hasquant-0.7.0.0: tools/api-name-map-0.7.txt

# Reviewed public value-name migration for the unreleased 0.7 API.
#
# This is deliberately an identifier map rather than a list of textual fragments.  The
# API-name check rejects left-hand names that are not also canonical right-hand names, and
# migration tooling must replace identifiers atomically so name swaps remain safe.

fractionalDividend'	fractionalDividendWithNominal
npv'	npvWithZSpread
swapIndex'	swapIndexWithDiscountCurve
cleanPrice'	cleanPriceWithZSpread
yieldFromPrice'	yieldFromPriceWithGuess
creditDefaultSwap'	creditDefaultSwapWithUpfront
fxForward'	fxForwardFromRate
swap'	swapFromLegs
nonstandardSwap'	nonstandardSwapFromGearingsAndSpreads
floatFloatSwap'	floatFloatSwapFromNominals
constNotionalCrossCurrencySwap'	constNotionalCrossCurrencySwapFromLegs
overnightIndexedSwap'	overnightIndexedSwapFromNominals
zeroCouponSwap'	zeroCouponSwapFromRate
compoundFactor'	compoundFactorBetween
discountFactor'	discountFactorBetween
equivalentRate'	equivalentRateBetween
impliedRate'	impliedRateBetween
timeGridFromVector'	timeGridFromVectorWithSteps
futuresConvAdjustmentQuote'	futuresConvAdjustmentQuoteFromImmCode

hullWhiteAsAffineModel	asAffineModel
g2AsAffineModel	asAffineModel
oneFactorAffineModelAsAffineModel	asAffineModel
liborForwardModelAsAffineModel	asAffineModel
gsrAsGaussian1dModel	asGaussian1dModel
markovFunctionalAsGaussian1dModel	asGaussian1dModel

blackCapFloorEngine'	blackCapFloorEngineFromVolatilityStructure
blackSwaptionEngine'	blackSwaptionEngineFromVolatilityStructure
bachelierCapFloorEngine'	bachelierCapFloorEngineFromVolatilityStructure
bachelierSwaptionEngine'	bachelierSwaptionEngineFromVolatilityStructure
batesDetJumpEngine'	batesDetJumpEngineWithTolerance
batesDoubleExpDetJumpEngine'	batesDoubleExpDetJumpEngineWithTolerance
batesDoubleExpEngine'	batesDoubleExpEngineWithTolerance
blackCallableFixedRateBondEngine'	blackCallableFixedRateBondEngineFromVolatilityStructure
blackCallableZeroCouponBondEngine'	blackCallableZeroCouponBondEngineFromVolatilityStructure
blackCalculator	blackCalculatorFromPayoff
blackCalculator'	blackCalculator
blackScholesCalculator	blackScholesCalculatorFromPayoff
blackScholesCalculator'	blackScholesCalculator
bachelierCalculator	bachelierCalculatorFromPayoff
bachelierCalculator'	bachelierCalculator
blackFormula'	blackFormulaFromPayoff
blackCashItmProbability'	blackCashItmProbabilityFromPayoff
blackImpliedStdDev'	blackImpliedStdDevFromPayoff
blackImpliedStdDevApproximation'	blackImpliedStdDevApproximationFromPayoff
blackStdDevDerivative'	blackStdDevDerivativeFromPayoff
bachelierBlackFormula'	bachelierBlackFormulaFromPayoff
blackForwardDerivative'	blackForwardDerivativeFromPayoff
blackImpliedStdDevChambers'	blackImpliedStdDevChambersFromPayoff
blackImpliedStdDevApproximationRS'	blackImpliedStdDevApproximationRsFromPayoff
