1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: Class Members</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.3.14</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.1 -->
<div class="tabs">
<ul>
<li id="current"><a href="functions.html"><span>All</span></a></li>
<li><a href="functions_func.html"><span>Functions</span></a></li>
<li><a href="functions_vars.html"><span>Variables</span></a></li>
<li><a href="functions_type.html"><span>Typedefs</span></a></li>
<li><a href="functions_eval.html"><span>Enumerator</span></a></li>
</ul>
</div>
<div class="tabs">
<ul>
<li><a href="functions.html#index_a"><span>a</span></a></li>
<li><a href="functions_0x62.html#index_b"><span>b</span></a></li>
<li><a href="functions_0x63.html#index_c"><span>c</span></a></li>
<li><a href="functions_0x64.html#index_d"><span>d</span></a></li>
<li><a href="functions_0x65.html#index_e"><span>e</span></a></li>
<li><a href="functions_0x66.html#index_f"><span>f</span></a></li>
<li><a href="functions_0x67.html#index_g"><span>g</span></a></li>
<li><a href="functions_0x68.html#index_h"><span>h</span></a></li>
<li><a href="functions_0x69.html#index_i"><span>i</span></a></li>
<li><a href="functions_0x6b.html#index_k"><span>k</span></a></li>
<li><a href="functions_0x6c.html#index_l"><span>l</span></a></li>
<li><a href="functions_0x6d.html#index_m"><span>m</span></a></li>
<li><a href="functions_0x6e.html#index_n"><span>n</span></a></li>
<li><a href="functions_0x6f.html#index_o"><span>o</span></a></li>
<li><a href="functions_0x70.html#index_p"><span>p</span></a></li>
<li><a href="functions_0x71.html#index_q"><span>q</span></a></li>
<li><a href="functions_0x72.html#index_r"><span>r</span></a></li>
<li id="current"><a href="functions_0x73.html#index_s"><span>s</span></a></li>
<li><a href="functions_0x74.html#index_t"><span>t</span></a></li>
<li><a href="functions_0x75.html#index_u"><span>u</span></a></li>
<li><a href="functions_0x76.html#index_v"><span>v</span></a></li>
<li><a href="functions_0x77.html#index_w"><span>w</span></a></li>
<li><a href="functions_0x78.html#index_x"><span>x</span></a></li>
<li><a href="functions_0x79.html#index_y"><span>y</span></a></li>
<li><a href="functions_0x7a.html#index_z"><span>z</span></a></li>
<li><a href="functions_0x7e.html#index_~"><span>~</span></a></li>
</ul>
</div>
<p>
Here is a list of all documented class members with links to the class documentation for each member:
<p>
<h3><a class="anchor" name="index_s">- s -</a></h3><ul>
<li>sampleAccumulator()
: <a class="el" href="class_quant_lib_1_1_mc_pricer.html#02c2551e9932b771a49f7bee3d0b645d">McPricer</a>
, <a class="el" href="class_quant_lib_1_1_mc_simulation.html#ae431188883fbe6c0a459e0922e667e7">McSimulation</a>
<li>samples()
: <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#03dada9122edc892727a207cbbe93427">IncrementalStatistics</a>
, <a class="el" href="class_quant_lib_1_1_general_statistics.html#03dada9122edc892727a207cbbe93427">GeneralStatistics</a>
<li>Schedule()
: <a class="el" href="class_quant_lib_1_1_schedule.html#a994780154c9888e601339c2c0803957">Schedule</a>
<li>searchDirection()
: <a class="el" href="class_quant_lib_1_1_optimization_method.html#95367937b1d2faab5faabbc2caae893f">OptimizationMethod</a>
<li>SecondDerivative
: <a class="el" href="class_quant_lib_1_1_cubic_spline.html#f3393571fa8a8daa4ee5c06613b2655523de8c854eb282410ba10963837c94b5">CubicSpline</a>
<li>secondDerivativeAtCenter()
