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    "BermudanSwaption",
    "BinaryOption",
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    "businessDay",
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    "dayCount",
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    "isHoliday",
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      "title": "Vol Cube Example Data Short time series examples",
      "object": "tsQuotes",
      "file": "tsQuotes.RData",
      "class": [
        "list"
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      "fields": [],
      "table": true,
      "tojson": true
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      "name": "vcube",
      "title": "Vol Cube Example Data",
      "object": "vcube",
      "file": "vcube.RData",
      "class": [
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        "data.frame"
      ],
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        "Tenor",
        "Spread",
        "LogNormalVol"
      ],
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      "table": true,
      "tojson": true
    }
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    {
      "page": "AffineSwaption",
      "title": "Affine swaption valuation using several short-rate models",
      "topics": [
        "AffineSwaption",
        "AffineSwaption.default",
        "summary.BKTreeAffineSwaption",
        "summary.G2AnalyticAffineSwaption",
        "summary.HWAnalyticAffineSwaption",
        "summary.HWTreeAffineSwaption"
      ]
    },
    {
      "page": "AmericanOption",
      "title": "American Option evaluation using Finite Differences",
      "topics": [
        "AmericanOption",
        "AmericanOption.default"
      ]
    },
    {
      "page": "AmericanOptionImpliedVolatility",
      "title": "Implied Volatility calculation for American Option",
      "topics": [
        "AmericanOptionImpliedVolatility",
        "AmericanOptionImpliedVolatility.default"
      ]
    },
    {
      "page": "AsianOption",
      "title": "Asian Option evaluation using Closed-Form solution",
      "topics": [
        "AsianOption",
        "AsianOption.default"
      ]
    },
    {
      "page": "BarrierOption",
      "title": "Barrier Option evaluation using Closed-Form solution",
      "topics": [
        "BarrierOption",
        "BarrierOption.default"
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    },
    {
      "page": "BermudanSwaption",
      "title": "Bermudan swaption valuation using several short-rate models",
      "topics": [
        "BermudanSwaption",
        "BermudanSwaption.default",
        "summary.BKTree",
        "summary.G2Analytic",
        "summary.HWAnalytic",
        "summary.HWTree"
      ]
    },
    {
      "page": "BinaryOption",
      "title": "Binary Option evaluation using Closed-Form solution",
      "topics": [
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        "BinaryOption.default"
      ]
    },
    {
      "page": "BinaryOptionImpliedVolatility",
      "title": "Implied Volatility calculation for Binary Option",
      "topics": [
        "BinaryOptionImpliedVolatility",
        "BinaryOptionImpliedVolatility.default"
      ]
    },
    {
      "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",
        "getEndOfMonth",
        "getHolidayList",
        "holidayList",
        "isBusinessDay",
        "isEndOfMonth",
        "isHoliday",
        "isWeekend",
        "removeHolidays",
        "setCalendarContext",
        "setEvaluationDate",
        "yearFraction"
      ]
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    {
      "page": "CallableBond",
      "title": "CallableBond evaluation",
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        "CallableBond.default"
      ]
    },
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