(reference_date: qDate, dates: xlo.Array(dims=1), rates: xlo.Array(dims=1), frequency: qFrequency, day_counter: qDayCounter, seasonality: ql.Seasonality = None, trigger = None)


[qlYoYInflationCurveAsIts](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3488)(reference_date: qDate, dates: xlo.Array(dims=1), rates: xlo.Array(dims=1), frequency: qFrequency, day_counter: qDayCounter, seasonality: ql.Seasonality = None, trigger = None)


[qlYoYInflationCurveDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3516)(curve: ql.YoYInflationTermStructure, trigger = None)


[qlYoYInflationCurveTimes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3529)(curve: ql.YoYInflationTermStructure, trigger = None)


[qlYoYInflationCurveRates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3542)(curve: ql.YoYInflationTermStructure, trigger = None)


[qlYoYInflationCurveData](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3555)(curve: ql.YoYInflationTermStructure, trigger = None)


[qlYoYInflationCurveNodes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3566)(curve: ql.YoYInflationTermStructure, trigger = None)


[qlYoYCapFloorTermPriceSurfaceAtmYoYSwapTimeRates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3582)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceAtmYoYSwapDateRates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3595)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceYoYTS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3608)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceYoYIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3621)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceBusinessDayConvention](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3634)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceObservationLag](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3647)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceFrequency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3660)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceFixingDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3673)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceCapPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3688)(surface: ql.YoYCapFloorTermPriceSurface, date: qDate, strike: float, trigger = None)


[qlYoYCapFloorTermPriceSurfaceCapPrice2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3706)(surface: ql.YoYCapFloorTermPriceSurface, period: qPeriod, strike: float, trigger = None)


[qlYoYCapFloorTermPriceSurfaceFloorPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3724)(surface: ql.YoYCapFloorTermPriceSurface, date: qDate, strike: float, trigger = None)


[qlYoYCapFloorTermPriceSurfaceFloorPrice2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3742)(surface: ql.YoYCapFloorTermPriceSurface, period: qPeriod, strike: float, trigger = None)


[qlYoYCapFloorTermPriceSurfacePrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3760)(surface: ql.YoYCapFloorTermPriceSurface, date: qDate, strike: float, trigger = None)


[qlYoYCapFloorTermPriceSurfacePrice2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3778)(surface: ql.YoYCapFloorTermPriceSurface, period: qPeriod, strike: float, trigger = None)


[qlYoYCapFloorTermPriceSurfaceAtmYoYSwapRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3796)(surface: ql.YoYCapFloorTermPriceSurface, date: qDate, extrapolate: bool = True, trigger = None)


[qlYoYCapFloorTermPriceSurfaceAtmYoYSwapRate2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3814)(surface: ql.YoYCapFloorTermPriceSurface, period: qPeriod, extrapolate: bool = True, trigger = None)


[qlYoYCapFloorTermPriceSurfaceAtmYoYRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3833)(surface: ql.YoYCapFloorTermPriceSurface, date: qDate, observation_lag: qPeriod = ql.Period(-1, ql.Days), extrapolate: bool = True, trigger = None)


[qlYoYCapFloorTermPriceSurfaceAtmYoYRate2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3853)(surface: ql.YoYCapFloorTermPriceSurface, period: qPeriod, observation_lag: qPeriod = ql.Period(-1, ql.Days), extrapolate: bool = True, trigger = None)


[qlYoYCapFloorTermPriceSurfaceBaseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3870)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceStrikes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3883)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceCapStrikes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3896)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceFloorStrikes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3909)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceMaturities](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3922)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceMinStrike](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3935)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceMaxStrike](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3948)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceMinMaturity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3961)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceMaxMaturity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3974)(surface: ql.YoYCapFloorTermPriceSurface, trigger = None)


[qlYoYCapFloorTermPriceSurfaceYoyOptionDateFromTenor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L3988)(surface: ql.YoYCapFloorTermPriceSurface, period: qPeriod, trigger = None)


[qlYoYInflationCapFloorTermPriceSurface](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4017)(fixing_days: int, yoy_lag: qPeriod, yoy_index: ql.YoYInflationIndex, interpolation: qCPIInterpolationType, nominal_term_structure: ql.YieldTermStructureHandle, day_counter: qDayCounter, calendar: qCalendar, business_day_convention: qBusinessDayConvention, cap_strikes: xlo.Array(dims=1), floor_strikes: xlo.Array(dims=1), maturities: xlo.Array(dims=1), cap_prices: xlo.Array(dims=2), floor_prices: xlo.Array(dims=2), trigger = None)


[qlYoYInflationBlackCapFloorEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4069)(index: ql.YoYInflationIndex, vol: ql.YoYOptionletVolatilitySurfaceHandle, nominal_term_structure: ql.YieldTermStructureHandle, trigger = None)


[qlYoYInflationUnitDisplacedBlackCapFloorEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4087)(index: ql.YoYInflationIndex, vol: ql.YoYOptionletVolatilitySurfaceHandle, nominal_term_structure: ql.YieldTermStructureHandle, trigger = None)


[qlYoYInflationBachelierCapFloorEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4107)(index: ql.YoYInflationIndex, vol: ql.YoYOptionletVolatilitySurfaceHandle, nominal_term_structure: ql.YieldTermStructureHandle, trigger = None)


[qlYoYOptionletHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4137)(price: qQuoteHandle, notional: float, cap_floor_type: qYoYInflationCapFloorType, lag: qPeriod, yoy_day_counter: qDayCounter, payment_calendar: qCalendar, fixing_days: int, index: ql.YoYInflationIndex, interpolation: qCPIInterpolationType, strike: float, n: int, pricer: ql.PricingEngine, trigger = None)


[qlInterpolatedYoYInflationOptionletStripper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4176)(trigger = None)


[qlYoYOptionletStripperInitialize](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4192)(stripper: ql.YoYOptionletStripper, surf: ql.YoYCapFloorTermPriceSurface, pricer: ql.PricingEngine, slope: float, trigger = None)


[qlYoYOptionletStripperMaxStrike](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4210)(stripper: ql.YoYOptionletStripper, trigger = None)


[qlYoYOptionletStripperStrikes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4224)(stripper: ql.YoYOptionletStripper, trigger = None)


[qlYoYOptionletStripperSlice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4239)(stripper: ql.YoYOptionletStripper, date: qDate, trigger = None)


[qlInterpolatedYoYInflationOptionletVolatilityCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4269)(settlement_days: int, calendar: qCalendar, bdc: qBusinessDayConvention, day_counter: qDayCounter, lag: qPeriod, frequency: qFrequency, index_is_interpolated: bool, dates: xlo.Array(dims=1), volatilities: xlo.Array(dims=1), min_strike: float, max_strike: float, trigger = None)


[qlKInterpolatedYoYInflationOptionletVolatilitySurface](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4321)(settlement_days: int, calendar: qCalendar, bdc: qBusinessDayConvention, day_counter: qDayCounter, lag: qPeriod, cap_floor_prices: ql.YoYCapFloorTermPriceSurface, pricer: ql.PricingEngine, yoy_optionlet_stripper: ql.YoYOptionletStripper, slope: float, trigger = None)


[qlKInterpolatedYoYOptionletVolatilitySurfaceDslice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/inflation.py#L4356)(surface: ql.YoYOptionletVolatilitySurface, date: qDate, trigger = None)


## Instruments


[qlInstrumentNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/instruments.py#L17)(instrument: ql.Instrument, trigger = None)


[qlInstrumentErrorEstimate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/instruments.py#L28)(instrument: ql.Instrument, trigger = None)


[qlInstrumentIsExpired](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/instruments.py#L39)(instrument: ql.Instrument, trigger = None)


[qlInstrumentSetPricingEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/instruments.py#L51)(instrument: ql.Instrument, engine: ql.PricingEngine, trigger = None)


[qlStock](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/instruments.py#L70)(quote: qQuoteHandle, trigger = None)


[qlCompositeInstrument](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/instruments.py#L82)(instruments: xlo.Array(dims=1), multipliers: xlo.Array(dims=1) = None, trigger = None)


## Interpolatedyieldcurves


[qlInterpolatedYieldCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/interpolatedyieldcurves.py#L62)(dates: xlo.Array(dims=1), values: xlo.Array(dims=1), daycounter: qDayCounter, calendar: qCalendar, traits: str, interpolator: str, mixed_interpolation_behavior: str = None, mixed_interpolation_n: int = None, trigger = None)


[qlDiscountCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/interpolatedyieldcurves.py#L110)(dates: xlo.Array(dims=1), discounts: xlo.Array(dims=1), daycounter: qDayCounter, calendar = None, trigger = None)


[qlForwardCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/interpolatedyieldcurves.py#L140)(dates: xlo.Array(dims=1), forwards: xlo.Array(dims=1), daycounter: qDayCounter, calendar = None, trigger = None)


[qlZeroCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/interpolatedyieldcurves.py#L170)(dates: xlo.Array(dims=1), zerorates: xlo.Array(dims=1), daycounter: qDayCounter = ql.Actual365Fixed(), calendar = None, trigger = None)


## Localvolatilities


[qFixedLocalVolSurfaceExtrapolation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/localvolatilities.py#L28)(s: str)


[qlLocalConstantVol](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/localvolatilities.py#L41)(reference_date: qDate, volatility: float, day_counter: qDayCounter, trigger = None)


[qlLocalVolSurface](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/localvolatilities.py#L61)(black_vol_tsh: ql.BlackVolTermStructureHandle, risk_free_ytsh: ql.YieldTermStructureHandle, dividend_ytsh: ql.YieldTermStructureHandle, underlying: qQuoteHandle, trigger = None)


[qlNoExceptLocalVolSurface](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/localvolatilities.py#L85)(black_vol_tsh: ql.BlackVolTermStructureHandle, risk_free_ytsh: ql.YieldTermStructureHandle, dividend_ytsh: ql.YieldTermStructureHandle, underlying: qQuoteHandle, illegal_local_vol_overwrite: float, trigger = None)


[qlFixedLocalVolSurface](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/localvolatilities.py#L116)(reference_date: qDate, dates: xlo.Array(dims=1), strikes: xlo.Array(dims=1), local_vol_matrix: xlo.Array(dims=2), day_counter: qDayCounter, interpolation_str: str = "LINEAR", lowerExtrapolation: qFixedLocalVolSurfaceExtrapolation = ql.FixedLocalVolSurface.ConstantExtrapolation, upperExtrapolation: qFixedLocalVolSurfaceExtrapolation = ql.FixedLocalVolSurface.ConstantExtrapolation, trigger = None)


## Optimizers


[qEndCriteriaType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/optimizers.py#L24)(s: str)


[qlNoConstraint](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/optimizers.py#L35)(trigger = None)


[qlPositiveConstraint](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/optimizers.py#L43)(trigger = None)


[qlBoundaryConstraint](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/optimizers.py#L55)(lower: float, upper: float, trigger = None)


[qlCompositeConstraint](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/optimizers.py#L69)(constraint_1: ql.Constraint, constraint_2: ql.Constraint, trigger = None)


[qlNonhomogeneousBoundaryConstraint](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/optimizers.py#L83)(lower: xlo.Array(dims=1), upper: xlo.Array(dims=1), trigger = None)


[qlEndCriteria](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/optimizers.py#L105)(max_iterations: int, max_stationary_state_iterations: int, root_epsilon: float, function_epsilon: float, gradient_norm_epsilon: float, trigger = None)


[qlEndCriteriaSucceded](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/optimizers.py#L130)(end_criteria: ql.EndCriteria, ec_type: qEndCriteriaType, trigger = None)


[qlLevenbergMarquardt](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/optimizers.py#L146)(epsfcn: float = 1.0e-8, xtol: float = 1.0e-8, gtol: float = 1.0e-8, use_cost_functions_jacobian: bool = False, trigger = None)


## Options


[qCashDividendModel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L185)(s: str)


[qBinomialEngineType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L194)(s: str)


[qMCTraits](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L203)(s: str)


[qLsmBasisSystemPolynomialType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L212)(s: str)


[qAnalyticHestonComplexLogFormula](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L221)(s: str)


[qAnalyticPTDHestonComplexLogFormula](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L230)(s: str)


[qAnalyticHestonEngineIntegration](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L243)(name: str)


[qFdmSchemeType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L285)(s: str)


[qFdmSchemeDesc](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L294)(s: str)


[qFdBlackScholesCashDividendModel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L303)(s: str)


[qQdPlusSolverType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L312)(s: str)


[qQdFpFixedPointEquation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L321)(s: str)


[qQdFpIterationScheme](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L334)(s: str)


[qDeltaVolQuoteDeltaType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L343)(s: str)


[qDeltaVolQuoteAtmType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L352)(s: str)


[qlOptionTypeName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L363)(option_type: qOptionType, trigger = None)


[qlOptionPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L377)(option: ql.Option, trigger = None)


[qlOptionExercise](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L388)(option: ql.Option, trigger = None)


[qlOneAssetOptionDelta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L402)(option: ql.OneAssetOption, trigger = None)


[qlOneAssetOptionDeltaForward](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L413)(option: ql.OneAssetOption, trigger = None)


[qlOneAssetOptionElasticity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L424)(option: ql.OneAssetOption, trigger = None)


[qlOneAssetOptionGamma](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L435)(option: ql.OneAssetOption, trigger = None)


[qlOneAssetOptionTheta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L446)(option: ql.OneAssetOption, trigger = None)


[qlOneAssetOptionThetaPerDay](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L457)(option: ql.OneAssetOption, trigger = None)


[qlOneAssetOptionVega](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L468)(option: ql.OneAssetOption, trigger = None)


[qlOneAssetOptionRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L479)(option: ql.OneAssetOption, trigger = None)


[qlOneAssetOptionDividendRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L490)(option: ql.OneAssetOption, trigger = None)


[qlOneAssetOptionStrikeSensitivity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L501)(option: ql.OneAssetOption, trigger = None)


[qlOneAssetOptionITMCashProbability](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L512)(option: ql.OneAssetOption, trigger = None)


[qlVanillaOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L529)(payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlVanillaOptionImpliedVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L549)(option: ql.VanillaOption, target_value: float, process: ql.GeneralizedBlackScholesProcess, dividends: xlo.Array(dims=1) = None, accuracy: float = 1.0e-4, max_evaluations: int = 100, min_vol: float = 1.0e-4, max_vol: float = 4.0, trigger = None)


[qlEuropeanOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L584)(payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlForwardVanillaOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L603)(moneyness: float, reset_date: qDate, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlQuantoVanillaOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L621)(payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlQuantoVanillaOptionQVega](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L634)(option: ql.QuantoVanillaOption, trigger = None)


[qlQuantoVanillaOptionQRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L645)(option: ql.QuantoVanillaOption, trigger = None)


[qlQuantoVanillaOptionQLambda](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L656)(option: ql.QuantoVanillaOption, trigger = None)


[qlQuantoForwardVanillaOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L670)(moneyness: float, reset_date: qDate, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlMultiAssetOptionDelta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L690)(option: ql.MultiAssetOption, trigger = None)


[qlMultiAssetOptionGamma](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L701)(option: ql.MultiAssetOption, trigger = None)


[qlMultiAssetOptionTheta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L712)(option: ql.MultiAssetOption, trigger = None)


[qlMultiAssetOptionVega](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L723)(option: ql.MultiAssetOption, trigger = None)


[qlMultiAssetOptionRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L734)(option: ql.MultiAssetOption, trigger = None)


[qlMultiAssetOptionDividendRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L745)(option: ql.MultiAssetOption, trigger = None)


[qlMargrabeOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L761)(q1: int, q2: int, exercise: ql.Exercise, trigger = None)


[qlMargrabeOptionDelta1](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L774)(option: ql.MargrabeOption, trigger = None)


[qlMargrabeOptionDelta2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L785)(option: ql.MargrabeOption, trigger = None)


[qlMargrabeOptionGamma1](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L796)(option: ql.MargrabeOption, trigger = None)


[qlMargrabeOptionGamma2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L807)(option: ql.MargrabeOption, trigger = None)


[qlTwoAssetCorrelationOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L821)(option_type: qOptionType, strike1: float, strike2: float, exercise: ql.Exercise, trigger = None)


[qlCompoundOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L844)(mother_payoff: ql.StrikedTypePayoff, mother_exercise: ql.Exercise, daughter_payoff: ql.StrikedTypePayoff, daughter_exercise: ql.Exercise, trigger = None)


[qlSimpleChooserOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L865)(choosing_date: qDate, strike: float, exercise: ql.Exercise, trigger = None)


[qlComplexChooserOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L882)(choosing_date: qDate, strike_call: float, strike_put: float, exercise_call: ql.Exercise, exercise_put: ql.Exercise, trigger = None)


[qlHolderExtensibleOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L907)(option_type: qOptionType, premium: float, second_expiry_date: qDate, second_strike: float, payoff: ql.StrikedTypePayoff, exercise: ql.Exercise, trigger = None)


[qlWriterExtensibleOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L936)(payoff1: ql.PlainVanillaPayoff, exercise1: ql.Exercise, payoff2: ql.PlainVanillaPayoff, exercise2: ql.Exercise, trigger = None)


[qlAnalyticEuropeanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L959)(process: ql.GeneralizedBlackScholesProcess, discount_curve: ql.YieldTermStructureHandle = None, trigger = None)


[qlAnalyticDividendEuropeanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L977)(process: ql.GeneralizedBlackScholesProcess, dividends: xlo.Array(dims=1), trigger = None)


[qlCashDividendEuropeanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L996)(process: ql.GeneralizedBlackScholesProcess, dividends: xlo.Array(dims=1), cash_dividend_model: qCashDividendModel = ql.CashDividendEuropeanEngine.Spot, trigger = None)


[qlIntegralEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1014)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlForwardEuropeanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1027)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlQuantoEuropeanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1043)(process: ql.GeneralizedBlackScholesProcess, foreign_risk_free_rate: ql.YieldTermStructureHandle, exchange_rate_volatility: ql.BlackVolTermStructureHandle, correlation: qQuoteHandle, trigger = None)


[qlQuantoForwardEuropeanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1065)(process: ql.GeneralizedBlackScholesProcess, foreign_risk_free_rate: ql.YieldTermStructureHandle, exchange_rate_volatility: ql.BlackVolTermStructureHandle, correlation: qQuoteHandle, trigger = None)


[qlBaroneAdesiWhaleyApproximationEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1088)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlBjerksundStenslandApproximationEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1102)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlJuQuadraticApproximationEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1116)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticDigitalAmericanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1130)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticEuropeanMargrabeEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1149)(process1: ql.GeneralizedBlackScholesProcess, process2: ql.GeneralizedBlackScholesProcess, correlation: float, trigger = None)


[qlAnalyticAmericanMargrabeEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1167)(process1: ql.GeneralizedBlackScholesProcess, process2: ql.GeneralizedBlackScholesProcess, correlation: float, trigger = None)


[qlAnalyticCompoundOptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1183)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticSimpleChooserEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1196)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticComplexChooserEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1209)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticHolderExtensibleOptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1222)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticWriterExtensibleOptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1236)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlAnalyticTwoAssetCorrelationEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1252)(process1: ql.GeneralizedBlackScholesProcess, process2: ql.GeneralizedBlackScholesProcess, correlation: qQuoteHandle, trigger = None)


[qlHestonModel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1271)(process: ql.HestonProcess, trigger = None)


[qlHestonModelHandle](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1282)(model: ql.HestonModel, trigger = None)


[qlHestonModelHandleCurrentLink](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1293)(model_handle: ql.HestonModelHandle, trigger = None)


[qlHestonModelTheta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1306)(model: ql.HestonModel, trigger = None)


[qlHestonModelKappa](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1317)(model: ql.HestonModel, trigger = None)


[qlHestonModelSigma](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1328)(model: ql.HestonModel, trigger = None)


[qlHestonModelRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1339)(model: ql.HestonModel, trigger = None)


[qlHestonModelV0](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1350)(model: ql.HestonModel, trigger = None)


[qlHestonModelProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1361)(model: ql.HestonModel, trigger = None)


[qlPiecewiseTimeDependentHestonModel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1380)(risk_free_rate: ql.YieldTermStructureHandle, dividend_yield: ql.YieldTermStructureHandle, s0: qQuoteHandle, v0: float, theta: ql.Parameter, kappa: ql.Parameter, sigma: ql.Parameter, rho: ql.Parameter, time_grid: ql.TimeGrid, trigger = None)


[qlPiecewiseTimeDependentHestonModelTheta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1405)(model: ql.PiecewiseTimeDependentHestonModel, t: float, trigger = None)


[qlPiecewiseTimeDependentHestonModelKappa](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1419)(model: ql.PiecewiseTimeDependentHestonModel, t: float, trigger = None)


[qlPiecewiseTimeDependentHestonModelSigma](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1433)(model: ql.PiecewiseTimeDependentHestonModel, t: float, trigger = None)


[qlPiecewiseTimeDependentHestonModelRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1447)(model: ql.PiecewiseTimeDependentHestonModel, t: float, trigger = None)


[qlPiecewiseTimeDependentHestonModelV0](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1460)(model: ql.PiecewiseTimeDependentHestonModel, trigger = None)


[qlPiecewiseTimeDependentHestonModelS0](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1473)(model: ql.PiecewiseTimeDependentHestonModel, trigger = None)


[qlAnalyticHestonEngineIntegrationGaussLaguerre](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1489)(integration_order: int = 128, trigger = None)


[qlAnalyticHestonEngineIntegrationNumberOfEvaluations](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1503)(integration: ql.AnalyticHestonEngine_Integration, trigger = None)


[qlAnalyticHestonEngineIntegrationIsAdaptive](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1517)(integration: ql.AnalyticHestonEngine_Integration, trigger = None)


[qlAnalyticHestonEngineIntegrationAndersenPiterbargIntegrationLimit](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1534)(c_inf: float, epsilon: float, v0: float, t: float, trigger = None)


[qlAnalyticHestonEngineOptimalAlpha](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1554)(t: float, engine: ql.AnalyticHestonEngine, trigger = None)


[qlAnalyticHestonEngineOptimalAlphaValue](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1570)(optimal_alpha: ql.AnalyticHestonEngine_OptimalAlpha, strike: float, trigger = None)


[qlAnalyticHestonEngineOptimalAlphaBounds](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1586)(optimal_alpha: ql.AnalyticHestonEngine_OptimalAlpha, strike: float, trigger = None)


[qlAnalyticHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1607)(model: ql.HestonModel, integration_order: int = 144, rel_tolerance: float = None, abs_tolerance: float = None, max_evaluations: int = None, complex_log_formula: qAnalyticHestonComplexLogFormula = ql.AnalyticHestonEngine.Gatheral, integration: qAnalyticHestonEngineIntegration = None, andersen_piterbarg_epsilon: float = 1.0e-8, trigger = None)


[qlAnalyticHestonEngineNumberOfEvaluations](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1645)(engine: ql.AnalyticHestonEngine, trigger = None)


[qlCOSHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1660)(model: ql.HestonModel, l: float = 16.0, n: int = 200, trigger = None)


[qlExponentialFittingHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1676)(model: ql.HestonModel, control_variate: qAnalyticHestonComplexLogFormula = ql.AnalyticHestonEngine.OptimalCV, scaling: float = ql.nullDouble(), alpha: float = -0.5, trigger = None)


[qlAnalyticPDFHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1695)(model: ql.HestonModel, gauss_lobatto_eps: float = 1.0e-6, gauss_lobatto_integration_order: int = 10000, trigger = None)


[qlAnalyticHestonForwardEuropeanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1714)(process: ql.HestonProcess, integration_order: int = 144, trigger = None)


[qlAnalyticPTDHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1735)(model: ql.PiecewiseTimeDependentHestonModel, integration_order: int = 144, rel_tolerance: float = None, abs_tolerance: float = None, max_evaluations: int = None, complex_log_formula: qAnalyticPTDHestonComplexLogFormula = ql.AnalyticPTDHestonEngine.Gatheral, integration: qAnalyticHestonEngineIntegration = None, andersen_piterbarg_epsilon: float = 1.0e-8, trigger = None)


[qlAnalyticHestonHullWhiteEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1779)(heston_model: ql.HestonModel, hull_white_model: ql.HullWhite, integration_order: int = 144, rel_tolerance: float = None, max_evaluations: int = None, trigger = None)


[qlAnalyticH1HWEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1808)(heston_model: ql.HestonModel, hull_white_model: ql.HullWhite, rho_sr: float, integration_order: int = 144, rel_tolerance: float = None, max_evaluations: int = None, trigger = None)


[qlBinomialVanillaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1838)(process: ql.GeneralizedBlackScholesProcess, engine_type: qBinomialEngineType, steps: int, trigger = None)


[qlFdmSchemeDesc](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1859)(scheme_type: qFdmSchemeType = ql.FdmSchemeDesc.DouglasType, theta: float = 0.5, mu: float = 0.0, trigger = None)


[qlFdmSchemeDescByName](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1875)(scheme_desc: qFdmSchemeDesc, trigger = None)


[qlFdmQuantoHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1892)(domestic_ts: ql.YieldTermStructureHandle, foreign_ts: ql.YieldTermStructureHandle, fx_vol_ts: ql.BlackVolTermStructureHandle, equity_fx_correlation: float, exchange_rate_atm_level: float, trigger = None)


[qlFdBlackScholesVanillaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L1925)(process: ql.GeneralizedBlackScholesProcess, dividends: xlo.Array(dims=1) = None, quanto_helper: ql.FdmQuantoHelper = None, t_grid: int = 100, x_grid: int = 100, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Douglas(), local_vol: bool = False, illegal_local_vol_overwrite: float = -ql.nullDouble(), cash_dividend_model: qFdBlackScholesCashDividendModel = ql.FdBlackScholesVanillaEngine.Spot, trigger = None)


[qlFdBlackScholesShoutEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2000)(process: ql.GeneralizedBlackScholesProcess, dividends: xlo.Array(dims=1) = None, t_grid: int = 100, x_grid: int = 100, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Douglas(), trigger = None)


[qlFdOrnsteinUhlenbeckVanillaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2033)(process: ql.OrnsteinUhlenbeckProcess, discount_curve: ql.YieldTermStructureHandle, dividends: xlo.Array(dims=1) = None, t_grid: int = 100, x_grid: int = 100, damping_steps: int = 0, epsilon: float = 1.0e-4, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Douglas(), trigger = None)


[qlFdBatesVanillaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2080)(model: ql.BatesModel, dividends: xlo.Array(dims=1) = None, t_grid: int = 100, x_grid: int = 100, v_grid: int = 50, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Hundsdorfer(), trigger = None)


[qlFdHestonVanillaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2116)(model: ql.HestonModel, dividends: xlo.Array(dims=1) = None, quanto_helper: ql.FdmQuantoHelper = None, t_grid: int = 100, x_grid: int = 100, v_grid: int = 50, damping_steps: int = 0, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Hundsdorfer(), leverage_fct: ql.LocalVolTermStructureHandle = None, mixing_factor: float = 1.0, trigger = None)


[qlFdCEVVanillaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2198)(f0: float, alpha: float, beta: float, discount_curve: ql.YieldTermStructureHandle, t_grid: int = 50, x_grid: int = 400, damping_steps: int = 0, scaling_factor: float = 1.0, eps: float = 1.0e-4, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Douglas(), trigger = None)


[qlFdSabrVanillaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2244)(f0: float, alpha: float, beta: float, nu: float, rho: float, discount_curve: ql.YieldTermStructureHandle, t_grid: int = 50, f_grid: int = 400, x_grid: int = 50, damping_steps: int = 0, scaling_factor: float = 1.0, eps: float = 1.0e-4, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Hundsdorfer(), trigger = None)


[qlFdHestonHullWhiteVanillaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2294)(model: ql.HestonModel, hull_white_process: ql.HullWhiteProcess, corr_equity_short_rate: float, dividends: xlo.Array(dims=1) = None, t_grid: int = 50, x_grid: int = 100, v_grid: int = 40, r_grid: int = 20, damping_steps: int = 0, control_variate: bool = True, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Hundsdorfer(), trigger = None)


[qlMCEuropeanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2356)(process: ql.GeneralizedBlackScholesProcess, traits: qMCTraits, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


[qlMCAmericanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2404)(process: ql.GeneralizedBlackScholesProcess, traits: qMCTraits, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), antithetic_variate: bool = False, control_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, polynom_order: int = 2, polynom_type: qLsmBasisSystemPolynomialType = ql.LsmBasisSystem.Monomial, n_calibration_samples: int = 2048, antithetic_variate_calibration: bool = None, seed_calibration: int = ql.nullInt(), trigger = None)


[qlMCDigitalEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2457)(process: ql.GeneralizedBlackScholesProcess, traits: qMCTraits, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


[qlMCEuropeanHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2499)(process: ql.HestonProcess, traits: qMCTraits, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


[qlMCForwardEuropeanBSEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2540)(process: ql.GeneralizedBlackScholesProcess, traits: qMCTraits, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), brownian_bridge: bool = False, antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, trigger = None)


[qlMCForwardEuropeanHestonEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2583)(process: ql.HestonProcess, traits: qMCTraits, time_steps: int = ql.nullInt(), time_steps_per_year: int = ql.nullInt(), antithetic_variate: bool = False, required_samples: int = ql.nullInt(), required_tolerance: float = ql.nullDouble(), max_samples: int = ql.nullInt(), seed: int = 0, control_variate: bool = False, trigger = None)


[qlQdPlusAmericanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2624)(process: ql.GeneralizedBlackScholesProcess, interpolation_points: int = 8, solver_type: qQdPlusSolverType = ql.QdPlusAmericanEngine.Halley, eps: float = 1.0e-6, max_iter: int = ql.nullInt(), trigger = None)


[qlQdFpLegendreScheme](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2647)(l: int, m: int, n: int, p: int, trigger = None)


[qlQdFpLegendreTanhSinhScheme](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2663)(l: int, m: int, n: int, eps: float, trigger = None)


[qlQdFpTanhSinhIterationScheme](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2678)(m: int, n: int, eps: float, trigger = None)


[qlQdFpAmericanEngineFastScheme](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2688)(trigger = None)


[qlQdFpAmericanEngineAccurateScheme](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2696)(trigger = None)


[qlQdFpAmericanEngineHighPrecisionScheme](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2704)(trigger = None)


[qlQdFpAmericanEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2717)(process: ql.GeneralizedBlackScholesProcess, iteration_scheme: qQdFpIterationScheme = ql.QdFpAmericanEngine.accurateScheme(), fixed_point_equation: qQdFpFixedPointEquation = ql.QdFpAmericanEngine.Auto, trigger = None)


[qlAnalyticCEVEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2739)(f0: float, alpha: float, beta: float, discount_curve: ql.YieldTermStructureHandle, trigger = None)


[qlBatesModel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2756)(process: ql.BatesProcess, trigger = None)


[qlBatesEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2770)(model: ql.BatesModel, integration_order: int = 144, rel_tolerance: float = None, max_evaluations: int = None, trigger = None)


[qlVarianceGammaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2789)(process: ql.VarianceGammaProcess, trigger = None)


[qlFFTVarianceGammaEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2803)(process: ql.VarianceGammaProcess, log_strike_spacing: float = 0.001, trigger = None)


[qlGJRGARCHModel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2818)(process: ql.GJRGARCHProcess, trigger = None)


[qlAnalyticGJRGARCHEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2829)(model: ql.GJRGARCHModel, trigger = None)


[qlBlackCalculator](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2850)(payoff: ql.StrikedTypePayoff, forward: float, std_dev: float, discount: float = 1.0, trigger = None)


[qlBlackCalculatorValue](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2867)(calculator: ql.BlackCalculator, trigger = None)


[qlBlackCalculatorDelta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2879)(calculator: ql.BlackCalculator, spot: float, trigger = None)


[qlBlackCalculatorGamma](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2893)(calculator: ql.BlackCalculator, spot: float, trigger = None)


[qlBlackCalculatorVega](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2907)(calculator: ql.BlackCalculator, maturity: float = 1.0, trigger = None)


[qlBlackCalculatorTheta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2922)(calculator: ql.BlackCalculator, spot: float, maturity: float = 1.0, trigger = None)


[qlBlackCalculatorThetaPerDay](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2937)(calculator: ql.BlackCalculator, spot: float, maturity: float = 1.0, trigger = None)


[qlBlackCalculatorRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2951)(calculator: ql.BlackCalculator, maturity: float = 1.0, trigger = None)


[qlBlackCalculatorDividendRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2965)(calculator: ql.BlackCalculator, maturity: float = 1.0, trigger = None)


[qlBlackCalculatorDeltaForward](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2978)(calculator: ql.BlackCalculator, trigger = None)


[qlBlackCalculatorGammaForward](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L2991)(calculator: ql.BlackCalculator, trigger = None)


[qlBlackCalculatorElasticity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3005)(calculator: ql.BlackCalculator, spot: float, trigger = None)


[qlBlackCalculatorElasticityForward](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3018)(calculator: ql.BlackCalculator, trigger = None)


[qlBlackCalculatorITMCashProbability](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3031)(calculator: ql.BlackCalculator, trigger = None)


[qlBlackCalculatorITMAssetProbability](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3044)(calculator: ql.BlackCalculator, trigger = None)


[qlBlackCalculatorStrikeSensitivity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3057)(calculator: ql.BlackCalculator, trigger = None)


[qlBlackCalculatorStrikeGamma](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3070)(calculator: ql.BlackCalculator, trigger = None)


[qlBlackCalculatorAlpha](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3081)(calculator: ql.BlackCalculator, trigger = None)


[qlBlackCalculatorVanna](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3094)(calculator: ql.BlackCalculator, spot: float, maturity: float = 1.0, trigger = None)


[qlBlackCalculatorVolga](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3108)(calculator: ql.BlackCalculator, maturity: float = 1.0, trigger = None)


[qlBlackCalculatorBeta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3121)(calculator: ql.BlackCalculator, trigger = None)


[qlBachelierCalculator](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3138)(payoff: ql.StrikedTypePayoff, forward: float, std_dev: float, discount: float = 1.0, trigger = None)


[qlBachelierCalculatorValue](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3155)(calculator: ql.BachelierCalculator, trigger = None)


[qlBachelierCalculatorDelta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3169)(calculator: ql.BachelierCalculator, spot: float, trigger = None)


[qlBachelierCalculatorGamma](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3183)(calculator: ql.BachelierCalculator, spot: float, trigger = None)


[qlBachelierCalculatorVega](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3197)(calculator: ql.BachelierCalculator, maturity: float = 1.0, trigger = None)


[qlBachelierCalculatorTheta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3212)(calculator: ql.BachelierCalculator, spot: float, maturity: float = 1.0, trigger = None)


[qlBachelierCalculatorThetaPerDay](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3227)(calculator: ql.BachelierCalculator, spot: float, maturity: float = 1.0, trigger = None)


[qlBachelierCalculatorRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3241)(calculator: ql.BachelierCalculator, maturity: float = 1.0, trigger = None)


[qlBachelierCalculatorDividendRho](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3255)(calculator: ql.BachelierCalculator, maturity: float = 1.0, trigger = None)


[qlBachelierCalculatorDeltaForward](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3268)(calculator: ql.BachelierCalculator, trigger = None)


[qlBachelierCalculatorGammaForward](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3281)(calculator: ql.BachelierCalculator, trigger = None)


[qlBachelierCalculatorElasticity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3295)(calculator: ql.BachelierCalculator, spot: float, trigger = None)


[qlBachelierCalculatorElasticityForward](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3308)(calculator: ql.BachelierCalculator, trigger = None)


[qlBachelierCalculatorITMCashProbability](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3321)(calculator: ql.BachelierCalculator, trigger = None)


[qlBachelierCalculatorITMAssetProbability](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3334)(calculator: ql.BachelierCalculator, trigger = None)


[qlBachelierCalculatorStrikeSensitivity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3347)(calculator: ql.BachelierCalculator, trigger = None)


[qlBachelierCalculatorStrikeGamma](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3360)(calculator: ql.BachelierCalculator, trigger = None)


[qlBachelierCalculatorAlpha](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3373)(calculator: ql.BachelierCalculator, trigger = None)


[qlBachelierCalculatorVanna](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3387)(calculator: ql.BachelierCalculator, maturity: float = 1.0, trigger = None)


[qlBachelierCalculatorVolga](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3401)(calculator: ql.BachelierCalculator, maturity: float = 1.0, trigger = None)


[qlBachelierCalculatorBeta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3414)(calculator: ql.BachelierCalculator, trigger = None)


[qlDeltaVolQuote](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3433)(delta: float, vol: qQuoteHandle, maturity: float, delta_type: qDeltaVolQuoteDeltaType, trigger = None)


[qlDeltaVolQuoteAtm](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3458)(vol: qQuoteHandle, delta_type: qDeltaVolQuoteDeltaType, maturity: float, atm_type: qDeltaVolQuoteAtmType)


[qlDeltaVolQuoteDelta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3479)(quote: ql.DeltaVolQuote, trigger = None)


[qlDeltaVolQuoteMaturity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3490)(quote: ql.DeltaVolQuote, trigger = None)


[qlDeltaVolQuoteDeltaType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3501)(quote: ql.DeltaVolQuote, trigger = None)


[qlDeltaVolQuoteAtmType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3512)(quote: ql.DeltaVolQuote, trigger = None)


[qlDeltaVolQuoteValue](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3523)(quote: ql.DeltaVolQuote, trigger = None)


[qlDeltaVolQuoteIsValid](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/options.py#L3534)(quote: ql.DeltaVolQuote, trigger = None)


## Parameter


[qlParameterParams](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/parameter.py#L15)(parameter: ql.Parameter, trigger = None)


[qlParameterSetParam](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/parameter.py#L28)(parameter: ql.Parameter, idx: int, x: float, trigger = None)


[qlParameterTestParams](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/parameter.py#L48)(parameter: ql.Parameter, params: xlo.Array(dims=1), trigger = None)


[qlParameterSize](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/parameter.py#L60)(parameter: ql.Parameter, trigger = None)


[qlParameterAtTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/parameter.py#L72)(parameter: ql.Parameter, t: float, trigger = None)


[qlParameterConstraint](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/parameter.py#L81)(parameter: ql.Parameter, trigger = None)


[qlNullParameter](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/parameter.py#L93)(trigger = None)


[qlConstantParameter](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/parameter.py#L102)(constraint: ql.Constraint, value: float = None, trigger = None)


[qlPiecewiseConstantParameter](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/parameter.py#L123)(times: xlo.Array(dims=1), values: xlo.Array(dims=1), constraint: ql.Constraint = ql.NoConstraint(), trigger = None)


## Payoffs


[qOptionType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L19)(option_type: str)


[qlPayoffValue](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L31)(payoff: ql.Payoff, price: float, trigger = None)


[qlTypePayoffOptionType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L42)(payoff: ql.TypePayoff, trigger = None)


[qlStrikedTypePayoffStrike](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L53)(payoff: ql.StrikedTypePayoff, trigger = None)


[qlPlainVanillaPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L65)(option_type: qOptionType, strike: float, trigger = None)


[qlAsPlainVanillaPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L78)(payoff: ql.Payoff, trigger = None)


[qlPercentageStrikePayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L90)(option_type: qOptionType, moneyness: float, trigger = None)


[qlCashOrNothingPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L105)(option_type: qOptionType, strike: float, cash_payoff: float, trigger = None)


[qlAssetOrNothingPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L122)(option_type: qOptionType, strike: float, trigger = None)


[qlSuperSharePayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L137)(option_type: qOptionType, strike: float, increment: float, trigger = None)


[qlGapPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L155)(option_type: qOptionType, strike: float, strike_payoff: float, trigger = None)


[qlVanillaForwardPayoff](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/payoffs.py#L172)(option_type: qOptionType, strike: float, trigger = None)


## Piecewiseyieldcurve


[qlYieldTermStructureHandle](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/piecewiseyieldcurve.py#L38)(curve: ql.YieldTermStructure, trigger = None)


[qlPiecewiseYieldCurveDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/piecewiseyieldcurve.py#L55)(curve: ql.YieldTermStructure, trigger = None)


[qlPiecewiseYieldCurveTimes](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/piecewiseyieldcurve.py#L69)(curve: ql.YieldTermStructure, trigger = None)


[qlPiecewiseYieldCurveData](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/piecewiseyieldcurve.py#L83)(curve: ql.YieldTermStructure, trigger = None)


[qlPiecewiseYieldCurveAsYts](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/piecewiseyieldcurve.py#L103)(reference_date: qDate, instruments: xlo.Array(dims=1), daycounter: qDayCounter, traits: str, interpolator: str, mixed_interpolation_behavior: str = None, mixed_interpolation_n: int = None, trigger = None)


[qlPiecewiseYieldCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/piecewiseyieldcurve.py#L153)(reference_date: qDate, instruments: xlo.Array(dims=1), daycounter: qDayCounter, traits: str, interpolator: str, mixed_interpolation_behavior: str = None, mixed_interpolation_n: int = None, trigger = None)


[qlPiecewiseYieldCurveWithJumpsAsYts](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/piecewiseyieldcurve.py#L193)(reference_date: qDate, instruments: xlo.Array(dims=1), daycounter: qDayCounter, jumps: xlo.Array(dims=1), jump_dates: xlo.Array(dims=1), traits: str, interpolator: str, mixed_interpolation_behavior: str = None, mixed_interpolation_n: int = None, trigger = None)


[qlPiecewiseYieldCurveWithJumps](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/piecewiseyieldcurve.py#L254)(reference_date: qDate, instruments: xlo.Array(dims=1), daycounter: qDayCounter, jumps: xlo.Array(dims=1), jump_dates: xlo.Array(dims=1), traits: str, interpolator: str, mixed_interpolation_behavior: str = None, mixed_interpolation_n: int = None, trigger = None)


[qlPiecewiseSpreadYieldCurveAsYts](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/piecewiseyieldcurve.py#L295)(base_curve: ql.YieldTermStructureHandle, instruments: xlo.Array(dims=1), traits: str, interpolator: str, mixed_interpolation_behavior: str = None, mixed_interpolation_n: int = None, trigger = None)


[qlPiecewiseSpreadYieldCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/piecewiseyieldcurve.py#L341)(base_curve: ql.YieldTermStructureHandle, instruments: xlo.Array(dims=1), traits: str, interpolator: str, mixed_interpolation_behavior: str = None, mixed_interpolation_n: int = None, trigger = None)


## Quantlib_


[qlVersion](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/quantlib_.py#L13)(trigger = None)


[qlHexVersion](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/quantlib_.py#L21)(trigger = None)


## Ratehelpers


[qBondPriceType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L23)(bond_price_type: str)


[qFuturesType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L49)(s: str)


[qPillarChoice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L54)(s: str)


[qQuoteHandle](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L59)(rate)


[qlRateHelperQuote](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L79)(rate_helper: ql.RateHelper, trigger = None)


[qlRateHelperLatestDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L90)(rate_helper: ql.RateHelper, trigger = None)


[qlRateHelperEarliestDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L101)(rate_helper: ql.RateHelper, trigger = None)


[qlRateHelperMaturityDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L112)(rate_helper: ql.RateHelper, trigger = None)


[qlRateHelperLatestRelevantDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L123)(rate_helper: ql.RateHelper, trigger = None)


[qlRateHelperPillarDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L134)(rate_helper: ql.RateHelper, trigger = None)


[qlRateHelperImpliedQuote](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L146)(rate_helper: ql.RateHelper, trigger = None)


[qlRateHelperQuoteError](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L158)(rate_helper: ql.RateHelper, trigger = None)


[qlDepositRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L175)(rate: qQuoteHandle, tenor: qPeriod, fixing_days: int, calendar: qCalendar, business_day_convention: qBusinessDayConvention, end_of_month: bool, daycounter: qDayCounter, trigger = None)


[qlDepositRateHelper2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L204)(rate: qQuoteHandle, index: ql.IborIndex, trigger = None)


[qlDepositRateHelper3](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L219)(rate: qQuoteHandle, fixing_date: qDate, index: ql.IborIndex, trigger = None)


[qlFRARateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L242)(rate: qQuoteHandle, month_to_start: int, month_to_end: int, fixing_days: int, calendar: qCalendar, business_day_convention: qBusinessDayConvention, end_of_month: bool, day_counter: qDayCounter, pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), use_indexed_coupon: bool = True, trigger = None)


[qlFRARateHelper2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L283)(rate: qQuoteHandle, month_to_start: int, index: ql.IborIndex, pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), use_indexed_coupon: bool = True, trigger = None)


[qlFRARateHelper3](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L310)(rate: qQuoteHandle, imm_offset_start: int, imm_offset_end: int, index: ql.IborIndex, pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), use_indexed_coupon: bool = True, trigger = None)


[qlFRARateHelper4](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L343)(rate: qQuoteHandle, period_to_start: qPeriod, index: ql.IborIndex, pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), use_indexed_coupon: bool = True, trigger = None)


[qlFRARateHelperForDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L371)(rate: qQuoteHandle, start_date: qDate, end_date: qDate, index: ql.IborIndex, pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), use_indexed_coupon: bool = True, trigger = None)


[qlFuturesRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L407)(price: qQuoteHandle, ibor_start_date: qDate, n_months: int, calendar: qCalendar, business_day_convention: qBusinessDayConvention, end_of_month: bool, day_counter: qDayCounter, convexity_adjustment: qQuoteHandle = ql.QuoteHandle(), type: qFuturesType = ql.Futures.IMM, trigger = None)


[qlFuturesRateHelper2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L444)(price: qQuoteHandle, ibor_start_date: qDate, ibor_end_date: qDate, day_counter: qDayCounter, convexity_adjustment: qQuoteHandle = ql.QuoteHandle(), type: qFuturesType = ql.Futures.IMM, trigger = None)


[qlFuturesRateHelper3](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L469)(price: qQuoteHandle, ibor_start_date: qDate, index: ql.IborIndex, convexity_adjustment: qQuoteHandle = ql.QuoteHandle(), type: qFuturesType = ql.Futures.IMM, trigger = None)


[qlFuturesRateConvexityAdjustment](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L489)(futures_rate_helper: ql.FuturesRateHelper, trigger = None)


[qlSwapRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L516)(rate: qQuoteHandle, tenor: qPeriod, calendar: qCalendar, fixed_frequency: qFrequency, fixed_convention: qBusinessDayConvention, fixed_daycount: qDayCounter, ibor_index: ql.IborIndex, spread: float = 0.0, fwd_start: qPeriod = ql.Period(0, ql.Days), discounting_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), settlement_days: int = ql.nullInt(), pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), end_of_month: bool = False, with_indexed_coupons: bool = False, trigger = None)


[qlSwapRateHelper2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L569)(rate: qQuoteHandle, index: ql.SwapIndex, spread: float = 0.0, fwd_start: qPeriod = ql.Period(0, ql.Days), discounting_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), end_of_month: bool = False, with_indexed_coupons: bool = False, trigger = None)


[qlSwapRateForDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L617)(rate: qQuoteHandle, start_date: qDate, end_date: qDate, calendar: qCalendar, fixed_frequencies: qFrequency, business_day_convention: qBusinessDayConvention, day_counter: qDayCounter, index: ql.IborIndex, spread: float = 0.0, discounting_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), pillar: ql.Pillar = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), end_of_month: bool = False, with_indexed_coupons: bool = False, trigger = None)


[qlSwapRateHelperSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L659)(swap_rate_helper: ql.SwapRateHelper, trigger = None)


[qlSwapRateHelperSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L670)(swap_rate_helper: ql.SwapRateHelper, trigger = None)


[qlBondHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L685)(quote: float, bond: ql.Bond, price_type: qBondPriceType = ql.BondPrice.Clean, trigger = None)


[qlFixedRateBondHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L717)(clean_price: float, settlement_days: int, face_amount: float, schedule: ql.Schedule, coupons: list[float], day_counter: qDayCounter, business_day_convention: qBusinessDayConvention = ql.Following, redemption: float = 100.0, issue_date: qDate = ql.Date(), payment_calendar = None, ex_coupon_period: qPeriod = ql.Period(), ex_coupon_calendar = None, ex_coupon_convention: qBusinessDayConvention = ql.Unadjusted, ex_coupon_end_of_month: bool = False, price_type: qBondPriceType = ql.BondPrice.Clean, trigger = None)


[qlOISRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L803)(settlement_days: int, tenor: qPeriod, fixed_rate: qQuoteHandle, overnight_index: ql.OvernightIndex, discounting_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), telescopic_value_dates: bool = False, payment_lag: int = 0, payment_convention: qBusinessDayConvention = ql.Following, payment_frequency: qFrequency = ql.Annual, payment_calendar = None, forward_start: qPeriod = ql.Period(0, ql.Days), overnight_spread: float = 0.0, pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), averaging_method: qRateAveragingType = ql.RateAveraging.Compound, end_of_month: bool = None, fixed_payment_frequency = None, fixed_calendar = None, look_back_days: int = ql.nullInt(), lock_out_days: int = 0, apply_observation_shift: bool = False, pricer: ql.FloatingRateCouponPricer = None, rule: qDateGenerationRule = ql.DateGeneration.Backward, overnight_calendar = None, convention: qBusinessDayConvention = ql.ModifiedFollowing, trigger = None)


[qlOISRateHelperForDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L905)(start_date: qDate, end_date: qDate, fixed_rate: float, overnight_index: ql.OvernightIndex, discounting_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), telescopic_value_dates: bool = False, payment_lag: int = 0, payment_convention: qBusinessDayConvention = ql.Following, payment_frequency: qFrequency = ql.Annual, payment_calendar = None, overnight_spread: float = 0.0, pillar: ql.Pillar = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), averaging_method: qRateAveragingType = ql.RateAveraging.Compound, end_of_month: bool = None, fixed_payment_frequency = None, fixed_calendar = None, look_back_days: int = ql.nullInt(), lock_out_days: int = ql.nullInt(), apply_observation_shift: bool = False, pricer: ql.FloatingRateCouponPricer = None, rule: qDateGenerationRule = ql.DateGeneration.Backward, overnight_calendar = None, convention: qBusinessDayConvention = ql.ModifiedFollowing, trigger = None)


[qlOISRateHelperSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L989)(ois_rate_helper: ql.OISRateHelper, trigger = None)


[qlFxSwapRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1012)(fwd_point: qQuoteHandle, spot_fx: qQuoteHandle, tenor: qPeriod, fixing_days: int, calendar: qCalendar, business_day_convention: qBusinessDayConvention, end_of_month: bool, is_fx_base_currency_collateral_currency: bool, collateral_curve: ql.YieldTermStructureHandle, trading_calendar = None, trigger = None)


[qlFxSwapRateHelperForDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1056)(fwd_point: qQuoteHandle, spot_fx: qQuoteHandle, start_date: qDate, end_date: qDate, is_fx_base_currency_collateral_currency: bool, collateral_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlFxSwapRateHelperSpot](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1082)(fx_swap_rate_helper: ql.FxSwapRateHelper, trigger = None)


[qlFxSwapRateHelperTenor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1095)(fx_swap_rate_helper: ql.FxSwapRateHelper, trigger = None)


[qlFxSwapRateHelperFixingDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1108)(fx_swap_rate_helper: ql.FxSwapRateHelper, trigger = None)


[qlFxSwapRateHelperCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1121)(fx_swap_rate_helper: ql.FxSwapRateHelper, trigger = None)


[qlFxSwapRateHelperBusinessDayConvention](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1135)(fx_swap_rate_helper: ql.FxSwapRateHelper, trigger = None)


[qlFxSwapRateHelperEndOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1148)(fx_swap_rate_helper: ql.FxSwapRateHelper, trigger = None)


[qlFxSwapRateHelperIsFxBaseCurrencyCollateralCurrency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1161)(fx_swap_rate_helper: ql.FxSwapRateHelper, trigger = None)


[qlFxSwapRateHelperTradingCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1174)(fx_swap_rate_helper: ql.FxSwapRateHelper, trigger = None)


[qlFxSwapRateHelperAdjustmentCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1187)(fx_swap_rate_helper: ql.FxSwapRateHelper, trigger = None)


[qlOvernightIndexFutureRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1207)(price: qQuoteHandle, value_date: qDate, maturity_date: qDate, index: ql.OvernightIndex, convexity_adjustment: qQuoteHandle = ql.QuoteHandle(), averaging_method: qRateAveragingType = ql.RateAveraging.Compound, pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), trigger = None)


[qlOvernightIndexFutureRateHelperConvexityAdjustment](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1237)(overnight_index_future_rate_helper: ql.OvernightIndexFutureRateHelper, trigger = None)


[qlSofrFutureRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1256)(price: qQuoteHandle, reference_month: int, reference_year: int, frequency: qFrequency, convexity_adjustment: qQuoteHandle = ql.QuoteHandle(), pillar: qPillarChoice = ql.Pillar.LastRelevantDate, custom_pillar_date: qDate = ql.Date(), trigger = None)


[qlMultipleResetsSwapRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1294)(settlement_days: int, tenor: qPeriod, fixed_rate: qQuoteHandle, ibor_index: ql.IborIndex, resets_per_coupon: int, discounting_curve: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), averaging_method: qRateAveragingType = ql.RateAveraging.Compound, spread: float = 0.0, fixed_frequency: qFrequency = ql.NoFrequency, fixed_day_count: qDayCounter = ql.Actual365Fixed(), fixed_convention: qBusinessDayConvention = ql.ModifiedFollowing, trigger = None)


[qlConstNotionalCrossCurrencySwapRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1341)(fixed_rate: qQuoteHandle, tenor: qPeriod, fixing_days: int, calendar: qCalendar, convention: qBusinessDayConvention, end_of_month: bool, fixed_frequency: qFrequency, fixed_day_count: qDayCounter, float_index: ql.IborIndex, collateral_curve: ql.YieldTermStructureHandle, collateral_on_fixed_leg: bool, payment_lag: int = 0, trigger = None)


[qlConstNotionalCrossCurrencyBasisSwapRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1391)(basis: qQuoteHandle, tenor: qPeriod, fixing_days: int, calendar: qCalendar, convention: qBusinessDayConvention, end_of_month: bool, base_currency_index: ql.IborIndex, quote_currency_index: ql.IborIndex, collateral_curve: ql.YieldTermStructureHandle, is_fx_base_currency_collateral_currency: bool, is_basis_on_fx_base_currency_leg: bool, payment_frequency: qFrequency = ql.NoFrequency, payment_lag: int = 0, trigger = None)


[qlMtMCrossCurrencyBasisSwapRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1444)(basis: qQuoteHandle, tenor: qPeriod, fixing_days: int, calendar: qCalendar, convention: qBusinessDayConvention, end_of_month: bool, base_currency_index: ql.IborIndex, quote_currency_index: ql.IborIndex, collateral_curve: ql.YieldTermStructureHandle, is_fx_base_currency_collateral_currency: bool, is_basis_on_fx_base_currency_leg: bool, is_fx_base_currency_leg_resettable: bool, payment_frequency: qFrequency = ql.NoFrequency, payment_lag: int = 0, trigger = None)


[qlIborIborBasisSwapRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1495)(basis: qQuoteHandle, tenor: qPeriod, settlement_days: int, calendar: qCalendar, convention: qBusinessDayConvention, end_of_month: bool, base_index: ql.IborIndex, other_index: ql.IborIndex, discount_handle: ql.YieldTermStructureHandle, bootstrap_base_curve: bool, trigger = None)


[qlIborIborBasisSwapRateHelperSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1529)(ibor_ibor_basis_swap_rate_helper: ql.IborIborBasisSwapRateHelper, trigger = None)


[qlOvernightIborBasisSwapRateHelper](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1550)(basis: qQuoteHandle, tenor: qPeriod, settlement_days: int, calendar: qCalendar, convention: qBusinessDayConvention, end_of_month: bool, base_index: ql.IborIndex, other_index: ql.IborIndex, discount_handle: ql.YieldTermStructureHandle, trigger = None)


[qlOvernightIborBasisSwapRateHelperSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/ratehelpers.py#L1582)(overnight_ibor_basis_swap_rate_helper: ql.OvernightIborBasisSwapRateHelper, trigger = None)


## Rounding


[qRoundingMethod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/rounding.py#L24)(method: str)


[qlRounding](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/rounding.py#L37)(method: qRoundingMethod, precision: int, digit: int = 5, trigger = None)


[qlRoundingApply](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/rounding.py#L51)(rounding: ql.Rounding, value: float, trigger = None)


## Scheduler


[qDateGenerationRule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L33)(rule: str)


[qlSchedule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L53)(effective_date: qDate, termination_date: qDate, tenor: qPeriod, calendar: qCalendar, convention: qBusinessDayConvention, termination_date_convention: qBusinessDayConvention, date_generation_rule: qDateGenerationRule, end_of_month: bool, first_date: qDate = ql.Date(), last_date: qDate = ql.Date(), trigger = None)


[qlScheduleFromDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L89)(dates: xlo.Array(dims=1), calendar: qCalendar = ql.NullCalendar(), convention: qBusinessDayConvention = ql.Unadjusted, trigger = None)


[qlScheduleDates](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L111)(schedule: ql.Schedule, trigger = None)


[qlSchedulePreviousDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L123)(schedule: ql.Schedule, ref_date: qDate, trigger = None)


[qlScheduleNextDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L137)(schedule: ql.Schedule, ref_date: qDate, trigger = None)


[qlScheduleHasIsRegular](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L148)(schedule: ql.Schedule, trigger = None)


[qlScheduleIsRegular](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L160)(schedule: ql.Schedule, i: int, trigger = None)


[qlScheduleIsRegular2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L171)(schedule: ql.Schedule, trigger = None)


[qlScheduleCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L182)(schedule: ql.Schedule, trigger = None)


[qlScheduleStartDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L193)(schedule: ql.Schedule, trigger = None)


[qlScheduleEndDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L204)(schedule: ql.Schedule, trigger = None)


[qlScheduleHasTenor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L215)(schedule: ql.Schedule, trigger = None)


[qlScheduleTenor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L226)(schedule: ql.Schedule, trigger = None)


[qlScheduleBusinessDayConvention](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L237)(schedule: ql.Schedule, trigger = None)


[qlScheduleHasTerminationDateBusinessDayConvention](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L250)(schedule: ql.Schedule, trigger = None)


[qlScheduleTerminationDateBusinessDayConvention](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L263)(schedule: ql.Schedule, trigger = None)


[qlScheduleHasRule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L280)(schedule: ql.Schedule, trigger = None)


[qlScheduleRule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L291)(schedule: ql.Schedule, trigger = None)


[qlScheduleHasEndOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L302)(schedule: ql.Schedule, trigger = None)


[qlScheduleEndOfMonth](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L313)(schedule: ql.Schedule, trigger = None)


[qlScheduleAfter](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L325)(schedule: ql.Schedule, truncation_date: qDate, trigger = None)


[qlScheduleUntil](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L339)(schedule: ql.Schedule, truncation_date: qDate, trigger = None)


[qlMakeSchedule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/scheduler.py#L364)(effective_date = None, termination_date = None, tenor = None, frequency = None, calendar = None, convention = None, terminal_date_convention = None, rule = None, forwards = False, backwards = False, end_of_month = None, first_date = None, next_to_last_date = None, trigger = None)


## Settings


[qlSettingsGetEvaluationDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/settings.py#L12)(trigger = None)


[qlSettingsSetEvaluationDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/settings.py#L23)(date: qDate, trigger = None)


[qlSettingsGetEnforcesTodaysHistoricFixings](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/settings.py#L32)(trigger = None)


[qlSettingsSetEnforcesTodaysHistoricFixings](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/settings.py#L43)(enforces: bool, trigger = None)


[qlSettingsGetIncludeReferenceDateEvents](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/settings.py#L52)(trigger = None)


[qlSettingsSetIncludeReferenceDateEvents](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/settings.py#L63)(include: bool, trigger = None)


[qlSettingsGetIncludeTodaysCashFlows](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/settings.py#L72)(trigger = None)


[qlSettingsSetIncludeTodaysCashFlows](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/settings.py#L83)(include: bool, trigger = None)


[qlSettingsAnchorEvaluationDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/settings.py#L92)(trigger = None)


[qlSettingsResetEvaluationDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/settings.py#L101)(trigger = None)


## Shortratemodels


[qllOneFactorAffineModelDiscount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L17)(model: ql.OneFactorAffineModel, t: float, trigger = None)


[qlOneFactorAffineModelDiscountBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L33)(model: ql.OneFactorAffineModel, now: float, maturity: float, factors: xlo.Array(dims=1), trigger = None)


[qlOneFactorAffineModelDiscountBond2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L54)(model: ql.OneFactorAffineModel, now: float, maturity: float, rate: float, trigger = None)


[qlOneFactorAffineModelDiscountBondOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L75)(model: ql.OneFactorAffineModel, option_type: qOptionType, strike: float, maturity: float, bond_maturity: float, trigger = None)


[qlVasicek](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L97)(r0: float = 0.05, a: float = 0.1, b: float = 0.05, sigma: float = 0.01, lambda_: float = 0.0, trigger = None)


[qlHullWhite](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L117)(term_structure: ql.YieldTermStructureHandle, a: float = 0.1, sigma: float = 0.01, trigger = None)


[qlHullWhiteConvexityBias](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L137)(future_price: float, t: float, T: float, sigma: float, a: float, trigger = None)


[qlHullWhiteTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L155)(model: ql.HullWhite, trigger = None)


[qlBlackKarasinski](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L170)(term_structure: ql.YieldTermStructureHandle, a: float = 0.1, sigma: float = 0.1, trigger = None)


[qlBlackKarasinskiTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L186)(model: ql.BlackKarasinski, trigger = None)


[qlCoxIngersollRoss](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L202)(r0: float = 0.01, theta: float = 0.1, k: float = 0.1, sigma: float = 0.1, trigger = None)


[qlExtendedCoxIngersollRoss](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L223)(term_structure: ql.YieldTermStructureHandle, theta: float = 0.1, k: float = 0.1, sigma: float = 0.1, x0: float = 0.05, trigger = None)


[qlExtendedCoxIngersollRossTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L241)(model: ql.ExtendedCoxIngersollRoss, trigger = None)


[qlG2Model](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L260)(term_structure: ql.YieldTermStructureHandle, a: float = 0.1, sigma: float = 0.01, b: float = 0.1, eta: float = 0.01, rho: float = -0.75, trigger = None)


[qlG2TermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L279)(model: ql.G2, trigger = None)


[qlG2Discount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L291)(model: ql.G2, t: float, trigger = None)


[qlG2DiscountBond](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L309)(model: ql.G2, now: float, maturity: float, factors: xlo.Array(dims=1), trigger = None)


[qlG2DiscountBondOption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L331)(model: ql.G2, option_type: qOptionType, strike: float, maturity: float, bond_maturity: float, trigger = None)


[qlJamshidianSwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L350)(model: ql.OneFactorAffineModel, term_structure: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlTreeSwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L367)(model: ql.ShortRateModel, time_steps: int, term_structure: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlTreeSwaptionEngine2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L385)(model: ql.ShortRateModel, grid: xlo.Array(dims=1), term_structure: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlAnalyticCapFloorEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L403)(model: ql.OneFactorAffineModel, term_structure: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlTreeCapFloorEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L420)(model: ql.ShortRateModel, time_steps: int, term_structure: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlTreeCapFloorEngine2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L438)(model: ql.ShortRateModel, grid: xlo.Array(dims=1), term_structure: ql.YieldTermStructureHandle = ql.YieldTermStructureHandle(), trigger = None)


[qlG2SwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L457)(model: ql.G2, range_: float, intervals: int, trigger = None)


[qlFdG2SwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L479)(model: ql.G2, t_grid: int = 100, x_grid: int = 50, y_grid: int = 50, damping_steps: int = 0, inv_eps: float = 1e-5, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Hundsdorfer(), trigger = None)


[qlFdHullWhiteSwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L506)(model: ql.HullWhite, t_grid: int = 100, x_grid: int = 100, damping_steps: int = 0, inv_eps: float = 1e-5, scheme_desc: ql.FdmSchemeDesc = ql.FdmSchemeDesc.Douglas(), trigger = None)


[qlAnalyticBSMHullWhiteEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/shortratemodels.py#L529)(equity_short_rate_correlation: float, process: ql.GeneralizedBlackScholesProcess, model: ql.HullWhite, trigger = None)


## Stochasticprocess


[qGJRGARCHProcessDiscretization](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L46)(discretization: str)


[qHestonProcessDiscretization](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L51)(discretization: str)


[qlStochasticProcessSize](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L62)(process: ql.StochasticProcess, trigger = None)


[qlStochasticProcessFactors](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L73)(process: ql.StochasticProcess, trigger = None)


[qlStochasticProcessInitialValues](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L84)(process: ql.StochasticProcess, trigger = None)


[qlStochasticProcessDrift](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L99)(process: ql.StochasticProcess, t: float, x: xlo.Array(dims=1), trigger = None)


[qlStochasticProcessDiffusion](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L114)(process: ql.StochasticProcess, t: float, x: xlo.Array(dims=1), trigger = None)


[qlStochasticProcessExpectation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L130)(process: ql.StochasticProcess, t0: float, x0: xlo.Array(dims=1), dt: float, trigger = None)


[qlStochasticProcessStdDeviation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L150)(process: ql.StochasticProcess, t0: float, x0: xlo.Array(dims=1), dt: float, trigger = None)


[qlStochasticProcessCovariance](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L170)(process: ql.StochasticProcess, t0: float, x0: xlo.Array(dims=1), dt: float, trigger = None)


[qlStochasticProcessEvolve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L191)(process: ql.StochasticProcess, t0: float, x0: xlo.Array(dims=1), dt: float, dw: xlo.Array(dims=1), trigger = None)


[qlStochasticProcess1DX0](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L211)(process: ql.StochasticProcess1D, trigger = None)


[qlStochasticProcess1DDrift](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L224)(process: ql.StochasticProcess1D, t: float, x: float, trigger = None)


[qlStochasticProcess1DDiffusion](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L239)(process: ql.StochasticProcess1D, t: float, x: float, trigger = None)


[qlStochasticProcess1DExpectation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L255)(process: ql.StochasticProcess1D, t0: float, x0: float, dt: float, trigger = None)


[qlStochasticProcess1DStdDeviation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L271)(process: ql.StochasticProcess1D, t0: float, x0: float, dt: float, trigger = None)


[qlStochasticProcess1DVariance](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L287)(process: ql.StochasticProcess1D, t0: float, x0: float, dt: float, trigger = None)


[qlStochasticProcess1DEvolve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L304)(process: ql.StochasticProcess1D, t0: float, x0: float, dt: float, dw: float, trigger = None)


[qlStochasticProcess1DApply](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L324)(process: ql.StochasticProcess1D, x0: float, dx: float, trigger = None)


[qlGeneralizedBlackScholesProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L341)(s0: qQuoteHandle, dividend_ts: ql.YieldTermStructureHandle, risk_free_ts: ql.YieldTermStructureHandle, vol_ts: ql.BlackVolTermStructureHandle, local_vol_ts: ql.LocalVolTermStructureHandle = None, trigger = None)


[qlGeneralizedBlackScholesProcessStateVariable](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L363)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlGeneralizedBlackScholesProcessDividendYield](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L376)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlGeneralizedBlackScholesProcessRiskFreeRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L389)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlGeneralizedBlackScholesProcessBlackVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L402)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlGeneralizedBlackScholesProcessLocalVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L415)(process: ql.GeneralizedBlackScholesProcess, trigger = None)


[qlBlackScholesProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L430)(s0: qQuoteHandle, risk_free_ts: ql.YieldTermStructureHandle, vol_ts: ql.BlackVolTermStructureHandle, trigger = None)


[qlBlackScholesMertonProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L449)(s0: qQuoteHandle, dividend_ts: ql.YieldTermStructureHandle, risk_free_ts: ql.YieldTermStructureHandle, vol_ts: ql.BlackVolTermStructureHandle, trigger = None)


[qlBlackProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L468)(s0: qQuoteHandle, risk_free_ts: ql.YieldTermStructureHandle, vol_ts: ql.BlackVolTermStructureHandle, trigger = None)


[qlGarmanKohlagenProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L487)(s0: qQuoteHandle, foreign_risk_free_ts: ql.YieldTermStructureHandle, domestic_risk_free_ts: ql.YieldTermStructureHandle, vol_ts: ql.BlackVolTermStructureHandle, trigger = None)


[qlMerton76Process](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L512)(state_variable: qQuoteHandle, dividend_ts: ql.YieldTermStructureHandle, risk_free_ts: ql.YieldTermStructureHandle, vol_ts: ql.BlackVolTermStructureHandle, jump_intensity: qQuoteHandle, mean_log_jump: qQuoteHandle, jump_volatility: qQuoteHandle, trigger = None)


[qlStochasticProcessArray](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L541)(array: xlo.Array(dims=1), correlation: xlo.Array(dims=2), trigger = None)


[qlGeometricBrownianMotionProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L561)(initial_value: float, mu: float, sigma: float, trigger = None)


[qlVarianceGammaProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L582)(s0: qQuoteHandle, dividend_yield: ql.YieldTermStructureHandle, risk_free_rate: ql.YieldTermStructureHandle, sigma: float, nu: float, theta: float, trigger = None)


[qlHestonProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L609)(risk_free_ts: ql.YieldTermStructureHandle, dividend_ts: ql.YieldTermStructureHandle, s0: qQuoteHandle, v0: float, kappa: float, theta: float, sigma: float, rho: float, discretization: qHestonProcessDiscretization = ql.HestonProcess.QuadraticExponentialMartingale, trigger = None)


[qlHestonProcessS0](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L633)(process: ql.HestonProcess, trigger = None)


[qlHestonProcessDividendYield](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L644)(process: ql.HestonProcess, trigger = None)


[qlHestonProcessRiskFreeRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L657)(process: ql.HestonProcess, trigger = None)


[qlBatesProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L680)(risk_free_rate: ql.YieldTermStructureHandle, dividend_yield: ql.YieldTermStructureHandle, s0: qQuoteHandle, v0: float, kappa: float, theta: float, sigma: float, rho: float, lambda_parameter: float, nu: float, delta: float, trigger = None)


[qlHullWhiteProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L718)(risk_free_ts: ql.YieldTermStructureHandle, a: float, sigma: float, trigger = None)


[qlHullWhiteForwardProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L736)(risk_free_ts: ql.YieldTermStructureHandle, a: float, sigma: float, trigger = None)


[qlHullWhiteForwardProcessAlpha](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L753)(process: ql.HullWhiteForwardProcess, t: float, trigger = None)


[qlHullWhiteForwardProcessMT](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L769)(process: ql.HullWhiteForwardProcess, s: float, t: float, t_measure: float, trigger = None)


[qlHullWhiteForwardProcessB](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L788)(process: ql.HullWhiteForwardProcess, s: float, t: float, trigger = None)


[qlHullWhiteForwardProcessSetForwardMeasureTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L802)(process: ql.HullWhiteForwardProcess, t: float, trigger = None)


[qlG2Process](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L820)(a: float, sigma: float, b: float, eta: float, rho: float, trigger = None)


[qlG2ForwardProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L842)(a: float, sigma: float, b: float, eta: float, rho: float, trigger = None)


[qlG2ForwardProcessSetForwardMeasureTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L861)(process: ql.G2ForwardProcess, t: float, trigger = None)


[qlGsrProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L878)(times: xlo.Array(dims=1), vols: xlo.Array(dims=1), reversions: xlo.Array(dims=1), t: float = 60.0, trigger = None)


[qlGsrProcessSigma](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L899)(process: ql.GsrProcess, t: float, trigger = None)


[qlGsrProcessReversion](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L912)(process: ql.GsrProcess, t: float, trigger = None)


[qlGsrProcessY](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L925)(process: ql.GsrProcess, t: float, trigger = None)


[qlGsrProcessG](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L940)(process: ql.GsrProcess, t: float, T: float, x: float, trigger = None)


[qlGsrProcessSetForwardMeasureTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L955)(process: ql.GsrProcess, t: float, trigger = None)


[qlOrnsteinUhlenbeckProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L973)(speed: float, vol: float, x0: float = 0.0, level: float = 0.0, trigger = None)


[qlOrnsteinUhlenbeckProcessSpeed](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L990)(process: ql.OrnsteinUhlenbeckProcess, trigger = None)


[qlOrnsteinUhlenbeckProcessVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L1003)(process: ql.OrnsteinUhlenbeckProcess, trigger = None)


[qlOrnsteinUhlenbeckProcessLevel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L1016)(process: ql.OrnsteinUhlenbeckProcess, trigger = None)


[qlExtendedOrnsteinUhlenbeckProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L1033)(speed: float, sigma: float, x0: float, function, int_eps: float = 1.0e-4, trigger = None)


[qlExtendedOrnsteinUhlenbeckProcessConstantFunction](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L1051)(x: float)


[qlExtOUWithJumpsProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L1067)(process: ql.ExtendedOrnsteinUhlenbeckProcess, Y0: float, beta: float, jump_intensity: float, eta: float, trigger = None)


[qlKlugeExtOUProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L1087)(rho: float, kluge: ql.ExtOUWithJumpsProcess, ext_ou: ql.ExtendedOrnsteinUhlenbeckProcess, trigger = None)


[qlGJRGARCHProcess](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L1113)(risk_free_rate: ql.YieldTermStructureHandle, dividend_yield: ql.YieldTermStructureHandle, s0: qQuoteHandle, v0: float, omega: float, alpha: float, beta: float, gamma: float, lambda_parameter: float, days_per_year: float = 252.0, discretization: qGJRGARCHProcessDiscretization = ql.GJRGARCHProcess.FullTruncation, trigger = None)


[qlGJRGARCHProcessS0](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L1149)(process: ql.GJRGARCHProcess, trigger = None)


[qlGJRGARCHProcessDividendYield](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L1160)(process: ql.GJRGARCHProcess, trigger = None)


[qlGJRGARCHProcessRiskFreeRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/stochasticprocess.py#L1173)(process: ql.GJRGARCHProcess, trigger = None)


## Swap


[qSwapType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L70)(swap_type: str | int | float)


[qlSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L82)(first_leg: xlo.Array(dims=1), second_leg: xlo.Array(dims=1), trigger = None)


[qlSwap2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L100)(legs: xlo.Array(dims=1), payer: xlo.Array(dims=1), trigger = None)


[qlSwapNumberOfLegs](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L117)(swap: ql.Swap, trigger = None)


[qlSwapStartDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L128)(swap: ql.Swap, trigger = None)


[qlSwapMaturityDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L139)(swap: ql.Swap, trigger = None)


[qlSwapLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L151)(swap: ql.Swap, i: int, trigger = None)


[qlSwapLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L163)(swap: ql.Swap, j: int, trigger = None)


[qlSwapLegBPS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L175)(swap: ql.Swap, k: int, trigger = None)


[qlSwapStartDiscounts](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L187)(swap: ql.Swap, j: int, trigger = None)


[qlSwapEndDiscounts](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L199)(swap: ql.Swap, j: int, trigger = None)


[qlSwapNpvDateDiscount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L210)(swap: ql.Swap, trigger = None)


[qlSwapPayer](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L222)(swap: ql.Swap, j: int, trigger = None)


[qlFixedVsFloatingSwapType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L233)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapNominal](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L247)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapNominals](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L261)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFixedNominals](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L275)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFixedSchedule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L289)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFixedRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L303)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFixedDayCount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L317)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFloatingNominals](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L331)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFloatingSchedule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L345)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapIborIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L359)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L373)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFloatingDayCount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L387)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapPaymentConvention](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L401)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFixedLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L415)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFloatingLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L429)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFixedLegBPS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L443)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFixedLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L457)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFairRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L471)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFloatingLegBPS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L485)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFloatingLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L499)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlFixedVsFloatingSwapFairSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L513)(swap: ql.FixedVsFloatingSwap, trigger = None)


[qlVanillaSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L537)(type: qSwapType, nominal: float, fixed_schedule: ql.Schedule, fixed_rate: float, fixed_day_count: qDayCounter, float_schedule: ql.Schedule, index: ql.IborIndex, spread: float, floating_day_count: qDayCounter, payment_convention = None, with_indexed_coupons = None, trigger = None)


[qlMakeVanillaSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L621)(swap_tenor: qPeriod, ibor_index: ql.IborIndex, fixed_rate = None, forward_start: qPeriod = ql.Period(0, ql.Days), receive_fixed = None, swap_type = None, nominal = None, settlement_days = None, effective_date = None, termination_date = None, date_generation_rule = None, payment_convention = None, fixed_leg_tenor = None, fixed_leg_calendar = None, fixed_leg_convention = None, fixed_leg_termination_date_convention = None, fixed_leg_date_gen_rule = None, fixed_leg_end_of_month = None, fixed_leg_first_date = None, fixed_leg_next_to_last_date = None, fixed_leg_day_count = None, floating_leg_tenor = None, floating_leg_calendar = None, floating_leg_convention = None, floating_leg_termination_date_convention = None, floating_leg_date_gen_rule = None, floating_leg_end_of_month = None, floating_leg_first_date = None, floating_leg_next_to_last_date = None, floating_leg_day_count = None, floating_leg_spread = None, discounting_term_structure = None, pricing_engine = None, indexed_coupons = None, at_par_coupons = None, maturity_end_of_month = None, trigger = None)


[qlNonstandardSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L803)(type: qSwapType, fixed_nominal: xlo.Array(dims=1), floating_nominal: xlo.Array(dims=1), fixed_schedule: ql.Schedule, fixed_rate: xlo.Array(dims=1), fixed_day_count: qDayCounter, float_schedule: ql.Schedule, index: ql.IborIndex, gearing: xlo.Array(dims=1), spread: xlo.Array(dims=1), float_day_count: qDayCounter, intermediate_capital_exchange: bool = False, final_capital_exchange: bool = False, payment_convention: qBusinessDayConvention = ql.Following, trigger = None)


[qlNonstandardSwapType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L845)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapFixedNominal](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L856)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapFloatingNominal](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L867)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapFixedSchedule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L878)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapFixedRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L891)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapFixedDayCount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L902)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapFloatingSchedule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L915)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapIborIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L928)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L939)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapGearing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L950)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapSpreads](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L961)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapGearings](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L972)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapFloatingDayCount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L983)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapPaymentConvention](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L996)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapFixedLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1007)(swap: ql.NonstandardSwap, trigger = None)


[qlNonstandardSwapFloatingLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1018)(swap: ql.NonstandardSwap, trigger = None)


[qlDiscountingSwapEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1032)(discount_curve: ql.YieldTermStructureHandle, include_settlement_date_flows: bool, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlDiscountingSwapEngine2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1056)(discount_curve: ql.YieldTermStructureHandle, settlement_date: qDate = ql.Date(), npv_date: qDate = ql.Date(), trigger = None)


[qlAssetSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1087)(pay_fixed_rate: bool, bond: ql.Bond, bond_clean_price: float, index: ql.IborIndex, spread: float, float_schedule: ql.Schedule = ql.Schedule(), floating_day_count = None, par_asset_swap: bool = True, gearing: float = 1.0, non_par_repayment: float = 0, deal_maturity: qDate = ql.Date(), trigger = None)


[qlAssetSwapFairCleanPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1136)(swap: ql.AssetSwap, trigger = None)


[qlAssetSwapFairSpread](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1147)(swap: ql.AssetSwap, trigger = None)


[qlFloatFloatSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1179)(type: qSwapType, nominal1: xlo.Array(dims=1), nominal2: xlo.Array(dims=1), schedule1: ql.Schedule, index1: ql.InterestRateIndex, day_count1: qDayCounter, schedule2: ql.Schedule, index2: ql.InterestRateIndex, day_count2: qDayCounter, intermediate_capital_exchange: bool = False, final_capital_exchange: bool = False, gearing1: xlo.Array(dims=1) = None, spread1: xlo.Array(dims=1) = None, capped_rate1: xlo.Array(dims=1) = None, floored_rate1: xlo.Array(dims=1) = None, gearing2: xlo.Array(dims=1) = None, spread2: xlo.Array(dims=1) = None, capped_rate2: xlo.Array(dims=1) = None, floored_rate2: xlo.Array(dims=1) = None, payment_convention1: qBusinessDayConvention = ql.Following, payment_convention2: qBusinessDayConvention = ql.Following, trigger = None)


[qlFloatFloatSwapFairSpread1](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1235)(swap: ql.FloatFloatSwap, trigger = None)


[qlFloatFloatSwapFairSpread2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1246)(swap: ql.FloatFloatSwap, trigger = None)


[qlOvernightIndexedSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1273)(type: qSwapType, nominal: float, schedule: ql.Schedule, fixed_rate: float, fixed_dc: qDayCounter, index: ql.OvernightIndex, spread: float, payment_lag: int, payment_adjustment: qBusinessDayConvention, payment_calendar: qCalendar, telescopic_value_dates: bool = False, averaging_method: qRateAveragingType = ql.RateAveraging.Compound, lookback_days: int = ql.nullInt(), lockout_days: int = 0, apply_observation_shift: bool = False, trigger = None)


