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• identity() : TridiagonalOperator
• idiosyncFctrs() : LatentModel< copulaPolicyImpl >
• ImplicitCorrelation() : BaseCorrelationTermStructure< Interpolator2D_T >
• implicitCorrelation() : SyntheticCDO
• impliedHazardRate() : CreditDefaultSwap
• impliedRate() : InterestRate
• impliedVolatility() : BarrierOption , BlackCalibrationHelper , CallableBond , CapFloor , DividendVanillaOption , DoubleBarrierOption , IrregularSwaption , Swaption , VanillaOption , YoYInflationCapFloor
• impliedYield() : Forward
• includeReferenceDateEvents() : Settings
• includeTodaysCashFlows() : Settings
• incomeDiscountCurve() : Forward
• index() : FloatingRateCoupon , InflationCoupon , TimeGrid
• indexFixing() : AverageBMACoupon , CPICoupon , FloatingRateCoupon , IborCoupon , InflationCoupon
• indexFixings() : AverageBMACoupon , OvernightIndexedCoupon
• indexObservation() : CPICoupon
• InflationIndex() : InflationIndex
• inflationLeg() : ZeroCouponInflationSwap
• InflationTermStructure() : InflationTermStructure
• init() : FittedBondDiscountCurve::FittingMethod , SpreadFittingMethod
• initialize() : InterpolatedYoYOptionletStripper< Interpolator1D > , Lattice , TreeLattice< Impl > , YoYOptionletStripper
• initialValues() : ExtOUWithJumpsProcess , G2ForwardProcess , G2Process , GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , KlugeExtOUProcess , LiborForwardModelProcess , StochasticProcess , StochasticProcessArray
• instance() : Singleton< T >
• instantaneousCovariance() : AbcdFunction
• instantaneousVariance() : AbcdFunction
• instantaneousVolatility() : AbcdFunction
• integral() : OneFactorCopula
• integratedExpectedValue() : LatentModel< copulaPolicyImpl >
• integration() : DefaultLatentModel< copulaPolicy > , SpotRecoveryLatentModel< copulaPolicy >
• InterestRate() : InterestRate
• InterestRateVolSurface() : InterestRateVolSurface
• interpolated() : InflationIndex
• InterpolatedDiscountCurve() : InterpolatedDiscountCurve< Interpolator >
• InterpolatedForwardCurve() : InterpolatedForwardCurve< Interpolator >
• InterpolatedSimpleZeroCurve() : InterpolatedSimpleZeroCurve< Interpolator >
• InterpolatedYoYInflationCurve() : InterpolatedYoYInflationCurve< Interpolator >
• InterpolatedYoYOptionletVolatilityCurve() : InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >
• InterpolatedZeroCurve() : InterpolatedZeroCurve< Interpolator >
• InterpolatedZeroInflationCurve() : InterpolatedZeroInflationCurve< Interpolator >
• interpolation() : CPICashFlow
• inverse_transform() : FastFourierTransform
• InverseCumulativeBehrensFisher() : InverseCumulativeBehrensFisher
• inverseCumulativeDensity() : GaussianCopulaPolicy , LatentModel< copulaPolicyImpl > , TCopulaPolicy
• inverseCumulativeY() : GaussianCopulaPolicy , LatentModel< copulaPolicyImpl > , OneFactorCopula , OneFactorGaussianCopula , TCopulaPolicy
• inverseCumulativeZ() : GaussianCopulaPolicy , LatentModel< copulaPolicyImpl > , TCopulaPolicy
• isASXcode() : ASX
• isASXdate() : ASX
• isConsistent() : MultiplicativePriceSeasonality , Seasonality
• IsdaCdsEngine() : IsdaCdsEngine
• isECBcode() : ECB
• isECBdate() : ECB
• isEndOfMonth() : Calendar , Date
• isExpired() : Bond , CapFloor , CDO , CdsOption , CompositeInstrument , CPICapFloor , CreditDefaultSwap , EnergyFuture , EnergyVanillaSwap , FloatFloatSwaption , Forward , ForwardRateAgreement , Instrument , IrregularSwaption , MultiAssetOption , NonstandardSwaption , NthToDefault , OneAssetOption , PathMultiAssetOption , RiskyBond , Stock , Swap , Swaption , SyntheticCDO , TwoAssetBarrierOption , VanillaStorageOption , VanillaSwingOption , VarianceOption , VarianceSwap , WriterExtensibleOption , YoYInflationCapFloor
• isHoliday() : Calendar
• isIMMcode() : IMM
• isIMMdate() : IMM
• isInArrears() : FloatingRateCoupon
• isLeap() : Date
• isOnTime() : DiscretizedAsset
• isValid() : CompositeQuote< BinaryFunction > , DeltaVolQuote , DerivedQuote< UnaryFunction > , EurodollarFuturesImpliedStdDevQuote , ForwardSwapQuote , ForwardValueQuote , FuturesConvAdjustmentQuote , ImpliedStdDevQuote , LastFixingQuote , Quote , RecoveryRateQuote , RendistatoEquivalentSwapLengthQuote , RendistatoEquivalentSwapSpreadQuote , SimpleQuote
• isValidFixingDate() : BMAIndex , Index , InflationIndex , InterestRateIndex
• isValidQuoteDate() : CommodityIndex
• isWeekend() : Calendar
• iterationsNumber() : NonLinearLeastSquare
• IterativeBootstrap() : IterativeBootstrap< Curve >
• itmAssetProbability() : BlackCalculator
• itmCashProbability() : BlackCalculator