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quantlibxl.hpp
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/*
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);