create-dwy 0.12.2 → 0.13.1

package/templates/claude-global/skills//346/225/260/346/215/256/345/272/223/dwy-dolphindb/references/official/plugins/quantlib/quantlib.md

@@ -0,0 +1,3681 @@
+---
+source_url: https://docs.dolphindb.cn/zh/plugins/quantlib/quantlib.html
+fetched_at: 2026-05-19T09:46:27Z
+category: plugins
+title: QuantLib
+sha1: 8d3f93f1fa9d381ee1188d9319cabfe2c369ca1a
+---
+
+# QuantLib
+
+[QuantLib](https://www.quantlib.org)是一个开源的金融计算库，用于执行复杂的定量金融分析和衍生品定价。其由
+C++编写，为用户提供了广泛的金融工具和功能。为方便使用，现基于该库为用户提供 DolphinDB 的 QuantLib 插件。用户可在 DolphinDB
+中调用该库的大多函数接口。
+
+## 安装插件
+
+### 版本要求
+
+DolphinDB Server 2.00.14 及更高版本，支持 Linux x64、Windows x64。
+
+### 安装步骤
+
+1. 在 DolphinDB 客户端中使用 `listRemotePlugins` 命令查看插件仓库中的插件信息。
+
+   注意：仅展示当前操作系统和 server 版本支持的插件。若无预期插件，可自行编译或在 [DolphinDB 用户社区](https://ask.dolphindb.net/)进行反馈。
+
+   ```dolphindb
+   login("admin", "123456")
+   listRemotePlugins()
+   ```
+2. 使用 `installPlugin` 命令完成插件安装。
+
+   ```dolphindb
+   installPlugin("QuantLib")
+   ```
+3. 用 `loadPlugin`
+   命令加载插件。
+
+   ```dolphindb
+   loadPlugin("QuantLib")
+   ```
+
+## 函数接口
+
+### Basic
+
+#### Linear
+
+**语法：**
+
+`Linear()`
+
+**描述：**
+
+线性插值方法。
+
+**示例：**
+
+```dolphindb
+linear = QuantLib::Linear()
+```
+
+#### Period
+
+**语法：**
+
+`Period(n|Frequency,
+[units])`
+
+**参数：**
+
+**frequency** String 标量，对应
+QuantLib 的 Frequency 元素的字符串，如 "NoFrequency"，"Once"，"Annual"
+等。
+
+或
+
+**n** Int 标量，表示数量。
+
+**units** String 标量，对应
+QuantLib 的 TimeUnit 类型，如 "Days"，"Weeks"，"Months"
+等。
+
+**描述：**
+
+用于表示时间间隔。
+
+**示例：**
+
+```dolphindb
+p1 = QuantLib::Period("Annual");
+p2 = QuantLib::Period(1, "Years");
+```
+
+#### Schedule
+
+**语法：**
+
+`Schedule(effectiveDate,
+terminationDate, tenor, calendar, convention, terminationDateConvention,
+rule, endOfMonth)`
+
+**参数：**
+
+**effectiveDate** Date 标量或
+Int 标量，如果是 Int 标量则会用这个值构造 QuantLib 的 Date 类型。
+
+**terminationDate**
+Date 标量或 Int 标量。
+
+**tenor** Period 类型句柄。
+
+**calendar**
+Calendar 类型句柄。
+
+**convention** String 标量，对应 QuantLib 的
+BusinessDayConvention 类型，如 "Following"，"ModifiedFollowing"
+等。
+
+**terminationDateConvention** String 标量，对应 QuantLib 的
+BusinessDayConvention 类型，如 "Following"，"ModifiedFollowing"
+等。
+
+**rule** String 标量，对应 DateGeneration 的 Rule 类型，如
+"Backward"，"Forward" 等。
+
+**endOfMonth**
+布尔标量，用于控制生产日期序列时，是否保持月末对齐（End-of-Month rule）。
+
+**描述：**
+
+返回一个
+Schedule
+类型对象。Schedule（时间表）是一个常用的数据类型或数据结构，用于表示一系列日期或时间点。这些日期或时间点通常用于描述金融合约、支付日期、重置日期等与时间相关的事件。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+issue_date = 2015.01.15
+maturity_date = 2016.01.15
+tenor = Period("Semiannual")
+calendar = UnitedStates("NYSE")
+month_end = false
+schedule = Schedule(issue_date, maturity_date, tenor, calendar, 
+              "Unadjusted", "Unadjusted", "Backward", month_end)
+```
+
+### Setting
+
+#### getSettingsInstance
+
+**语法：**
+
+`getSettingsInstance()`
+
+**描述：**
+
+返回
+SettingsInstance 类型对象，用于管理 QuantLib 的一些全局设置，与 QuantLib-Python 中的
+ql.Settings.instance()
+作用相同。
+
+**示例：**
+
+```dolphindb
+s = QuantLib::getSettingsInstance()
+```
+
+#### SettingsInstance::getStringOfEvaluationDate
+
+**语法：**
+
+`getStringOfEvaluationDate()`
+
+**描述：**
+
+getStringOfEvaluationDate
+是 SettingsInstance 的成员函数，等价于 QuantLib-Python 的
+ql.Settings.instance().evaluationDate().ISO()。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+s = getSettingsInstance().getStringOfEvaluationDate()
+```
+
+#### SettingsInstance::setEvaluationDate
+
+**语法：**
+
+`setEvaluationDate(date)`
+
+**参数：**
+
+**date**
+Date 类型或 Int 类型标量。如果是 Int 标量则会用这个值构造 QuantLib 的 Date
+类型。
+
+**描述：**
+
+setEvaluationDate 是 SettingsInstance 的成员函数，等价于
+QuantLib-Python 的 ql.Settings.instance().evaluationDate =
+date
+
+**示例：**
+
+```dolphindb
+use QuantLib
+getSettingsInstance().setEvaluationDate(2014.03.07);
+```
+
+### Quote
+
+#### SimpleQuote
+
+**语法：**
+
+`SimpleQuote(value)`
+
+**参数：**
+
+**value**
+Double 标量。
+
+**描述：**
+
+返回一个 SimpleQuote
+类型对象。
+
+**示例：**
+
+```dolphindb
+s = QuantLib::SimpleQuote(0.20);
+```
+
+#### QuoteHandle
+
+**语法：**
+
+`QuoteHandle(simpleQuote)`
+
+**参数：**
+
+**simpleQuote** Quote 类型句柄。
+
+**描述：**
+
+返回一个 QuoteHandle 类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+s = SimpleQuote(100.0);
+q = QuoteHandle(s);
+```
+
+### Currency
+
+#### CNYCurrency
+
+**语法：**
+
+`CNYCurrency()`
+
+**描述：**
+
+返回一个
+CNYCurrency
+类型对象。
+
+**示例：**
+
+```dolphindb
+c = QuantLib::CNYCurrency();
+```
+
+### Index
+
+#### IborIndex
+
+**语法：**
+
+`IborIndex(familyName,
+tenor, settlementDays, currency, fixingCalendar, convention, endOfMonth,
+dayCounter, h)`
+
+**参数：**
+
+**familyName** String
+标量。
+
+**tenor** Period 类型句柄。
+
+**settlementDays** Int
+类型标量。
+
+**currency** Currency 类型句柄。
+
+**fixingCalendar**
+Calendar 类型句柄。
+
+**convention** String 标量，对应 QuantLib 的
+BusinessDayConvention 类型，如 "Following"，"ModifiedFollowing"
+等。
+
+**endOfMonth** Bool 标量。
+
+**dayCounter**
+DayCounter 类型句柄。
+
+**h** YieldTermStructureHandle
+类型句柄。
+
+**描述：**
+
+返回一个 IborIndex
+类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+today = 2023.07.18
+getSettingsInstance().setEvaluationDate(today)
+
+// Schedule Setting
+settlementDays = 0
+faceAmount = 100.0
+
+effectiveDate = 2020.06.09
+terminationDate = 2025.06.09
+tenor = Period("Quarterly")
+
+calendar = China("IB")
+convention = "Unadjusted"
+terminationDateConvention = convention
+rule = "Backward"
+endOfMonth = false
+
+schedule = Schedule(
+    effectiveDate,
+    terminationDate,
+    tenor,
+    calendar,
+    convention,
+    terminationDateConvention,
+    rule,
+    endOfMonth)
+
+nextLpr = 3.55 / 100.0 
+nextLprQuote = SimpleQuote(nextLpr)
+nextLprHandle = QuoteHandle(nextLprQuote)
+fixedLpr = 3.85 / 100.0
+
+compounding = "Compounded"
+frequency = "Quarterly"
+accrualDayCounter = ActualActual("Bond", schedule)
+cfDayCounter = ActualActual("Bond")
+paymentConvention = "Unadjusted"
+
+cfLprTermStructure = YieldTermStructureHandle(
+      FlatForward(
+        settlementDays,
+        calendar,
+        nextLprHandle,
+        cfDayCounter,
+        compounding,
+        frequency))
+
+lpr3m = IborIndex(
+    'LPR1Y',
+    Period(3, "Months"),
+    settlementDays,
+    CNYCurrency(),
+    calendar,
+    convention,
+    endOfMonth,
+    cfDayCounter,
+    cfLprTermStructure)
+```
+
+**IborIndex::addFixing**
+
+```dolphindb
+use QuantLib
+
+// lpr3m 和其他缺少的变量的构建见 IborIndex 函数的示例
+
+fixedLpr = 3.85 / 100.0
+lpr3m.addFixing(2020.06.08, fixedLpr)
+```
+
+**IborIndex::clearFixings**
+
+```dolphindb
+use QuantLib
+
+// lpr3m 和其他缺少的变量的构建见 IborIndex 函数的示例
+
+lpr3m.clearFixings()
+```
+
+**IborIndex::fixing**
+
+```dolphindb
+use QuantLib
+// lpr3m 和其他缺少的变量的构建见 IborIndex 函数的示例
+lpr3m.fixing(2023.06.08)
+```
+
+### InterestRate
+
+#### InterestRate
+
+**语法：**
+
+`InterestRate(rate,
+dayCounter, compounding, frequency)`
+
+**参数：**
+
+**rate**
+Double 标量。
+
+**dayCounter** DayCounter 句柄，如 Actual360，Actual365Fixed
+等。
+
+**compounding** String 标量，对应 QuantLib 的 Compounding，如 "Simple",
+"Compounded" 等。
+
+**frequency** String 标量，对应 QuantLib 的 Frequency，如
+"NoFrequency", "Once"
+等。
+
+**描述：**
+
+这个类封装了利率复利代数。它管理日计数约定、复利约定、不同约定之间的转换、贴现/复利因子计算以及隐含/等效利率计算。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+rate = InterestRate(0.05, Actual360(), "Compounded", "Annual");
+```
+
+#### InterestRate::discountFactor
+
+**语法：**
+
+`discountFactor(t)`
+
+或
+
+`discountFactor(d1,
+d2)`
+
+**参数：**
+
+**t** Double 标量。
+
+或
+
+**d1**
+date 标量或 Int 标量，如果是 Int 标量则会用这个值构造 QuantLib 的 Date 类型。
+
+**d2** date
+标量或 Int 标量，如果是 Int 标量则会用这个值构造 QuantLib 的 Date 类型。
+
+**描述：**
+
+在时刻
+t 处计算 discountFactor，或者在 d1 和 d2 两个日期计算
+discountFactor。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+InterestRate(0.05, Actual360(), "Compounded", "Annual").discountFactor(367,109574);
+```
+
+#### InterestRate::compoundFactor
+
+**语法：**
+
+`compoundFactor(t)`
+
+或
+
+`compoundFactor(d1,
+d2)`
+
+**参数：**
+
+**t** Double 标量。
+
+或
+
+**d1**
+date 标量或 Int 标量，如果是 Int 标量则会用这个值构造 QuantLib 的 Date 类型。
+
+**d2** date
