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    "adjust",
    "advance",
    "advanceDate",
    "AffineSwaption",
    "AmericanOption",
    "AmericanOptionImpliedVolatility",
    "AsianOption",
    "BarrierOption",
    "BermudanSwaption",
    "BinaryOption",
    "BinaryOptionImpliedVolatility",
    "businessDay",
    "businessDayList",
    "businessDaysBetween",
    "calendars",
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    "ConvertibleFixedCouponBond",
    "ConvertibleFloatingCouponBond",
    "ConvertibleZeroCouponBond",
    "dayCount",
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    "FloatingRateBond",
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      "class": [
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      "fields": [],
      "table": true,
      "tojson": true
    },
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      "title": "Vol Cube Example Data",
      "object": "vcube",
      "file": "vcube.RData",
      "class": [
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        "data.frame"
      ],
      "fields": [
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        "Tenor",
        "Spread",
        "LogNormalVol"
      ],
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      "table": true,
      "tojson": true
    }
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        "summary.BKTreeAffineSwaption",
        "summary.G2AnalyticAffineSwaption",
        "summary.HWAnalyticAffineSwaption",
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      ]
    },
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      "topics": [
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        "AmericanOption.default"
      ]
    },
    {
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      "title": "Implied Volatility calculation for American Option",
      "topics": [
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        "AmericanOptionImpliedVolatility.default"
      ]
    },
    {
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        "AsianOption.default"
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    },
    {
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        "BarrierOption.default"
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    },
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      "title": "Bermudan swaption valuation using several short-rate models",
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        "BermudanSwaption.default",
        "summary.BKTree",
        "summary.G2Analytic",
        "summary.HWAnalytic",
        "summary.HWTree"
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      "topics": [
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        "BinaryOption.default"
      ]
    },
    {
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      "title": "Implied Volatility calculation for Binary Option",
      "topics": [
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        "BinaryOptionImpliedVolatility.default"
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    },
    {
      "page": "Bond",
      "title": "Base class for Bond price evalution",
      "topics": [
        "Bond",
        "plot.Bond",
        "print.Bond",
        "print.FixedRateBond",
        "summary.Bond"
      ]
    },
    {
      "page": "BondUtilities",
      "title": "Bond parameter conversion utilities",
      "topics": [
        "matchBDC",
        "matchCompounding",
        "matchDateGen",
        "matchDayCounter",
        "matchFrequency",
        "matchParams"
      ]
    },
    {
      "page": "Calendars",
      "title": "Calendar functions from QuantLib",
      "topics": [
        "addHolidays",
        "adjust",
        "advance",
        "advanceDate",
        "businessDay",
        "businessDayList",
        "businessDaysBetween",
        "calendars",
        "dayCount",
        "endOfMonth",
        "getBusinessDayList",
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        "getHolidayList",
        "holidayList",
        "isBusinessDay",
        "isEndOfMonth",
        "isHoliday",
        "isWeekend",
        "removeHolidays",
        "setCalendarContext",
        "setEvaluationDate",
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    {
      "page": "CallableBond",
      "title": "CallableBond evaluation",
      "topics": [
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        "CallableBond.default"
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    {
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      "title": "Convertible Bond evaluation for Fixed, Floating and Zero Coupon",
      "topics": [
        "ConvertibleFixedCouponBond",
        "ConvertibleFixedCouponBond.default",
        "ConvertibleFloatingCouponBond",
        "ConvertibleFloatingCouponBond.default",
        "ConvertibleZeroCouponBond",
        "ConvertibleZeroCouponBond.default"
      ]
    },
    {
      "page": "DiscountCurve",
      "title": "Returns the discount curve (with zero rates and forwards) given times",
      "topics": [
        "DiscountCurve",
        "DiscountCurve.default",
        "plot.DiscountCurve"
      ]
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    {
      "page": "Enum",
      "title": "Documentation for parameters",
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        "Enum"
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    },
    {
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      "title": "European Option evaluation using Closed-Form solution",
      "topics": [
        "EuropeanOption",
        "EuropeanOption.default"
      ]
    },
    {
      "page": "EuropeanOptionArrays",
      "title": "European Option evaluation using Closed-Form solution",
      "topics": [
        "EuropeanOptionArrays",
        "oldEuropeanOptionArrays",
        "plotOptionSurface"
      ]
    },
    {
      "page": "EuropeanOptionImpliedVolatility",
      "title": "Implied Volatility calculation for European Option",
      "topics": [
        "EuropeanOptionImpliedVolatility",
        "EuropeanOptionImpliedVolatility.default"
      ]
    },
    {
      "page": "FittedBondCurve",
      "title": "Returns the discount curve (with zero rates and forwards) given set of bonds",
      "topics": [
        "FittedBondCurve",
        "FittedBondCurve.default",
        "plot.FittedBondCurve"
      ]
    },
    {
      "page": "FixedRateBond",
      "title": "Fixed-Rate bond pricing",
      "topics": [
        "FixedRateBond",
        "FixedRateBond.default",
        "FixedRateBondPriceByYield",
        "FixedRateBondPriceByYield.default",
        "FixedRateBondYield",
        "FixedRateBondYield.default"
      ]
    },
    {
      "page": "FloatingRateBond",
      "title": "Floating rate bond pricing",
      "topics": [
        "FloatingRateBond",
        "FloatingRateBond.default"
      ]
    },
    {
      "page": "getQuantLibCapabilities",
      "title": "Return configuration options of the QuantLib library",
      "topics": [
        "getQuantLibCapabilities"
      ]
    },
    {
      "page": "getQuantLibVersion",
      "title": "Return the QuantLib version number",
      "topics": [
        "getQuantLibVersion"
      ]
    },
    {
      "page": "ImpliedVolatility",
      "title": "Base class for option-price implied volatility evalution",
      "topics": [
        "ImpliedVolatility",
        "print.ImpliedVolatility",
        "summary.ImpliedVolatility"
      ]
    },
    {
      "page": "Option",
      "title": "Base class for option price evalution",
      "topics": [
        "Option",
        "plot.Option",
        "print.Option",
        "summary.Option"
      ]
    },
    {
      "page": "SabrSwaption",
      "title": "SABR swaption using vol cube data with bermudan alternative using markovfunctional",
      "topics": [
        "SabrSwaption",
        "SabrSwaption.default"
      ]
    },
    {
      "page": "Schedule",
      "title": "Schedule generation",
      "topics": [
        "Schedule",
        "Schedule.default"
      ]
    },
    {
      "page": "tsQuotes",
      "title": "Vol Cube Example Data Short time series examples",
      "topics": [
        "tsQuotes"
      ]
    },
    {
      "page": "vcube",
      "title": "Vol Cube Example Data",
      "topics": [
        "vcube"
      ]
    },
    {
      "page": "ZeroCouponBond",
      "title": "Zero-Coupon bond pricing",
      "topics": [
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