blackImpliedStdDevApproximationRS	blackImpliedStdDevApproximationRs
blackImpliedStdDevLiRS'	blackImpliedStdDevLiRsFromPayoff
blackImpliedStdDevLiRS	blackImpliedStdDevLiRs
blackAssetItmProbability'	blackAssetItmProbabilityFromPayoff
blackStdDevSecondDerivative'	blackStdDevSecondDerivativeFromPayoff
bachelierForwardDerivative'	bachelierForwardDerivativeFromPayoff
bachelierStdDevDerivative'	bachelierStdDevDerivativeFromPayoff
bachelierAssetItmProbability'	bachelierAssetItmProbabilityFromPayoff

flatHazardRate'	flatHazardRate
flatHazardRateMoving	flatHazardRate
hazardRate'	hazardRate
hazardRateAtTime	hazardRate
survivalProbability'	survivalProbability
survivalProbabilityAtTime	survivalProbability
defaultDensity'	defaultDensity
defaultDensityAtTime	defaultDensity
defaultProbability'	defaultProbability
defaultProbabilityAtTime	defaultProbability
defaultProbabilityBetween'	defaultProbabilityBetween
defaultProbabilityBetweenTimes	defaultProbabilityBetween
piecewiseDefaultCurve'	piecewiseDefaultCurve
piecewiseDefaultCurveMoving	piecewiseDefaultCurve
piecewiseDefaultCurveFull	piecewiseDefaultCurve
piecewiseDefaultCurveFull'	piecewiseDefaultCurve
piecewiseDefaultCurveFullMoving	piecewiseDefaultCurve

constantOptionletVolatility'	constantOptionletVolatility
constantOptionletVolatilityMoving	constantOptionletVolatility
blackConstantVol'	blackConstantVol
blackConstantVolMoving	blackConstantVol
constantSwaptionVolatilityMoving	constantSwaptionVolatility
constantSwaptionVolatility'	constantSwaptionVolatility
sabrSmileSection'	sabrSmileSection
noArbSabrSmileSection'	noArbSabrSmileSection
zabrSmileSection'	zabrSmileSection
swapLength'	swapLengthBetweenDates
callableBondConstantVolatility'	callableBondConstantVolatility
callableBondConstantVolatilityMoving	callableBondConstantVolatility
constantCapFloorTermVolatilityMoving	constantCapFloorTermVolatility
constantCapFloorTermVolatility'	constantCapFloorTermVolatility
localConstantVol'	localConstantVol
localConstantVolMoving	localConstantVol
capFloorTermVolCurveMoving	capFloorTermVolCurve
capFloorTermVolCurve'	capFloorTermVolCurve
capFloorTermVolSurfaceMoving	capFloorTermVolSurface
capFloorTermVolSurface'	capFloorTermVolSurface
capFloorVolatilityForPeriod	capFloorVolatility
capFloorVolatilityForDate	capFloorVolatility
capFloorVolatilityForTime	capFloorVolatility
atmVolForPeriod	atmVol
atmVolForDate	atmVol
atmVolForTime	atmVol
atmVarianceForPeriod	atmVariance
atmVarianceForDate	atmVariance
atmVarianceForTime	atmVariance
blackVolSurfaceSmileSectionForPeriod	blackVolSurfaceSmileSection
blackVolSurfaceSmileSectionForDate	blackVolSurfaceSmileSection
blackVolSurfaceSmileSectionForTime	blackVolSurfaceSmileSection
blackVolSmileAtTime	blackVolSmile
blackVolSmileAtDate	blackVolSmile
blackVolSmile'	blackVolSmile
swaptionVolatilityMatrix	swaptionVolatilityMatrixMoving
swaptionVolatilityMatrix'	swaptionVolatilityMatrix