+标量或 Int 标量，如果是 Int 标量则会用这个值构造 QuantLib 的 Date 类型。
+
+**描述：**
+
+在时刻
+t 处计算 compoundFactor，或者在 d1 和 d2 两个日期计算
+compoundFactor。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+InterestRate(0.05, Actual360(), "Compounded", "Annual").compoundFactor(367,109574);
+```
+
+#### InterestRate::rate
+
+**语法：**
+
+`rate()`
+
+**描述：**
+
+返回
+InterestRate 对象的
+rate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+InterestRate(0.05, Actual360(), "Compounded", "Annual").rate();
+```
+
+#### InterestRate::dayCounter
+
+**语法：**
+
+`dayCounter()`
+
+**描述：**
+
+返回
+InterestRate 对象的
+dayCounter。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+InterestRate(0.05, Actual360(), "Compounded", "Annual").dayCounter();
+```
+
+#### InterestRate::compounding
+
+**语法：**
+
+`compounding()`
+
+**描述：**
+
+返回
+InterestRate 对象的
+compounding。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+InterestRate(0.05, Actual360(), "Compounded", "Annual").compounding();
+```
+
+#### InterestRate::frequency
+
+**语法：**
+
+`frequency()`
+
+**描述：**
+
+返回
+InterestRate 对象的
+frequency。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+InterestRate(0.05, Actual360(), "Compounded", "Annual").frequency();
+```
+
+### CashFlow
+
+#### SimpleCashFlow
+
+**语法：**
+
+`SimpleCashFlow(amount,
+date)`
+
+**参数：**
+
+**amount** Double 标量。
+
+**date**
+Date 标量或 Int 标量，如果是 Int 标量则会用这个值构造 QuantLib 的 Date
+类型。
+
+**描述：**
+
+预定现金流，这种现金流在特定日期支付预先确定的金额。
+
+**示例：**
+
+```dolphindb
+s = QuantLib::SimpleCashFlow(105.0, 2020.06.15);
+```
+
+#### Redemption
+
+**语法：**
+
+`Redemption(amount,
+date)`
+
+**参数：**
+
+**amount** Double
+标量。
+
+**date** Date 标量或 Int 标量，如果是 Int 标量则会用这个值构造 QuantLib 的 Date
+类型。
+
+**描述：**
+
+债券赎回，这个类专门处理简单现金流，以便访问者可以执行更详细的现金流分析。
+
+**示例：**
+
+```dolphindb
+r = QuantLib::Redemption(105.0, 2020.06.15);
+```
+
+#### AmortizingPayment
+
+**语法：**
+
+`AmortizingPayment(amount,
+date)`
+
+**参数：**
+
+**amount** Double 标量。
+
+**date**
+Date 标量或 Int 标量，如果是 Int 标量则会用这个值构造 QuantLib 的 Date
+类型。
+
+**描述：**
+
+摊还付款，这个类专门处理简单现金流，以便访问者可以执行更详细的现金流分析。
+
+**示例：**
+
+```dolphindb
+a = QuantLib::AmortizingPayment(105.0, 2020.06.15);
+```
+
+### Coupon
+
+#### FixedRateCoupon
+
+**语法：**
+
+`FixedRateCoupon(paymentDate,
+nominal, rate, dayCounter, accrualStartDate,
+accrualEndDate)`
+
+**参数：**
+
+**paymentDate** Date 标量或
+Int 标量，如果是 Int 标量则会用这个值构造 QuantLib 的 Date 类型。
+
+**nominal** Double
+标量。
+
+**rate** Double 标量。
+
+**dayCounter** DayCounter 句柄，如
+Actual360，Actual365Fixed 等。
+
+**accrualStartDate** Date 标量或 Int
+标量。
+
+**accrualEndDate** Date 标量或 Int
+标量。
+
+**描述：**
+
+固定利率的票息支付。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+amount = 105.0;
+nominal = 100.0;
+paymentDate = 2020.06.15;
+startDate = 2019.12.15;
+rate = 0.05;
+dayCounter = Actual360();
+coupon = FixedRateCoupon(paymentDate, nominal, rate, dayCounter, startDate, paymentDate);
+```
+
+#### IborCoupon
+
+**语法：**
+
+`IborCoupon(paymentDate, nominal,
+startDate, endDate, fixingDays,
+index)`
+
+**参数：**
+
+**paymentDate** Date 标量或 Int
+标量，如果是 Int 标量则会用这个值构造 QuantLib 的 Date 类型。
+
+**nominal** Double
+标量。
+
+**startDate** Date 标量或 Int 标量。
+
+**endDate** Date 标量或
+Int 标量。
+
+**fixingDays** Int 标量。
+
+**index** String 标量，对应
+QuantLib 的 IborIndex 类型，如 "EuriborSW()"，"Euribor2W()"
+等。
+
+**描述：**
+
+Libor
+类型指数的票息支付。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+nominal = 100.0;
+startDate = 2020.12.15
+endDate = 2021.06.15
+rate = 0.05;
+dayCounter = Actual360();
+index = "Euribor6M()";
+coupon = IborCoupon(endDate, nominal, startDate, endDate, 2, index);
+```
+
+### Calendar
+
+#### TARGET
+
+**语法：**
+
+`TARGET()`
+
+**描述：**
+
+TARGET
+Calendar
+类型。
+
+**示例：**
+
+```dolphindb
+t = QuantLib::TARGET()
+```
+
+#### UnitedStates
+
+**语法：**
+
+`UnitedStates(market)`
+
+**参数：**
+
+**market**
+String 标量，对应 UnitedStates 的 Market 类型，如 "Settlement"，"NYSE"
+等。
+
+**描述：**
+
+UnitedStates Calendar
+类型。
+
+**示例：**
+
+```dolphindb
+c = QuantLib::UnitedStates("NYSE");
+```
+
+#### China
+
+**语法：**
+
+`China(market)`
+
+**参数：**
+
+**market**
+String 标量，对应 China 的 Market 类型，如 "SSE"，"IB"
+等。
+
+**描述：**
+
+China Calendar
+类型。
+
+**示例：**
+
+```dolphindb
+c = QuantLib::China("IB");
+```
+
+**DayCounter**
+
+#### Actual360
+
+**语法：**
+
+`Actual360([includeLastDay
+= false])`
+
+**参数：**
+
+**includeLastDay** Bool
+标量。
+
+**描述：**
+
+返回 Actual360
+类型对象。
+
+**示例：**
+
+```dolphindb
+dayCounter = QuantLib::Actual360();
+```
+
+#### Actual365Fixed
+
+**语法：**
+
+`Actual365Fixed([convention
+= "Standard"])`
+
+**参数：**
+
+**convention** String
+标量，对应 Actual365Fixed 的 Convention 类型，如 "Standard"，"Canadian"
+等。
+
+**描述：**
+
+返回 Actual365
+类型对象。
+
+**示例：**
+
+```dolphindb
+dayCounter = QuantLib::Actual365Fixed("Standard");
+```
+
+#### Actual366
+
+**语法：**
+
+`Actual366([includeLastDay =
+false])`
+
+**参数：**
+
+**includeLastDay** Bool
+标量。
+
+**描述：**
+
+返回 Actual366
+类型对象。
+
+**示例：**
+
+```dolphindb
+dayCounter = QuantLib::Actual366();
+```
+
+#### ActualActual
+
+**语法：**
+
+`ActualActual(convention,
+[schedule])`
+
+**参数：**
+
+**convention** String 标量，对应
+ActualActual 的 Convention 类型，如 "ISMA"，"Bond" 等。
+
+**schedule**
+Schedule 类型句柄，可选参数。
+
+**描述：**
+
+返回 ActualActual
+类型对象。
+
+**示例：**
+
+```dolphindb
+dayCounter = QuantLib::ActualActual("ISMA");
+```
+
+#### OneDayCounter
+
+**语法：**
+
+`OneDayCounter()`
+
+**描述：**
+
+返回
+OneDayCounter
+类型对象。
+
+**示例：**
+
+```dolphindb
+dayCounter = QuantLib::OneDayCounter();
+```
+
+#### SimpleDayCounter
+
+**语法：**
+
+`SimpleDayCounter()`
+
+**描述：**
+
+返回
+SimpleDayCounter
+类型对象。
+
+**示例：**
+
+```dolphindb
+dayCounter = QuantLib::SimpleDayCounter();
+```
+
+#### Thirty365
+
+**语法：**
+
+`Thirty365()`
+
+**描述：**
+
+返回
+Thirty365
+类型对象。
+
+**示例：**
+
+```dolphindb
+dayCounter = QuantLib::Thirty365();
+```
+
+#### Thirty360
+
+**语法：**
+
+`Thirty360(convention,
+[terminationDate])`
+
+**参数：**
+
+**convention** String
+标量，对应 Thirty360 的 Convention 类型，如 "USA"，"BondBasis"
+等。
+
+**terminationDate** Date 标量或 Int 标量，如果是 Int 标量则会用这个值构造
+QuantLib 的 Date 类型，是可选参数。
+
+**描述：**
+
+返回 Thirty360
+类型对象。
+
+**示例：**
+
+```dolphindb
+dayCounter = QuantLib::Thirty360("USA");
+```
+
+### PayOff
+
+#### PlainVanillaPayoff
+
+**语法：**
+
+`PlainVanillaPayoff(type,strike)`
+
+**参数：**
+
+**type**
+String 标量，对应 QuantLib Option 的 Type 类型 ，如 "Put"，"Call"
+等。
+
+**strike** Double 类型标量。
+
+**描述：**
+
+返回
+PlainVanillaPayoff
+类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+option_type = "Call";
+strike = 100.0;
+payoff = PlainVanillaPayoff(option_type, strike);
+```
+
+### Exercise
+
+#### EuropeanExercise
+
+**语法：**
+
+`EuropeanExercise(date)`
+
+**参数：**
+
+**date**
+Date 标量或 Int 标量。
+
+**描述：**
+
+返回 EuropeanExercise
+类型对象，欧式期权只能在一个（到期）日期行使。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+date = 2016.01.15;
+exercise = EuropeanExercise(date);
+```
+
+### Bond
+
+#### FixedRateBond
+
+**语法：**
+
+`FixedRateBond(settlementDays,
+faceAmount, schedule, coupons,
+accrualDayCounter)`
+
+**参数：**
+
+**settlementDays** Int
+标量。
+
+**faceAmount** Double 标量。
+
+**schedule** Schedule
+类型句柄。
+
+**coupons** Double 向量。
+
+**accrualDayCounter**
+DayCounter 类型句柄。
+
+**描述：**
+
+返回一个 FixedRateBond
+类型对象，表示固定利率债券。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+s = Schedule(2019.12.15, 2024.12.15, Period(1, "Years"), TARGET(), "Unadjusted", "Unadjusted", "Backward", false)
+bond = FixedRateBond(2, 100.0, s, [0.05], ActualActual("Bond"))
+```
+
+#### FixedRateBond::setPricingEngine
+
+**语法：**
+
+`setPricingEngine(pricingEngine)`
+
+**参数：**
+
+**pricingEngine**
+DiscountingBondEngine
+类型句柄。
+
+**描述：**
+
+设置定价引擎。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+spot_dates = [2015.01.15, 2015.07.15, 2016.01.15]
+spot_rates = [0.0, 0.005, 0.007]
+day_count = Thirty360("BondBasis")
+calendar = UnitedStates("NYSE")
+interpolation = Linear()
+compounding = "Compounded"
+compounding_frequency = "Annual"
+spot_curve = ZeroCurve(spot_dates, spot_rates, day_count, calendar, 
+                    interpolation, compounding, compounding_frequency)
+spot_curve_handle = YieldTermStructureHandle(spot_curve)
