Below is a list of links to documentation of QuantLibAddin functions by category:
Abcd
Accounting Engines
AlphaForm
Asset Swap
BTP
Bonds
Brownian Generator
Calendar
CalibrationHelpers
Caplet Volatility Term Structures
Caps/Floors
Cms Market
Cms Market Calibration
Correlation
Coupon Vectors
Ctsmmcapletcalibration
CurveState
Date
Daycounter
Default Probability Term Structures
Driftcalculators
Enumerations
Evolution Description
Exercise
Forward Rate Agreement
Garbage Collection
Group
Handles
Indices
Instruments
Interpolation
Leg
Logging Functions
Market Model Evolvers
Market Model Volatility
MarketModels
Math
ObjectHandler Utilities
Objects
Optimization
Options
Overnight Indexed Swap
Payoffs
Piecewise Yield Curves
Prices
Pricing Engines
Processes
Products
QuantLib Credit
QuantLib Credit Basket
QuantLib Credit Basket Loss Models
QuantLib Credit Latent Models
Quotes
Random Sequence Generator
Range
Range Accrual
RateHelper
Schedules
SequenceStatistics
Serialization
Settings
Short Rate Models
Smile Section Structures
Statistics
Swap
Swaption
Swaption Volatility Term Structures
TimeSeries
Utilities
Value Objects
Vanilla Swap
Volatilities
Yield Term Structures