sabrSwaptionVolatilityCubeAtmStrike	atmStrike
sabrSwaptionVolatilityCubeAtmStrikeAtTime	atmStrike
sabrSwaptionVolatilityCubeAtmStrikeAtDate	atmStrike
sabrSwaptionVolatilityCubeAtmStrike'	atmStrike
noArbSabrSwaptionVolatilityCubeAtmStrike	atmStrike
noArbSabrSwaptionVolatilityCubeAtmStrikeAtTime	atmStrike
noArbSabrSwaptionVolatilityCubeAtmStrikeAtDate	atmStrike
noArbSabrSwaptionVolatilityCubeAtmStrike'	atmStrike
interpolatedSwaptionVolatilityCubeAtmStrike	atmStrike
interpolatedSwaptionVolatilityCubeAtmStrikeAtTime	atmStrike
interpolatedSwaptionVolatilityCubeAtmStrikeAtDate	atmStrike
interpolatedSwaptionVolatilityCubeAtmStrike'	atmStrike
optionletStripper1	optionletStripper
optionletStripper2	optionletStripperWithAtm
optionletStripper2AsOptionletVolatilityStructure	asOptionletVolatilityStructure
optionletStripper2AtmCapFloorStrikes	atmCapFloorStrikes
optionletStripper2AtmCapFloorPrices	atmCapFloorPrices
optionletStripper2SpreadsVol	spreadsVol
callableBondSmileSectionForDate	callableBondSmileSection
callableBondSmileSectionAtDate	callableBondSmileSection
callableBondSmileSectionForPeriod	callableBondSmileSection
callableBondSmileSectionForTenors	callableBondSmileSection
sabrVolSurfaceVolatilitySpreadsForPeriod	sabrVolatilitySpreads
sabrVolSurfaceVolatilitySpreadsForDate	sabrVolatilitySpreads

depositRateHelper'	depositRateHelperFromIndex
discount'	discount
discountAtDate	discount
swapRateHelper'	swapRateHelperFromConventions
flatForward'	flatForward
flatForwardMoving	flatForward
zeroRate'	zeroRate
zeroRateAtDate	zeroRate
forwardRate'	forwardRate
forwardRateBetweenDates	forwardRate
fxSwapRateHelper'	fxSwapRateHelperBetweenDates
oisRateHelper'	oisRateHelperBetweenDates
oisRateHelperFull'	oisRateHelperBetweenDatesWithOptions
oisRateHelperFull	oisRateHelperWithOptions
fraIborRateHelper'	fraRateHelper
fraRateHelper'	fraRateHelper
futuresRateHelper'	futuresRateHelper
fittedBondDiscountCurveMoving	fittedBondDiscountCurve
fittedBondDiscountCurve'	fittedBondDiscountCurve
piecewiseYieldCurveFull	piecewiseYieldCurve
piecewiseYieldCurveMoving	piecewiseYieldCurve

iborLegFull	iborLegWithOptions
cmsLegFull	cmsLegWithOptions
blackVolatilitySurfaceDeltaFull	blackVolatilitySurfaceDeltaWithOptions

ecbDate'	ecbDateFromCode
nextEcbCode'	nextEcbCodeFromCode
nextEcbDate'	nextEcbDateFromCode
nextEcbDates'	nextEcbDatesFromCode
nextImmCode'	nextImmCodeFromCode
nextImmDate'	nextImmDateFromCode

delta1	firstAssetDelta
delta2	secondAssetDelta
gamma1	firstAssetGamma
gamma2	secondAssetGamma

averageBMACoupon	averageBmaCoupon
averageBMACouponAsFloatingRateCoupon	averageBmaCouponAsFloatingRateCoupon
averageBMACouponFixingDates	averageBmaCouponFixingDates
averageBMACouponIndexFixings	averageBmaCouponIndexFixings
averageBMALeg	averageBmaLeg
bachelierYoYInflationCouponPricer	bachelierYoyInflationCouponPricer
blackYoYInflationCouponPricer	blackYoyInflationCouponPricer