+
+issue_date = 2015.01.15
+maturity_date = 2016.01.15
+tenor = Period("Semiannual")
+calendar = UnitedStates("NYSE")
+month_end = false
+schedule = Schedule(issue_date, maturity_date, tenor, calendar, 
+              "Unadjusted", "Unadjusted", "Backward", month_end)
+
+coupon_rate = 0.06
+coupons = [coupon_rate]
+settlement_days = 0
+face_value = 100.0
+fixed_rate_bond = FixedRateBond(settlement_days, face_value, schedule, coupons, day_count)
+
+bond_engine = DiscountingBondEngine(spot_curve_handle)
+fixed_rate_bond.setPricingEngine(bond_engine)
+```
+
+#### FixedRateBond::NPV
+
+**语法：**
+
+`NPV()`
+
+**描述：**
+
+计算
+NPV。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// fixed_rate_bond 和其他缺少的变量的构建见 FixedRateBond::setPricingEngine 的示例
+fixed_rate_bond.setPricingEngine(bond_engine)
+
+getSettingsInstance().setEvaluationDate(2015.01.15)
+fixed_rate_bond.NPV()
+```
+
+#### FixedRateBond::settlementDate
+
+**语法：**
+
+`settlementDate()`
+
+**描述：**
+
+计算
+settlementDate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// fixed_rate_bond 和其他缺少的变量的构建见 FixedRateBond::setPricingEngine 的示例
+fixed_rate_bond.setPricingEngine(bond_engine)
+
+getSettingsInstance().setEvaluationDate(2015.01.15)
+fixed_rate_bond.settlementDate()
+```
+
+#### FixedRateBond::maturityDate
+
+**语法：**
+
+`maturityDate()`
+
+**描述：**
+
+计算
+maturityDate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// fixed_rate_bond 和其他缺少的变量的构建见 FixedRateBond::setPricingEngine 的示例
+fixed_rate_bond.setPricingEngine(bond_engine)
+
+getSettingsInstance().setEvaluationDate(2015.01.15)
+fixed_rate_bond.maturityDate()
+```
+
+#### FixedRateBond::cleanPrice
+
+**语法：**
+
+`cleanPrice()`
+
+**描述：**
+
+计算
+cleanPrice。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// fixed_rate_bond 和其他缺少的变量的构建见 FixedRateBond::setPricingEngine 的示例
+fixed_rate_bond.setPricingEngine(bond_engine)
+
+getSettingsInstance().setEvaluationDate(2015.01.15)
+fixed_rate_bond.cleanPrice()
+```
+
+#### FixedRateBond::dirtyPrice
+
+**语法：**
+
+`dirtyPrice()`
+
+**描述：**
+
+计算
+dirtyPrice。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// fixed_rate_bond 和其他缺少的变量的构建见 FixedRateBond::setPricingEngine 的示例
+fixed_rate_bond.setPricingEngine(bond_engine)
+
+getSettingsInstance().setEvaluationDate(2015.01.15)
+fixed_rate_bond.dirtyPrice()
+```
+
+#### FixedRateBond::accruedAmount
+
+**语法：**
+
+`accruedAmount()`
+
+**描述：**
+
+计算
+accruedAmount。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// fixed_rate_bond 和其他缺少的变量的构建见 FixedRateBond::setPricingEngine 的示例
+fixed_rate_bond.setPricingEngine(bond_engine)
+
+getSettingsInstance().setEvaluationDate(2015.01.15)
+fixed_rate_bond.accruedAmount()
+```
+
+#### FixedRateBond::getBondYield
+
+**语法：**
+
+`getBondYield(dayCounter, compounding, frequency)`
+
+**参数：**
+
+**dayCounter** DayCounter 类型句柄。
+
+**compounding** String 标量，对应 QuantLib 的 Compounding，如 "Simple",
+"Compounded" 等。
+
+**frequency** String 标量，对应 QuantLib 的 Frequency，如 "NoFrequency", "Once"
+等。
+
+**描述：**
+
+计算 bondYield。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+// fixed_rate_bond 和其他缺少的变量的构建见 FixedRateBond::setPricingEngine 的Examples
+fixed_rate_bond.setPricingEngine(bond_engine)
+getSettingsInstance().setEvaluationDate(2015.01.15)
+bondYield = fixed_rate_bond.getBondYield(day_count, compounding, compounding_frequency)
+```
+
+#### FixedRateBond::cashflows
+
+**语法：**
+
+`cashflows()`
+
+**描述：**
+
+返回内含多个
+cashflows 的 Resource 类型对象，支持 getDate 和 amount
+方法，以向量形式返回结果。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+// fixed_rate_bond 和其他缺少的变量的构建见 FixedRateBond::setPricingEngine 的Examples
+fixed_rate_bond.setPricingEngine(bond_engine)
+getSettingsInstance().setEvaluationDate(2015.01.15)
+cfs = fixed_rate_bond.cashflows()
+print(cfs.getDate())
+print(cfs.amount())
+```
+
+#### FloatingRateBond
+
+**语法：**
+
+`FloatingRateBond(settlementDays,
+faceAmount, schedule, iborIndex, accrualDayCounter, paymentConvention,
+fixingDays, gearings,
+spreads)`
+
+**参数：**
+
+**settlementDays** Int
+标量。
+
+**faceAmount Double** 标量。
+
+**schedule Schedule**
+类型句柄。
+
+**iborIndex** IborIndex 类型句柄。
+
+**accrualDayCounter**
+DayCounter 类型句柄。
+
+**paymentConvention** String 标量，对应 QuantLib 的
+BusinessDayConvention 类型，如 "Following"，"ModifiedFollowing"
+等。
+
+**fixingDays** Int 标量。
+
+**gearings** Double
+向量。
+
+**spreads** Double 向量。
+
+**描述：**
+
+返回
+FloatingRateBond
+类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+settlementDays = 0
+faceAmount = 100.0
+
+effectiveDate = 2020.06.09
+terminationDate = 2025.06.09
+tenor = Period("Quarterly")
+
+calendar = China("IB")
+convention = "Unadjusted"
+terminationDateConvention = convention
+rule = "Backward"
+endOfMonth = false
+
+schedule = Schedule(
+    effectiveDate,
+    terminationDate,
+    tenor,
+    calendar,
+    convention,
+    terminationDateConvention,
+    rule,
+    endOfMonth)
+
+nextLpr = 3.55 / 100.0 
+nextLprQuote = SimpleQuote(nextLpr)
+nextLprHandle = QuoteHandle(nextLprQuote)
+fixedLpr = 3.85 / 100.0
+
+compounding = "Compounded"
+frequency = "Quarterly"
+accrualDayCounter = ActualActual("Bond", schedule)
+cfDayCounter = ActualActual("Bond")
+paymentConvention = "Unadjusted"
+
+cfLprTermStructure = YieldTermStructureHandle(
+      FlatForward(
+        settlementDays,
+        calendar,
+        nextLprHandle,
+        cfDayCounter,
+        compounding,
+        frequency))
+
+lpr3m = IborIndex(
+    'LPR1Y',
+    Period(3, "Months"),
+    settlementDays,
+    CNYCurrency(),
+    calendar,
+    convention,
+    endOfMonth,
+    cfDayCounter,
+    cfLprTermStructure)
+
+lpr3m.addFixing(2020.06.08, fixedLpr)
+lpr3m.addFixing(2020.09.08, fixedLpr)
+lpr3m.addFixing(2020.12.08, fixedLpr)
+
+lpr3m.addFixing(2021.03.08, fixedLpr)
+lpr3m.addFixing(2021.06.08, fixedLpr)
+lpr3m.addFixing(2021.09.08, fixedLpr)
+lpr3m.addFixing(2021.12.08, fixedLpr)
+
+lpr3m.addFixing(2022.03.08, 3.7/100)
+lpr3m.addFixing(2022.06.08, 3.7/100)
+lpr3m.addFixing(2022.09.08, 3.65/100)
+lpr3m.addFixing(2022.12.08, 3.65/100)
+
+lpr3m.addFixing(2023.03.08, 3.65/100)
+lpr3m.addFixing(2023.06.08, 3.65/100)
+
+fixingDays = 1
+gearings = [1.0]
+benchmarkSpread = [ -0.75 / 100.0]
+bond = FloatingRateBond(settlementDays, faceAmount, schedule, lpr3m, accrualDayCounter, convention, fixingDays, gearings, benchmarkSpread)
+```
+
+#### FloatingRateBond::setPricingEngine
+
+**语法：**
+
+`setPricingEngine(pricingEngine)`
+
+**参数：**
+
+**pricingEngine**
+PricingEngine 类型句柄。
+
+**描述：**
+
+FloatingRateBond
+类型的成员函数，用于设置定价引擎。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// bond 和其他缺少的变量的构建见 FloatingRateBond 的示例
+
+getSettingsInstance().setEvaluationDate(2023.07.18)
+
+lprTermStructure = YieldTermStructureHandle(
+    FlatForward(
+        settlementDays,
+        calendar,
+        nextLprHandle,
+        accrualDayCounter,
+        compounding,
+        frequency))
+
+bondYield = 2.35 / 100.0
+basisSpread = bondYield - nextLpr
+basisSpreadQuote = SimpleQuote(basisSpread)
+basisSpreadHandle = QuoteHandle(basisSpreadQuote)
+
+zeroSpreadedTermStructure = ZeroSpreadedTermStructure(lprTermStructure, basisSpreadHandle, compounding, frequency, accrualDayCounter)
+zeroSpreadedTermStructure.enableExtrapolation()
+
+zeroSpreadedTermStructureHandle = YieldTermStructureHandle(zeroSpreadedTermStructure)
+engine = DiscountingBondEngine(zeroSpreadedTermStructureHandle)
+
+bond.setPricingEngine(engine)
+```
+
+#### FloatingRateBond::NPV
+
+**语法：**
+
+`NPV()`
+
+**描述：**
+
+计算
+NPV。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// bond 和其他缺少的变量的构建见 FloatingRateBond 的示例
+
+getSettingsInstance().setEvaluationDate(2023.07.18)
+
+lprTermStructure = YieldTermStructureHandle(
+    FlatForward(
+        settlementDays,
+        calendar,
+        nextLprHandle,
+        accrualDayCounter,
+        compounding,
+        frequency))
+
+bondYield = 2.35 / 100.0
+basisSpread = bondYield - nextLpr
+basisSpreadQuote = SimpleQuote(basisSpread)
+basisSpreadHandle = QuoteHandle(basisSpreadQuote)
