/* Copyright (C) 2016 -2017 Jerry Jin */ #include #include #include #include "quantlibnode.hpp" #include #include #include #include using namespace node; using namespace v8; NAN_MODULE_INIT(init){ static ObjectHandler::Repository repository; static ObjectHandler::ProcessorFactory processorFactory; static ObjectHandler::EnumTypeRegistry enumTypeRegistry; static ObjectHandler::EnumClassRegistry enumClassRegistry; static ObjectHandler::EnumPairRegistry enumPairRegistry; QuantLibAddin::registerEnumerations(); Nan::SetMethod(target, "AbcdFunction", QuantLibNode::AbcdFunction); Nan::SetMethod(target, "AbcdCalibration", QuantLibNode::AbcdCalibration); Nan::SetMethod(target, "AbcdFunctionInstantaneousValue", QuantLibNode::AbcdFunctionInstantaneousValue); Nan::SetMethod(target, "AbcdFunctionInstantaneousCovariance", QuantLibNode::AbcdFunctionInstantaneousCovariance); Nan::SetMethod(target, "AbcdFunctionInstantaneousVariance", QuantLibNode::AbcdFunctionInstantaneousVariance); Nan::SetMethod(target, "AbcdFunctionInstantaneousVolatility", QuantLibNode::AbcdFunctionInstantaneousVolatility); Nan::SetMethod(target, "AbcdFunctionCovariance", QuantLibNode::AbcdFunctionCovariance); Nan::SetMethod(target, "AbcdFunctionVariance", QuantLibNode::AbcdFunctionVariance); Nan::SetMethod(target, "AbcdFunctionVolatility", QuantLibNode::AbcdFunctionVolatility); Nan::SetMethod(target, "AbcdFunctionShortTermVolatility", QuantLibNode::AbcdFunctionShortTermVolatility); Nan::SetMethod(target, "AbcdFunctionLongTermVolatility", QuantLibNode::AbcdFunctionLongTermVolatility); Nan::SetMethod(target, "AbcdFunctionMaximumLocation", QuantLibNode::AbcdFunctionMaximumLocation); Nan::SetMethod(target, "AbcdFunctionMaximumVolatility", QuantLibNode::AbcdFunctionMaximumVolatility); Nan::SetMethod(target, "AbcdFunctionA", QuantLibNode::AbcdFunctionA); Nan::SetMethod(target, "AbcdFunctionB", QuantLibNode::AbcdFunctionB); Nan::SetMethod(target, "AbcdFunctionC", QuantLibNode::AbcdFunctionC); Nan::SetMethod(target, "AbcdFunctionD", QuantLibNode::AbcdFunctionD); Nan::SetMethod(target, "AbcdDFunction", QuantLibNode::AbcdDFunction); Nan::SetMethod(target, "AbcdCalibrationCompute", QuantLibNode::AbcdCalibrationCompute); Nan::SetMethod(target, "AbcdCalibrationK", QuantLibNode::AbcdCalibrationK); Nan::SetMethod(target, "AbcdCalibrationError", QuantLibNode::AbcdCalibrationError); Nan::SetMethod(target, "AbcdCalibrationMaxError", QuantLibNode::AbcdCalibrationMaxError); Nan::SetMethod(target, "AbcdCalibrationEndCriteria", QuantLibNode::AbcdCalibrationEndCriteria); Nan::SetMethod(target, "AbcdCalibrationA", QuantLibNode::AbcdCalibrationA); Nan::SetMethod(target, "AbcdCalibrationB", QuantLibNode::AbcdCalibrationB); Nan::SetMethod(target, "AbcdCalibrationC", QuantLibNode::AbcdCalibrationC); Nan::SetMethod(target, "AbcdCalibrationD", QuantLibNode::AbcdCalibrationD); Nan::SetMethod(target, "AccountingEngine", QuantLibNode::AccountingEngine); Nan::SetMethod(target, "AccountingEngineMultiplePathValues", QuantLibNode::AccountingEngineMultiplePathValues); Nan::SetMethod(target, "AlphaFormInverseLinear", QuantLibNode::AlphaFormInverseLinear); Nan::SetMethod(target, "AlphaFormLinearHyperbolic", QuantLibNode::AlphaFormLinearHyperbolic); Nan::SetMethod(target, "AlphaFormOperator", QuantLibNode::AlphaFormOperator); Nan::SetMethod(target, "AlphaFormSetAlpha", QuantLibNode::AlphaFormSetAlpha); Nan::SetMethod(target, "AssetSwap", QuantLibNode::AssetSwap); Nan::SetMethod(target, "AssetSwap2", QuantLibNode::AssetSwap2); Nan::SetMethod(target, "AssetSwapBondLegAnalysis", QuantLibNode::AssetSwapBondLegAnalysis); Nan::SetMethod(target, "AssetSwapFloatingLegAnalysis", QuantLibNode::AssetSwapFloatingLegAnalysis); Nan::SetMethod(target, "AssetSwapFairSpread", QuantLibNode::AssetSwapFairSpread); Nan::SetMethod(target, "AssetSwapFloatingLegBPS", QuantLibNode::AssetSwapFloatingLegBPS); Nan::SetMethod(target, "AssetSwapFairCleanPrice", QuantLibNode::AssetSwapFairCleanPrice); Nan::SetMethod(target, "AssetSwapFairNonParRepayment", QuantLibNode::AssetSwapFairNonParRepayment); Nan::SetMethod(target, "AssetSwapParSwap", QuantLibNode::AssetSwapParSwap); Nan::SetMethod(target, "AssetSwapPayBondCoupon", QuantLibNode::AssetSwapPayBondCoupon); Nan::SetMethod(target, "GaussianLHPLossmodel", QuantLibNode::GaussianLHPLossmodel); Nan::SetMethod(target, "IHGaussPoolLossModel", QuantLibNode::IHGaussPoolLossModel); Nan::SetMethod(target, "IHStudentPoolLossModel", QuantLibNode::IHStudentPoolLossModel); Nan::SetMethod(target, "GBinomialLossmodel", QuantLibNode::GBinomialLossmodel); Nan::SetMethod(target, "TBinomialLossmodel", QuantLibNode::TBinomialLossmodel); Nan::SetMethod(target, "BaseCorrelationLossModel", QuantLibNode::BaseCorrelationLossModel); Nan::SetMethod(target, "GMCLossModel", QuantLibNode::GMCLossModel); Nan::SetMethod(target, "GRandomRRMCLossModel", QuantLibNode::GRandomRRMCLossModel); Nan::SetMethod(target, "TMCLossModel", QuantLibNode::TMCLossModel); Nan::SetMethod(target, "TRandomRRMCLossModel", QuantLibNode::TRandomRRMCLossModel); Nan::SetMethod(target, "GSaddlePointLossmodel", QuantLibNode::GSaddlePointLossmodel); Nan::SetMethod(target, "TSaddlePointLossmodel", QuantLibNode::TSaddlePointLossmodel); Nan::SetMethod(target, "GRecursiveLossmodel", QuantLibNode::GRecursiveLossmodel); Nan::SetMethod(target, "FixedRateBond", QuantLibNode::FixedRateBond); Nan::SetMethod(target, "FixedRateBond2", QuantLibNode::FixedRateBond2); Nan::SetMethod(target, "FloatingRateBond", QuantLibNode::FloatingRateBond); Nan::SetMethod(target, "CmsRateBond", QuantLibNode::CmsRateBond); Nan::SetMethod(target, "ZeroCouponBond", QuantLibNode::ZeroCouponBond); Nan::SetMethod(target, "Bond", QuantLibNode::Bond); Nan::SetMethod(target, "BondSettlementDays", QuantLibNode::BondSettlementDays); Nan::SetMethod(target, "BondCalendar", QuantLibNode::BondCalendar); Nan::SetMethod(target, "BondNotionals", QuantLibNode::BondNotionals); Nan::SetMethod(target, "BondNotional", QuantLibNode::BondNotional); Nan::SetMethod(target, "BondMaturityDate", QuantLibNode::BondMaturityDate); Nan::SetMethod(target, "BondIssueDate", QuantLibNode::BondIssueDate); Nan::SetMethod(target, "BondIsTradable", QuantLibNode::BondIsTradable); Nan::SetMethod(target, "BondSettlementDate", QuantLibNode::BondSettlementDate); Nan::SetMethod(target, "BondCleanPrice", QuantLibNode::BondCleanPrice); Nan::SetMethod(target, "BondDescription", QuantLibNode::BondDescription); Nan::SetMethod(target, "BondCurrency", QuantLibNode::BondCurrency); Nan::SetMethod(target, "BondRedemptionAmount", QuantLibNode::BondRedemptionAmount); Nan::SetMethod(target, "BondRedemptionDate", QuantLibNode::BondRedemptionDate); Nan::SetMethod(target, "BondFlowAnalysis", QuantLibNode::BondFlowAnalysis); Nan::SetMethod(target, "BondSetCouponPricer", QuantLibNode::BondSetCouponPricer); Nan::SetMethod(target, "BondSetCouponPricers", QuantLibNode::BondSetCouponPricers); Nan::SetMethod(target, "BondStartDate", QuantLibNode::BondStartDate); Nan::SetMethod(target, "BondPreviousCashFlowDate", QuantLibNode::BondPreviousCashFlowDate); Nan::SetMethod(target, "BondNextCashFlowDate", QuantLibNode::BondNextCashFlowDate); Nan::SetMethod(target, "BondPreviousCashFlowAmount", QuantLibNode::BondPreviousCashFlowAmount); Nan::SetMethod(target, "BondNextCashFlowAmount", QuantLibNode::BondNextCashFlowAmount); Nan::SetMethod(target, "BondPreviousCouponRate", QuantLibNode::BondPreviousCouponRate); Nan::SetMethod(target, "BondNextCouponRate", QuantLibNode::BondNextCouponRate); Nan::SetMethod(target, "BondAccrualStartDate", QuantLibNode::BondAccrualStartDate); Nan::SetMethod(target, "BondAccrualEndDate", QuantLibNode::BondAccrualEndDate); Nan::SetMethod(target, "BondReferencePeriodStart", QuantLibNode::BondReferencePeriodStart); Nan::SetMethod(target, "BondReferencePeriodEnd", QuantLibNode::BondReferencePeriodEnd); Nan::SetMethod(target, "BondAccrualPeriod", QuantLibNode::BondAccrualPeriod); Nan::SetMethod(target, "BondAccrualDays", QuantLibNode::BondAccrualDays); Nan::SetMethod(target, "BondAccruedPeriod", QuantLibNode::BondAccruedPeriod); Nan::SetMethod(target, "BondAccruedDays", QuantLibNode::BondAccruedDays); Nan::SetMethod(target, "BondAccruedAmount", QuantLibNode::BondAccruedAmount); Nan::SetMethod(target, "BondCleanPriceFromYieldTermStructure", QuantLibNode::BondCleanPriceFromYieldTermStructure); Nan::SetMethod(target, "BondBpsFromYieldTermStructure", QuantLibNode::BondBpsFromYieldTermStructure); Nan::SetMethod(target, "BondAtmRateFromYieldTermStructure", QuantLibNode::BondAtmRateFromYieldTermStructure); Nan::SetMethod(target, "BondCleanPriceFromYield", QuantLibNode::BondCleanPriceFromYield); Nan::SetMethod(target, "BondDirtyPriceFromYield", QuantLibNode::BondDirtyPriceFromYield); Nan::SetMethod(target, "BondBpsFromYield", QuantLibNode::BondBpsFromYield); Nan::SetMethod(target, "BondYieldFromCleanPrice", QuantLibNode::BondYieldFromCleanPrice); Nan::SetMethod(target, "BondDurationFromYield", QuantLibNode::BondDurationFromYield); Nan::SetMethod(target, "BondConvexityFromYield", QuantLibNode::BondConvexityFromYield); Nan::SetMethod(target, "BondCleanPriceFromZSpread", QuantLibNode::BondCleanPriceFromZSpread); Nan::SetMethod(target, "BondZSpreadFromCleanPrice", QuantLibNode::BondZSpreadFromCleanPrice); Nan::SetMethod(target, "BondAlive", QuantLibNode::BondAlive); Nan::SetMethod(target, "BondMaturityLookup", QuantLibNode::BondMaturityLookup); Nan::SetMethod(target, "BondMaturitySort", QuantLibNode::BondMaturitySort); Nan::SetMethod(target, "MTBrownianGeneratorFactory", QuantLibNode::MTBrownianGeneratorFactory); Nan::SetMethod(target, "CCTEU", QuantLibNode::CCTEU); Nan::SetMethod(target, "BTP", QuantLibNode::BTP); Nan::SetMethod(target, "BTP2", QuantLibNode::BTP2); Nan::SetMethod(target, "RendistatoBasket", QuantLibNode::RendistatoBasket); Nan::SetMethod(target, "RendistatoCalculator", QuantLibNode::RendistatoCalculator); Nan::SetMethod(target, "RendistatoEquivalentSwapLengthQuote", QuantLibNode::RendistatoEquivalentSwapLengthQuote); Nan::SetMethod(target, "RendistatoEquivalentSwapSpreadQuote", QuantLibNode::RendistatoEquivalentSwapSpreadQuote); Nan::SetMethod(target, "RendistatoBasketSize", QuantLibNode::RendistatoBasketSize); Nan::SetMethod(target, "RendistatoBasketOutstanding", QuantLibNode::RendistatoBasketOutstanding); Nan::SetMethod(target, "RendistatoBasketOutstandings", QuantLibNode::RendistatoBasketOutstandings); Nan::SetMethod(target, "RendistatoBasketWeights", QuantLibNode::RendistatoBasketWeights); Nan::SetMethod(target, "RendistatoCalculatorYield", QuantLibNode::RendistatoCalculatorYield); Nan::SetMethod(target, "RendistatoCalculatorDuration", QuantLibNode::RendistatoCalculatorDuration); Nan::SetMethod(target, "RendistatoCalculatorYields", QuantLibNode::RendistatoCalculatorYields); Nan::SetMethod(target, "RendistatoCalculatorDurations", QuantLibNode::RendistatoCalculatorDurations); Nan::SetMethod(target, "RendistatoCalculatorSwapLengths", QuantLibNode::RendistatoCalculatorSwapLengths); Nan::SetMethod(target, "RendistatoCalculatorSwapRates", QuantLibNode::RendistatoCalculatorSwapRates); Nan::SetMethod(target, "RendistatoCalculatorSwapYields", QuantLibNode::RendistatoCalculatorSwapYields); Nan::SetMethod(target, "RendistatoCalculatorSwapDurations", QuantLibNode::RendistatoCalculatorSwapDurations); Nan::SetMethod(target, "RendistatoCalculatorEquivalentSwapRate", QuantLibNode::RendistatoCalculatorEquivalentSwapRate); Nan::SetMethod(target, "RendistatoCalculatorEquivalentSwapYield", QuantLibNode::RendistatoCalculatorEquivalentSwapYield); Nan::SetMethod(target, "RendistatoCalculatorEquivalentSwapDuration", QuantLibNode::RendistatoCalculatorEquivalentSwapDuration); Nan::SetMethod(target, "RendistatoCalculatorEquivalentSwapSpread", QuantLibNode::RendistatoCalculatorEquivalentSwapSpread); Nan::SetMethod(target, "RendistatoCalculatorEquivalentSwapLength", QuantLibNode::RendistatoCalculatorEquivalentSwapLength); Nan::SetMethod(target, "CalendarHolidayList", QuantLibNode::CalendarHolidayList); Nan::SetMethod(target, "CalendarName", QuantLibNode::CalendarName); Nan::SetMethod(target, "CalendarIsBusinessDay", QuantLibNode::CalendarIsBusinessDay); Nan::SetMethod(target, "CalendarIsHoliday", QuantLibNode::CalendarIsHoliday); Nan::SetMethod(target, "CalendarIsEndOfMonth", QuantLibNode::CalendarIsEndOfMonth); Nan::SetMethod(target, "CalendarEndOfMonth", QuantLibNode::CalendarEndOfMonth); Nan::SetMethod(target, "CalendarAddHoliday", QuantLibNode::CalendarAddHoliday); Nan::SetMethod(target, "CalendarRemoveHoliday", QuantLibNode::CalendarRemoveHoliday); Nan::SetMethod(target, "CalendarAdjust", QuantLibNode::CalendarAdjust); Nan::SetMethod(target, "CalendarAdvance", QuantLibNode::CalendarAdvance); Nan::SetMethod(target, "CalendarBusinessDaysBetween", QuantLibNode::CalendarBusinessDaysBetween); Nan::SetMethod(target, "SwaptionHelper", QuantLibNode::SwaptionHelper); Nan::SetMethod(target, "CalibrationHelperSetPricingEngine", QuantLibNode::CalibrationHelperSetPricingEngine); Nan::SetMethod(target, "CalibrationHelperImpliedVolatility", QuantLibNode::CalibrationHelperImpliedVolatility); Nan::SetMethod(target, "SwaptionHelperModelValue", QuantLibNode::SwaptionHelperModelValue); Nan::SetMethod(target, "OneFactorAffineModelCalibrate", QuantLibNode::OneFactorAffineModelCalibrate); Nan::SetMethod(target, "ModelG2Calibrate", QuantLibNode::ModelG2Calibrate); Nan::SetMethod(target, "CapFloor", QuantLibNode::CapFloor); Nan::SetMethod(target, "MakeCapFloor", QuantLibNode::MakeCapFloor); Nan::SetMethod(target, "CapFloorType", QuantLibNode::CapFloorType); Nan::SetMethod(target, "CapFloorCapRates", QuantLibNode::CapFloorCapRates); Nan::SetMethod(target, "CapFloorFloorRates", QuantLibNode::CapFloorFloorRates); Nan::SetMethod(target, "CapFloorAtmRate", QuantLibNode::CapFloorAtmRate); Nan::SetMethod(target, "CapFloorStartDate", QuantLibNode::CapFloorStartDate); Nan::SetMethod(target, "CapFloorMaturityDate", QuantLibNode::CapFloorMaturityDate); Nan::SetMethod(target, "CapFloorImpliedVolatility", QuantLibNode::CapFloorImpliedVolatility); Nan::SetMethod(target, "CapFloorLegAnalysis", QuantLibNode::CapFloorLegAnalysis); Nan::SetMethod(target, "RelinkableHandleOptionletVolatilityStructure", QuantLibNode::RelinkableHandleOptionletVolatilityStructure); Nan::SetMethod(target, "ConstantOptionletVolatility", QuantLibNode::ConstantOptionletVolatility); Nan::SetMethod(target, "SpreadedOptionletVolatility", QuantLibNode::SpreadedOptionletVolatility); Nan::SetMethod(target, "StrippedOptionletAdapter", QuantLibNode::StrippedOptionletAdapter); Nan::SetMethod(target, "StrippedOptionlet", QuantLibNode::StrippedOptionlet); Nan::SetMethod(target, "OptionletStripper1", QuantLibNode::OptionletStripper1); Nan::SetMethod(target, "OptionletStripper2", QuantLibNode::OptionletStripper2); Nan::SetMethod(target, "CapFloorTermVolCurve", QuantLibNode::CapFloorTermVolCurve); Nan::SetMethod(target, "CapFloorTermVolSurface", QuantLibNode::CapFloorTermVolSurface); Nan::SetMethod(target, "OptionletVTSVolatility", QuantLibNode::OptionletVTSVolatility); Nan::SetMethod(target, "OptionletVTSVolatility2", QuantLibNode::OptionletVTSVolatility2); Nan::SetMethod(target, "OptionletVTSBlackVariance", QuantLibNode::OptionletVTSBlackVariance); Nan::SetMethod(target, "OptionletVTSBlackVariance2", QuantLibNode::OptionletVTSBlackVariance2); Nan::SetMethod(target, "StrippedOptionletBaseStrikes", QuantLibNode::StrippedOptionletBaseStrikes); Nan::SetMethod(target, "StrippedOptionletBaseOptionletVolatilities", QuantLibNode::StrippedOptionletBaseOptionletVolatilities); Nan::SetMethod(target, "StrippedOptionletBaseOptionletFixingDates", QuantLibNode::StrippedOptionletBaseOptionletFixingDates); Nan::SetMethod(target, "StrippedOptionletBaseOptionletFixingTimes", QuantLibNode::StrippedOptionletBaseOptionletFixingTimes); Nan::SetMethod(target, "StrippedOptionletBaseAtmOptionletRates", QuantLibNode::StrippedOptionletBaseAtmOptionletRates); Nan::SetMethod(target, "StrippedOptionletBaseDayCounter", QuantLibNode::StrippedOptionletBaseDayCounter); Nan::SetMethod(target, "StrippedOptionletBaseCalendar", QuantLibNode::StrippedOptionletBaseCalendar); Nan::SetMethod(target, "StrippedOptionletBaseSettlementDays", QuantLibNode::StrippedOptionletBaseSettlementDays); Nan::SetMethod(target, "StrippedOptionletBaseBusinessDayConvention", QuantLibNode::StrippedOptionletBaseBusinessDayConvention); Nan::SetMethod(target, "OptionletStripperOptionletFixingTenors", QuantLibNode::OptionletStripperOptionletFixingTenors); Nan::SetMethod(target, "OptionletStripperOptionletPaymentDates", QuantLibNode::OptionletStripperOptionletPaymentDates); Nan::SetMethod(target, "OptionletStripperOptionletAccrualPeriods", QuantLibNode::OptionletStripperOptionletAccrualPeriods); Nan::SetMethod(target, "OptionletStripper1CapFloorPrices", QuantLibNode::OptionletStripper1CapFloorPrices); Nan::SetMethod(target, "OptionletStripper1CapFloorVolatilities", QuantLibNode::OptionletStripper1CapFloorVolatilities); Nan::SetMethod(target, "OptionletStripper1OptionletPrices", QuantLibNode::OptionletStripper1OptionletPrices); Nan::SetMethod(target, "OptionletStripper1SwitchStrike", QuantLibNode::OptionletStripper1SwitchStrike); Nan::SetMethod(target, "OptionletStripper2SpreadsVol", QuantLibNode::OptionletStripper2SpreadsVol); Nan::SetMethod(target, "OptionletStripper2AtmCapFloorPrices", QuantLibNode::OptionletStripper2AtmCapFloorPrices); Nan::SetMethod(target, "OptionletStripper2AtmCapFloorStrikes", QuantLibNode::OptionletStripper2AtmCapFloorStrikes); Nan::SetMethod(target, "CapFloorTermVTSVolatility", QuantLibNode::CapFloorTermVTSVolatility); Nan::SetMethod(target, "CapFloorTermVTSVolatility2", QuantLibNode::CapFloorTermVTSVolatility2); Nan::SetMethod(target, "CapFloorTermVolCurveOptionTenors", QuantLibNode::CapFloorTermVolCurveOptionTenors); Nan::SetMethod(target, "CapFloorTermVolCurveOptionDates", QuantLibNode::CapFloorTermVolCurveOptionDates); Nan::SetMethod(target, "CapFloorTermVolSurfaceOptionTenors", QuantLibNode::CapFloorTermVolSurfaceOptionTenors); Nan::SetMethod(target, "CapFloorTermVolSurfaceOptionDates", QuantLibNode::CapFloorTermVolSurfaceOptionDates); Nan::SetMethod(target, "CapFloorTermVolSurfaceStrikes", QuantLibNode::CapFloorTermVolSurfaceStrikes); Nan::SetMethod(target, "CmsMarket", QuantLibNode::CmsMarket); Nan::SetMethod(target, "BrowseCmsMarket", QuantLibNode::BrowseCmsMarket); Nan::SetMethod(target, "CmsMarketCalibration", QuantLibNode::CmsMarketCalibration); Nan::SetMethod(target, "CmsMarketCalibrationCompute", QuantLibNode::CmsMarketCalibrationCompute); Nan::SetMethod(target, "CmsMarketCalibrationError", QuantLibNode::CmsMarketCalibrationError); Nan::SetMethod(target, "CmsMarketCalibrationEndCriteria", QuantLibNode::CmsMarketCalibrationEndCriteria); Nan::SetMethod(target, "CmsMarketCalibrationElapsed", QuantLibNode::CmsMarketCalibrationElapsed); Nan::SetMethod(target, "CmsMarketCalibrationSparseSabrParameters", QuantLibNode::CmsMarketCalibrationSparseSabrParameters); Nan::SetMethod(target, "CmsMarketCalibrationDenseSabrParameters", QuantLibNode::CmsMarketCalibrationDenseSabrParameters); Nan::SetMethod(target, "SimultaneousCalibrationBrowseCmsMarket", QuantLibNode::SimultaneousCalibrationBrowseCmsMarket); Nan::SetMethod(target, "MarketModelLmLinearExponentialCorrelationModel", QuantLibNode::MarketModelLmLinearExponentialCorrelationModel); Nan::SetMethod(target, "HistoricalForwardRatesAnalysis", QuantLibNode::HistoricalForwardRatesAnalysis); Nan::SetMethod(target, "HistoricalRatesAnalysis", QuantLibNode::HistoricalRatesAnalysis); Nan::SetMethod(target, "TimeHomogeneousForwardCorrelation", QuantLibNode::TimeHomogeneousForwardCorrelation); Nan::SetMethod(target, "ExponentialForwardCorrelation", QuantLibNode::ExponentialForwardCorrelation); Nan::SetMethod(target, "CotSwapFromFwdCorrelation", QuantLibNode::CotSwapFromFwdCorrelation); Nan::SetMethod(target, "HistoricalForwardRatesAnalysisSkippedDates", QuantLibNode::HistoricalForwardRatesAnalysisSkippedDates); Nan::SetMethod(target, "HistoricalForwardRatesAnalysisSkippedDatesErrorMessage", QuantLibNode::HistoricalForwardRatesAnalysisSkippedDatesErrorMessage); Nan::SetMethod(target, "HistoricalForwardRatesAnalysisFailedDates", QuantLibNode::HistoricalForwardRatesAnalysisFailedDates); Nan::SetMethod(target, "HistoricalForwardRatesAnalysisFailedDatesErrorMessage", QuantLibNode::HistoricalForwardRatesAnalysisFailedDatesErrorMessage); Nan::SetMethod(target, "HistoricalForwardRatesAnalysisFixingPeriods", QuantLibNode::HistoricalForwardRatesAnalysisFixingPeriods); Nan::SetMethod(target, "HistoricalRatesAnalysisSkippedDates", QuantLibNode::HistoricalRatesAnalysisSkippedDates); Nan::SetMethod(target, "HistoricalRatesAnalysisSkippedDatesErrorMessage", QuantLibNode::HistoricalRatesAnalysisSkippedDatesErrorMessage); Nan::SetMethod(target, "PiecewiseConstantCorrelationCorrelation", QuantLibNode::PiecewiseConstantCorrelationCorrelation); Nan::SetMethod(target, "PiecewiseConstantCorrelationTimes", QuantLibNode::PiecewiseConstantCorrelationTimes); Nan::SetMethod(target, "PiecewiseConstantCorrelationNumberOfRates", QuantLibNode::PiecewiseConstantCorrelationNumberOfRates); Nan::SetMethod(target, "ExponentialCorrelations", QuantLibNode::ExponentialCorrelations); Nan::SetMethod(target, "FixedRateLeg", QuantLibNode::FixedRateLeg); Nan::SetMethod(target, "FixedRateLeg2", QuantLibNode::FixedRateLeg2); Nan::SetMethod(target, "IborLeg", QuantLibNode::IborLeg); Nan::SetMethod(target, "DigitalIborLeg", QuantLibNode::DigitalIborLeg); Nan::SetMethod(target, "CmsLeg", QuantLibNode::CmsLeg); Nan::SetMethod(target, "DigitalCmsLeg", QuantLibNode::DigitalCmsLeg); Nan::SetMethod(target, "RangeAccrualLeg", QuantLibNode::RangeAccrualLeg); Nan::SetMethod(target, "CmsZeroLeg", QuantLibNode::CmsZeroLeg); Nan::SetMethod(target, "IborCouponPricer", QuantLibNode::IborCouponPricer); Nan::SetMethod(target, "CmsCouponPricer", QuantLibNode::CmsCouponPricer); Nan::SetMethod(target, "ConundrumPricerByNumericalIntegration", QuantLibNode::ConundrumPricerByNumericalIntegration); Nan::SetMethod(target, "DigitalReplication", QuantLibNode::DigitalReplication); Nan::SetMethod(target, "ConundrumPricerByNumericalIntegrationUpperLimit", QuantLibNode::ConundrumPricerByNumericalIntegrationUpperLimit); Nan::SetMethod(target, "CreditDefaultSwap", QuantLibNode::CreditDefaultSwap); Nan::SetMethod(target, "MidPointCdsEngine", QuantLibNode::MidPointCdsEngine); Nan::SetMethod(target, "HazardRateCurve", QuantLibNode::HazardRateCurve); Nan::SetMethod(target, "SpreadCdsHelper", QuantLibNode::SpreadCdsHelper); Nan::SetMethod(target, "UpfrontCdsHelper", QuantLibNode::UpfrontCdsHelper); Nan::SetMethod(target, "PiecewiseHazardRateCurve", QuantLibNode::PiecewiseHazardRateCurve); Nan::SetMethod(target, "PiecewiseFlatForwardCurve", QuantLibNode::PiecewiseFlatForwardCurve); Nan::SetMethod(target, "RiskyFixedBond", QuantLibNode::RiskyFixedBond); Nan::SetMethod(target, "Issuer", QuantLibNode::Issuer); Nan::SetMethod(target, "DefaultEvent", QuantLibNode::DefaultEvent); Nan::SetMethod(target, "SyntheticCDO", QuantLibNode::SyntheticCDO); Nan::SetMethod(target, "MidPointCDOEngine", QuantLibNode::MidPointCDOEngine); Nan::SetMethod(target, "NthToDefault", QuantLibNode::NthToDefault); Nan::SetMethod(target, "IntegralNtdEngine", QuantLibNode::IntegralNtdEngine); Nan::SetMethod(target, "BlackCdsOptionEngine", QuantLibNode::BlackCdsOptionEngine); Nan::SetMethod(target, "CDSOption", QuantLibNode::CDSOption); Nan::SetMethod(target, "BaseCorrelationTermStructure", QuantLibNode::BaseCorrelationTermStructure); Nan::SetMethod(target, "CdsCouponLegNPV", QuantLibNode::CdsCouponLegNPV); Nan::SetMethod(target, "CdsDefaultLegNPV", QuantLibNode::CdsDefaultLegNPV); Nan::SetMethod(target, "CdsFairSpread", QuantLibNode::CdsFairSpread); Nan::SetMethod(target, "CdsFairUpfront", QuantLibNode::CdsFairUpfront); Nan::SetMethod(target, "HRDates", QuantLibNode::HRDates); Nan::SetMethod(target, "HRates", QuantLibNode::HRates); Nan::SetMethod(target, "CdsOptionImpliedVol", QuantLibNode::CdsOptionImpliedVol); Nan::SetMethod(target, "BaseCorrelationValue", QuantLibNode::BaseCorrelationValue); Nan::SetMethod(target, "CTSMMCapletOriginalCalibration", QuantLibNode::CTSMMCapletOriginalCalibration); Nan::SetMethod(target, "CTSMMCapletAlphaFormCalibration", QuantLibNode::CTSMMCapletAlphaFormCalibration); Nan::SetMethod(target, "CTSMMCapletMaxHomogeneityCalibration", QuantLibNode::CTSMMCapletMaxHomogeneityCalibration); Nan::SetMethod(target, "CTSMMCapletCalibrationCalibrate", QuantLibNode::CTSMMCapletCalibrationCalibrate); Nan::SetMethod(target, "CTSMMCapletCalibrationFailures", QuantLibNode::CTSMMCapletCalibrationFailures); Nan::SetMethod(target, "CTSMMCapletCalibrationDeformationSize", QuantLibNode::CTSMMCapletCalibrationDeformationSize); Nan::SetMethod(target, "CTSMMCapletCalibrationMarketCapletVols", QuantLibNode::CTSMMCapletCalibrationMarketCapletVols); Nan::SetMethod(target, "CTSMMCapletCalibrationModelCapletVols", QuantLibNode::CTSMMCapletCalibrationModelCapletVols); Nan::SetMethod(target, "CTSMMCapletCalibrationCapletRmsError", QuantLibNode::CTSMMCapletCalibrationCapletRmsError); Nan::SetMethod(target, "CTSMMCapletCalibrationCapletMaxError", QuantLibNode::CTSMMCapletCalibrationCapletMaxError); Nan::SetMethod(target, "CTSMMCapletCalibrationMarketSwaptionVols", QuantLibNode::CTSMMCapletCalibrationMarketSwaptionVols); Nan::SetMethod(target, "CTSMMCapletCalibrationModelSwaptionVols", QuantLibNode::CTSMMCapletCalibrationModelSwaptionVols); Nan::SetMethod(target, "CTSMMCapletCalibrationSwaptionRmsError", QuantLibNode::CTSMMCapletCalibrationSwaptionRmsError); Nan::SetMethod(target, "CTSMMCapletCalibrationSwaptionMaxError", QuantLibNode::CTSMMCapletCalibrationSwaptionMaxError); Nan::SetMethod(target, "CTSMMCapletCalibrationSwapPseudoRoot", QuantLibNode::CTSMMCapletCalibrationSwapPseudoRoot); Nan::SetMethod(target, "CTSMMCapletCalibrationTimeDependentCalibratedSwaptionVols", QuantLibNode::CTSMMCapletCalibrationTimeDependentCalibratedSwaptionVols); Nan::SetMethod(target, "CTSMMCapletCalibrationTimeDependentUnCalibratedSwaptionVols", QuantLibNode::CTSMMCapletCalibrationTimeDependentUnCalibratedSwaptionVols); Nan::SetMethod(target, "CTSMMCapletAlphaFormCalibrationAlpha", QuantLibNode::CTSMMCapletAlphaFormCalibrationAlpha); Nan::SetMethod(target, "CMSwapCurveState", QuantLibNode::CMSwapCurveState); Nan::SetMethod(target, "CoterminalSwapCurveState", QuantLibNode::CoterminalSwapCurveState); Nan::SetMethod(target, "LMMCurveState", QuantLibNode::LMMCurveState); Nan::SetMethod(target, "CurveStateRateTimes", QuantLibNode::CurveStateRateTimes); Nan::SetMethod(target, "CurveStateRateTaus", QuantLibNode::CurveStateRateTaus); Nan::SetMethod(target, "CurveStateForwardRates", QuantLibNode::CurveStateForwardRates); Nan::SetMethod(target, "CurveStateCoterminalSwapRates", QuantLibNode::CurveStateCoterminalSwapRates); Nan::SetMethod(target, "CurveStateCMSwapRates", QuantLibNode::CurveStateCMSwapRates); Nan::SetMethod(target, "CMSwapCurveStateSetOnCMSwapRates", QuantLibNode::CMSwapCurveStateSetOnCMSwapRates); Nan::SetMethod(target, "CoterminalSwapCurveStateSetOnCoterminalSwapRates", QuantLibNode::CoterminalSwapCurveStateSetOnCoterminalSwapRates); Nan::SetMethod(target, "LMMCurveStateSetOnForwardRates", QuantLibNode::LMMCurveStateSetOnForwardRates); Nan::SetMethod(target, "LMMCurveStateSetOnDiscountRatios", QuantLibNode::LMMCurveStateSetOnDiscountRatios); Nan::SetMethod(target, "ForwardsFromDiscountRatios", QuantLibNode::ForwardsFromDiscountRatios); Nan::SetMethod(target, "CoterminalSwapRatesFromDiscountRatios", QuantLibNode::CoterminalSwapRatesFromDiscountRatios); Nan::SetMethod(target, "CoterminalSwapAnnuitiesFromDiscountRatios", QuantLibNode::CoterminalSwapAnnuitiesFromDiscountRatios); Nan::SetMethod(target, "ConstantMaturitySwapRatesFromDiscountRatios", QuantLibNode::ConstantMaturitySwapRatesFromDiscountRatios); Nan::SetMethod(target, "ConstantMaturitySwapAnnuitiesFromDiscountRatios", QuantLibNode::ConstantMaturitySwapAnnuitiesFromDiscountRatios); Nan::SetMethod(target, "PeriodFromFrequency", QuantLibNode::PeriodFromFrequency); Nan::SetMethod(target, "FrequencyFromPeriod", QuantLibNode::FrequencyFromPeriod); Nan::SetMethod(target, "PeriodLessThan", QuantLibNode::PeriodLessThan); Nan::SetMethod(target, "PeriodEquivalent", QuantLibNode::PeriodEquivalent); Nan::SetMethod(target, "DateMinDate", QuantLibNode::DateMinDate); Nan::SetMethod(target, "DateMaxDate", QuantLibNode::DateMaxDate); Nan::SetMethod(target, "DateIsLeap", QuantLibNode::DateIsLeap); Nan::SetMethod(target, "DateEndOfMonth", QuantLibNode::DateEndOfMonth); Nan::SetMethod(target, "DateIsEndOfMonth", QuantLibNode::DateIsEndOfMonth); Nan::SetMethod(target, "DateNextWeekday", QuantLibNode::DateNextWeekday); Nan::SetMethod(target, "DateNthWeekday", QuantLibNode::DateNthWeekday); Nan::SetMethod(target, "IMMIsIMMdate", QuantLibNode::IMMIsIMMdate); Nan::SetMethod(target, "IMMIsIMMcode", QuantLibNode::IMMIsIMMcode); Nan::SetMethod(target, "IMMcode", QuantLibNode::IMMcode); Nan::SetMethod(target, "IMMNextCode", QuantLibNode::IMMNextCode); Nan::SetMethod(target, "IMMNextCodes", QuantLibNode::IMMNextCodes); Nan::SetMethod(target, "IMMdate", QuantLibNode::IMMdate); Nan::SetMethod(target, "IMMNextDate", QuantLibNode::IMMNextDate); Nan::SetMethod(target, "IMMNextDates", QuantLibNode::IMMNextDates); Nan::SetMethod(target, "ASXIsASXdate", QuantLibNode::ASXIsASXdate); Nan::SetMethod(target, "ASXIsASXcode", QuantLibNode::ASXIsASXcode); Nan::SetMethod(target, "ASXcode", QuantLibNode::ASXcode); Nan::SetMethod(target, "ASXNextCode", QuantLibNode::ASXNextCode); Nan::SetMethod(target, "ASXNextCodes", QuantLibNode::ASXNextCodes); Nan::SetMethod(target, "ASXdate", QuantLibNode::ASXdate); Nan::SetMethod(target, "ASXNextDate", QuantLibNode::ASXNextDate); Nan::SetMethod(target, "ASXNextDates", QuantLibNode::ASXNextDates); Nan::SetMethod(target, "ECBKnownDates", QuantLibNode::ECBKnownDates); Nan::SetMethod(target, "ECBAddDate", QuantLibNode::ECBAddDate); Nan::SetMethod(target, "ECBRemoveDate", QuantLibNode::ECBRemoveDate); Nan::SetMethod(target, "ECBdate2", QuantLibNode::ECBdate2); Nan::SetMethod(target, "ECBdate", QuantLibNode::ECBdate); Nan::SetMethod(target, "ECBcode", QuantLibNode::ECBcode); Nan::SetMethod(target, "ECBNextDate", QuantLibNode::ECBNextDate); Nan::SetMethod(target, "ECBNextDate2", QuantLibNode::ECBNextDate2); Nan::SetMethod(target, "ECBNextDates", QuantLibNode::ECBNextDates); Nan::SetMethod(target, "ECBIsECBdate", QuantLibNode::ECBIsECBdate); Nan::SetMethod(target, "ECBIsECBcode", QuantLibNode::ECBIsECBcode); Nan::SetMethod(target, "ECBNextCode", QuantLibNode::ECBNextCode); Nan::SetMethod(target, "ECBNextCode2", QuantLibNode::ECBNextCode2); Nan::SetMethod(target, "DayCounterName", QuantLibNode::DayCounterName); Nan::SetMethod(target, "DayCounterDayCount", QuantLibNode::DayCounterDayCount); Nan::SetMethod(target, "DayCounterYearFraction", QuantLibNode::DayCounterYearFraction); Nan::SetMethod(target, "CreditBasket", QuantLibNode::CreditBasket); Nan::SetMethod(target, "CreditBasketSetLossModel", QuantLibNode::CreditBasketSetLossModel); Nan::SetMethod(target, "CreditBasketSize", QuantLibNode::CreditBasketSize); Nan::SetMethod(target, "CreditBasketLiveNotional", QuantLibNode::CreditBasketLiveNotional); Nan::SetMethod(target, "CreditBasketLoss", QuantLibNode::CreditBasketLoss); Nan::SetMethod(target, "CreditBasketAttachLive", QuantLibNode::CreditBasketAttachLive); Nan::SetMethod(target, "CreditBasketDetachLive", QuantLibNode::CreditBasketDetachLive); Nan::SetMethod(target, "ExpectedTrancheLoss", QuantLibNode::ExpectedTrancheLoss); Nan::SetMethod(target, "CreditBasketPercentile", QuantLibNode::CreditBasketPercentile); Nan::SetMethod(target, "CreditBasketESF", QuantLibNode::CreditBasketESF); Nan::SetMethod(target, "CreditBasketNthEventP", QuantLibNode::CreditBasketNthEventP); Nan::SetMethod(target, "CreditBasketProbLoss", QuantLibNode::CreditBasketProbLoss); Nan::SetMethod(target, "CreditBasketSplitLoss", QuantLibNode::CreditBasketSplitLoss); Nan::SetMethod(target, "CreditBasketDefaulCorrel", QuantLibNode::CreditBasketDefaulCorrel); Nan::SetMethod(target, "RelinkableHandleDefaultProbabilityTermStructure", QuantLibNode::RelinkableHandleDefaultProbabilityTermStructure); Nan::SetMethod(target, "FlatHazardRate", QuantLibNode::FlatHazardRate); Nan::SetMethod(target, "DefaultTSDefaultProbability", QuantLibNode::DefaultTSDefaultProbability); Nan::SetMethod(target, "ProbabilityToHR", QuantLibNode::ProbabilityToHR); Nan::SetMethod(target, "LMMDriftCalculator", QuantLibNode::LMMDriftCalculator); Nan::SetMethod(target, "LMMNormalDriftCalculator", QuantLibNode::LMMNormalDriftCalculator); Nan::SetMethod(target, "CMSMMDriftCalculator", QuantLibNode::CMSMMDriftCalculator); Nan::SetMethod(target, "SMMDriftCalculator", QuantLibNode::SMMDriftCalculator); Nan::SetMethod(target, "LMMDriftCalculatorComputePlain", QuantLibNode::LMMDriftCalculatorComputePlain); Nan::SetMethod(target, "LMMDriftCalculatorComputeReduced", QuantLibNode::LMMDriftCalculatorComputeReduced); Nan::SetMethod(target, "LMMDriftCalculatorCompute", QuantLibNode::LMMDriftCalculatorCompute); Nan::SetMethod(target, "LMMNormalDriftCalculatorComputePlain", QuantLibNode::LMMNormalDriftCalculatorComputePlain); Nan::SetMethod(target, "LMMNormalDriftCalculatorComputeReduced", QuantLibNode::LMMNormalDriftCalculatorComputeReduced); Nan::SetMethod(target, "LMMNormalDriftCalculatorCompute", QuantLibNode::LMMNormalDriftCalculatorCompute); Nan::SetMethod(target, "CMSMMDriftCalculatorCompute", QuantLibNode::CMSMMDriftCalculatorCompute); Nan::SetMethod(target, "SMMDriftCalculatorCompute", QuantLibNode::SMMDriftCalculatorCompute); Nan::SetMethod(target, "EvolutionDescription", QuantLibNode::EvolutionDescription); Nan::SetMethod(target, "EvolutionDescriptionFromProduct", QuantLibNode::EvolutionDescriptionFromProduct); Nan::SetMethod(target, "EvolutionDescriptionRateTimes", QuantLibNode::EvolutionDescriptionRateTimes); Nan::SetMethod(target, "EvolutionDescriptionRateTaus", QuantLibNode::EvolutionDescriptionRateTaus); Nan::SetMethod(target, "EvolutionDescriptionEvolutionTimes", QuantLibNode::EvolutionDescriptionEvolutionTimes); Nan::SetMethod(target, "EvolutionDescriptionFirstAliveRate", QuantLibNode::EvolutionDescriptionFirstAliveRate); Nan::SetMethod(target, "EvolutionDescriptionNumberOfRates", QuantLibNode::EvolutionDescriptionNumberOfRates); Nan::SetMethod(target, "EvolutionDescriptionNumberOfSteps", QuantLibNode::EvolutionDescriptionNumberOfSteps); Nan::SetMethod(target, "TerminalMeasure", QuantLibNode::TerminalMeasure); Nan::SetMethod(target, "MoneyMarketMeasure", QuantLibNode::MoneyMarketMeasure); Nan::SetMethod(target, "MoneyMarketPlusMeasure", QuantLibNode::MoneyMarketPlusMeasure); Nan::SetMethod(target, "IsInTerminalMeasure", QuantLibNode::IsInTerminalMeasure); Nan::SetMethod(target, "IsInMoneyMarketMeasure", QuantLibNode::IsInMoneyMarketMeasure); Nan::SetMethod(target, "IsInMoneyMarketPlusMeasure", QuantLibNode::IsInMoneyMarketPlusMeasure); Nan::SetMethod(target, "AmericanExercise", QuantLibNode::AmericanExercise); Nan::SetMethod(target, "EuropeanExercise", QuantLibNode::EuropeanExercise); Nan::SetMethod(target, "BermudanExercise", QuantLibNode::BermudanExercise); Nan::SetMethod(target, "ExerciseDates", QuantLibNode::ExerciseDates); Nan::SetMethod(target, "ExerciseLastDate", QuantLibNode::ExerciseLastDate); Nan::SetMethod(target, "FRA", QuantLibNode::FRA); Nan::SetMethod(target, "FRAforwardRate", QuantLibNode::FRAforwardRate); Nan::SetMethod(target, "FRAforwardValue", QuantLibNode::FRAforwardValue); Nan::SetMethod(target, "FRAspotValue", QuantLibNode::FRAspotValue); Nan::SetMethod(target, "HandleCurrentLink", QuantLibNode::HandleCurrentLink); Nan::SetMethod(target, "HandleEmpty", QuantLibNode::HandleEmpty); Nan::SetMethod(target, "RelinkableHandleLinkTo", QuantLibNode::RelinkableHandleLinkTo); Nan::SetMethod(target, "IborIndex", QuantLibNode::IborIndex); Nan::SetMethod(target, "OvernightIndex", QuantLibNode::OvernightIndex); Nan::SetMethod(target, "Euribor", QuantLibNode::Euribor); Nan::SetMethod(target, "Euribor365", QuantLibNode::Euribor365); Nan::SetMethod(target, "Eonia", QuantLibNode::Eonia); Nan::SetMethod(target, "Libor", QuantLibNode::Libor); Nan::SetMethod(target, "Sonia", QuantLibNode::Sonia); Nan::SetMethod(target, "SwapIndex", QuantLibNode::SwapIndex); Nan::SetMethod(target, "EuriborSwap", QuantLibNode::EuriborSwap); Nan::SetMethod(target, "LiborSwap", QuantLibNode::LiborSwap); Nan::SetMethod(target, "EuriborSwapIsdaFixA", QuantLibNode::EuriborSwapIsdaFixA); Nan::SetMethod(target, "BMAIndex", QuantLibNode::BMAIndex); Nan::SetMethod(target, "ProxyIbor", QuantLibNode::ProxyIbor); Nan::SetMethod(target, "IndexName", QuantLibNode::IndexName); Nan::SetMethod(target, "IndexFixingCalendar", QuantLibNode::IndexFixingCalendar); Nan::SetMethod(target, "IndexIsValidFixingDate", QuantLibNode::IndexIsValidFixingDate); Nan::SetMethod(target, "IndexFixing", QuantLibNode::IndexFixing); Nan::SetMethod(target, "IndexAddFixings", QuantLibNode::IndexAddFixings); Nan::SetMethod(target, "IndexAddFixings2", QuantLibNode::IndexAddFixings2); Nan::SetMethod(target, "IndexClearFixings", QuantLibNode::IndexClearFixings); Nan::SetMethod(target, "InterestRateIndexFamilyName", QuantLibNode::InterestRateIndexFamilyName); Nan::SetMethod(target, "InterestRateIndexTenor", QuantLibNode::InterestRateIndexTenor); Nan::SetMethod(target, "InterestRateIndexFixingDays", QuantLibNode::InterestRateIndexFixingDays); Nan::SetMethod(target, "InterestRateIndexCurrency", QuantLibNode::InterestRateIndexCurrency); Nan::SetMethod(target, "InterestRateIndexDayCounter", QuantLibNode::InterestRateIndexDayCounter); Nan::SetMethod(target, "InterestRateIndexValueDate", QuantLibNode::InterestRateIndexValueDate); Nan::SetMethod(target, "InterestRateIndexFixingDate", QuantLibNode::InterestRateIndexFixingDate); Nan::SetMethod(target, "InterestRateIndexMaturity", QuantLibNode::InterestRateIndexMaturity); Nan::SetMethod(target, "IborIndexBusinessDayConv", QuantLibNode::IborIndexBusinessDayConv); Nan::SetMethod(target, "IborIndexEndOfMonth", QuantLibNode::IborIndexEndOfMonth); Nan::SetMethod(target, "SwapIndexFixedLegTenor", QuantLibNode::SwapIndexFixedLegTenor); Nan::SetMethod(target, "SwapIndexFixedLegBDC", QuantLibNode::SwapIndexFixedLegBDC); Nan::SetMethod(target, "InstrumentNPV", QuantLibNode::InstrumentNPV); Nan::SetMethod(target, "InstrumentErrorEstimate", QuantLibNode::InstrumentErrorEstimate); Nan::SetMethod(target, "InstrumentValuationDate", QuantLibNode::InstrumentValuationDate); Nan::SetMethod(target, "InstrumentResults", QuantLibNode::InstrumentResults); Nan::SetMethod(target, "InstrumentIsExpired", QuantLibNode::InstrumentIsExpired); Nan::SetMethod(target, "InstrumentSetPricingEngine", QuantLibNode::InstrumentSetPricingEngine); Nan::SetMethod(target, "Interpolation", QuantLibNode::Interpolation); Nan::SetMethod(target, "MixedLinearCubicInterpolation", QuantLibNode::MixedLinearCubicInterpolation); Nan::SetMethod(target, "CubicInterpolation", QuantLibNode::CubicInterpolation); Nan::SetMethod(target, "AbcdInterpolation", QuantLibNode::AbcdInterpolation); Nan::SetMethod(target, "SABRInterpolation", QuantLibNode::SABRInterpolation); Nan::SetMethod(target, "Interpolation2D", QuantLibNode::Interpolation2D); Nan::SetMethod(target, "ExtrapolatorEnableExtrapolation", QuantLibNode::ExtrapolatorEnableExtrapolation); Nan::SetMethod(target, "InterpolationInterpolate", QuantLibNode::InterpolationInterpolate); Nan::SetMethod(target, "InterpolationDerivative", QuantLibNode::InterpolationDerivative); Nan::SetMethod(target, "InterpolationSecondDerivative", QuantLibNode::InterpolationSecondDerivative); Nan::SetMethod(target, "InterpolationPrimitive", QuantLibNode::InterpolationPrimitive); Nan::SetMethod(target, "InterpolationIsInRange", QuantLibNode::InterpolationIsInRange); Nan::SetMethod(target, "InterpolationXmin", QuantLibNode::InterpolationXmin); Nan::SetMethod(target, "InterpolationXmax", QuantLibNode::InterpolationXmax); Nan::SetMethod(target, "CubicInterpolationPrimitiveConstants", QuantLibNode::CubicInterpolationPrimitiveConstants); Nan::SetMethod(target, "CubicInterpolationACoefficients", QuantLibNode::CubicInterpolationACoefficients); Nan::SetMethod(target, "CubicInterpolationBCoefficients", QuantLibNode::CubicInterpolationBCoefficients); Nan::SetMethod(target, "CubicInterpolationCCoefficients", QuantLibNode::CubicInterpolationCCoefficients); Nan::SetMethod(target, "CubicInterpolationMonotonicityAdjustments", QuantLibNode::CubicInterpolationMonotonicityAdjustments); Nan::SetMethod(target, "AbcdInterpolationA", QuantLibNode::AbcdInterpolationA); Nan::SetMethod(target, "AbcdInterpolationB", QuantLibNode::AbcdInterpolationB); Nan::SetMethod(target, "AbcdInterpolationC", QuantLibNode::AbcdInterpolationC); Nan::SetMethod(target, "AbcdInterpolationD", QuantLibNode::AbcdInterpolationD); Nan::SetMethod(target, "AbcdInterpolationRmsError", QuantLibNode::AbcdInterpolationRmsError); Nan::SetMethod(target, "AbcdInterpolationMaxError", QuantLibNode::AbcdInterpolationMaxError); Nan::SetMethod(target, "AbcdInterpolationEndCriteria", QuantLibNode::AbcdInterpolationEndCriteria); Nan::SetMethod(target, "SABRInterpolationExpiry", QuantLibNode::SABRInterpolationExpiry); Nan::SetMethod(target, "SABRInterpolationForward", QuantLibNode::SABRInterpolationForward); Nan::SetMethod(target, "SABRInterpolationAlpha", QuantLibNode::SABRInterpolationAlpha); Nan::SetMethod(target, "SABRInterpolationBeta", QuantLibNode::SABRInterpolationBeta); Nan::SetMethod(target, "SABRInterpolationNu", QuantLibNode::SABRInterpolationNu); Nan::SetMethod(target, "SABRInterpolationRho", QuantLibNode::SABRInterpolationRho); Nan::SetMethod(target, "SABRInterpolationRmsError", QuantLibNode::SABRInterpolationRmsError); Nan::SetMethod(target, "SABRInterpolationMaxError", QuantLibNode::SABRInterpolationMaxError); Nan::SetMethod(target, "SABRInterpolationEndCriteria", QuantLibNode::SABRInterpolationEndCriteria); Nan::SetMethod(target, "SABRInterpolationWeights", QuantLibNode::SABRInterpolationWeights); Nan::SetMethod(target, "Interpolation2DXmin", QuantLibNode::Interpolation2DXmin); Nan::SetMethod(target, "Interpolation2DXmax", QuantLibNode::Interpolation2DXmax); Nan::SetMethod(target, "Interpolation2DXvalues", QuantLibNode::Interpolation2DXvalues); Nan::SetMethod(target, "Interpolation2DYmin", QuantLibNode::Interpolation2DYmin); Nan::SetMethod(target, "Interpolation2DYmax", QuantLibNode::Interpolation2DYmax); Nan::SetMethod(target, "Interpolation2DYvalues", QuantLibNode::Interpolation2DYvalues); Nan::SetMethod(target, "Interpolation2DzData", QuantLibNode::Interpolation2DzData); Nan::SetMethod(target, "Interpolation2DIsInRange", QuantLibNode::Interpolation2DIsInRange); Nan::SetMethod(target, "Interpolation2DInterpolate", QuantLibNode::Interpolation2DInterpolate); Nan::SetMethod(target, "GaussianDefaultProbLM", QuantLibNode::GaussianDefaultProbLM); Nan::SetMethod(target, "TDefaultProbLM", QuantLibNode::TDefaultProbLM); Nan::SetMethod(target, "GaussianLMDefaultCorrel", QuantLibNode::GaussianLMDefaultCorrel); Nan::SetMethod(target, "GaussianLMAssetCorrel", QuantLibNode::GaussianLMAssetCorrel); Nan::SetMethod(target, "GaussianLMProbNHits", QuantLibNode::GaussianLMProbNHits); Nan::SetMethod(target, "TLMDefaultCorrel", QuantLibNode::TLMDefaultCorrel); Nan::SetMethod(target, "TLMAssetCorrel", QuantLibNode::TLMAssetCorrel); Nan::SetMethod(target, "TLMProbNHits", QuantLibNode::TLMProbNHits); Nan::SetMethod(target, "Leg", QuantLibNode::Leg); Nan::SetMethod(target, "LegFromCapFloor", QuantLibNode::LegFromCapFloor); Nan::SetMethod(target, "LegFromSwap", QuantLibNode::LegFromSwap); Nan::SetMethod(target, "MultiPhaseLeg", QuantLibNode::MultiPhaseLeg); Nan::SetMethod(target, "InterestRate", QuantLibNode::InterestRate); Nan::SetMethod(target, "LegFlowAnalysis", QuantLibNode::LegFlowAnalysis); Nan::SetMethod(target, "LegSetCouponPricers", QuantLibNode::LegSetCouponPricers); Nan::SetMethod(target, "InterestRateRate", QuantLibNode::InterestRateRate); Nan::SetMethod(target, "InterestRateDayCounter", QuantLibNode::InterestRateDayCounter); Nan::SetMethod(target, "InterestRateCompounding", QuantLibNode::InterestRateCompounding); Nan::SetMethod(target, "InterestRateFrequency", QuantLibNode::InterestRateFrequency); Nan::SetMethod(target, "InterestRateDiscountFactor", QuantLibNode::InterestRateDiscountFactor); Nan::SetMethod(target, "InterestRateCompoundFactor", QuantLibNode::InterestRateCompoundFactor); Nan::SetMethod(target, "InterestRateEquivalentRate", QuantLibNode::InterestRateEquivalentRate); Nan::SetMethod(target, "LegStartDate", QuantLibNode::LegStartDate); Nan::SetMethod(target, "LegMaturityDate", QuantLibNode::LegMaturityDate); Nan::SetMethod(target, "LegIsExpired", QuantLibNode::LegIsExpired); Nan::SetMethod(target, "LegPreviousCashFlowDate", QuantLibNode::LegPreviousCashFlowDate); Nan::SetMethod(target, "LegNextCashFlowDate", QuantLibNode::LegNextCashFlowDate); Nan::SetMethod(target, "LegPreviousCashFlowAmount", QuantLibNode::LegPreviousCashFlowAmount); Nan::SetMethod(target, "LegNextCashFlowAmount", QuantLibNode::LegNextCashFlowAmount); Nan::SetMethod(target, "LegPreviousCouponRate", QuantLibNode::LegPreviousCouponRate); Nan::SetMethod(target, "LegNextCouponRate", QuantLibNode::LegNextCouponRate); Nan::SetMethod(target, "LegNominal", QuantLibNode::LegNominal); Nan::SetMethod(target, "LegAccrualStartDate", QuantLibNode::LegAccrualStartDate); Nan::SetMethod(target, "LegAccrualEndDate", QuantLibNode::LegAccrualEndDate); Nan::SetMethod(target, "LegReferencePeriodStart", QuantLibNode::LegReferencePeriodStart); Nan::SetMethod(target, "LegReferencePeriodEnd", QuantLibNode::LegReferencePeriodEnd); Nan::SetMethod(target, "LegAccrualPeriod", QuantLibNode::LegAccrualPeriod); Nan::SetMethod(target, "LegAccrualDays", QuantLibNode::LegAccrualDays); Nan::SetMethod(target, "LegAccruedPeriod", QuantLibNode::LegAccruedPeriod); Nan::SetMethod(target, "LegAccruedDays", QuantLibNode::LegAccruedDays); Nan::SetMethod(target, "LegAccruedAmount", QuantLibNode::LegAccruedAmount); Nan::SetMethod(target, "LegNPV", QuantLibNode::LegNPV); Nan::SetMethod(target, "LegBPS", QuantLibNode::LegBPS); Nan::SetMethod(target, "LegAtmRate", QuantLibNode::LegAtmRate); Nan::SetMethod(target, "LegNPVFromYield", QuantLibNode::LegNPVFromYield); Nan::SetMethod(target, "LegBPSFromYield", QuantLibNode::LegBPSFromYield); Nan::SetMethod(target, "LegYield", QuantLibNode::LegYield); Nan::SetMethod(target, "LegDuration", QuantLibNode::LegDuration); Nan::SetMethod(target, "LegConvexity", QuantLibNode::LegConvexity); Nan::SetMethod(target, "LegBasisPointValue", QuantLibNode::LegBasisPointValue); Nan::SetMethod(target, "LegYieldValueBasisPoint", QuantLibNode::LegYieldValueBasisPoint); Nan::SetMethod(target, "LegNPVFromZSpread", QuantLibNode::LegNPVFromZSpread); Nan::SetMethod(target, "LegZSpread", QuantLibNode::LegZSpread); Nan::SetMethod(target, "InterestRateImpliedRate", QuantLibNode::InterestRateImpliedRate); Nan::SetMethod(target, "ForwardRatePc", QuantLibNode::ForwardRatePc); Nan::SetMethod(target, "ForwardRateIpc", QuantLibNode::ForwardRateIpc); Nan::SetMethod(target, "ForwardRateNormalPc", QuantLibNode::ForwardRateNormalPc); Nan::SetMethod(target, "MarketModelEvolverStartNewPath", QuantLibNode::MarketModelEvolverStartNewPath); Nan::SetMethod(target, "MarketModelEvolverAdvanceStep", QuantLibNode::MarketModelEvolverAdvanceStep); Nan::SetMethod(target, "MarketModelEvolverCurrentStep", QuantLibNode::MarketModelEvolverCurrentStep); Nan::SetMethod(target, "MarketModelEvolverNumeraires", QuantLibNode::MarketModelEvolverNumeraires); Nan::SetMethod(target, "FlatVol", QuantLibNode::FlatVol); Nan::SetMethod(target, "AbcdVol", QuantLibNode::AbcdVol); Nan::SetMethod(target, "PseudoRootFacade", QuantLibNode::PseudoRootFacade); Nan::SetMethod(target, "CotSwapToFwdAdapter", QuantLibNode::CotSwapToFwdAdapter); Nan::SetMethod(target, "FwdPeriodAdapter", QuantLibNode::FwdPeriodAdapter); Nan::SetMethod(target, "FwdToCotSwapAdapter", QuantLibNode::FwdToCotSwapAdapter); Nan::SetMethod(target, "FlatVolFactory", QuantLibNode::FlatVolFactory); Nan::SetMethod(target, "MarketModelInitialRates", QuantLibNode::MarketModelInitialRates); Nan::SetMethod(target, "MarketModelDisplacements", QuantLibNode::MarketModelDisplacements); Nan::SetMethod(target, "MarketModelNumberOfRates", QuantLibNode::MarketModelNumberOfRates); Nan::SetMethod(target, "MarketModelNumberOfFactors", QuantLibNode::MarketModelNumberOfFactors); Nan::SetMethod(target, "MarketModelNumberOfSteps", QuantLibNode::MarketModelNumberOfSteps); Nan::SetMethod(target, "MarketModelPseudoRoot", QuantLibNode::MarketModelPseudoRoot); Nan::SetMethod(target, "MarketModelCovariance", QuantLibNode::MarketModelCovariance); Nan::SetMethod(target, "MarketModelTotalCovariance", QuantLibNode::MarketModelTotalCovariance); Nan::SetMethod(target, "MarketModelTimeDependentVolatility", QuantLibNode::MarketModelTimeDependentVolatility); Nan::SetMethod(target, "CoterminalSwapForwardJacobian", QuantLibNode::CoterminalSwapForwardJacobian); Nan::SetMethod(target, "CoterminalSwapZedMatrix", QuantLibNode::CoterminalSwapZedMatrix); Nan::SetMethod(target, "CoinitialSwapForwardJacobian", QuantLibNode::CoinitialSwapForwardJacobian); Nan::SetMethod(target, "CoinitialSwapZedMatrix", QuantLibNode::CoinitialSwapZedMatrix); Nan::SetMethod(target, "CmSwapForwardJacobian", QuantLibNode::CmSwapForwardJacobian); Nan::SetMethod(target, "CmSwapZedMatrix", QuantLibNode::CmSwapZedMatrix); Nan::SetMethod(target, "Annuity", QuantLibNode::Annuity); Nan::SetMethod(target, "SwapDerivative", QuantLibNode::SwapDerivative); Nan::SetMethod(target, "RateVolDifferences", QuantLibNode::RateVolDifferences); Nan::SetMethod(target, "RateInstVolDifferences", QuantLibNode::RateInstVolDifferences); Nan::SetMethod(target, "SymmetricSchurDecomposition", QuantLibNode::SymmetricSchurDecomposition); Nan::SetMethod(target, "CovarianceDecomposition", QuantLibNode::CovarianceDecomposition); Nan::SetMethod(target, "SymmetricSchurDecompositionEigenvalues", QuantLibNode::SymmetricSchurDecompositionEigenvalues); Nan::SetMethod(target, "SymmetricSchurDecompositionEigenvectors", QuantLibNode::SymmetricSchurDecompositionEigenvectors); Nan::SetMethod(target, "CovarianceDecompositionVariances", QuantLibNode::CovarianceDecompositionVariances); Nan::SetMethod(target, "CovarianceDecompositionStandardDeviations", QuantLibNode::CovarianceDecompositionStandardDeviations); Nan::SetMethod(target, "CovarianceDecompositionCorrelationMatrix", QuantLibNode::CovarianceDecompositionCorrelationMatrix); Nan::SetMethod(target, "PrimeNumber", QuantLibNode::PrimeNumber); Nan::SetMethod(target, "NormDist", QuantLibNode::NormDist); Nan::SetMethod(target, "NormSDist", QuantLibNode::NormSDist); Nan::SetMethod(target, "NormInv", QuantLibNode::NormInv); Nan::SetMethod(target, "NormSInv", QuantLibNode::NormSInv); Nan::SetMethod(target, "CholeskyDecomposition", QuantLibNode::CholeskyDecomposition); Nan::SetMethod(target, "PseudoSqrt", QuantLibNode::PseudoSqrt); Nan::SetMethod(target, "RankReducedSqrt", QuantLibNode::RankReducedSqrt); Nan::SetMethod(target, "GetCovariance", QuantLibNode::GetCovariance); Nan::SetMethod(target, "EndCriteria", QuantLibNode::EndCriteria); Nan::SetMethod(target, "NoConstraint", QuantLibNode::NoConstraint); Nan::SetMethod(target, "Simplex", QuantLibNode::Simplex); Nan::SetMethod(target, "LevenbergMarquardt", QuantLibNode::LevenbergMarquardt); Nan::SetMethod(target, "ConjugateGradient", QuantLibNode::ConjugateGradient); Nan::SetMethod(target, "SteepestDescent", QuantLibNode::SteepestDescent); Nan::SetMethod(target, "ArmijoLineSearch", QuantLibNode::ArmijoLineSearch); Nan::SetMethod(target, "EndCriteriaMaxIterations", QuantLibNode::EndCriteriaMaxIterations); Nan::SetMethod(target, "EndCriteriaMaxStationaryStateIterations", QuantLibNode::EndCriteriaMaxStationaryStateIterations); Nan::SetMethod(target, "EndCriteriaFunctionEpsilon", QuantLibNode::EndCriteriaFunctionEpsilon); Nan::SetMethod(target, "EndCriteriaGradientNormEpsilon", QuantLibNode::EndCriteriaGradientNormEpsilon); Nan::SetMethod(target, "SphereCylinderOptimizerClosest", QuantLibNode::SphereCylinderOptimizerClosest); Nan::SetMethod(target, "SecondsToString", QuantLibNode::SecondsToString); Nan::SetMethod(target, "BarrierOption", QuantLibNode::BarrierOption); Nan::SetMethod(target, "CaAsianOption", QuantLibNode::CaAsianOption); Nan::SetMethod(target, "DaAsianOption", QuantLibNode::DaAsianOption); Nan::SetMethod(target, "DividendVanillaOption", QuantLibNode::DividendVanillaOption); Nan::SetMethod(target, "ForwardVanillaOption", QuantLibNode::ForwardVanillaOption); Nan::SetMethod(target, "VanillaOption", QuantLibNode::VanillaOption); Nan::SetMethod(target, "EuropeanOption", QuantLibNode::EuropeanOption); Nan::SetMethod(target, "QuantoVanillaOption", QuantLibNode::QuantoVanillaOption); Nan::SetMethod(target, "QuantoForwardVanillaOption", QuantLibNode::QuantoForwardVanillaOption); Nan::SetMethod(target, "Delta", QuantLibNode::Delta); Nan::SetMethod(target, "DeltaForward", QuantLibNode::DeltaForward); Nan::SetMethod(target, "Elasticity", QuantLibNode::Elasticity); Nan::SetMethod(target, "Gamma", QuantLibNode::Gamma); Nan::SetMethod(target, "Theta", QuantLibNode::Theta); Nan::SetMethod(target, "ThetaPerDay", QuantLibNode::ThetaPerDay); Nan::SetMethod(target, "Vega", QuantLibNode::Vega); Nan::SetMethod(target, "Rho", QuantLibNode::Rho); Nan::SetMethod(target, "DividendRho", QuantLibNode::DividendRho); Nan::SetMethod(target, "ItmCashProbability", QuantLibNode::ItmCashProbability); Nan::SetMethod(target, "OvernightIndexedSwap", QuantLibNode::OvernightIndexedSwap); Nan::SetMethod(target, "MakeOIS", QuantLibNode::MakeOIS); Nan::SetMethod(target, "MakeDatedOIS", QuantLibNode::MakeDatedOIS); Nan::SetMethod(target, "OvernightIndexedSwapFromOISRateHelper", QuantLibNode::OvernightIndexedSwapFromOISRateHelper); Nan::SetMethod(target, "OvernightIndexedSwapFixedLegBPS", QuantLibNode::OvernightIndexedSwapFixedLegBPS); Nan::SetMethod(target, "OvernightIndexedSwapFixedLegNPV", QuantLibNode::OvernightIndexedSwapFixedLegNPV); Nan::SetMethod(target, "OvernightIndexedSwapFairRate", QuantLibNode::OvernightIndexedSwapFairRate); Nan::SetMethod(target, "OvernightIndexedSwapOvernightLegBPS", QuantLibNode::OvernightIndexedSwapOvernightLegBPS); Nan::SetMethod(target, "OvernightIndexedSwapOvernightLegNPV", QuantLibNode::OvernightIndexedSwapOvernightLegNPV); Nan::SetMethod(target, "OvernightIndexedSwapFairSpread", QuantLibNode::OvernightIndexedSwapFairSpread); Nan::SetMethod(target, "OvernightIndexedSwapType", QuantLibNode::OvernightIndexedSwapType); Nan::SetMethod(target, "OvernightIndexedSwapNominal", QuantLibNode::OvernightIndexedSwapNominal); Nan::SetMethod(target, "OvernightIndexedSwapFixedRate", QuantLibNode::OvernightIndexedSwapFixedRate); Nan::SetMethod(target, "OvernightIndexedSwapFixedDayCount", QuantLibNode::OvernightIndexedSwapFixedDayCount); Nan::SetMethod(target, "OvernightIndexedSwapSpread", QuantLibNode::OvernightIndexedSwapSpread); Nan::SetMethod(target, "OvernightIndexedSwapFixedLegAnalysis", QuantLibNode::OvernightIndexedSwapFixedLegAnalysis); Nan::SetMethod(target, "OvernightIndexedSwapOvernightLegAnalysis", QuantLibNode::OvernightIndexedSwapOvernightLegAnalysis); Nan::SetMethod(target, "StrikedTypePayoff", QuantLibNode::StrikedTypePayoff); Nan::SetMethod(target, "DoubleStickyRatchetPayoff", QuantLibNode::DoubleStickyRatchetPayoff); Nan::SetMethod(target, "RatchetPayoff", QuantLibNode::RatchetPayoff); Nan::SetMethod(target, "StickyPayoff", QuantLibNode::StickyPayoff); Nan::SetMethod(target, "RatchetMaxPayoff", QuantLibNode::RatchetMaxPayoff); Nan::SetMethod(target, "RatchetMinPayoff", QuantLibNode::RatchetMinPayoff); Nan::SetMethod(target, "StickyMaxPayoff", QuantLibNode::StickyMaxPayoff); Nan::SetMethod(target, "StickyMinPayoff", QuantLibNode::StickyMinPayoff); Nan::SetMethod(target, "PayoffName", QuantLibNode::PayoffName); Nan::SetMethod(target, "PayoffDescription", QuantLibNode::PayoffDescription); Nan::SetMethod(target, "PayoffValue", QuantLibNode::PayoffValue); Nan::SetMethod(target, "PayoffOptionType", QuantLibNode::PayoffOptionType); Nan::SetMethod(target, "PayoffStrike", QuantLibNode::PayoffStrike); Nan::SetMethod(target, "PayoffThirdParameter", QuantLibNode::PayoffThirdParameter); Nan::SetMethod(target, "PiecewiseYieldCurve", QuantLibNode::PiecewiseYieldCurve); Nan::SetMethod(target, "PiecewiseYieldCurveTimes", QuantLibNode::PiecewiseYieldCurveTimes); Nan::SetMethod(target, "PiecewiseYieldCurveDates", QuantLibNode::PiecewiseYieldCurveDates); Nan::SetMethod(target, "PiecewiseYieldCurveData", QuantLibNode::PiecewiseYieldCurveData); Nan::SetMethod(target, "PiecewiseYieldCurveJumpTimes", QuantLibNode::PiecewiseYieldCurveJumpTimes); Nan::SetMethod(target, "PiecewiseYieldCurveJumpDates", QuantLibNode::PiecewiseYieldCurveJumpDates); Nan::SetMethod(target, "MidEquivalent", QuantLibNode::MidEquivalent); Nan::SetMethod(target, "MidSafe", QuantLibNode::MidSafe); Nan::SetMethod(target, "BlackCalculator2", QuantLibNode::BlackCalculator2); Nan::SetMethod(target, "BlackCalculator", QuantLibNode::BlackCalculator); Nan::SetMethod(target, "BlackScholesCalculator2", QuantLibNode::BlackScholesCalculator2); Nan::SetMethod(target, "BlackScholesCalculator", QuantLibNode::BlackScholesCalculator); Nan::SetMethod(target, "PricingEngine", QuantLibNode::PricingEngine); Nan::SetMethod(target, "DiscountingSwapEngine", QuantLibNode::DiscountingSwapEngine); Nan::SetMethod(target, "BinomialPricingEngine", QuantLibNode::BinomialPricingEngine); Nan::SetMethod(target, "BlackSwaptionEngine", QuantLibNode::BlackSwaptionEngine); Nan::SetMethod(target, "BlackSwaptionEngine2", QuantLibNode::BlackSwaptionEngine2); Nan::SetMethod(target, "BlackCapFloorEngine", QuantLibNode::BlackCapFloorEngine); Nan::SetMethod(target, "BlackCapFloorEngine2", QuantLibNode::BlackCapFloorEngine2); Nan::SetMethod(target, "AnalyticCapFloorEngine", QuantLibNode::AnalyticCapFloorEngine); Nan::SetMethod(target, "BondEngine", QuantLibNode::BondEngine); Nan::SetMethod(target, "JamshidianSwaptionEngine", QuantLibNode::JamshidianSwaptionEngine); Nan::SetMethod(target, "TreeSwaptionEngine", QuantLibNode::TreeSwaptionEngine); Nan::SetMethod(target, "ModelG2SwaptionEngine", QuantLibNode::ModelG2SwaptionEngine); Nan::SetMethod(target, "BlackCalculatorValue", QuantLibNode::BlackCalculatorValue); Nan::SetMethod(target, "BlackCalculatorDeltaForward", QuantLibNode::BlackCalculatorDeltaForward); Nan::SetMethod(target, "BlackCalculatorDelta", QuantLibNode::BlackCalculatorDelta); Nan::SetMethod(target, "BlackCalculatorElasticityForward", QuantLibNode::BlackCalculatorElasticityForward); Nan::SetMethod(target, "BlackCalculatorElasticity", QuantLibNode::BlackCalculatorElasticity); Nan::SetMethod(target, "BlackCalculatorGammaForward", QuantLibNode::BlackCalculatorGammaForward); Nan::SetMethod(target, "BlackCalculatorGamma", QuantLibNode::BlackCalculatorGamma); Nan::SetMethod(target, "BlackCalculatorTheta", QuantLibNode::BlackCalculatorTheta); Nan::SetMethod(target, "BlackCalculatorThetaPerDay", QuantLibNode::BlackCalculatorThetaPerDay); Nan::SetMethod(target, "BlackCalculatorVega", QuantLibNode::BlackCalculatorVega); Nan::SetMethod(target, "BlackCalculatorRho", QuantLibNode::BlackCalculatorRho); Nan::SetMethod(target, "BlackCalculatorDividendRho", QuantLibNode::BlackCalculatorDividendRho); Nan::SetMethod(target, "BlackCalculatorItmCashProbability", QuantLibNode::BlackCalculatorItmCashProbability); Nan::SetMethod(target, "BlackCalculatorItmAssetProbability", QuantLibNode::BlackCalculatorItmAssetProbability); Nan::SetMethod(target, "BlackCalculatorStrikeSensitivity", QuantLibNode::BlackCalculatorStrikeSensitivity); Nan::SetMethod(target, "BlackCalculatorAlpha", QuantLibNode::BlackCalculatorAlpha); Nan::SetMethod(target, "BlackCalculatorBeta", QuantLibNode::BlackCalculatorBeta); Nan::SetMethod(target, "BlackScholesCalculatorDelta", QuantLibNode::BlackScholesCalculatorDelta); Nan::SetMethod(target, "BlackScholesCalculatorElasticity", QuantLibNode::BlackScholesCalculatorElasticity); Nan::SetMethod(target, "BlackScholesCalculatorGamma", QuantLibNode::BlackScholesCalculatorGamma); Nan::SetMethod(target, "BlackScholesCalculatorTheta", QuantLibNode::BlackScholesCalculatorTheta); Nan::SetMethod(target, "BlackScholesCalculatorThetaPerDay", QuantLibNode::BlackScholesCalculatorThetaPerDay); Nan::SetMethod(target, "BlackFormula", QuantLibNode::BlackFormula); Nan::SetMethod(target, "BlackFormulaCashItmProbability", QuantLibNode::BlackFormulaCashItmProbability); Nan::SetMethod(target, "BlackFormulaImpliedStdDevApproximation", QuantLibNode::BlackFormulaImpliedStdDevApproximation); Nan::SetMethod(target, "BlackFormulaImpliedStdDev", QuantLibNode::BlackFormulaImpliedStdDev); Nan::SetMethod(target, "BlackFormulaStdDevDerivative", QuantLibNode::BlackFormulaStdDevDerivative); Nan::SetMethod(target, "BachelierBlackFormula", QuantLibNode::BachelierBlackFormula); Nan::SetMethod(target, "BlackFormula2", QuantLibNode::BlackFormula2); Nan::SetMethod(target, "BlackFormulaCashItmProbability2", QuantLibNode::BlackFormulaCashItmProbability2); Nan::SetMethod(target, "BlackFormulaImpliedStdDevApproximation2", QuantLibNode::BlackFormulaImpliedStdDevApproximation2); Nan::SetMethod(target, "BlackFormulaImpliedStdDev2", QuantLibNode::BlackFormulaImpliedStdDev2); Nan::SetMethod(target, "BlackFormulaStdDevDerivative2", QuantLibNode::BlackFormulaStdDevDerivative2); Nan::SetMethod(target, "BachelierBlackFormula2", QuantLibNode::BachelierBlackFormula2); Nan::SetMethod(target, "GeneralizedBlackScholesProcess", QuantLibNode::GeneralizedBlackScholesProcess); Nan::SetMethod(target, "MarketModelMultiProductComposite", QuantLibNode::MarketModelMultiProductComposite); Nan::SetMethod(target, "MarketModelOneStepForwards", QuantLibNode::MarketModelOneStepForwards); Nan::SetMethod(target, "MarketModelMultiStepRatchet", QuantLibNode::MarketModelMultiStepRatchet); Nan::SetMethod(target, "MarketModelOneStepOptionlets", QuantLibNode::MarketModelOneStepOptionlets); Nan::SetMethod(target, "MarketModelMultiProductCompositeAdd", QuantLibNode::MarketModelMultiProductCompositeAdd); Nan::SetMethod(target, "MarketModelMultiProductCompositeFinalize", QuantLibNode::MarketModelMultiProductCompositeFinalize); Nan::SetMethod(target, "MarketModelMultiProductSuggestedNumeraires", QuantLibNode::MarketModelMultiProductSuggestedNumeraires); Nan::SetMethod(target, "MarketModelMultiProductPossibleCashFlowTimes", QuantLibNode::MarketModelMultiProductPossibleCashFlowTimes); Nan::SetMethod(target, "MarketModelMultiProductNumberOfProducts", QuantLibNode::MarketModelMultiProductNumberOfProducts); Nan::SetMethod(target, "MarketModelMultiProductMaxNumberOfCashFlowsPerProductPerStep", QuantLibNode::MarketModelMultiProductMaxNumberOfCashFlowsPerProductPerStep); Nan::SetMethod(target, "SimpleQuote", QuantLibNode::SimpleQuote); Nan::SetMethod(target, "ForwardValueQuote", QuantLibNode::ForwardValueQuote); Nan::SetMethod(target, "ForwardSwapQuote", QuantLibNode::ForwardSwapQuote); Nan::SetMethod(target, "ImpliedStdDevQuote", QuantLibNode::ImpliedStdDevQuote); Nan::SetMethod(target, "EurodollarFuturesImpliedStdDevQuote", QuantLibNode::EurodollarFuturesImpliedStdDevQuote); Nan::SetMethod(target, "CompositeQuote", QuantLibNode::CompositeQuote); Nan::SetMethod(target, "FuturesConvAdjustmentQuote", QuantLibNode::FuturesConvAdjustmentQuote); Nan::SetMethod(target, "LastFixingQuote", QuantLibNode::LastFixingQuote); Nan::SetMethod(target, "RelinkableHandleQuote", QuantLibNode::RelinkableHandleQuote); Nan::SetMethod(target, "QuoteValue", QuantLibNode::QuoteValue); Nan::SetMethod(target, "QuoteIsValid", QuantLibNode::QuoteIsValid); Nan::SetMethod(target, "SimpleQuoteReset", QuantLibNode::SimpleQuoteReset); Nan::SetMethod(target, "SimpleQuoteSetValue", QuantLibNode::SimpleQuoteSetValue); Nan::SetMethod(target, "SimpleQuoteSetTickValue", QuantLibNode::SimpleQuoteSetTickValue); Nan::SetMethod(target, "SimpleQuoteTickValue", QuantLibNode::SimpleQuoteTickValue); Nan::SetMethod(target, "FuturesConvAdjustmentQuoteVolatility", QuantLibNode::FuturesConvAdjustmentQuoteVolatility); Nan::SetMethod(target, "FuturesConvAdjustmentQuoteMeanReversion", QuantLibNode::FuturesConvAdjustmentQuoteMeanReversion); Nan::SetMethod(target, "FuturesConvAdjustmentQuoteImmDate", QuantLibNode::FuturesConvAdjustmentQuoteImmDate); Nan::SetMethod(target, "FuturesConvAdjustmentQuoteFuturesValue", QuantLibNode::FuturesConvAdjustmentQuoteFuturesValue); Nan::SetMethod(target, "LastFixingQuoteReferenceDate", QuantLibNode::LastFixingQuoteReferenceDate); Nan::SetMethod(target, "BucketAnalysis", QuantLibNode::BucketAnalysis); Nan::SetMethod(target, "BucketAnalysisDelta", QuantLibNode::BucketAnalysisDelta); Nan::SetMethod(target, "BucketAnalysisDelta2", QuantLibNode::BucketAnalysisDelta2); Nan::SetMethod(target, "MersenneTwisterRsg", QuantLibNode::MersenneTwisterRsg); Nan::SetMethod(target, "FaureRsg", QuantLibNode::FaureRsg); Nan::SetMethod(target, "HaltonRsg", QuantLibNode::HaltonRsg); Nan::SetMethod(target, "SobolRsg", QuantLibNode::SobolRsg); Nan::SetMethod(target, "Variates", QuantLibNode::Variates); Nan::SetMethod(target, "Rand", QuantLibNode::Rand); Nan::SetMethod(target, "Randomize", QuantLibNode::Randomize); Nan::SetMethod(target, "RangeAccrualFloatersCoupon", QuantLibNode::RangeAccrualFloatersCoupon); Nan::SetMethod(target, "RangeAccrualFloatersCouponFromLeg", QuantLibNode::RangeAccrualFloatersCouponFromLeg); Nan::SetMethod(target, "RangeAccrualPricerByBgm", QuantLibNode::RangeAccrualPricerByBgm); Nan::SetMethod(target, "RangeAccrualFloatersCouponSetPricer", QuantLibNode::RangeAccrualFloatersCouponSetPricer); Nan::SetMethod(target, "RangeAccrualFloatersCouponObservationDates", QuantLibNode::RangeAccrualFloatersCouponObservationDates); Nan::SetMethod(target, "RangeAccrualFloatersCouponStarDate", QuantLibNode::RangeAccrualFloatersCouponStarDate); Nan::SetMethod(target, "RangeAccrualFloatersCouponEndDate", QuantLibNode::RangeAccrualFloatersCouponEndDate); Nan::SetMethod(target, "RangeAccrualFloatersCouponObservationsNo", QuantLibNode::RangeAccrualFloatersCouponObservationsNo); Nan::SetMethod(target, "RangeAccrualFloatersPrice", QuantLibNode::RangeAccrualFloatersPrice); Nan::SetMethod(target, "SimpleFloaterPrice", QuantLibNode::SimpleFloaterPrice); Nan::SetMethod(target, "DepositRateHelper", QuantLibNode::DepositRateHelper); Nan::SetMethod(target, "DepositRateHelper2", QuantLibNode::DepositRateHelper2); Nan::SetMethod(target, "SwapRateHelper", QuantLibNode::SwapRateHelper); Nan::SetMethod(target, "SwapRateHelper2", QuantLibNode::SwapRateHelper2); Nan::SetMethod(target, "OISRateHelper", QuantLibNode::OISRateHelper); Nan::SetMethod(target, "DatedOISRateHelper", QuantLibNode::DatedOISRateHelper); Nan::SetMethod(target, "FraRateHelper", QuantLibNode::FraRateHelper); Nan::SetMethod(target, "FraRateHelper2", QuantLibNode::FraRateHelper2); Nan::SetMethod(target, "BondHelper", QuantLibNode::BondHelper); Nan::SetMethod(target, "FixedRateBondHelper", QuantLibNode::FixedRateBondHelper); Nan::SetMethod(target, "FuturesRateHelper", QuantLibNode::FuturesRateHelper); Nan::SetMethod(target, "FuturesRateHelper2", QuantLibNode::FuturesRateHelper2); Nan::SetMethod(target, "FuturesRateHelper3", QuantLibNode::FuturesRateHelper3); Nan::SetMethod(target, "FxSwapRateHelper", QuantLibNode::FxSwapRateHelper); Nan::SetMethod(target, "RateHelperEarliestDate", QuantLibNode::RateHelperEarliestDate); Nan::SetMethod(target, "RateHelperLatestRelevantDate", QuantLibNode::RateHelperLatestRelevantDate); Nan::SetMethod(target, "RateHelperPillarDate", QuantLibNode::RateHelperPillarDate); Nan::SetMethod(target, "RateHelperMaturityDate", QuantLibNode::RateHelperMaturityDate); Nan::SetMethod(target, "RateHelperQuoteName", QuantLibNode::RateHelperQuoteName); Nan::SetMethod(target, "RateHelperQuoteValue", QuantLibNode::RateHelperQuoteValue); Nan::SetMethod(target, "RateHelperQuoteIsValid", QuantLibNode::RateHelperQuoteIsValid); Nan::SetMethod(target, "RateHelperImpliedQuote", QuantLibNode::RateHelperImpliedQuote); Nan::SetMethod(target, "RateHelperQuoteError", QuantLibNode::RateHelperQuoteError); Nan::SetMethod(target, "SwapRateHelperSpread", QuantLibNode::SwapRateHelperSpread); Nan::SetMethod(target, "SwapRateHelperForwardStart", QuantLibNode::SwapRateHelperForwardStart); Nan::SetMethod(target, "FuturesRateHelperConvexityAdjustment", QuantLibNode::FuturesRateHelperConvexityAdjustment); Nan::SetMethod(target, "FxSwapRateHelperSpotValue", QuantLibNode::FxSwapRateHelperSpotValue); Nan::SetMethod(target, "FxSwapRateHelperTenor", QuantLibNode::FxSwapRateHelperTenor); Nan::SetMethod(target, "FxSwapRateHelperFixingDays", QuantLibNode::FxSwapRateHelperFixingDays); Nan::SetMethod(target, "FxSwapRateHelperCalendar", QuantLibNode::FxSwapRateHelperCalendar); Nan::SetMethod(target, "FxSwapRateHelperBDC", QuantLibNode::FxSwapRateHelperBDC); Nan::SetMethod(target, "FxSwapRateHelperEOM", QuantLibNode::FxSwapRateHelperEOM); Nan::SetMethod(target, "FxSwapRateHelperIsBaseCurrencyCollateralCurrency", QuantLibNode::FxSwapRateHelperIsBaseCurrencyCollateralCurrency); Nan::SetMethod(target, "RateHelperSelection", QuantLibNode::RateHelperSelection); Nan::SetMethod(target, "RateHelperRate", QuantLibNode::RateHelperRate); Nan::SetMethod(target, "Schedule", QuantLibNode::Schedule); Nan::SetMethod(target, "ScheduleFromDateVector", QuantLibNode::ScheduleFromDateVector); Nan::SetMethod(target, "ScheduleTruncated", QuantLibNode::ScheduleTruncated); Nan::SetMethod(target, "ScheduleSize", QuantLibNode::ScheduleSize); Nan::SetMethod(target, "SchedulePreviousDate", QuantLibNode::SchedulePreviousDate); Nan::SetMethod(target, "ScheduleNextDate", QuantLibNode::ScheduleNextDate); Nan::SetMethod(target, "ScheduleDates", QuantLibNode::ScheduleDates); Nan::SetMethod(target, "ScheduleIsRegular", QuantLibNode::ScheduleIsRegular); Nan::SetMethod(target, "ScheduleEmpty", QuantLibNode::ScheduleEmpty); Nan::SetMethod(target, "ScheduleCalendar", QuantLibNode::ScheduleCalendar); Nan::SetMethod(target, "ScheduleStartDate", QuantLibNode::ScheduleStartDate); Nan::SetMethod(target, "ScheduleEndDate", QuantLibNode::ScheduleEndDate); Nan::SetMethod(target, "ScheduleTenor", QuantLibNode::ScheduleTenor); Nan::SetMethod(target, "ScheduleBDC", QuantLibNode::ScheduleBDC); Nan::SetMethod(target, "ScheduleTerminationDateBDC", QuantLibNode::ScheduleTerminationDateBDC); Nan::SetMethod(target, "ScheduleRule", QuantLibNode::ScheduleRule); Nan::SetMethod(target, "ScheduleEndOfMonth", QuantLibNode::ScheduleEndOfMonth); Nan::SetMethod(target, "SequenceStatistics", QuantLibNode::SequenceStatistics); Nan::SetMethod(target, "SequenceStatistics2", QuantLibNode::SequenceStatistics2); Nan::SetMethod(target, "SequenceStatisticsInc", QuantLibNode::SequenceStatisticsInc); Nan::SetMethod(target, "SequenceStatisticsInc2", QuantLibNode::SequenceStatisticsInc2); Nan::SetMethod(target, "SequenceStatisticsSamples", QuantLibNode::SequenceStatisticsSamples); Nan::SetMethod(target, "SequenceStatisticsWeightSum", QuantLibNode::SequenceStatisticsWeightSum); Nan::SetMethod(target, "SequenceStatisticsMean", QuantLibNode::SequenceStatisticsMean); Nan::SetMethod(target, "SequenceStatisticsVariance", QuantLibNode::SequenceStatisticsVariance); Nan::SetMethod(target, "SequenceStatisticsStandardDeviation", QuantLibNode::SequenceStatisticsStandardDeviation); Nan::SetMethod(target, "SequenceStatisticsDownsideVariance", QuantLibNode::SequenceStatisticsDownsideVariance); Nan::SetMethod(target, "SequenceStatisticsDownsideDeviation", QuantLibNode::SequenceStatisticsDownsideDeviation); Nan::SetMethod(target, "SequenceStatisticsSemiVariance", QuantLibNode::SequenceStatisticsSemiVariance); Nan::SetMethod(target, "SequenceStatisticsSemiDeviation", QuantLibNode::SequenceStatisticsSemiDeviation); Nan::SetMethod(target, "SequenceStatisticsErrorEstimate", QuantLibNode::SequenceStatisticsErrorEstimate); Nan::SetMethod(target, "SequenceStatisticsSkewness", QuantLibNode::SequenceStatisticsSkewness); Nan::SetMethod(target, "SequenceStatisticsKurtosis", QuantLibNode::SequenceStatisticsKurtosis); Nan::SetMethod(target, "SequenceStatisticsMin", QuantLibNode::SequenceStatisticsMin); Nan::SetMethod(target, "SequenceStatisticsMax", QuantLibNode::SequenceStatisticsMax); Nan::SetMethod(target, "SequenceStatisticsGaussianPercentile", QuantLibNode::SequenceStatisticsGaussianPercentile); Nan::SetMethod(target, "SequenceStatisticsPercentile", QuantLibNode::SequenceStatisticsPercentile); Nan::SetMethod(target, "SequenceStatisticsGaussianPotentialUpside", QuantLibNode::SequenceStatisticsGaussianPotentialUpside); Nan::SetMethod(target, "SequenceStatisticsPotentialUpside", QuantLibNode::SequenceStatisticsPotentialUpside); Nan::SetMethod(target, "SequenceStatisticsGaussianValueAtRisk", QuantLibNode::SequenceStatisticsGaussianValueAtRisk); Nan::SetMethod(target, "SequenceStatisticsValueAtRisk", QuantLibNode::SequenceStatisticsValueAtRisk); Nan::SetMethod(target, "SequenceStatisticsRegret", QuantLibNode::SequenceStatisticsRegret); Nan::SetMethod(target, "SequenceStatisticsGaussianShortfall", QuantLibNode::SequenceStatisticsGaussianShortfall); Nan::SetMethod(target, "SequenceStatisticsShortfall", QuantLibNode::SequenceStatisticsShortfall); Nan::SetMethod(target, "SequenceStatisticsGaussianAverageShortfall", QuantLibNode::SequenceStatisticsGaussianAverageShortfall); Nan::SetMethod(target, "SequenceStatisticsAverageShortfall", QuantLibNode::SequenceStatisticsAverageShortfall); Nan::SetMethod(target, "SequenceStatisticsSize", QuantLibNode::SequenceStatisticsSize); Nan::SetMethod(target, "SequenceStatisticsCovariance", QuantLibNode::SequenceStatisticsCovariance); Nan::SetMethod(target, "SequenceStatisticsCorrelation", QuantLibNode::SequenceStatisticsCorrelation); Nan::SetMethod(target, "SettingsEvaluationDate", QuantLibNode::SettingsEvaluationDate); Nan::SetMethod(target, "SettingsSetEvaluationDate", QuantLibNode::SettingsSetEvaluationDate); Nan::SetMethod(target, "SettingsEnforceTodaysHistoricFixings", QuantLibNode::SettingsEnforceTodaysHistoricFixings); Nan::SetMethod(target, "SettingsSetEnforceTodaysHistoricFixings", QuantLibNode::SettingsSetEnforceTodaysHistoricFixings); Nan::SetMethod(target, "HullWhite", QuantLibNode::HullWhite); Nan::SetMethod(target, "Vasicek", QuantLibNode::Vasicek); Nan::SetMethod(target, "ModelG2", QuantLibNode::ModelG2); Nan::SetMethod(target, "VasicekA", QuantLibNode::VasicekA); Nan::SetMethod(target, "VasicekB", QuantLibNode::VasicekB); Nan::SetMethod(target, "VasicekLambda", QuantLibNode::VasicekLambda); Nan::SetMethod(target, "VasicekSigma", QuantLibNode::VasicekSigma); Nan::SetMethod(target, "ModelG2A", QuantLibNode::ModelG2A); Nan::SetMethod(target, "ModelG2sigma", QuantLibNode::ModelG2sigma); Nan::SetMethod(target, "ModelG2B", QuantLibNode::ModelG2B); Nan::SetMethod(target, "ModelG2eta", QuantLibNode::ModelG2eta); Nan::SetMethod(target, "ModelG2rho", QuantLibNode::ModelG2rho); Nan::SetMethod(target, "FuturesConvexityBias", QuantLibNode::FuturesConvexityBias); Nan::SetMethod(target, "FlatSmileSection", QuantLibNode::FlatSmileSection); Nan::SetMethod(target, "SabrInterpolatedSmileSection", QuantLibNode::SabrInterpolatedSmileSection); Nan::SetMethod(target, "SabrInterpolatedSmileSection1", QuantLibNode::SabrInterpolatedSmileSection1); Nan::SetMethod(target, "SabrSmileSection", QuantLibNode::SabrSmileSection); Nan::SetMethod(target, "InterpolatedSmileSection", QuantLibNode::InterpolatedSmileSection); Nan::SetMethod(target, "SmileSectionFromSabrVolSurface", QuantLibNode::SmileSectionFromSabrVolSurface); Nan::SetMethod(target, "SmileSectionVolatility", QuantLibNode::SmileSectionVolatility); Nan::SetMethod(target, "SmileSectionVariance", QuantLibNode::SmileSectionVariance); Nan::SetMethod(target, "SmileSectionAtmLevel", QuantLibNode::SmileSectionAtmLevel); Nan::SetMethod(target, "SmileSectionExerciseDate", QuantLibNode::SmileSectionExerciseDate); Nan::SetMethod(target, "SmileSectionDayCounter", QuantLibNode::SmileSectionDayCounter); Nan::SetMethod(target, "SabrInterpolatedSmileSectionAlpha", QuantLibNode::SabrInterpolatedSmileSectionAlpha); Nan::SetMethod(target, "SabrInterpolatedSmileSectionBeta", QuantLibNode::SabrInterpolatedSmileSectionBeta); Nan::SetMethod(target, "SabrInterpolatedSmileSectionNu", QuantLibNode::SabrInterpolatedSmileSectionNu); Nan::SetMethod(target, "SabrInterpolatedSmileSectionRho", QuantLibNode::SabrInterpolatedSmileSectionRho); Nan::SetMethod(target, "SabrInterpolatedSmileSectionError", QuantLibNode::SabrInterpolatedSmileSectionError); Nan::SetMethod(target, "SabrInterpolatedSmileSectionMaxError", QuantLibNode::SabrInterpolatedSmileSectionMaxError); Nan::SetMethod(target, "SabrInterpolatedSmileSectionEndCriteria", QuantLibNode::SabrInterpolatedSmileSectionEndCriteria); Nan::SetMethod(target, "Statistics", QuantLibNode::Statistics); Nan::SetMethod(target, "IncrementalStatistics", QuantLibNode::IncrementalStatistics); Nan::SetMethod(target, "StatisticsSamples", QuantLibNode::StatisticsSamples); Nan::SetMethod(target, "StatisticsWeightSum", QuantLibNode::StatisticsWeightSum); Nan::SetMethod(target, "StatisticsMean", QuantLibNode::StatisticsMean); Nan::SetMethod(target, "StatisticsVariance", QuantLibNode::StatisticsVariance); Nan::SetMethod(target, "StatisticsStandardDeviation", QuantLibNode::StatisticsStandardDeviation); Nan::SetMethod(target, "StatisticsErrorEstimate", QuantLibNode::StatisticsErrorEstimate); Nan::SetMethod(target, "StatisticsSkewness", QuantLibNode::StatisticsSkewness); Nan::SetMethod(target, "StatisticsKurtosis", QuantLibNode::StatisticsKurtosis); Nan::SetMethod(target, "StatisticsMin", QuantLibNode::StatisticsMin); Nan::SetMethod(target, "StatisticsMax", QuantLibNode::StatisticsMax); Nan::SetMethod(target, "StatisticsPercentile", QuantLibNode::StatisticsPercentile); Nan::SetMethod(target, "StatisticsTopPercentile", QuantLibNode::StatisticsTopPercentile); Nan::SetMethod(target, "StatisticsGaussianDownsideVariance", QuantLibNode::StatisticsGaussianDownsideVariance); Nan::SetMethod(target, "StatisticsGaussianDownsideDeviation", QuantLibNode::StatisticsGaussianDownsideDeviation); Nan::SetMethod(target, "StatisticsGaussianRegret", QuantLibNode::StatisticsGaussianRegret); Nan::SetMethod(target, "StatisticsGaussianPercentile", QuantLibNode::StatisticsGaussianPercentile); Nan::SetMethod(target, "StatisticsGaussianTopPercentile", QuantLibNode::StatisticsGaussianTopPercentile); Nan::SetMethod(target, "StatisticsGaussianPotentialUpside", QuantLibNode::StatisticsGaussianPotentialUpside); Nan::SetMethod(target, "StatisticsGaussianValueAtRisk", QuantLibNode::StatisticsGaussianValueAtRisk); Nan::SetMethod(target, "StatisticsGaussianExpectedShortfall", QuantLibNode::StatisticsGaussianExpectedShortfall); Nan::SetMethod(target, "StatisticsGaussianShortfall", QuantLibNode::StatisticsGaussianShortfall); Nan::SetMethod(target, "StatisticsGaussianAverageShortfall", QuantLibNode::StatisticsGaussianAverageShortfall); Nan::SetMethod(target, "StatisticsSemiVariance", QuantLibNode::StatisticsSemiVariance); Nan::SetMethod(target, "StatisticsSemiDeviation", QuantLibNode::StatisticsSemiDeviation); Nan::SetMethod(target, "StatisticsDownsideVariance", QuantLibNode::StatisticsDownsideVariance); Nan::SetMethod(target, "StatisticsDownsideDeviation", QuantLibNode::StatisticsDownsideDeviation); Nan::SetMethod(target, "StatisticsRegret", QuantLibNode::StatisticsRegret); Nan::SetMethod(target, "StatisticsPotentialUpside", QuantLibNode::StatisticsPotentialUpside); Nan::SetMethod(target, "StatisticsValueAtRisk", QuantLibNode::StatisticsValueAtRisk); Nan::SetMethod(target, "StatisticsExpectedShortfall", QuantLibNode::StatisticsExpectedShortfall); Nan::SetMethod(target, "StatisticsShortfall", QuantLibNode::StatisticsShortfall); Nan::SetMethod(target, "StatisticsAverageShortfall", QuantLibNode::StatisticsAverageShortfall); Nan::SetMethod(target, "GaussianDownsideVariance", QuantLibNode::GaussianDownsideVariance); Nan::SetMethod(target, "GaussianDownsideDeviation", QuantLibNode::GaussianDownsideDeviation); Nan::SetMethod(target, "GaussianRegret", QuantLibNode::GaussianRegret); Nan::SetMethod(target, "GaussianPercentile", QuantLibNode::GaussianPercentile); Nan::SetMethod(target, "GaussianTopPercentile", QuantLibNode::GaussianTopPercentile); Nan::SetMethod(target, "GaussianPotentialUpside", QuantLibNode::GaussianPotentialUpside); Nan::SetMethod(target, "GaussianValueAtRisk", QuantLibNode::GaussianValueAtRisk); Nan::SetMethod(target, "GaussianExpectedShortfall", QuantLibNode::GaussianExpectedShortfall); Nan::SetMethod(target, "GaussianShortfall", QuantLibNode::GaussianShortfall); Nan::SetMethod(target, "GaussianAverageShortfall", QuantLibNode::GaussianAverageShortfall); Nan::SetMethod(target, "Swap", QuantLibNode::Swap); Nan::SetMethod(target, "MakeCms", QuantLibNode::MakeCms); Nan::SetMethod(target, "SwapLegBPS", QuantLibNode::SwapLegBPS); Nan::SetMethod(target, "SwapLegNPV", QuantLibNode::SwapLegNPV); Nan::SetMethod(target, "SwapStartDate", QuantLibNode::SwapStartDate); Nan::SetMethod(target, "SwapMaturityDate", QuantLibNode::SwapMaturityDate); Nan::SetMethod(target, "SwapLegAnalysis", QuantLibNode::SwapLegAnalysis); Nan::SetMethod(target, "Swaption", QuantLibNode::Swaption); Nan::SetMethod(target, "MakeSwaption", QuantLibNode::MakeSwaption); Nan::SetMethod(target, "SwaptionType", QuantLibNode::SwaptionType); Nan::SetMethod(target, "SwaptionSettlementType", QuantLibNode::SwaptionSettlementType); Nan::SetMethod(target, "SwaptionImpliedVolatility", QuantLibNode::SwaptionImpliedVolatility); Nan::SetMethod(target, "RelinkableHandleSwaptionVolatilityStructure", QuantLibNode::RelinkableHandleSwaptionVolatilityStructure); Nan::SetMethod(target, "ConstantSwaptionVolatility", QuantLibNode::ConstantSwaptionVolatility); Nan::SetMethod(target, "SpreadedSwaptionVolatility", QuantLibNode::SpreadedSwaptionVolatility); Nan::SetMethod(target, "SwaptionVTSMatrix", QuantLibNode::SwaptionVTSMatrix); Nan