QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Deprecated Features
Class Actual365NoLeap
Use Actual365Fixed(Actual365Fixed::NoLeap). Deprecated in version 1.11.
Member GeneralLinearLeastSquares::calculate (xIterator xBegin, xIterator xEnd, yIterator yBegin, yIterator yEnd, vIterator vBegin, vIterator vEnd)
Use the overload taking 5 parameters. Deprecated in version 1.10.
Member QuantLib::CapFloorMatrix
No longer used. Deprecated in version 1.10.
Member QuantLib::ChiSquareDistribution
Use CumulativeChiSquareDistribution instead. Deprecated in version 1.12.
Member QuantLib::GammaDistribution
Use CumulativeGammaDistribution instead. Deprecated in version 1.12.
Member QuantLib::InverseNonCentralChiSquareDistribution
Use InverseNonCentralCumulativeChiSquareDistribution instead. Deprecated in version 1.12.
Member QuantLib::NonCentralChiSquareDistribution
Use NonCentralCumulativeChiSquareDistribution instead. Deprecated in version 1.12.