+
+zeroSpreadedTermStructure = ZeroSpreadedTermStructure(lprTermStructure, basisSpreadHandle, compounding, frequency, accrualDayCounter)
+zeroSpreadedTermStructure.enableExtrapolation()
+
+zeroSpreadedTermStructureHandle = YieldTermStructureHandle(zeroSpreadedTermStructure)
+engine = DiscountingBondEngine(zeroSpreadedTermStructureHandle)
+
+bond.setPricingEngine(engine)
+bond.NPV()
+```
+
+#### FloatingRateBond::cleanPrice
+
+**语法：**
+
+`cleanPrice()`
+
+**描述：**
+
+计算
+cleanPrice。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// bond 和其他缺少的变量的构建见 FloatingRateBond 的示例
+
+getSettingsInstance().setEvaluationDate(2023.07.18)
+
+lprTermStructure = YieldTermStructureHandle(
+    FlatForward(
+        settlementDays,
+        calendar,
+        nextLprHandle,
+        accrualDayCounter,
+        compounding,
+        frequency))
+
+bondYield = 2.35 / 100.0
+basisSpread = bondYield - nextLpr
+basisSpreadQuote = SimpleQuote(basisSpread)
+basisSpreadHandle = QuoteHandle(basisSpreadQuote)
+
+zeroSpreadedTermStructure = ZeroSpreadedTermStructure(lprTermStructure, basisSpreadHandle, compounding, frequency, accrualDayCounter)
+zeroSpreadedTermStructure.enableExtrapolation()
+
+zeroSpreadedTermStructureHandle = YieldTermStructureHandle(zeroSpreadedTermStructure)
+engine = DiscountingBondEngine(zeroSpreadedTermStructureHandle)
+
+bond.setPricingEngine(engine)
+bond.cleanPrice()
+```
+
+#### FloatingRateBond::dirtyPrice
+
+**语法：**
+
+```dolphindb
+dirtyPrice()
+
+lprTermStructure = YieldTermStructureHandle(
+    FlatForward(
+        settlementDays,
+        calendar,
+        nextLprHandle,
+        accrualDayCounter,
+        compounding,
+        frequency))
+
+bondYield = 2.35 / 100.0
+basisSpread = bondYield - nextLpr
+basisSpreadQuote = SimpleQuote(basisSpread)
+basisSpreadHandle = QuoteHandle(basisSpreadQuote)
+
+zeroSpreadedTermStructure = ZeroSpreadedTermStructure(lprTermStructure, basisSpreadHandle, compounding, frequency, accrualDayCounter)
+zeroSpreadedTermStructure.enableExtrapolation()
+
+zeroSpreadedTermStructureHandle = YieldTermStructureHandle(zeroSpreadedTermStructure)
+engine = DiscountingBondEngine(zeroSpreadedTermStructureHandle)
+
+bond.setPricingEngine(engine)
+bond.dirtyPrice()
+```
+
+**描述：**
+
+计算 dirtyPrice。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// bond 和其他缺少的变量的构建见 FloatingRateBond 的示例
+
+getSettingsInstance().setEvaluationDate(2023.07.18)
+```
+
+#### FloatingRateBond::accruedAmount
+
+**语法：**
+
+`accruedAmount([date])`
+
+**参数：**
+
+**date**
+Int 或 Date 标量，是可选参数。
+
+**描述：**
+
+计算
+accruedAmount。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// bond 和其他缺少的变量的构建见 FloatingRateBond 的示例
+
+getSettingsInstance().setEvaluationDate(2023.07.18)
+
+lprTermStructure = YieldTermStructureHandle(
+    FlatForward(
+        settlementDays,
+        calendar,
+        nextLprHandle,
+        accrualDayCounter,
+        compounding,
+        frequency))
+
+bondYield = 2.35 / 100.0
+basisSpread = bondYield - nextLpr
+basisSpreadQuote = SimpleQuote(basisSpread)
+basisSpreadHandle = QuoteHandle(basisSpreadQuote)
+
+zeroSpreadedTermStructure = ZeroSpreadedTermStructure(lprTermStructure, basisSpreadHandle, compounding, frequency, accrualDayCounter)
+zeroSpreadedTermStructure.enableExtrapolation()
+
+zeroSpreadedTermStructureHandle = YieldTermStructureHandle(zeroSpreadedTermStructure)
+engine = DiscountingBondEngine(zeroSpreadedTermStructureHandle)
+
+bond.setPricingEngine(engine)
+bond.accruedAmount()
+```
+
+#### FloatingRateBond::cashflows
+
+**语法：**
+
+`cashflows()`
+
+**描述：**
+
+返回内含多个
+cashflows 的 Resource 类型对象，支持 getDate 和 amount
+方法，以向量形式返回结果。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+// bond 和其他缺少的变量的构建见 FloatingRateBond 的Examples
+getSettingsInstance().setEvaluationDate(2023.07.18)
+lprTermStructure = YieldTermStructureHandle(
+    FlatForward(
+        settlementDays,
+        calendar,
+        nextLprHandle,
+        accrualDayCounter,
+        compounding,
+        frequency))
+bondYield = 2.35 / 100.0
+basisSpread = bondYield - nextLpr
+basisSpreadQuote = SimpleQuote(basisSpread)
+basisSpreadHandle = QuoteHandle(basisSpreadQuote)
+zeroSpreadedTermStructure = ZeroSpreadedTermStructure(lprTermStructure, basisSpreadHandle, compounding, frequency, accrualDayCounter)
+zeroSpreadedTermStructure.enableExtrapolation()
+zeroSpreadedTermStructureHandle = YieldTermStructureHandle(zeroSpreadedTermStructure)
+engine = DiscountingBondEngine(zeroSpreadedTermStructureHandle)
+bond.setPricingEngine(engine)
+cfs = bond.cashflows()
+print(cfs.getDate())
+print(cfs.amount())
+```
+
+#### getBondFunctions
+
+**语法：**
+
+`getBondFunctions()`
+
+**描述：**
+
+返回
+BondFunctions 类型对象，用于调用 QuantLib 的 BondFunctions，与 QuantLib-Python 中的
+ql.BondFunctions
+作用相同。
+
+**示例：**
+
+```dolphindb
+bondFunctions = QuantLib::getBondFunctions()
+```
+
+#### BondFunctions::getDuration
+
+**语法：**
+
+`getDuration(bond,
+yield)`
+
+或
+
+`getDuration(bond, yield, dayCounter,
+compounding, frequency, [type])`
+
+**参数：**
+
+**bond** Bond
+类型句柄。
+
+**yield** InterestRate 类型句柄。
+
+或
+
+**bond** Bond
+类型句柄。
+
+**yield** Double 标量。
+
+**dayCounter** DayCounter
+类型句柄。
+
+**compounding** String 标量，对应 QuantLib 的 Compounding，如
+"Simple", "Compounded" 等。
+
+**frequency** String 标量，对应 QuantLib 的
+Frequency，如 "NoFrequency", "Once" 等。
+
+**type** String 标量，对应 Duration
+的 Type，如 "Simple"，"Macaulay" 等，是可选参数。
+
+**描述：**
+
+计算
+duration。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+day_count = Thirty360("BondBasis")
+calendar = UnitedStates("NYSE")
+compounding = "Compounded"
+compounding_frequency = "Annual"
+spot_curve = ZeroCurve([2015.01.15, 2015.07.15, 2016.01.15], [0.0, 0.005, 0.007], day_count, calendar, 
+                    Linear(), compounding, compounding_frequency)
+spot_curve_handle = YieldTermStructureHandle(spot_curve)
+
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), calendar, 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], day_count)
+
+fixed_rate_bond.setPricingEngine(DiscountingBondEngine(spot_curve_handle))
+bondYield = fixed_rate_bond.getBondYield(day_count, compounding, compounding_frequency)
+getSettingsInstance().setEvaluationDate(2015.01.15)
+
+getBondFunctions().getDuration(fixed_rate_bond, bondYield, day_count, compounding, compounding_frequency)
+```
+
+#### BondFunctions::convexity
+
+**语法：**
+
+`convexity(bond,
+yield)`
+
+或
+
+`convexity(bond, yield, dayCounter,
+compounding, frequency)`
+
+**参数：**
+
+**bond** Bond
+类型句柄。
+
+**yield** InterestRate 类型句柄。
+
+或
+
+**bond** Bond
+类型句柄。
+
+**yield** Double 标量。
+
+**dayCounter** DayCounter
+类型句柄。
+
+**compounding** String 标量，对应 QuantLib 的 Compounding，如
+"Simple", "Compounded" 等。
+
+**frequency** String 标量，对应 QuantLib 的
+Frequency，如 "NoFrequency", "Once" 等。
+
+**描述：**
+
+计算
+convexity。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// fixed_rate_bond 和其他缺少的变量的构建见 BondFunctions::getDuration 的示例
+
+fixed_rate_bond.setPricingEngine(DiscountingBondEngine(spot_curve_handle))
+bondYield = fixed_rate_bond.getBondYield(day_count, compounding, compounding_frequency)
+getSettingsInstance().setEvaluationDate(2015.01.15)
+
+getBondFunctions().convexity(fixed_rate_bond, bondYield, day_count, compounding, compounding_frequency)
+```
+
+#### BondFunctions::basisPointValue
+
+**语法：**
+
+`basisPointValue(bond,
+yield)`
+
+或
+
+`basisPointValue(bond, yield, dayCounter,
+compounding, frequency)`
+
+**参数：**
+
+**bond** Bond
+类型句柄。
+
+**yield** InterestRate 类型句柄。
+
+或
+
+**bond** Bond
+类型句柄。
+
+**yield** Double 标量。
+
+**dayCounter** DayCounter
+类型句柄。
+
+**compounding** String 标量，对应 QuantLib 的 Compounding，如
+"Simple", "Compounded" 等。
+
+**frequency** String 标量，对应 QuantLib 的
+Frequency，如 "NoFrequency", "Once" 等。
+
+**描述：**
+
+计算
+basisPointValue。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// fixed_rate_bond 和其他缺少的变量的构建见 BondFunctions::getDuration 的示例
+
+fixed_rate_bond.setPricingEngine(DiscountingBondEngine(spot_curve_handle))