::SetMethod(target, "SwaptionVolCube2", QuantLibNode::SwaptionVolCube2); Nan::SetMethod(target, "SwaptionVolCube1", QuantLibNode::SwaptionVolCube1); Nan::SetMethod(target, "SmileSectionByCube", QuantLibNode::SmileSectionByCube); Nan::SetMethod(target, "SmileSectionByCube2", QuantLibNode::SmileSectionByCube2); Nan::SetMethod(target, "SwaptionVTSVolatility", QuantLibNode::SwaptionVTSVolatility); Nan::SetMethod(target, "SwaptionVTSVolatility2", QuantLibNode::SwaptionVTSVolatility2); Nan::SetMethod(target, "SwaptionVTSBlackVariance", QuantLibNode::SwaptionVTSBlackVariance); Nan::SetMethod(target, "SwaptionVTSBlackVariance2", QuantLibNode::SwaptionVTSBlackVariance2); Nan::SetMethod(target, "SwaptionVTSMaxSwapTenor", QuantLibNode::SwaptionVTSMaxSwapTenor); Nan::SetMethod(target, "SwaptionVTSBusinessDayConvention", QuantLibNode::SwaptionVTSBusinessDayConvention); Nan::SetMethod(target, "SwaptionVTSOptionDateFromTenor", QuantLibNode::SwaptionVTSOptionDateFromTenor); Nan::SetMethod(target, "SwaptionVTSSwapLength", QuantLibNode::SwaptionVTSSwapLength); Nan::SetMethod(target, "SwaptionVTSSwapLength2", QuantLibNode::SwaptionVTSSwapLength2); Nan::SetMethod(target, "SwaptionVTSMatrixOptionDates", QuantLibNode::SwaptionVTSMatrixOptionDates); Nan::SetMethod(target, "SwaptionVTSMatrixOptionTenors", QuantLibNode::SwaptionVTSMatrixOptionTenors); Nan::SetMethod(target, "SwaptionVTSMatrixSwapTenors", QuantLibNode::SwaptionVTSMatrixSwapTenors); Nan::SetMethod(target, "SwaptionVTSMatrixLocate", QuantLibNode::SwaptionVTSMatrixLocate); Nan::SetMethod(target, "SwaptionVTSatmStrike", QuantLibNode::SwaptionVTSatmStrike); Nan::SetMethod(target, "SwaptionVTSatmStrike2", QuantLibNode::SwaptionVTSatmStrike2); Nan::SetMethod(target, "SparseSabrParameters", QuantLibNode::SparseSabrParameters); Nan::SetMethod(target, "DenseSabrParameters", QuantLibNode::DenseSabrParameters); Nan::SetMethod(target, "MarketVolCube", QuantLibNode::MarketVolCube); Nan::SetMethod(target, "VolCubeAtmCalibrated", QuantLibNode::VolCubeAtmCalibrated); Nan::SetMethod(target, "RelinkableHandleYieldTermStructure", QuantLibNode::RelinkableHandleYieldTermStructure); Nan::SetMethod(target, "DiscountCurve", QuantLibNode::DiscountCurve); Nan::SetMethod(target, "ZeroCurve", QuantLibNode::ZeroCurve); Nan::SetMethod(target, "ForwardCurve", QuantLibNode::ForwardCurve); Nan::SetMethod(target, "FlatForward", QuantLibNode::FlatForward); Nan::SetMethod(target, "ForwardSpreadedTermStructure", QuantLibNode::ForwardSpreadedTermStructure); Nan::SetMethod(target, "ImpliedTermStructure", QuantLibNode::ImpliedTermStructure); Nan::SetMethod(target, "InterpolatedYieldCurve", QuantLibNode::InterpolatedYieldCurve); Nan::SetMethod(target, "TermStructureDayCounter", QuantLibNode::TermStructureDayCounter); Nan::SetMethod(target, "TermStructureMaxDate", QuantLibNode::TermStructureMaxDate); Nan::SetMethod(target, "TermStructureReferenceDate", QuantLibNode::TermStructureReferenceDate); Nan::SetMethod(target, "TermStructureTimeFromReference", QuantLibNode::TermStructureTimeFromReference); Nan::SetMethod(target, "TermStructureCalendar", QuantLibNode::TermStructureCalendar); Nan::SetMethod(target, "TermStructureSettlementDays", QuantLibNode::TermStructureSettlementDays); Nan::SetMethod(target, "YieldTSDiscount", QuantLibNode::YieldTSDiscount); Nan::SetMethod(target, "YieldTSForwardRate", QuantLibNode::YieldTSForwardRate); Nan::SetMethod(target, "YieldTSForwardRate2", QuantLibNode::YieldTSForwardRate2); Nan::SetMethod(target, "YieldTSZeroRate", QuantLibNode::YieldTSZeroRate); Nan::SetMethod(target, "InterpolatedYieldCurveTimes", QuantLibNode::InterpolatedYieldCurveTimes); Nan::SetMethod(target, "InterpolatedYieldCurveDates", QuantLibNode::InterpolatedYieldCurveDates); Nan::SetMethod(target, "InterpolatedYieldCurveData", QuantLibNode::InterpolatedYieldCurveData); Nan::SetMethod(target, "InterpolatedYieldCurveJumpTimes", QuantLibNode::InterpolatedYieldCurveJumpTimes); Nan::SetMethod(target, "InterpolatedYieldCurveJumpDates", QuantLibNode::InterpolatedYieldCurveJumpDates); Nan::SetMethod(target, "TimeSeries", QuantLibNode::TimeSeries); Nan::SetMethod(target, "TimeSeriesFromIndex", QuantLibNode::TimeSeriesFromIndex); Nan::SetMethod(target, "TimeSeriesFirstDate", QuantLibNode::TimeSeriesFirstDate); Nan::SetMethod(target, "TimeSeriesLastDate", QuantLibNode::TimeSeriesLastDate); Nan::SetMethod(target, "TimeSeriesSize", QuantLibNode::TimeSeriesSize); Nan::SetMethod(target, "TimeSeriesEmpty", QuantLibNode::TimeSeriesEmpty); Nan::SetMethod(target, "TimeSeriesDates", QuantLibNode::TimeSeriesDates); Nan::SetMethod(target, "TimeSeriesValues", QuantLibNode::TimeSeriesValues); Nan::SetMethod(target, "TimeSeriesValue", QuantLibNode::TimeSeriesValue); Nan::SetMethod(target, "xlVersion", QuantLibNode::xlVersion); Nan::SetMethod(target, "AddinVersion", QuantLibNode::AddinVersion); Nan::SetMethod(target, "Version", QuantLibNode::Version); Nan::SetMethod(target, "FunctionCount", QuantLibNode::FunctionCount); Nan::SetMethod(target, "VanillaSwap", QuantLibNode::VanillaSwap); Nan::SetMethod(target, "MakeVanillaSwap", QuantLibNode::MakeVanillaSwap); Nan::SetMethod(target, "MakeIMMSwap", QuantLibNode::MakeIMMSwap); Nan::SetMethod(target, "VanillaSwapFromSwapIndex", QuantLibNode::VanillaSwapFromSwapIndex); Nan::SetMethod(target, "VanillaSwapFromSwapRateHelper", QuantLibNode::VanillaSwapFromSwapRateHelper); Nan::SetMethod(target, "VanillaSwapFixedLegBPS", QuantLibNode::VanillaSwapFixedLegBPS); Nan::SetMethod(target, "VanillaSwapFixedLegNPV", QuantLibNode::VanillaSwapFixedLegNPV); Nan::SetMethod(target, "VanillaSwapFairRate", QuantLibNode::VanillaSwapFairRate); Nan::SetMethod(target, "VanillaSwapFloatingLegBPS", QuantLibNode::VanillaSwapFloatingLegBPS); Nan::SetMethod(target, "VanillaSwapFloatingLegNPV", QuantLibNode::VanillaSwapFloatingLegNPV); Nan::SetMethod(target, "VanillaSwapFairSpread", QuantLibNode::VanillaSwapFairSpread); Nan::SetMethod(target, "VanillaSwapType", QuantLibNode::VanillaSwapType); Nan::SetMethod(target, "VanillaSwapNominal", QuantLibNode::VanillaSwapNominal); Nan::SetMethod(target, "VanillaSwapFixedRate", QuantLibNode::VanillaSwapFixedRate); Nan::SetMethod(target, "VanillaSwapFixedDayCount", QuantLibNode::VanillaSwapFixedDayCount); Nan::SetMethod(target, "VanillaSwapSpread", QuantLibNode::VanillaSwapSpread); Nan::SetMethod(target, "VanillaSwapFloatingDayCount", QuantLibNode::VanillaSwapFloatingDayCount); Nan::SetMethod(target, "VanillaSwapPaymentConvention", QuantLibNode::VanillaSwapPaymentConvention); Nan::SetMethod(target, "VanillaSwapFixedLegAnalysis", QuantLibNode::VanillaSwapFixedLegAnalysis); Nan::SetMethod(target, "VanillaSwapFloatingLegAnalysis", QuantLibNode::VanillaSwapFloatingLegAnalysis); Nan::SetMethod(target, "BlackConstantVol", QuantLibNode::BlackConstantVol); Nan::SetMethod(target, "BlackVarianceSurface", QuantLibNode::BlackVarianceSurface); Nan::SetMethod(target, "AbcdAtmVolCurve", QuantLibNode::AbcdAtmVolCurve); Nan::SetMethod(target, "SabrVolSurface", QuantLibNode::SabrVolSurface); Nan::SetMethod(target, "VolatilityTermStructureBusinessDayConvention", QuantLibNode::VolatilityTermStructureBusinessDayConvention); Nan::SetMethod(target, "VolatilityTermStructureOptionDateFromTenor", QuantLibNode::VolatilityTermStructureOptionDateFromTenor); Nan::SetMethod(target, "VolatilityTermStructureMinStrike", QuantLibNode::VolatilityTermStructureMinStrike); Nan::SetMethod(target, "VolatilityTermStructureMaxStrike", QuantLibNode::VolatilityTermStructureMaxStrike); Nan::SetMethod(target, "BlackAtmVolCurveAtmVol", QuantLibNode::BlackAtmVolCurveAtmVol); Nan::SetMethod(target, "BlackAtmVolCurveAtmVol2", QuantLibNode::BlackAtmVolCurveAtmVol2); Nan::SetMethod(target, "BlackAtmVolCurveAtmVol3", QuantLibNode::BlackAtmVolCurveAtmVol3); Nan::SetMethod(target, "BlackAtmVolCurveAtmVariance", QuantLibNode::BlackAtmVolCurveAtmVariance); Nan::SetMethod(target, "BlackAtmVolCurveAtmVariance2", QuantLibNode::BlackAtmVolCurveAtmVariance2); Nan::SetMethod(target, "BlackAtmVolCurveAtmVariance3", QuantLibNode::BlackAtmVolCurveAtmVariance3); Nan::SetMethod(target, "BlackVolTermStructureBlackVol", QuantLibNode::BlackVolTermStructureBlackVol); Nan::SetMethod(target, "BlackVolTermStructureBlackVariance", QuantLibNode::BlackVolTermStructureBlackVariance); Nan::SetMethod(target, "BlackVolTermStructureBlackForwardVol", QuantLibNode::BlackVolTermStructureBlackForwardVol); Nan::SetMethod(target, "BlackVolTermStructureBlackForwardVariance", QuantLibNode::BlackVolTermStructureBlackForwardVariance); Nan::SetMethod(target, "AbcdAtmVolCurveOptionTenors", QuantLibNode::AbcdAtmVolCurveOptionTenors); Nan::SetMethod(target, "AbcdAtmVolCurveOptionTenorsInInterpolation", QuantLibNode::AbcdAtmVolCurveOptionTenorsInInterpolation); Nan::SetMethod(target, "AbcdAtmVolCurveOptionDates", QuantLibNode::AbcdAtmVolCurveOptionDates); Nan::SetMethod(target, "AbcdAtmVolCurveOptionTimes", QuantLibNode::AbcdAtmVolCurveOptionTimes); Nan::SetMethod(target, "AbcdAtmVolCurveRmsError", QuantLibNode::AbcdAtmVolCurveRmsError); Nan::SetMethod(target, "AbcdAtmVolCurveMaxError", QuantLibNode::AbcdAtmVolCurveMaxError); Nan::SetMethod(target, "AbcdAtmVolCurveA", QuantLibNode::AbcdAtmVolCurveA); Nan::SetMethod(target, "AbcdAtmVolCurveB", QuantLibNode::AbcdAtmVolCurveB); Nan::SetMethod(target, "AbcdAtmVolCurveC", QuantLibNode::AbcdAtmVolCurveC); Nan::SetMethod(target, "AbcdAtmVolCurveD", QuantLibNode::AbcdAtmVolCurveD); Nan::SetMethod(target, "AbcdAtmVolCurveKatOptionTenors", QuantLibNode::AbcdAtmVolCurveKatOptionTenors); Nan::SetMethod(target, "AbcdAtmVolCurveK", QuantLibNode::AbcdAtmVolCurveK); Nan::SetMethod(target, "VolatilitySpreads", QuantLibNode::VolatilitySpreads); Nan::SetMethod(target, "VolatilitySpreads2", QuantLibNode::VolatilitySpreads2); Nan::SetMethod(target, "AtmCurve", QuantLibNode::AtmCurve); Nan::SetMethod(target, "SabrVolatility", QuantLibNode::SabrVolatility); Nan::SetMethod(target, "PiecewiseConstantAbcdVariance", QuantLibNode::PiecewiseConstantAbcdVariance); Nan::SetMethod(target, "MarketModelLmExtLinearExponentialVolModel", QuantLibNode::MarketModelLmExtLinearExponentialVolModel); Nan::SetMethod(target, "PiecewiseConstantVarianceVariances", QuantLibNode::PiecewiseConstantVarianceVariances); Nan::SetMethod(target, "PiecewiseConstantVarianceVolatilities", QuantLibNode::PiecewiseConstantVarianceVolatilities); Nan::SetMethod(target, "PiecewiseConstantVarianceRateTimes", QuantLibNode::PiecewiseConstantVarianceRateTimes); Nan::SetMethod(target, "PiecewiseConstantVarianceVariance", QuantLibNode::PiecewiseConstantVarianceVariance); Nan::SetMethod(target, "PiecewiseConstantVarianceVolatility", QuantLibNode::PiecewiseConstantVarianceVolatility); Nan::SetMethod(target, "PiecewiseConstantVarianceTotalVariance", QuantLibNode::PiecewiseConstantVarianceTotalVariance); Nan::SetMethod(target, "PiecewiseConstantVarianceTotalVolatility", QuantLibNode::PiecewiseConstantVarianceTotalVolatility); Nan::SetMethod(target, "PiecewiseYieldCurveMixedInterpolation", QuantLibNode::PiecewiseYieldCurveMixedInterpolation); Nan::SetMethod(target, "BachelierCapFloorEngine", QuantLibNode::BachelierCapFloorEngine); Nan::SetMethod(target, "BachelierCapFloorEngine2", QuantLibNode::BachelierCapFloorEngine2); Nan::SetMethod(target, "BachelierBlackFormulaImpliedVol", QuantLibNode::BachelierBlackFormulaImpliedVol); Nan::SetMethod(target, "DeleteObject", QuantLibNode::DeleteObject); Nan::SetMethod(target, "DeleteObjects", QuantLibNode::DeleteObjects); Nan::SetMethod(target, "DeleteAllObjects", QuantLibNode::DeleteAllObjects); Nan::SetMethod(target, "ListObjectIDs", QuantLibNode::ListObjectIDs); Nan::SetMethod(target, "ObjectPropertyNames", QuantLibNode::ObjectPropertyNames); } NODE_MODULE(quantlib, init)