setYoYInflationCouponPricer	setYoyInflationCouponPricer
unitDisplacedBlackYoYInflationCouponPricer	unitDisplacedBlackYoyInflationCouponPricer
gaussianLHPLossModel	gaussianLhpLossModel
underlyingOIS	underlyingOis
syntheticCDO	syntheticCdo
analyticBSMHullWhiteEngine	analyticBsmHullWhiteEngine
analyticDigitalAmericanKOEngine	analyticDigitalAmericanKoEngine
integralCDOEngine	integralCdoEngine
interpolatingCPICapFloorEngine	interpolatingCpiCapFloorEngine
mcDiscreteArithmeticAPEngine	mcDiscreteArithmeticApEngine
mcDiscreteArithmeticAPHestonEngine	mcDiscreteArithmeticApHestonEngine
mcDiscreteArithmeticASEngine	mcDiscreteArithmeticAsEngine
mcDiscreteGeometricAPEngine	mcDiscreteGeometricApEngine
mcDiscreteGeometricAPHestonEngine	mcDiscreteGeometricApHestonEngine
mcForwardEuropeanBSEngine	mcForwardEuropeanBsEngine
midPointCDOEngine	midPointCdoEngine
extOUWithJumpsProcess	extOuWithJumpsProcess
klugeExtOUProcess	klugeExtOuProcess
interpolatedYoYInflationCurve	interpolatedYoyInflationCurve
piecewiseYoYInflationCurve	piecewiseYoyInflationCurve
constantCPIVolatility	constantCpiVolatility
constantYoYOptionletVolatility	constantYoyOptionletVolatility
kInterpolatedYoYOptionletVolatilitySurfaceBachelier	kInterpolatedYoyOptionletVolatilitySurfaceBachelier
kInterpolatedYoYOptionletVolatilitySurfaceBlack	kInterpolatedYoyOptionletVolatilitySurfaceBlack
kInterpolatedYoYOptionletVolatilitySurfaceUnitDisplacedBlack	kInterpolatedYoyOptionletVolatilitySurfaceUnitDisplacedBlack
yoyCapFloorAtmYoYRate	yoyCapFloorAtmYoyRate
yoyCapFloorAtmYoYSwapDateRates	yoyCapFloorAtmYoySwapDateRates
yoyCapFloorAtmYoYSwapRate	yoyCapFloorAtmYoySwapRate
yoyCapFloorAtmYoYSwapTimeRates	yoyCapFloorAtmYoySwapTimeRates
defaultOISRateHelperOpts	defaultOisRateHelperOpts
mtMCrossCurrencyBasisSwapRateHelper	mtmCrossCurrencyBasisSwapRateHelper
dcmlCallATM	dcmlCallAtm
dcmlPutATM	dcmlPutAtm
dcmslCallATM	dcmslCallAtm
dcmslPutATM	dcmslPutAtm
dilCallATM	dilCallAtm
dilPutATM	dilPutAtm
ffsGearing1	ffsFirstLegGearing
ffsSpread1	ffsFirstLegSpread
ffsCappedRate1	ffsFirstLegCappedRate
ffsFlooredRate1	ffsFirstLegFlooredRate
ffsGearing2	ffsSecondLegGearing
ffsSpread2	ffsSecondLegSpread
ffsCappedRate2	ffsSecondLegCappedRate
ffsFlooredRate2	ffsSecondLegFlooredRate
ffsPaymentConvention1	ffsFirstLegPaymentConvention
ffsPaymentConvention2	ffsSecondLegPaymentConvention
ffsvGearing1	ffsvFirstLegGearing
ffsvSpread1	ffsvFirstLegSpread
ffsvCappedRate1	ffsvFirstLegCappedRate
ffsvFlooredRate1	ffsvFirstLegFlooredRate
ffsvGearing2	ffsvSecondLegGearing
ffsvSpread2	ffsvSecondLegSpread
ffsvCappedRate2	ffsvSecondLegCappedRate
ffsvFlooredRate2	ffsvSecondLegFlooredRate
ffsvPaymentConvention1	ffsvFirstLegPaymentConvention
ffsvPaymentConvention2	ffsvSecondLegPaymentConvention

fixedRateCouponAsCashFlow	asCashFlow
fixedRateCouponInterestRate	interestRate
averageBmaCouponAsFloatingRateCoupon	asFloatingRateCoupon
averageBmaCouponFixingDates	fixingDates