+bondYield = fixed_rate_bond.getBondYield(day_count, compounding, compounding_frequency)
+getSettingsInstance().setEvaluationDate(2015.01.15)
+
+getBondFunctions().basisPointValue(fixed_rate_bond, bondYield, day_count, compounding, compounding_frequency)
+```
+
+#### BondFunctions::bps
+
+**语法：**
+
+`bps(bond,
+yield)`
+
+或
+
+`bps(bond,
+discountCurve)`
+
+或
+
+`bps(bond, yield, dayCounter,
+compounding, frequency)`
+
+**参数：**
+
+**bond** Bond
+类型句柄。
+
+**yield** InterestRate 类型句柄。
+
+或
+
+**bond** Bond
+类型句柄。
+
+**discountCurve** YieldTermStructure
+类型句柄。
+
+或
+
+**bond** Bond 类型句柄。
+
+**yield** Double
+标量。
+
+**dayCounter** DayCounter 类型句柄。
+
+**compounding** String
+标量，对应 QuantLib 的 Compounding，如 "Simple", "Compounded"
+等。
+
+**frequency** String 标量，对应 QuantLib 的 Frequency，如
+"NoFrequency", "Once" 等。
+
+**描述：**
+
+计算
+bps。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// fixed_rate_bond 和其他缺少的变量的构建见 BondFunctions::getDuration 的示例
+
+fixed_rate_bond.setPricingEngine(DiscountingBondEngine(spot_curve_handle))
+bondYield = fixed_rate_bond.getBondYield(day_count, compounding, compounding_frequency)
+getSettingsInstance().setEvaluationDate(2015.01.15)
+
+getBondFunctions().bps(fixed_rate_bond, bondYield, day_count, compounding, compounding_frequency)
+```
+
+#### BondFunctions::yieldValueBasisPoint
+
+**语法：**
+
+`yieldValueBasisPoint(bond,
+yield) 或 yieldValueBasisPoint(bond, yield, dayCounter, compounding,
+frequency)`
+
+**参数：**
+
+**bond** Bond
+类型句柄。
+
+**yield** InterestRate 类型句柄。
+
+或
+
+**bond**
+Bond 类型句柄。
+
+**yield** Double 标量。
+
+**dayCounter** DayCounter
+类型句柄。
+
+**compounding** String 标量，对应 QuantLib 的 Compounding，如
+"Simple", "Compounded" 等。
+
+**frequency** String 标量，对应 QuantLib 的
+Frequency，如 "NoFrequency", "Once" 等。
+
+**描述：**
+
+计算
+yieldValueBasisPoint。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// fixed_rate_bond 和其他缺少的变量的构建见 BondFunctions::getDuration 的示例
+
+fixed_rate_bond.setPricingEngine(DiscountingBondEngine(spot_curve_handle))
+bondYield = fixed_rate_bond.getBondYield(day_count, compounding, compounding_frequency)
+getSettingsInstance().setEvaluationDate(2015.01.15)
+
+getBondFunctions().yieldValueBasisPoint(fixed_rate_bond, bondYield, day_count, compounding, compounding_frequency)
+```
+
+#### BondFunctions::startDate
+
+**语法：**
+
+`startDate(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+获取
+startDate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().startDate(fixed_rate_bond)
+```
+
+#### BondFunctions::maturityDate
+
+**语法：**
+
+`maturityDate(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+获取
+maturityDate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().maturityDate(fixed_rate_bond)
+```
+
+#### BondFunctions::isTradable
+
+**语法：**
+
+`isTradable(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+获取
+isTradable。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().isTradable(fixed_rate_bond)
+```
+
+#### BondFunctions::previousCouponRate
+
+**语法：**
+
+`previousCouponRate(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+计算
+previousCouponRate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().previousCouponRate(fixed_rate_bond)
+```
+
+#### BondFunctions::nextCouponRate
+
+**语法：**
+
+`nextCouponRate(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+计算
+nextCouponRate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+calc_date = 2015.01.15
+getSettingsInstance().setEvaluationDate(calc_date)
+
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().nextCouponRate(fixed_rate_bond)
+```
+
+#### BondFunctions::accrualStartDate
+
+**语法：**
+
+`accrualStartDate(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+计算
+accrualStartDate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+calc_date = 2015.01.15
+getSettingsInstance().setEvaluationDate(calc_date)
+
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().accrualStartDate(fixed_rate_bond)
+```
+
+#### BondFunctions::accrualEndDate
+
+**语法：**
+
+`accrualEndDate(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+计算
+accrualEndDate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+calc_date = 2015.01.15
+getSettingsInstance().setEvaluationDate(calc_date)
+
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().accrualEndDate(fixed_rate_bond)
+```
+
+#### BondFunctions::accrualPeriod
+
+**语法：**
+
+`accrualPeriod(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+计算
+accrualPeriod。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+calc_date = 2015.01.15
+getSettingsInstance().setEvaluationDate(calc_date)
+
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().accrualPeriod(fixed_rate_bond)
+```
+
+#### BondFunctions::accrualDays
+
+**语法：**
+
+`accrualDays(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+计算
+accrualDays。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+calc_date = 2015.01.15
+getSettingsInstance().setEvaluationDate(calc_date)
+
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().accrualDays(fixed_rate_bond)
+```
+
+#### BondFunctions::accruedPeriod
+
+**语法：**
+
+`accruedPeriod(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+计算
+accruedPeriod。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+calc_date = 2015.01.15
+getSettingsInstance().setEvaluationDate(calc_date)
+
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().accruedPeriod(fixed_rate_bond)
+```
+
+#### BondFunctions::accruedDays
+
+**语法：**
+
+`accruedDays(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+计算
+accruedDays。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+calc_date = 2015.01.15
+getSettingsInstance().setEvaluationDate(calc_date)
+
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().accruedDays(fixed_rate_bond)
+```
+
+#### BondFunctions::accruedAmount
+
+**语法：**
+
+`accruedAmount(bond)`
+
+**参数：**
+
+**bond**
+Bond 类型句柄。
+
+**描述：**
+
+计算
+accruedAmount。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+calc_date = 2015.01.15
+getSettingsInstance().setEvaluationDate(calc_date)
+
+schedule = Schedule(2015.01.15, 2016.01.15, Period("Semiannual"), UnitedStates("NYSE"), 
+              "Unadjusted", "Unadjusted", "Backward", false)
+fixed_rate_bond = FixedRateBond(0, 100.0, schedule, [0.06], Thirty360("BondBasis"))
+getBondFunctions().accruedAmount(fixed_rate_bond)
+```
+
+#### BondFunctions::previousCashFlowDate
+
+**语法：**
+
+`previousCashFlowDate(bond,
+date)`
+
+**参数：**
+
+**bond** Bond 类型句柄。
+
+**date**
+Date 标量。
+
+**描述：**
+
+计算
+previousCashFlowDate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+s = Schedule(2019.12.15, 2024.12.15, Period(1, "Years"), TARGET(), "Unadjusted", "Unadjusted", "Backward", false)
+bond = FixedRateBond(2, 100.0, s, [0.05], ActualActual("Bond"))
+print(getBondFunctions().previousCashFlowDate(bond, 2020.12.15))
+```
+
+#### BondFunctions::previousCashFlowAmount
+
+**语法：**
+
+`previousCashFlowAmount(bond,
+date)`
+
+**参数：**
+
+**bond** Bond 类型句柄。
+
+**date**
+Date 标量。
+
+**描述：**
+
+计算
+previousCashFlowAmount。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+s = Schedule(2019.12.15, 2024.12.15, Period(1, "Years"), TARGET(), "Unadjusted", "Unadjusted", "Backward", false)
+bond = FixedRateBond(2, 100.0, s, [0.05], ActualActual("Bond"))
+print(getBondFunctions().previousCashFlowAmount(bond, 2020.12.15))
+```
+
+#### BondFunctions::nextCashFlowDate
+
+**语法：**
+
+`nextCashFlowDate(bond,
+date)`
+
+**参数：**
+
+**bond** Bond 类型句柄。
+
+**date**
+Date 标量。
+
+**描述：**
+
+计算
+nextCashFlowDate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+s = Schedule(2019.12.15, 2024.12.15, Period(1, "Years"), TARGET(), "Unadjusted", "Unadjusted", "Backward", false)
+bond = FixedRateBond(2, 100.0, s, [0.05], ActualActual("Bond"))
+print(getBondFunctions().nextCashFlowDate(bond, 2020.12.15))
+```
+
+#### BondFunctions::nextCashFlowAmount
+
+**语法：**
+
+`nextCashFlowAmount(bond,
+date)`
+
+**参数：**
+
+**bond** Bond 类型句柄。
+
+**date**
+Date 标量。
+
+**描述：**
+
+计算
+nextCashFlowAmount。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+s = Schedule(2019.12.15, 2024.12.15, Period(1, "Years"), TARGET(), "Unadjusted", "Unadjusted", "Backward", false)