[qlOvernightIndexedSwap2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1335)(type: qSwapType, fixed_nominals: xlo.Array(dims=1), fixed_schedule: ql.Schedule, fixed_rate: float, fixed_dc: qDayCounter, overnight_nominals: xlo.Array(dims=1), overnight_schedule: ql.Schedule, overnight_index: ql.OvernightIndex, spread: float, payment_lag: int, payment_adjustment: qBusinessDayConvention, payment_calendar: qCalendar, telescopic_value_dates: bool = False, averaging_method: qRateAveragingType = ql.RateAveraging.Compound, lookback_days: int = ql.nullInt(), lockout_days: int = 0, apply_observation_shift: bool = False, trigger = None)


[qlOvernightIndexedSwapOvernightLegBPS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1383)(swap: ql.OvernightIndexedSwap, trigger = None)


[qlOvernightIndexedSwapOvernightLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1396)(swap: ql.OvernightIndexedSwap, trigger = None)


[qlOvernightIndexedSwapPaymentFrequency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1409)(swap: ql.OvernightIndexedSwap, trigger = None)


[qlOvernightIndexedSwapOvernightIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1420)(swap: ql.OvernightIndexedSwap, trigger = None)


[qlOvernightIndexedSwapOvernightLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1433)(swap: ql.OvernightIndexedSwap, trigger = None)


[qlOvernightIndexedSwapAveragingMethod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1446)(swap: ql.OvernightIndexedSwap, trigger = None)


[qlOvernightIndexedSwapLookbackDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1457)(swap: ql.OvernightIndexedSwap, trigger = None)


[qlOvernightIndexedSwapLockoutDays](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1470)(swap: ql.OvernightIndexedSwap, trigger = None)


[qlOvernightIndexedSwapApplyObservationShift](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1483)(swap: ql.OvernightIndexedSwap, trigger = None)


[qlMakeOIS](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1536)(swap_tenor: qPeriod, overnight_index: ql.OvernightIndex, fixed_rate: float = None, fwd_start: qPeriod = ql.Period(0, ql.Days), receive_fixed = None, swap_type = None, nominal = None, settlement_days = None, effective_date = None, termination_date = None, date_generation_rule = None, fixed_leg_rule = None, overnight_leg_rule = None, payment_frequency = None, fixed_leg_payment_frequency = None, overnight_leg_payment_frequency = None, payment_adjustment_convention = None, payment_lag = None, payment_calendar = None, calendar = None, fixed_leg_calendar = None, overnight_leg_calendar = None, convention = None, fixed_leg_convention = None, overnight_leg_convention = None, termination_date_convention = None, fixed_leg_termination_date_convention = None, overnight_leg_termination_date_convention = None, end_of_month = None, fixed_leg_end_of_month = None, overnight_leg_end_of_month = None, fixed_leg_day_count = None, overnight_leg_spread = None, discounting_term_structure = None, telescopic_value_dates = None, averaging_method = None, lookback_days = None, lockout_days = None, pricing_engine = None, maturity_end_of_month = None, trigger = None)


[qlMultipleResetsSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1748)(type: qSwapType, nominal: float, fixed_schedule: ql.Schedule, fixed_rate: float, fixed_day_count: qDayCounter, full_reset_schedule: ql.Schedule, ibor_index: ql.IborIndex, resets_per_coupon: int, spread: float = 0.0, averaging_method: qRateAveragingType = ql.RateAveraging.Compound, payment_convention = None, payment_lag: int = 0, payment_calendar = None, trigger = None)


[qlMakeMultipleResetsSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1817)(swap_tenor: qPeriod, ibor_index: ql.IborIndex, resets_per_coupon: int, receive_fixed = None, swap_type = None, nominal = None, fixed_rate = None, settlement_days = None, effective_date = None, termination_date = None, forward_start = None, fixed_leg_frequency = None, fixed_leg_day_count = None, fixed_leg_convention = None, floating_leg_spread = None, averaging_method = None, discounting_term_structure = None, pricing_engine = None, trigger = None)


[qlMultipleResetsSwapFullResetSchedule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1907)(swap: ql.MultipleResetsSwap, trigger = None)


[qlMultipleResetsSwapResetsPerCoupon](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1918)(swap: ql.MultipleResetsSwap, trigger = None)


[qlMultipleResetsSwapAveragingMethod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1929)(swap: ql.MultipleResetsSwap, trigger = None)


[qlOvernightIndexedSwapIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1948)(family_name: str, tenor: qPeriod, settlement_days: int, currency: qCurrency, overnight_index: ql.OvernightIndex, telescopic_value_dates: bool = False, averaging_method: qRateAveragingType = ql.RateAveraging.Compound, trigger = None)


[qlOvernightIndexedSwapIndexOvernightIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1976)(index: ql.OvernightIndexedSwapIndex, trigger = None)


[qlOvernightIndexedSwapIndexUnderlyingSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L1990)(index: ql.OvernightIndexedSwapIndex, fixing_date: qDate, trigger = None)


[qlAsOvernightSwapIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2004)(index: ql.InterestRateIndex, trigger = None)


[qlZeroCouponSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2025)(type: qSwapType, base_nominal: float, start_date: qDate, maturity_date: qDate, fixed_payment: float, ibor_index: ql.IborIndex, payment_calendar: qCalendar, payment_convention: qBusinessDayConvention = ql.Following, payment_delay: int = 0, trigger = None)


[qlZeroCouponSwap2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2066)(type: qSwapType, base_nominal: float, start_date: qDate, maturity_date: qDate, fixed_rate: float, fixed_day_counter: qDayCounter, ibor_index: ql.IborIndex, payment_calendar: qCalendar, payment_convention: qBusinessDayConvention = ql.Following, payment_delay: int = 0, trigger = None)


[qlZeroCouponSwapType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2100)(swap: ql.ZeroCouponSwap, trigger = None)


[qlZeroCouponSwapBaseNominal](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2111)(swap: ql.ZeroCouponSwap, trigger = None)


[qlZeroCouponSwapIborIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2122)(swap: ql.ZeroCouponSwap, trigger = None)


[qlZeroCouponSwapFixedLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2133)(swap: ql.ZeroCouponSwap, trigger = None)


[qlZeroCouponSwapFloatingLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2144)(swap: ql.ZeroCouponSwap, trigger = None)


[qlZeroCouponSwapFixedPayment](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2155)(swap: ql.ZeroCouponSwap, trigger = None)


[qlZeroCouponSwapFixedLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2166)(swap: ql.ZeroCouponSwap, trigger = None)


[qlZeroCouponSwapFloatingLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2177)(swap: ql.ZeroCouponSwap, trigger = None)


[qlZeroCouponSwapFairFixedPayment](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2188)(swap: ql.ZeroCouponSwap, trigger = None)


[qlZeroCouponSwapFairFixedRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2200)(swap: ql.ZeroCouponSwap, day_counter: qDayCounter, trigger = None)


[qlEquityTotalReturnSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2225)(type: qSwapType, nominal: float, schedule: ql.Schedule, equity_index: ql.EquityIndex, interest_rate_index: ql.IborIndex, day_counter: qDayCounter, margin: float, gearing: float, payment_calendar: qCalendar, payment_convention: qBusinessDayConvention = ql.Unadjusted, payment_delay: int = 0, trigger = None)


[qlEquityTotalReturnSwapType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2261)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapNominal](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2272)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapEquityIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2285)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapInterestRateIndex](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2298)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapSchedule](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2311)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapDayCounter](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2324)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapMargin](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2337)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapGearing](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2350)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapPaymentCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2363)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapPaymentConvention](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2376)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapPaymentDelay](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2389)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapEquityLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2402)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapInterestRateLeg](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2415)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapEquityLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2428)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapInterestRateLegNPV](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2441)(swap: ql.EquityTotalReturnSwap, trigger = None)


[qlEquityTotalReturnSwapFairMargin](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swap.py#L2454)(swap: ql.EquityTotalReturnSwap, trigger = None)


## Swaption


[qSettlementType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L53)(s: str)


[qSettlementMethod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L62)(s: str)


[qSwaptionPriceType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L71)(s: str)


[qCashAnnuityModel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L80)(s: str)


[qlSwaption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L97)(swap: ql.FixedVsFloatingSwap, exercise: ql.Exercise, settlement_type: qSettlementType = ql.Settlement.Physical, settlement_method: qSettlementMethod = ql.Settlement.PhysicalOTC, trigger = None)


[qlSwaptionSettlementType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L114)(swaption: ql.Swaption, trigger = None)


[qlSwaptionSettlementMethod](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L125)(swaption: ql.Swaption, trigger = None)


[qlSwaptionType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L136)(swaption: ql.Swaption, trigger = None)


[qlSwaptionUnderlying](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L147)(swaption: ql.Swaption, trigger = None)


[qlSwaptionImpliedVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L168)(swaption: ql.Swaption, price: float, discount_curve: ql.YieldTermStructureHandle, guess: float, accuracy: float = 1.0e-4, max_evaluations: int = 100, min_vol: float = 1.0e-7, max_vol: float = 4.0, volatility_type: qVolatilityType = ql.ShiftedLognormal, displacement: float = 0.0, price_type: qSwaptionPriceType = ql.Swaption.Spot, trigger = None)


[qlSwaptionVega](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L203)(swaption: ql.Swaption, trigger = None)


[qlSwaptionDelta](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L214)(swaption: ql.Swaption, trigger = None)


[qlSwaptionAnnuity](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L225)(swaption: ql.Swaption, trigger = None)


[qlSwaptionForwardPrice](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L236)(swaption: ql.Swaption, trigger = None)


[qlNonstandardSwaption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L253)(swap: ql.NonstandardSwap, exercise: ql.Exercise, settlement_type: qSettlementType = ql.Settlement.Physical, settlement_method: qSettlementMethod = ql.Settlement.PhysicalOTC, trigger = None)


[qlNonstandardSwaptionUnderlyingSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L270)(swaption: ql.NonstandardSwaption, trigger = None)


[qlNonstandardSwaptionProbabilities](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L283)(swaption: ql.NonstandardSwaption, trigger = None)


[qlNonstandardSwaptionCalibrationBasket](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L299)(swaption: ql.NonstandardSwaption, swap_index, swaption_volatility: ql.SwaptionVolatilityStructureHandle, type_str: str = "Naive", trigger = None)


[qlFloatFloatSwaption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L322)(swap, exercise, delivery: qSettlementType = ql.Settlement.Physical, settlement_method: qSettlementMethod = ql.Settlement.PhysicalOTC, trigger = None)


[qlFloatFloatSwaptionUnderlyingSwap](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L339)(swaption: ql.FloatFloatSwaption, trigger = None)


[qlFloatFloatSwaptionUnderlyingValue](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L352)(swaption: ql.FloatFloatSwaption, trigger = None)


[qlFloatFloatSwaptionProbabilities](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L365)(swaption: ql.FloatFloatSwaption, trigger = None)


[qlFloatFloatSwaptionCalibrationBasket](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L381)(swaption: ql.FloatFloatSwaption, swap_index, swaption_volatility: ql.SwaptionVolatilityStructureHandle, type_str: str = "Naive", trigger = None)


[qlBlackSwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L403)(discount_curve: ql.YieldTermStructureHandle, swaption_volatility: ql.SwaptionVolatilityStructureHandle, model: qCashAnnuityModel = ql.BlackSwaptionEngine.DiscountCurve, trigger = None)


[qlBlackSwaptionEngineFromQuote](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L423)(discount_curve: ql.YieldTermStructureHandle, volatility: qQuoteHandle, day_counter: qDayCounter = ql.Actual365Fixed(), displacement: float = 0.0, model: qCashAnnuityModel = ql.BlackSwaptionEngine.DiscountCurve, trigger = None)


[qlBachelierSwaptionEngine](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L445)(discount_curve: ql.YieldTermStructureHandle, swaption_volatility: ql.SwaptionVolatilityStructureHandle, model: qCashAnnuityModel = ql.BachelierSwaptionEngine.DiscountCurve, trigger = None)


[qlBachelierSwaptionEngineFromQuote](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L464)(discount_curve: ql.YieldTermStructureHandle, volatility: qQuoteHandle, day_counter: qDayCounter = ql.Actual365Fixed(), model: qCashAnnuityModel = ql.BachelierSwaptionEngine.DiscountCurve, trigger = None)


[qlMakeSwaption](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/swaption.py#L493)(swap_index: ql.SwapIndex, option_tenor: qPeriod, strike = None, nominal = None, settlement_type = None, settlement_method = None, option_convention = None, exercise_date = None, underlying_type = None, exercise_calendar = None, pricing_engine = None, indexed_coupons = None, at_par_coupons = None, trigger = None)


## Termstructures


[qCompounding](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L29)(compounding: str)


[qlTermStructureDayCounter](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L40)(ytsh: ql.YieldTermStructureHandle, trigger = None)


[qlTermStructureTimeFromReference](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L54)(ytsh: ql.YieldTermStructureHandle, date: qDate, trigger = None)


[qlTermStructureCalendar](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L67)(ytsh: ql.YieldTermStructureHandle, trigger = None)


[qlTermStructureReferenceDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L80)(ytsh: ql.YieldTermStructureHandle, trigger = None)


[qlTermStructureMaxDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L93)(ytsh: ql.YieldTermStructureHandle, trigger = None)


[qlTermStructureMaxTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L104)(ytsh: ql.YieldTermStructureHandle)


[qlTermStructureEnableExrapolation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L115)(ytsh: ql.YieldTermStructureHandle, trigger = None)


[qlTermStructureDisableExrapolation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L127)(ytsh: ql.YieldTermStructureHandle, trigger = None)


[qlTermStructureAllowsExtrapolation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L139)(ytsh: ql.YieldTermStructureHandle, trigger = None)


[qlYieldTermStructureDiscount](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L157)(ytsh: ql.YieldTermStructureHandle, date: qDate, extrapolate: bool = False, trigger = None)


[qlYieldTermStructureDiscountFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L175)(ytsh: ql.YieldTermStructureHandle, time: float, extrapolate: bool = False, trigger = None)


[qlYieldTermStructureZeroRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L196)(ytsh: ql.YieldTermStructureHandle, date: qDate, daycounter: qDayCounter, compounding: qCompounding, frequency: qFrequency, extrapolate: bool = False, trigger = None)


[qlYieldTermStructureZeroRateFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L219)(ytsh: ql.YieldTermStructureHandle, time: float, compounding: qCompounding, frequency: qFrequency, extrapolate: bool = False, trigger = None)


[qlYieldTermStructureForwardRate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L243)(ytsh: ql.YieldTermStructureHandle, date1: qDate, date2: qDate, daycounter: qDayCounter, compounding: qCompounding, frequency: qFrequency, extrapolate: bool = False, trigger = None)


[qlYieldTermStructureForwardRateFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L270)(ytsh: ql.YieldTermStructureHandle, time1: float, time2: float, compounding: qCompounding, frequency: qFrequency, extrapolate: bool = False, trigger = None)


[qlFlatForward](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L296)(reference_date: qDate, forward_rate: float, daycounter: qDayCounter, compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.Annual, trigger = None)


[qlFlatForward2](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L322)(settlement_days: int, calendar: qCalendar, forward_rate: float, daycounter: qDayCounter, compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.Annual, trigger = None)


[qlImpliedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L348)(ytsh: ql.YieldTermStructureHandle, reference_date: qDate, trigger = None)


[qlZeroSpreadedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L371)(base: ql.YieldTermStructureHandle, spread: float, compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.NoFrequency, daycounter = None, trigger = None)


[qlForwardSpreadedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L398)(base: ql.YieldTermStructureHandle, spread: float, trigger = None)


[qlCompositeZeroYieldStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L420)(curve1: ql.YieldTermStructureHandle, curve2: ql.YieldTermStructureHandle, operator: str, trigger = None)


[qlUltimateForwardTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L449)(ytsh: ql.YieldTermStructureHandle, last_liquid_forward: float, ultimate_forward: float, first_smoothing_point: ql.Period, alpha: float, rounding_digits: int = None, compounding: qCompounding = ql.Compounded, frequency: qFrequency = ql.Annual, trigger = None)


[qlPiecewiseZeroSpreadedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L490)(base_curve: ql.YieldTermStructureHandle, spreads: xlo.Array(dims=1), dates: xlo.Array(dims=1), compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.NoFrequency, daycounter = None, trigger = None)


[qlSpreadedLinearZeroInterpolatedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L521)(base_curve: ql.YieldTermStructureHandle, spreads: xlo.Array(dims=1), dates: xlo.Array(dims=1), compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.NoFrequency, daycounter = None, trigger = None)


[qlSpreadedBackwardFlatZeroInterpolatedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L552)(base_curve: ql.YieldTermStructureHandle, spreads: xlo.Array(dims=1), dates: xlo.Array(dims=1), compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.NoFrequency, daycounter = None, trigger = None)


[qlSpreadedCubicZeroInterpolatedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L583)(base_curve: ql.YieldTermStructureHandle, spreads: xlo.Array(dims=1), dates: xlo.Array(dims=1), compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.NoFrequency, daycounter = None, trigger = None)


[qlSpreadedKrugerZeroInterpolatedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L614)(base_curve: ql.YieldTermStructureHandle, spreads: xlo.Array(dims=1), dates: xlo.Array(dims=1), compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.NoFrequency, daycounter = None, trigger = None)


[qlSpreadedSplineCubicZeroInterpolatedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L645)(base_curve: ql.YieldTermStructureHandle, spreads: xlo.Array(dims=1), dates: xlo.Array(dims=1), compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.NoFrequency, daycounter = None, trigger = None)


[qlSpreadedParabolicCubicZeroInterpolatedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L676)(base_curve: ql.YieldTermStructureHandle, spreads: xlo.Array(dims=1), dates: xlo.Array(dims=1), compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.NoFrequency, daycounter = None, trigger = None)


[qlSpreadedMonotonicParabolicCubicZeroInterpolatedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L707)(base_curve: ql.YieldTermStructureHandle, spreads: xlo.Array(dims=1), dates: xlo.Array(dims=1), compounding: qCompounding = ql.Continuous, frequency: qFrequency = ql.NoFrequency, daycounter = None, trigger = None)


[qlPiecewiseForwardSpreadedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L739)(base_curve: ql.YieldTermStructureHandle, spreads: xlo.Array(dims=1), dates: xlo.Array(dims=1), daycounter = None, trigger = None)


[qlPiecewiseLinearForwardSpreadedTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L766)(base_curve: ql.YieldTermStructureHandle, spreads: xlo.Array(dims=1), dates: xlo.Array(dims=1), daycounter = None, trigger = None)


[qlQuantoTermStructure](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/termstructures.py#L800)(underlying_dividend_ts: ql.YieldTermStructureHandle, risk_free_ts: ql.YieldTermStructureHandle, foreign_risk_free_ts: ql.YieldTermStructureHandle, underlying_black_vol_ts: ql.BlackVolTermStructureHandle, strike: float, exch_rate_black_vol_ts: ql.BlackVolTermStructureHandle, exch_rate_atm_level: float, underlying_exch_rate_correlation: float, trigger = None)


## Volatilities


[qVolatilityType](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L39)(s: str)


[qBlackVolTimeExtrapolation](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L48)(s: str)


[qlBlackVolTermStructureMinStrike](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L60)(vol_tsh: ql.BlackVolTermStructureHandle, trigger = None)


[qlBlackVolTermStructureMaxStrike](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L72)(vol_tsh: ql.BlackVolTermStructureHandle, trigger = None)


[qlBlackVolTermStructureBlackVol](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L89)(vol_tsh: ql.BlackVolTermStructureHandle, expiry_date: qDate, strike: float, extrapolate: bool = False, trigger = None)


[qlBlackVolTermStructureBlackVolFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L110)(vol_tsh: ql.BlackVolTermStructureHandle, expiry_time: float, strike: float, extrapolate: bool = False, trigger = None)


[qlBlackVolTermStructureBlackVariance](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L131)(vol_tsh: ql.BlackVolTermStructureHandle, expiry_date: qDate, strike: float, extrapolate: bool = False, trigger = None)


[qlBlackVolTermStructureBlackVarianceFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L152)(vol_tsh: ql.BlackVolTermStructureHandle, expiry_time: float, strike: float, extrapolate: bool = False, trigger = None)


[qlBlackVolTermStructureBlackForwardVol](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L174)(vol_tsh: ql.BlackVolTermStructureHandle, date_start: qDate, date_end: qDate, strike: float, extrapolate: bool = False, trigger = None)


[qlBlackVolTermStructureBlackForwardVolFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L197)(vol_tsh: ql.BlackVolTermStructureHandle, time_start: float, time_end: float, strike: float, extrapolate: bool = False, trigger = None)


[qlBlackVolTermStructureBlackForwardVariance](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L220)(vol_tsh: ql.BlackVolTermStructureHandle, date_start: qDate, date_end: qDate, strike: float, extrapolate: bool = False, trigger = None)


[qlBlackVolTermStructureBlackForwardVarianceFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L243)(vol_tsh: ql.BlackVolTermStructureHandle, time_start: float, time_end: float, strike: float, extrapolate: bool = False, trigger = None)


[qlBlackConstantVol](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L265)(reference_date: qDate, calendar: qCalendar, volatility: float, day_counter: qDayCounter, trigger = None)


[qlBlackVarianceCurve](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L289)(reference_date: qDate, dates: xlo.Array(dims=1), volatilities: xlo.Array(dims=1), day_counter: qDayCounter, force_monotone_variance: bool = True, time_extrapolation_type: qBlackVolTimeExtrapolation = ql.BlackVolTimeExtrapolation.FlatVolatility, trigger = None)


[qlLocalVolTermStructureLocalVol](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L321)(vol_tsh: ql.LocalVolTermStructureHandle, expiry_date: qDate, strike: float, extrapolate: bool = False, trigger = None)


[qlLocalVolTermStructureLocalVolFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L342)(vol_tsh: ql.LocalVolTermStructureHandle, expiry_time: float, strike: float, extrapolate: bool = False, trigger = None)


[qlOptionletVolatilityStructureVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L366)(vol_tsh: ql.OptionletVolatilityStructureHandle, option_date: qDate, strike: float, extrapolate: bool = False, trigger = None)


[qlOptionletVolatilityStructureVolatilityFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L387)(vol_tsh: ql.OptionletVolatilityStructureHandle, option_time: float, strike: float, extrapolate: bool = False, trigger = None)


[qlOptionletVolatilityStructureBlackVariance](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L408)(vol_tsh: ql.OptionletVolatilityStructureHandle, option_date: qDate, strike: float, extrapolate: bool = False, trigger = None)


[qlOptionletVolatilityStructureBlackVarianceFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L429)(vol_tsh: ql.OptionletVolatilityStructureHandle, option_time: float, strike: float, extrapolate: bool = False, trigger = None)


[qlConstantOptionletVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L453)(reference_date: qDate, calendar: qCalendar, business_day_convention: qBusinessDayConvention, volatility: qQuoteHandle, day_counter: qDayCounter, volatility_type: qVolatilityType = ql.ShiftedLognormal, shift: float = 0.0, trigger = None)


[qlYoYOptionletVolatilitySurfaceObservationLag](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L486)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, trigger = None)


[qlYoYOptionletVolatilitySurfaceFrequency](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L500)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, trigger = None)


[qlYoYOptionletVolatilitySurfaceIndexIsInterpolated](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L514)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, trigger = None)


[qlYoYOptionletVolatilitySurfaceBaseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L528)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, trigger = None)


[qlYoYOptionletVolatilitySurfaceTimeFromBaseDate](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L543)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, date: ql.Date, trigger = None)


[qlYoYOptionletVolatilitySurfaceMinStrike](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L557)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, trigger = None)


[qlYoYOptionletVolatilitySurfaceMaxStrike](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L571)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, trigger = None)


[qlYoYOptionletVolatilitySurfaceBaseLevel](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L585)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, trigger = None)


[qlYoYOptionletVolatilitySurfaceVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L603)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, maturity_date: qDate, strike: float, observation_lag: qPeriod = ql.Period(-1, ql.Days), extrapolate: bool = False, trigger = None)


[qlYoYOptionletVolatilitySurfaceVolatilityFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L626)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, maturity_time: float, strike: float, observation_lag: qPeriod = ql.Period(-1, ql.Days), extrapolate: bool = False, trigger = None)


[qlYoYOptionletVolatilitySurfaceTotalVariance](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L649)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, exercise_date: qDate, strike: float, observation_lag: qPeriod = ql.Period(-1, ql.Days), extrapolate: bool = False, trigger = None)


[qlYoYOptionletVolatilitySurfaceTotalVarianceFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L672)(vol_tsh: ql.YoYOptionletVolatilitySurfaceHandle, exercise_time: float, strike: float, observation_lag: qPeriod = ql.Period(-1, ql.Days), extrapolate: bool = False, trigger = None)


[qlSwaptionVolatilityStructureVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L698)(vol_tsh: ql.SwaptionVolatilityStructureHandle, option_date: qDate, swap_tenor: qPeriod, strike: float, extrapolate: bool = False, trigger = None)


[qlSwaptionVolatilityStructureVolatilityFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L721)(vol_tsh: ql.SwaptionVolatilityStructureHandle, option_time: float, swap_length: float, strike: float, extrapolate: bool = False, trigger = None)


[qlSwaptionVolatilityStructureBlackVariance](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L744)(vol_tsh: ql.SwaptionVolatilityStructureHandle, option_date: qDate, swap_tenor: qPeriod, strike: float, extrapolate: bool = False, trigger = None)


[qlSwaptionVolatilityStructureBlackVarianceFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L767)(vol_tsh: ql.SwaptionVolatilityStructureHandle, option_time: float, swap_length: float, strike: float, extrapolate: bool = False, trigger = None)


[qlSwaptionVolatilityStructureOptionDateFromTenor](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L787)(vol_tsh: ql.SwaptionVolatilityStructureHandle, option_tenor: qPeriod, trigger = None)


[qlSwaptionVolatilityStructureShift](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L806)(vol_tsh: ql.SwaptionVolatilityStructureHandle, option_date: qDate, swap_tenor: qPeriod, extrapolate: bool = False, trigger = None)


[qlSwaptionVolatilityStructureShiftFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L827)(vol_tsh: ql.SwaptionVolatilityStructureHandle, option_time: float, swap_length: float, extrapolate: bool = False, trigger = None)


[qlSwaptionVolatilityStructureSmileSection](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L848)(vol_tsh: ql.SwaptionVolatilityStructureHandle, option_date: qDate, swap_tenor: qPeriod, extrapolate: bool = False, trigger = None)


[qlSwaptionVolatilityStructureSmileSectionFromTime](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L869)(vol_tsh: ql.SwaptionVolatilityStructureHandle, option_time: float, swap_length: float, extrapolate: bool = False, trigger = None)


[qlConstantSwaptionVolatility](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L893)(reference_date: qDate, calendar: qCalendar, business_day_convention: qBusinessDayConvention, volatility: qQuoteHandle, day_counter: qDayCounter, volatility_type: qVolatilityType = ql.ShiftedLognormal, shift: float = 0.0, trigger = None)


[qlSwaptionVolatilityMatrix](https://github.com/frame-consulting/QuantLibXlOil/blob/main/src/quantlib_xloil/volatilities.py#L930)(reference_date: qDate, expiry_dates: xlo.Array(dims=1), lengths: xlo.Array(dims=1), vols: xlo.Array(dims=2), day_counter: qDayCounter, flat_extrapolation: bool = False, volatility_type: qVolatilityType = ql.ShiftedLognormal, shifts: xlo.Array(dims=2) = None, trigger = None)