- r -

• rankReducedSqrt() : Matrix
• rate() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon , Coupon , DigitalCoupon , ExchangeRate , FixedRateCoupon , FloatingRateCoupon , InflationCoupon
• rebin() : TimeBasket
• recalculate() : LazyObject
• recoveryRate() : Basket , DefaultEvent
• recoveryValue() : RecoveryRateModel
• recoveryValueImpl() : ConstantRecoveryModel , RecoveryRateModel
• redemption() : Bond
• redemptions() : Bond
• refDate() : Basket
• referenceDate() : DriftTermStructure , FactorSpreadedHazardRateCurve , ForwardSpreadedTermStructure , InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator > , LocalVolCurve , LocalVolSurface , QuantoTermStructure , SabrVolSurface , SpreadedHazardRateCurve , SwaptionVolatilityCube , TermStructure , ZeroSpreadedTermStructure
• referencePeriodEnd() : Coupon
• referencePeriodStart() : Coupon
• registerWithObservables() : Observer
• regret() : GenericRiskStatistics< S >
• remainingAttachmentAmount() : Basket
• remainingDefaultKeys() : Basket
• remainingDetachmentAmount() : Basket
• remainingNames() : Basket
• remainingNotional() : Basket , SyntheticCDO
• remainingNotionals() : Basket
• remainingProbabilities() : Basket
• remainingSize() : Basket
• remainingTrancheNotional() : Basket
• removedHolidays() : Calendar
• removeHoliday() : Calendar
• reserve() : GeneralStatistics
• reset() : DiscretizedAsset , DiscretizedDermanKaniDoubleBarrierOption , DiscretizedDiscountBond , DiscretizedDoubleBarrierOption , DiscretizedOption , GeneralStatistics , IncrementalStatistics , LevyFlightDistribution , MarketModelCashRebate , MarketModelComposite , MarketModelMultiProduct , MarketModelPathwiseCashRebate , MarketModelPathwiseCoterminalSwaptionsDeflated , MarketModelPathwiseCoterminalSwaptionsNumericalDeflated , MarketModelPathwiseInverseFloater , MarketModelPathwiseMultiCaplet , MarketModelPathwiseMultiDeflatedCap , MarketModelPathwiseMultiProduct , MarketModelPathwiseSwap , MultiProductPathwiseWrapper , MultiStepSwaption , Problem
• resetEvaluationDate() : Settings
• resetModel() : RecursiveLossModel< copulaPolicy > , SaddlePointLossModel< CP >
• residualNorm() : NonLinearLeastSquare
• result() : Instrument
• results() : NonLinearLeastSquare
• rho() : BlackCalculator
• RichardsonExtrapolation() : RichardsonExtrapolation
• RiskyBond() : RiskyBond
• rollback() : FiniteDifferenceModel< Evolver > , Lattice , TreeLattice< Impl > , TsiveriotisFernandesLattice< T >
• rounding() : Currency
• Rounding() : Rounding