averageBmaCouponIndexFixings	indexFixings
strippedCappedFlooredCouponCap	capRate
strippedCappedFlooredCouponFloor	floorRate
strippedCappedFlooredCouponEffectiveCap	effectiveCap
strippedCappedFlooredCouponEffectiveFloor	effectiveFloor
strippedCappedFlooredCouponIsCap	isCap
strippedCappedFlooredCouponIsFloor	isFloor
strippedCappedFlooredCouponIsCollar	isCollar
digitalCouponConvexityAdjustment	convexityAdjustment
digitalCouponCallOptionRate	callOptionRate
digitalCouponPutOptionRate	putOptionRate
digitalCouponRate	rate
multipleResetsCouponAsFloatingRateCoupon	asFloatingRateCoupon
multipleResetsCouponFixingDates	fixingDates
rangeAccrualFloatersCouponPriceWithoutOptionality	priceWithoutOptionality
yoyInflationCouponAsCashFlow	asCashFlow
yoyInflationCouponAdjustedFixing	adjustedFixing
overnightIndexedCouponFixingDates	fixingDates
overnightIndexedCouponIndexFixings	indexFixings
cpiCouponAsCashFlow	asCashFlow
cpiCouponIndexRatio	indexRatio
floatingRateCouponRate	rate
floatingRateCouponAmount	amount
floatingRateCouponPrice	price
floatingRateCouponConvexityAdjustment	convexityAdjustment
floatingRateCouponPricerSwapletRate	swapletRate
floatingRateCouponPricerSwapletPrice	swapletPrice
floatingRateCouponPricerCapletPrice	capletPrice
floatingRateCouponPricerCapletRate	capletRate
floatingRateCouponPricerFloorletPrice	floorletPrice
floatingRateCouponPricerFloorletRate	floorletRate
digitalReplicationType	replicationType
digitalReplicationGap	gap
digitalCmsCouponCallOptionRate	callOptionRate
digitalCmsCouponPutOptionRate	putOptionRate
digitalCmsSpreadCouponCallOptionRate	callOptionRate
digitalCmsSpreadCouponPutOptionRate	putOptionRate
zeroInflationCashFlowAsCashFlow	asCashFlow
zeroInflationCashFlowAmount	amount
zeroInflationCashFlowBaseFixing	baseFixing
zeroInflationCashFlowIndexFixing	indexFixing
cpiCashFlowAsCashFlow	asCashFlow
cpiCashFlowAmount	amount
cpiCashFlowBaseFixing	baseFixing
cpiCashFlowIndexFixing	indexFixing
equityCashFlowAsCashFlow	asCashFlow
equityCashFlowAmount	amount
equityCashFlowBaseFixing	baseFixing
equityCashFlowIndexFixing	indexFixing
historicalIndexAnalysisSkipped	skipped
historicalIndexAnalysisMean	mean
historicalIndexAnalysisStandardDeviation	standardDeviation
historicalIndexAnalysisSkewness	skewness
historicalIndexAnalysisKurtosis	kurtosis
historicalIndexAnalysisMin	minimumReturn
historicalIndexAnalysisMax	maximumReturn
historicalIndexAnalysisSemiVariance	semiVariance
historicalIndexAnalysisSemiDeviation	semiDeviation
historicalIndexAnalysisDownsideVariance	downsideVariance
historicalIndexAnalysisDownsideDeviation	downsideDeviation
historicalIndexAnalysisPercentile	percentile
historicalIndexAnalysisGaussianPercentile	gaussianPercentile
historicalIndexAnalysisValueAtRisk	valueAtRisk
historicalIndexAnalysisPotentialUpside	potentialUpside
historicalIndexAnalysisGaussianPotentialUpside	gaussianPotentialUpside
historicalIndexAnalysisRegret	regret