+bond = FixedRateBond(2, 100.0, s, [0.05], ActualActual("Bond"))
+print(getBondFunctions().nextCashFlowAmount(bond, 2020.12.15))
+```
+
+#### BondFunctions::cleanPrice
+
+**语法：**
+
+`cleanPrice(bond,
+discountCurve) 或 cleanPrice(bond,
+yield)`
+
+**参数：**
+
+**bond** Bond
+类型句柄。
+
+**discountCurve** YieldTermStructure
+类型句柄。
+
+或
+
+**bond** Bond 类型句柄。
+
+**yield**
+InterestRate 类型句柄。
+
+**描述：**
+
+计算
+cleanPrice。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+s = Schedule(2019.12.15, 2024.12.15, Period(1, "Years"), TARGET(), "Unadjusted", "Unadjusted", "Backward", false)
+bond = FixedRateBond(2, 100.0, s, [0.05], ActualActual("Bond"))
+rate = InterestRate(0.05, Actual360(), "Compounded", "Annual")
+print(getBondFunctions().cleanPrice(bond, rate))
+```
+
+#### BondFunctions::atmRate
+
+**语法：**
+
+`atmRate(bond,
+discountCurve)`
+
+**参数：**
+
+**bond** Bond
+类型句柄。
+
+**discountCurve** YieldTermStructure
+类型句柄。
+
+**描述：**
+
+计算
+atmRate。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+s = Schedule(2019.12.15, 2024.12.15, Period(1, "Years"), TARGET(), "Unadjusted", "Unadjusted", "Backward", false)
+bond = FixedRateBond(2, 100.0, s, [0.05], ActualActual("Bond"))
+crv = FlatForward(2, TARGET(), 0.04, Actual360())
+print(getBondFunctions().atmRate(bond, crv))
+```
+
+#### BondFunctions::zSpread
+
+**语法：**
+
+`zSpread(bond,
+cleanPrice, yieldTermStructure, dayCounter, compounding,
+frequency)`
+
+**参数：**
+
+**bond** Bond
+类型句柄。
+
+**cleanPrice** Double 标量。
+
+**yieldTermStructure**
+YieldTermStructure 类型句柄。
+
+**dayCounter** DayCounter
+类型句柄。
+
+**compounding** String 标量，对应 QuantLib 的 Compounding，如
+"Simple", "Compounded" 等。
+
+**frequency** String 标量，对应 QuantLib 的
+Frequency，如 "NoFrequency", "Once" 等。
+
+**描述：**
+
+计算
+zSpread。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+s = Schedule(2019.12.15, 2024.12.15, Period(1, "Years"), TARGET(), "Unadjusted", "Unadjusted", "Backward", false)
+bond = FixedRateBond(2, 100.0, s, [0.05], ActualActual("Bond"))
+crv = FlatForward(2, TARGET(), 0.04, Actual360())
+print(getBondFunctions().zSpread(bond, 101.0, crv, Actual360(), "Compounded", "Annual"))
+```
+
+### Option
+
+#### EuropeanOption
+
+**语法：**
+
+`EuropeanOption(payoff,
+exercise)`
+
+**参数：**
+
+**payoff** StrikedTypePayoff
+类型句柄。
+
+**exercise** Exercise 类型句柄。
+
+**描述：**
+
+返回一个
+EuropeanOption
+类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+option = EuropeanOption(PlainVanillaPayoff("Call",100.0),EuropeanExercise(2014.06.07));
+```
+
+#### EuropeanOption::setPricingEngine
+
+**语法：**
+
+`setPricingEngine(pricingEngine)`
+
+**参数：**
+
+**pricingEngine**
+PricingEngine 类型句柄。
+
+**描述：**
+
+EuropeanOption
+类型的成员函数，用于设置定价引擎。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+today=2014.03.07;
+getSettingsInstance().setEvaluationDate(today);
+
+option = EuropeanOption(PlainVanillaPayoff("Call",100.0),EuropeanExercise(2014.06.07));
+
+u = SimpleQuote(100.0);
+r = SimpleQuote(0.01);
+sigma = SimpleQuote(0.20);
+
+riskFreeCurve = FlatForward(0, TARGET(), QuoteHandle(r), Actual360());
+volatility = BlackConstantVol(0, TARGET(), QuoteHandle(sigma), Actual360());
+
+process = BlackScholesProcess(QuoteHandle(u),
+                              YieldTermStructureHandle(riskFreeCurve),
+                              BlackVolTermStructureHandle(volatility));
+engine = AnalyticEuropeanEngine(process);
+
+option.setPricingEngine(engine);
+```
+
+#### EuropeanOption::NPV
+
+**语法：**
+
+`NPV()`
+
+**描述：**
+
+EuropeanOption
+类型的成员函数，用于计算 NPV（Net Present
+Value）值。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+today=2014.03.07;
+getSettingsInstance().setEvaluationDate(today);
+
+option = EuropeanOption(PlainVanillaPayoff("Call",100.0),EuropeanExercise(2014.06.07));
+
+u = SimpleQuote(100.0);
+r = SimpleQuote(0.01);
+sigma = SimpleQuote(0.20);
+
+riskFreeCurve = FlatForward(0, TARGET(), QuoteHandle(r), Actual360());
+volatility = BlackConstantVol(0, TARGET(), QuoteHandle(sigma), Actual360());
+
+process = BlackScholesProcess(QuoteHandle(u),
+                              YieldTermStructureHandle(riskFreeCurve),
+                              BlackVolTermStructureHandle(volatility));
+engine = AnalyticEuropeanEngine(process);
+
+option.setPricingEngine(engine);
+option.NPV();
+```
+
+#### EuropeanOption::delta
+
+**语法：**
+
+`delta()`
+
+**描述：**
+
+EuropeanOption
+类型的成员函数，用于计算 Delta
+值。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+today=2014.03.07;
+getSettingsInstance().setEvaluationDate(today);
+
+option = EuropeanOption(PlainVanillaPayoff("Call",100.0),EuropeanExercise(2014.06.07));
+
+u = SimpleQuote(100.0);
+r = SimpleQuote(0.01);
+sigma = SimpleQuote(0.20);
+
+riskFreeCurve = FlatForward(0, TARGET(), QuoteHandle(r), Actual360());
+volatility = BlackConstantVol(0, TARGET(), QuoteHandle(sigma), Actual360());
+
+process = BlackScholesProcess(QuoteHandle(u),
+                              YieldTermStructureHandle(riskFreeCurve),
+                              BlackVolTermStructureHandle(volatility));
+engine = AnalyticEuropeanEngine(process);
+
+option.setPricingEngine(engine);
+option.delta();
+```
+
+#### EuropeanOption::gamma
+
+**语法：**
+
+`gamma()`
+
+**描述：**
+
+EuropeanOption
+类型的成员函数，用于计算 gamma
+值。
+
+**示例：**
+
+```dolphindb
+today=2014.03.07;
+getSettingsInstance().setEvaluationDate(today);
+
+option = EuropeanOption(PlainVanillaPayoff("Call",100.0),EuropeanExercise(2014.06.07));
+
+u = SimpleQuote(100.0);
+r = SimpleQuote(0.01);
+sigma = SimpleQuote(0.20);
+
+riskFreeCurve = FlatForward(0, TARGET(), QuoteHandle(r), Actual360());
+volatility = BlackConstantVol(0, TARGET(), QuoteHandle(sigma), Actual360());
+
+process = BlackScholesProcess(QuoteHandle(u),
+                              YieldTermStructureHandle(riskFreeCurve),
+                              BlackVolTermStructureHandle(volatility));
+engine = AnalyticEuropeanEngine(process);
+
+option.setPricingEngine(engine);
+option.gamma();
+```
+
+#### EuropeanOption::vega
+
+**语法：**
+
+`vega()`
+
+**描述：**
+
+EuropeanOption
+类型的成员函数，用于计算 vega
+值。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+today=2014.03.07;
+getSettingsInstance().setEvaluationDate(today);
+
+option = EuropeanOption(PlainVanillaPayoff("Call",100.0),EuropeanExercise(2014.06.07));
+
+u = SimpleQuote(100.0);
+r = SimpleQuote(0.01);
+sigma = SimpleQuote(0.20);
+
+riskFreeCurve = FlatForward(0, TARGET(), QuoteHandle(r), Actual360());
+volatility = BlackConstantVol(0, TARGET(), QuoteHandle(sigma), Actual360());
+
+process = BlackScholesProcess(QuoteHandle(u),
+                              YieldTermStructureHandle(riskFreeCurve),
+                              BlackVolTermStructureHandle(volatility));
+engine = AnalyticEuropeanEngine(process);
+
+option.setPricingEngine(engine);
+option.vega();
+```
+
+#### BarrierOption
+
+**语法：**
+
+`BarrierOption(barrierType,
+barrier, rebate, payoff,
+exercise)`
+
+**参数：**
+
+**barrierType** String 标量，对应
+Barrier 的 Type，如 "DownIn"，"UpIn" 等。
+
+**barrier** Double
+标量。
+
+**rebate** Double 标量。
+
+**payoff** StrikedTypePayoff
+类型句柄。
+
+**exercise** Exercise
+类型句柄。
+
+**描述：**
+
+障碍期权。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+option_type = "Put"
+strike = 1.10
+barrier_type = "DownOut"
+barrier = 1.05
+payoff_amt = 1000000.0
+trade_dt = 2023.07.20
+settle_dt = 2023.07.22
+expiry_dt = 2023.07.24
+delivery_dt = 2023.07.27
+
+spot_quote = SimpleQuote(1.12)
+vol_atm_quote = SimpleQuote(12.48 / 100)
+eur_depo_quote = SimpleQuote(0.72 / 100)
+usd_depo_quote = SimpleQuote(3.85 / 100)
+
+domesticTS = FlatForward(0, UnitedStates("Settlement"), QuoteHandle(eur_depo_quote), Actual360())
+foreignTS = FlatForward(0, UnitedStates("Settlement"),  QuoteHandle(usd_depo_quote), Actual360())
+expanded_volTS = BlackConstantVol(0, UnitedStates("Settlement"), QuoteHandle(vol_atm_quote), Actual360())
+
+payoff = PlainVanillaPayoff(option_type, strike)
+exercise = EuropeanExercise(expiry_dt)
