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