historicalIndexAnalysisShortfall	shortfall
historicalIndexAnalysisGaussianShortfall	gaussianShortfall
historicalIndexAnalysisAverageShortfall	averageShortfall
historicalIndexAnalysisGaussianAverageShortfall	gaussianAverageShortfall
historicalIndexAnalysisGaussianValueAtRisk	gaussianValueAtRisk
historicalIndexAnalysisExpectedShortfall	expectedShortfall
historicalIndexAnalysisGaussianExpectedShortfall	gaussianExpectedShortfall
historicalIndexAnalysisCovariance	covariance
historicalIndexAnalysisCorrelation	correlation
commodityIndexForwardPrice	forwardPrice
commodityIndexLastQuoteDate	lastQuoteDate
commodityIndexEmpty	isEmpty
rendistatoCalculatorYield	rendistatoYield
rendistatoCalculatorDuration	rendistatoDuration
rendistatoCalculatorYields	rendistatoYields
rendistatoCalculatorDurations	rendistatoDurations
rendistatoCalculatorSwapLengths	rendistatoSwapLengths
rendistatoCalculatorSwapRates	rendistatoSwapRates
rendistatoCalculatorSwapYields	rendistatoSwapYields
rendistatoCalculatorSwapDurations	rendistatoSwapDurations
rendistatoCalculatorEquivalentSwap	rendistatoEquivalentSwap
rendistatoCalculatorEquivalentSwapRate	rendistatoEquivalentSwapRate
rendistatoCalculatorEquivalentSwapYield	rendistatoEquivalentSwapYield
rendistatoCalculatorEquivalentSwapDuration	rendistatoEquivalentSwapDuration
rendistatoCalculatorEquivalentSwapLength	rendistatoEquivalentSwapLength
rendistatoCalculatorEquivalentSwapSpread	rendistatoEquivalentSwapSpread
commodityCashFlowDate	date
commodityCashFlowDiscountedAmount	discountedAmount
commodityCashFlowUndiscountedAmount	undiscountedAmount
commodityCashFlowDiscountedPaymentAmount	discountedPaymentAmount
commodityCashFlowUndiscountedPaymentAmount	undiscountedPaymentAmount
commodityCashFlowDiscountFactor	discountFactor
commodityCashFlowPaymentDiscountFactor	paymentDiscountFactor
commodityCashFlowFinalized	finalized
yoyInflationCapFloorAtmRate	atmRate
yoyInflationCapFloorOptionlet	optionlet
swaptionHelperUnderlying	helperUnderlying
swaptionHelperSwaption	helperSwaption
gsrMoveVolatility	moveVolatility
gsrMoveReversion	moveReversion
fdmQuantoHelperQuantoAdjustment	quantoAdjustment
hestonProcessPdf	pdf
hullWhiteForwardB	bFunction
hullWhiteForwardM	mFunction
hybridHestonHullWhiteNumeraire	numeraire
futuresConvAdjustmentQuoteFuturesValue	futuresValue
commodityCurveName	name
commodityCurveCommodityType	commodityType
commodityCurveUnitOfMeasure	unitOfMeasure
commodityCurveCurrency	currency
commodityCurveNodes	nodes
commodityCurveEmpty	isEmpty
commodityCurveBasisOfCurve	basisOfCurve
setCommodityCurveBasisOfCurve	setBasisOfCurve
commodityCurvePrice	price
commodityCurveBasisOfPrice	basisOfPrice
commodityCurvePriceNearby	priceNearby
commodityCurveUnderlyingPriceDate	underlyingPriceDate
defaultProbabilityHelperImpliedQuote	impliedQuote
sabrInterpolatedSmileSectionAsSmileSection	sabrAsSmileSection
sabrInterpolatedSmileSectionAlpha	sabrAlpha