+option = BarrierOption(barrier_type, barrier, 0.0, payoff, exercise)
+```
+
+#### BarrierOption::setPricingEngine
+
+**语法：**
+
+`setPricingEngine(pricingEngine)`
+
+**参数：**
+
+**pricingEngine**
+DiscountingBondEngine
+类型句柄。
+
+**描述：**
+
+设置定价引擎。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// option 和其他缺少的变量的构建见 BarrierOption 函数的示例
+
+process = GarmanKohlagenProcess(QuoteHandle(spot_quote), YieldTermStructureHandle(foreignTS), YieldTermStructureHandle(domesticTS), BlackVolTermStructureHandle(expanded_volTS))
+analyticBarrierEngine = AnalyticBarrierEngine(process)
+option.setPricingEngine(analyticBarrierEngine)
+```
+
+#### BarrierOption::NPV
+
+**语法：**
+
+`NPV()`
+
+**描述：**
+
+计算
+NPV。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// option 和其他缺少的变量的构建见 BarrierOption 函数的示例
+
+process = GarmanKohlagenProcess(QuoteHandle(spot_quote), YieldTermStructureHandle(foreignTS), YieldTermStructureHandle(domesticTS), BlackVolTermStructureHandle(expanded_volTS))
+analyticBarrierEngine = AnalyticBarrierEngine(process)
+option.setPricingEngine(analyticBarrierEngine)
+
+getSettingsInstance().setEvaluationDate(2023.07.20)
+option.NPV()
+```
+
+#### BarrierOption::delta
+
+**语法：**
+
+`delta()`
+
+**描述：**
+
+计算
+delta。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// option 和其他缺少的变量的构建见 BarrierOption 函数的示例
+
+process = GarmanKohlagenProcess(QuoteHandle(spot_quote), YieldTermStructureHandle(foreignTS), YieldTermStructureHandle(domesticTS), BlackVolTermStructureHandle(expanded_volTS))
+fdBarrierEngine = FdBlackScholesBarrierEngine(process)
+option.setPricingEngine(fdBarrierEngine)
+
+getSettingsInstance().setEvaluationDate(2023.07.20)
+option.delta()
+```
+
+#### BarrierOption::gamma
+
+**语法：**
+
+`gamma()`
+
+**描述：**
+
+计算
+gamma。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// option 和其他缺少的变量的构建见 BarrierOption 函数的示例
+
+process = GarmanKohlagenProcess(QuoteHandle(spot_quote), YieldTermStructureHandle(foreignTS), YieldTermStructureHandle(domesticTS), BlackVolTermStructureHandle(expanded_volTS))
+fdBarrierEngine = FdBlackScholesBarrierEngine(process)
+option.setPricingEngine(fdBarrierEngine)
+
+getSettingsInstance().setEvaluationDate(2023.07.20)
+option.gamma()
+```
+
+### PricingEngine
+
+#### AnalyticEuropeanEngine
+
+**语法：**
+
+`AnalyticEuropeanEngine(process)`
+
+**参数：**
+
+**process**
+GeneralizedBlackScholesProcess
+类型句柄。
+
+**描述：**
+
+欧式普通期权的定价引擎。
+
+**示例：**
+
+```dolphindb
+loadPlugin("path_to_plugin/PluginQuantLib.txt")
+use QuantLib
+
+u = SimpleQuote(100.0);
+r = SimpleQuote(0.01);
+sigma = SimpleQuote(0.20);
+
+riskFreeCurve = FlatForward(0, TARGET(), QuoteHandle(r), Actual360());
+volatility = BlackConstantVol(0, TARGET(), QuoteHandle(sigma), Actual360());
+
+process = BlackScholesProcess(QuoteHandle(u),
+                              YieldTermStructureHandle(riskFreeCurve),
+                              BlackVolTermStructureHandle(volatility));
+engine = AnalyticEuropeanEngine(process);
+```
+
+#### BinomialBarrierEngine
+
+**语法：**
+
+`BinomialBarrierEngine(process,
+type, timeSteps)`
+
+**参数：**
+
+**process**
+GarmanKohlagenProcess 类型句柄。
+
+**type** String 标量，目前只支持 "crr" 代表
+CoxRossRubinstein 型。
+
+**timeSteps** Int
+标量。
+
+**描述：**
+
+BinomialBarrierEngine
+类型定价引擎。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+spot_quote = SimpleQuote(1.12)
+eur_depo_quote = SimpleQuote(0.72 / 100)
+usd_depo_quote = SimpleQuote(3.85 / 100)
+vol_atm_quote = SimpleQuote(12.48 / 100)
+
+foreignTS = FlatForward(0, UnitedStates("Settlement"),  QuoteHandle(usd_depo_quote), Actual360())
+domesticTS = FlatForward(0, UnitedStates("Settlement"), QuoteHandle(eur_depo_quote), Actual360())
+expanded_volTS = BlackConstantVol(0, UnitedStates("Settlement"), QuoteHandle(vol_atm_quote), Actual360())
+
+process = GarmanKohlagenProcess(QuoteHandle(spot_quote), YieldTermStructureHandle(foreignTS), YieldTermStructureHandle(domesticTS), BlackVolTermStructureHandle(expanded_volTS))
+binomialEngine = BinomialBarrierEngine(process, "crr", 200)
+```
+
+#### FdBlackScholesBarrierEngine
+
+**语法：**
+
+`FdBlackScholesBarrierEngine(process)`
+
+**参数：**
+
+**process**
+GarmanKohlagenProcess
+类型句柄。
+
+**描述：**
+
+FdBlackScholesBarrierEngine
+类型定价引擎。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+spot_quote = SimpleQuote(1.12)
+eur_depo_quote = SimpleQuote(0.72 / 100)
+usd_depo_quote = SimpleQuote(3.85 / 100)
+vol_atm_quote = SimpleQuote(12.48 / 100)
+
+foreignTS = FlatForward(0, UnitedStates("Settlement"),  QuoteHandle(usd_depo_quote), Actual360())
+domesticTS = FlatForward(0, UnitedStates("Settlement"), QuoteHandle(eur_depo_quote), Actual360())
+expanded_volTS = BlackConstantVol(0, UnitedStates("Settlement"), QuoteHandle(vol_atm_quote), Actual360())
+
+process = GarmanKohlagenProcess(QuoteHandle(spot_quote), YieldTermStructureHandle(foreignTS), YieldTermStructureHandle(domesticTS), BlackVolTermStructureHandle(expanded_volTS))
+fdBlackScholesBarrierEngine = FdBlackScholesBarrierEngine(process)
+```
+
+#### AnalyticBarrierEngine
+
+**语法：**
+
+`AnalyticBarrierEngine(process)`
+
+**参数：**
+
+**process**
+GarmanKohlagenProcess 类型句柄。
+
+**描述：**
+
+AnalyticBarrierEngine
+类型定价引擎。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+spot_quote = SimpleQuote(1.12)
+eur_depo_quote = SimpleQuote(0.72 / 100)
+usd_depo_quote = SimpleQuote(3.85 / 100)
+vol_atm_quote = SimpleQuote(12.48 / 100)
+
+foreignTS = FlatForward(0, UnitedStates("Settlement"),  QuoteHandle(usd_depo_quote), Actual360())
+domesticTS = FlatForward(0, UnitedStates("Settlement"), QuoteHandle(eur_depo_quote), Actual360())
+expanded_volTS = BlackConstantVol(0, UnitedStates("Settlement"), QuoteHandle(vol_atm_quote), Actual360())
+
+process = GarmanKohlagenProcess(QuoteHandle(spot_quote), YieldTermStructureHandle(foreignTS), YieldTermStructureHandle(domesticTS), BlackVolTermStructureHandle(expanded_volTS))
+analyticBarrierEngine = AnalyticBarrierEngine(process)
+```
+
+#### DiscountingBondEngine
+
+**语法：**
+
+`DiscountingBondEngine(discountCurve)`
+
+**参数：**
+
+**discountCurve**
+YieldTermStructureHandle 类型句柄。
+
+**描述：**
+
+DiscountingBondEngine
+类型定价引擎。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+spot_dates = [2015.01.15, 2015.07.15, 2016.01.15]
+spot_rates = [0.0, 0.005, 0.007]
+day_count = Thirty360("BondBasis")
+calendar = UnitedStates("NYSE")
+interpolation = Linear()
+compounding = "Compounded"
+compounding_frequency = "Annual"
+spot_curve = ZeroCurve(spot_dates, spot_rates, day_count, calendar, 
+                    interpolation, compounding, compounding_frequency)
+spot_curve_handle = YieldTermStructureHandle(spot_curve)
+
+issue_date = 2015.01.15
+maturity_date = 2016.01.15
+tenor = Period("Semiannual")
+calendar = UnitedStates("NYSE")
+month_end = false
+schedule = Schedule(issue_date, maturity_date, tenor, calendar, 
+              "Unadjusted", "Unadjusted", "Backward", month_end)
+
+coupon_rate = 0.06
+coupons = [coupon_rate]
+settlement_days = 0
+face_value = 100.0
+fixed_rate_bond = FixedRateBond(settlement_days, face_value, schedule, coupons, day_count)
+
+bond_engine = DiscountingBondEngine(spot_curve_handle)
+```
+
+### Process
+
+#### BlackScholesProcess
+
+**语法：**
+
+`BlackScholesProcess(x0,
+riskFreeTS, blackVolTS)`
+
+**参数：**
+
+**x0** QuoteHandle
+类型句柄。
+
+**riskFreeTS** YieldTermStructureHandle
+类型句柄。
+
+**blackVolTS** BlackVolTermStructureHandle
+类型句柄。
+
+**描述：**
+
+返回一个 BlackScholesProcess
+类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+u = SimpleQuote(100.0);
+r = SimpleQuote(0.01);
+sigma = SimpleQuote(0.20);
+
+riskFreeCurve = FlatForward(0, TARGET(), QuoteHandle(r), Actual360());
+volatility = BlackConstantVol(0, TARGET(), QuoteHandle(sigma), Actual360());
+
+process = BlackScholesProcess(QuoteHandle(u),
+                              YieldTermStructureHandle(riskFreeCurve),
+                              BlackVolTermStructureHandle(volatility));
+```
+
+#### GarmanKohlagenProcess
+
+**语法：**
+
+`GarmanKohlagenProcess(x0,
+foreignRiskFreeTS, domesticRiskFreeTS,
