Index - D
| DataPoint | |
| 1 (Type/Class) | Q.Stats.TimeSeries |
| 2 (Data Constructor) | Q.Stats.TimeSeries |
| dateToString | Q.Stats.TimeSeries |
| DayCounter | Q.Time.DayCounter, Q.Time |
| dayFormat' | Q.Stats.TimeSeries |
| dayToString | Q.Stats.TimeSeries |
| dcCount | Q.Time.DayCounter, Q.Time |
| dcName | Q.Time.DayCounter, Q.Time |
| dcYearFraction | Q.Time.DayCounter, Q.Time |
| dDiff | Q.Stochastic.Process, Q.Stochastic |
| dDrift | Q.Stochastic.Process, Q.Stochastic |
| dDt | Q.Stochastic.Process, Q.Stochastic |
| Delta | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| DF | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| DiffMethod | Q.Greeks |
| discount | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| discountFactor | |
| 1 (Function) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Function) | Q.MonteCarlo |
| Discretize | Q.Stochastic.Process, Q.Stochastic |
| dpT | Q.Stats.TimeSeries |
| dpV | Q.Stats.TimeSeries |