sabrInterpolatedSmileSectionBeta	sabrBeta
sabrInterpolatedSmileSectionNu	sabrNu
sabrInterpolatedSmileSectionRho	sabrRho
sabrInterpolatedSmileSectionRmsError	sabrRmsError
sabrInterpolatedSmileSectionMaxError	sabrMaxError
sabrInterpolatedSmileSectionEndCriteria	sabrCalibrationEndCriteria
sviInterpolatedSmileSectionAsSmileSection	sviAsSmileSection
sviInterpolatedSmileSectionA	sviA
sviInterpolatedSmileSectionB	sviB
sviInterpolatedSmileSectionSigma	sviSigma
sviInterpolatedSmileSectionRho	sviRho
sviInterpolatedSmileSectionM	sviM
sviInterpolatedSmileSectionRmsError	sviRmsError
sviInterpolatedSmileSectionMaxError	sviMaxError
sviInterpolatedSmileSectionEndCriteria	sviEndCriteria
noArbSabrInterpolatedSmileSectionAsSmileSection	noArbSabrAsSmileSection
noArbSabrInterpolatedSmileSectionAlpha	noArbSabrAlpha
noArbSabrInterpolatedSmileSectionBeta	noArbSabrBeta
noArbSabrInterpolatedSmileSectionNu	noArbSabrNu
noArbSabrInterpolatedSmileSectionRho	noArbSabrRho
noArbSabrInterpolatedSmileSectionRmsError	noArbSabrRmsError
noArbSabrInterpolatedSmileSectionMaxError	noArbSabrMaxError
noArbSabrInterpolatedSmileSectionEndCriteria	noArbSabrEndCriteria
abcdAtmVolCurveA	abcdA
abcdAtmVolCurveB	abcdB
abcdAtmVolCurveC	abcdC
abcdAtmVolCurveD	abcdD
abcdAtmVolCurveRmsError	abcdRmsError
abcdAtmVolCurveMaxError	abcdMaxError
abcdAtmVolCurveEndCriteria	abcdEndCriteria
abcdAtmVolCurveK	abcdKs
abcdAtmVolCurveKAtTime	abcdK
abcdAtmVolCurveOptionTenorsInInterpolation	abcdOptionTenorsInInterpolation
abcdAtmVolCurveOptionDates	abcdOptionDates
abcdAtmVolCurveOptionTimes	abcdOptionTimes
andreasenHugeVolatilityInterpolationCalibrationError	andreasenHugeCalibrationError
andreasenHugeVolatilityInterpolationFwd	andreasenHugeForward
andreasenHugeVolatilityInterpolationOptionPrice	andreasenHugeOptionPrice
andreasenHugeVolatilityInterpolationLocalVol	andreasenHugeLocalVol
garch11Alpha	alpha
garch11Beta	beta
garch11Omega	omega
garch11LtVol	longTermVolatility
garch11LogLikelihood	logLikelihood
garch11Forecast	forecast
garch11Calculate	calculate
years	yearFraction
# Collapsed into the HasHelperUnderlying capability class (QuantLib.TermStructure).
bondHelperBond	helperInstrument
swapRateHelperSwap	helperInstrument
oisRateHelperSwap	helperInstrument
zeroCouponInflationSwapHelperSwap	helperInstrument
yearOnYearInflationSwapHelperSwap	helperInstrument
helperUnderlying	helperInstrument
# Type changes, not pure renames: three flat fields become one OvernightObservation field,
# so a migrated call site also needs its value restructured.
oisLookbackDays	oisObservation
oisLockoutDays	oisObservation
oisApplyObservationShift	oisObservation
cccbsPayLookbackDays	cccbsPayObservation
cccbsPayObservationShift	cccbsPayObservation
cccbsPayLockoutDays	cccbsPayObservation
cccbsRecLookbackDays	cccbsRecObservation
cccbsRecObservationShift	cccbsRecObservation
cccbsRecLockoutDays	cccbsRecObservation