+blackVolTermStructureHandle)`
+
+**参数：**
+
+**x0**
+QuoteHandle 类型句柄。
+
+**foreignRiskFreeTS** YieldTermStructure
+类型句柄。
+
+**domesticRiskFreeTS** YieldTermStructure
+类型句柄。
+
+**blackVolTermStructureHandle** BlackVolTermStructure
+类型句柄。
+
+**描述：**
+
+返回一个 GarmanKohlagenProcess
+类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+domesticTS = FlatForward(0, UnitedStates("Settlement"), QuoteHandle(eur_depo_quote), Actual360())
+foreignTS = FlatForward(0, UnitedStates("Settlement"),  QuoteHandle(usd_depo_quote), Actual360())
+expanded_volTS = BlackConstantVol(0, UnitedStates("Settlement"), QuoteHandle(vol_atm_quote), Actual360())
+
+payoff = PlainVanillaPayoff(option_type, strike)
+exercise = EuropeanExercise(expiry_dt)
+option = BarrierOption(barrier_type, barrier, 0.0, payoff, exercise)
+
+process = GarmanKohlagenProcess(QuoteHandle(spot_quote), YieldTermStructureHandle(foreignTS), YieldTermStructureHandle(domesticTS), BlackVolTermStructureHandle(expanded_volTS))
+```
+
+### Volatility
+
+#### BlackConstantVol
+
+**语法：**
+
+`BlackConstantVol(referenceDate|settlementDays, calendar, volatility,
+dayCounter)`
+
+**参数：**
+
+**referenceDate** Date 标量。
+
+**settlementDays** Int 标量。
+
+**calendar** Calendar 类型句柄。
+
+**volatility** Double 标量或者 QuoteHandle 类型句柄。
+
+**dayCounter** DayCounter 类型句柄。
+
+**描述：**
+
+返回一个 BlackConstantVol 类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+sigma = SimpleQuote(0.20);
+volatility = BlackConstantVol(0, TARGET(), QuoteHandle(sigma), Actual360());
+```
+
+#### BlackVolTermStructureHandle
+
+**语法：**
+
+`BlackVolTermStructureHandle(blackVolTermStructure)`
+
+**参数：**
+
+**blackVolTermStructure**
+BlackVolTermStructure 类型句柄。
+
+**描述：**
+
+返回一个
+BlackVolTermStructureHandle
+类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+sigma = SimpleQuote(0.20);
+volatility = BlackConstantVol(0, TARGET(), QuoteHandle(sigma), Actual360());
+BlackVolTermStructureHandle(volatility);
+```
+
+### YieldTerm
+
+#### FlatForward
+
+**语法：**
+
+`FlatForward(settlementDays,
+calendar, forward, dayCounter, [compounding = "Continuous"], [frequency =
+"Annual"])`
+
+**参数：**
+
+**settlementDays** Int
+类型标量。
+
+**calendar** Calendar 类型句柄。
+
+**forward**
+QuoteHandle 类型句柄或 Double 类型标量。
+
+**dayCounter** DayCounter
+类型句柄。
+
+**compounding** String 标量，对应 QuantLib 的 Compounding，如
+"Simple", "Compounded" 等，可选参数。
+
+**frequency** String 标量，对应 QuantLib
+的 Frequency，如 "NoFrequency", "Once"
+等，可选参数。
+
+**描述：**
+
+用于表示平坦利率曲线。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+r = SimpleQuote(0.01);
+riskFreeCurve = FlatForward(0, TARGET(), QuoteHandle(r), Actual360());
+```
+
+#### DiscountCurve
+
+**语法：**
+
+`DiscountCurve(dates, dfs,
+dayCounter)`
+
+**参数：**
+
+**dates** Date 或 Int
+类型的向量。
+
+**dfs** Double 类型向量。
+
+**dayCounter** DayCounter
+类型句柄。
+
+**描述：**
+
+返回一个 DiscountCurve
+类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+dates = [2019.05.07,2020.05.07,2021.05.07];
+dfs = [1.0,0.99,0.98];
+dayCounter = Actual360();
+curve = DiscountCurve(dates, dfs, dayCounter);
+```
+
+#### ZeroCurve
+
+**语法：**
+
+`ZeroCurve(dates, yields,
+dayCounter, calendar, linear, [compounding="Continuous"],
+[frequency="Annual"])`
+
+**参数：**
+
+**dates** Date 或 Int
+类型的向量。
+
+**yields** Double 类型向量。
+
+**dayCounter** DayCounter
+类型句柄。
+
+**calendar** Calendar 类型句柄。
+
+**linear** Linear
+类型句柄。
+
+**compounding** String 标量，对应 QuantLib 的 Compounding，如
+"Simple", "Compounded" 等，可选参数。
+
+**frequency** String 标量，对应 QuantLib
+的 Frequency，如 "NoFrequency", "Once" 等，可选参数。
+
+**描述：**
+
+返回一个
+ZeroCurve
+类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+dates = [5000,100000];
+yields = [0.24,0.75];
+dayCounter = Actual360();
+calendar = UnitedStates("NYSE");
+linear = Linear();
+compounding = "Continuous";
+frequency = "Annual";
+curve = ZeroCurve(dates, yields, dayCounter, calendar, linear, compounding, frequency);
+```
+
+#### ZeroCurve::zeroRate
+
+**语法：**
+
+`zeroRate(date,
+dayCounter, compounding, frequency,
+[extrapolate])`
+
+**参数：**
+
+**date** Date 或 Int
+标量。
+
+**dayCounter** DayCounter 类型句柄。
+
+**compounding** String
+标量，对应 QuantLib 的 Compounding，如 "Simple",
+"Compounded"。
+
+**frequency** String 标量，对应 QuantLib 的 Frequency，如
+"NoFrequency", "Once"。
+
+**extrapolate** Bool
+标量，可选参数。
+
+**描述：**
+
+ZeroCurve
+类型的成员函数，用于计算零收益率。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+dates = [5000,100000];
+yields = [0.24,0.75];
+dayCounter = Actual360();
+calendar = UnitedStates("NYSE");
+linear = Linear();
+compounding = "Continuous";
+frequency = "Annual";
+
+curve = ZeroCurve(dates, yields, dayCounter, calendar, linear, compounding, frequency);
+
+date = 40000;
+curve.zeroRate(date,dayCounter,compounding,frequency).rate();
+```
+
+#### ZeroSpreadedTermStructure
+
+**语法：**
+
+`ZeroSpreadedTermStructure(yieldTermStructure,
+spread, compounding, frequency,
+dayCounter)`
+
+**参数：**
+
+**yieldTermStructure**
+YieldTermStructure 类型句柄。
+
+**spread** QuoteHandle
+类型句柄。
+
+**compounding** String 标量，对应 QuantLib 的 Compounding，如
+"Simple", "Compounded"。
+
+**frequency** String 标量，对应 QuantLib 的
+Frequency，如 "NoFrequency", "Once"。
+
+**dayCounter** DayCounter
+类型句柄。
+
+**描述：**
+
+返回一个 ZeroSpreadedTermStructure
+类型的对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+settlementDays = 0
+faceAmount = 100.0
+
+effectiveDate = 2020.06.09
+terminationDate = 2025.06.09
+tenor = Period("Quarterly")
+
+calendar = China("IB")
+convention = "Unadjusted"
+terminationDateConvention = convention
+rule = "Backward"
+endOfMonth = false
+
+schedule = Schedule(
+    effectiveDate,
+    terminationDate,
+    tenor,
+    calendar,
+    convention,
+    terminationDateConvention,
+    rule,
+    endOfMonth)
+
+nextLpr = 3.55 / 100.0 
+nextLprQuote = SimpleQuote(nextLpr)
+nextLprHandle = QuoteHandle(nextLprQuote)
+fixedLpr = 3.85 / 100.0
+
+compounding = "Compounded"
+frequency = "Quarterly"
+accrualDayCounter = ActualActual("Bond", schedule)
+cfDayCounter = ActualActual("Bond")
+paymentConvention = "Unadjusted"
+
+lprTermStructure = YieldTermStructureHandle(
+    FlatForward(
+        settlementDays,
+        calendar,
+        nextLprHandle,
+        accrualDayCounter,
+        compounding,
+        frequency))
+
+bondYield = 2.35 / 100.0
+basisSpread = bondYield - nextLpr
+basisSpreadQuote = SimpleQuote(basisSpread)
+basisSpreadHandle = QuoteHandle(basisSpreadQuote)
+
+z = ZeroSpreadedTermStructure(lprTermStructure, basisSpreadHandle, compounding, frequency, accrualDayCounter)
+```
+
+#### ZeroSpreadedTermStructure::enableExtrapolation
+
+**语法：**
+
+`enableExtrapolation()`
+
+**描述：**
+
+ZeroSpreadedTermStructure
+类型的成员函数，用于开启曲线外推。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+// z 的构建见 ZeroSpreadedTermStructure 函数的示例
+
+z.enableExtrapolation()
+```
+
+#### YieldTermStructureHandle
+
+**语法：**
+
+`YieldTermStructureHandle(yieldTermStructure)`
+
+**参数：**
+
+**yieldTermStructure**
+YieldTermStructure 类型句柄。
+
+**描述：**
+
+返回一个
+YieldTermStructureHandle
+类型对象。
+
+**示例：**
+
+```dolphindb
+use QuantLib
+
+r = SimpleQuote(0.01);
+riskFreeCurve = FlatForward(0, TARGET(), QuoteHandle(r), Actual360());
+YieldTermStructureHandle(riskFreeCurve)
+```
+
+## 附录
+
+### 代码示例
+
+1. Barrier Option 计算示例
+
+   [DolphinDB 脚本](example/BarrierEngine.dos)
+
+   [Python 脚本](example/BarrierEngine.py)
+2. FixedRateBond 计算示例
+
+   [DolphinDB 脚本](example/FixRateBondFunction.dos)
+
+   [Python
+   脚本](example/FixRateBondFunction.py)
+3. FloatingRateBond 计算示例
+
+   [DolphinDB 脚本](example/FloatingRateBond.dos)
+
+   [Python
+   脚本](example/FloatingRateBond.py)
+4. 其他计算示例：
+   - [EuropeanOption.dos](example/EuropeanOption.dos)
+   - [EuropeanOption.py](example/EuropeanOption.py)
+   - [InterestRate.dos](example/InterestRate.dos)
+   - [InterestRate.py](example/InterestRate.py)
+   - [zeroRate.dos](example/zeroRate.dos)
+   - [zeroRate.py](example/zeroRate.py)
+
+### 使用 CMake 编译
+
+```dolphindb
+cd /path/to/QuantLib
+mkdir build
+cd build
+cp /path/to/DolphinDB/libDolphinDB.so ../lib
+cmake ..
+make
+```