: <a class="el" href="class_quant_lib_1_1_sampled_curve.html#ef66dd6de85c1f3c407119405a223e4d">SampledCurve</a>
<li>semiDeviation()
: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#05f9100ce19eea43588bf3deb24a3dd1">GenericRiskStatistics</a>
<li>semiVariance()
: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#a5d5ab88a4f81b05f25359401961b54d">GenericRiskStatistics</a>
<li>setEndCriteria()
: <a class="el" href="class_quant_lib_1_1_optimization_method.html#11f450e6deb3532a7318a83e04738232">OptimizationMethod</a>
<li>setHistory()
: <a class="el" href="class_quant_lib_1_1_index_manager.html#9ec05a3736796561dedbc52be053940b">IndexManager</a>
<li>setInitialValue()
: <a class="el" href="class_quant_lib_1_1_optimization_method.html#3332be4ffb31e7777ad8797ddaf803a9">OptimizationMethod</a>
<li>setLowerBound()
: <a class="el" href="class_quant_lib_1_1_solver1_d.html#6a9af21bb68e575c5616e2902a4788af">Solver1D</a>
<li>setMaxEvaluations()
: <a class="el" href="class_quant_lib_1_1_solver1_d.html#5cd4ab37661635dfaf1b58f547f4223f">Solver1D</a>
<li>setPricingEngine()
: <a class="el" href="class_quant_lib_1_1_instrument.html#f259149d11ddda95328d6a41be778078">Instrument</a>
<li>setTermStructure()
: <a class="el" href="class_quant_lib_1_1_rate_helper.html#a21644b6b97519570858378d7b3b5eb2">RateHelper</a>
<li>setTime()
: <a class="el" href="class_quant_lib_1_1_boundary_condition.html#f133a9178f8e738a5e5c51670cb37b1a">BoundaryCondition</a>
<li>Settlement
: <a class="el" href="class_quant_lib_1_1_brazil.html#be41cfffd960e29a5d8b07be00aeda426f0faf2bdd3a1f7cf69bcd9164150be8">Brazil</a>
, <a class="el" href="class_quant_lib_1_1_germany.html#be41cfffd960e29a5d8b07be00aeda426f0faf2bdd3a1f7cf69bcd9164150be8">Germany</a>
, <a class="el" href="class_quant_lib_1_1_united_kingdom.html#be41cfffd960e29a5d8b07be00aeda426f0faf2bdd3a1f7cf69bcd9164150be8">UnitedKingdom</a>
, <a class="el" href="class_quant_lib_1_1_italy.html#be41cfffd960e29a5d8b07be00aeda426f0faf2bdd3a1f7cf69bcd9164150be8">Italy</a>
, <a class="el" href="class_quant_lib_1_1_united_states.html#be41cfffd960e29a5d8b07be00aeda426f0faf2bdd3a1f7cf69bcd9164150be8">UnitedStates</a>
<li>settlementDate()
: <a class="el" href="class_quant_lib_1_1_forward_rate_agreement.html#c64e9810c0bd1cbee8425476db0bb58d">ForwardRateAgreement</a>
<li>setupArguments()
: <a class="el" href="class_quant_lib_1_1_instrument.html#5343dd1b4e84eb46141f7e3fdd87eb15">Instrument</a>
<li>setupExpired()
: <a class="el" href="class_quant_lib_1_1_instrument.html#ef24082dd24f1330f587e552a7dc4f69">Instrument</a>
<li>setUpperBound()
: <a class="el" href="class_quant_lib_1_1_solver1_d.html#96c5f418c69b6d88109d2ad8097694f0">Solver1D</a>
<li>setValue()
: <a class="el" href="class_quant_lib_1_1_simple_quote.html#9a324da90ea1b0436ef94aa8d08409c8">SimpleQuote</a>
<li>SGX
: <a class="el" href="class_quant_lib_1_1_singapore.html#be41cfffd960e29a5d8b07be00aeda4257ad7a3f1c5edfdcb8ead8238d45978f">Singapore</a>
<li>shortfall()
: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#ef5cddadc0fc859f9036eddb837a6ef0">GenericRiskStatistics</a>
<li>shortRate()
: <a class="el" href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_dynamics.html#ff04487d6b1ab0959d279c1b47de8413">OneFactorModel::ShortRateDynamics</a>
<li>ShortRateTree()
: <a class="el" href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_tree.html#860511eeaaac9869f739edd9cf1df4d1">TwoFactorModel::ShortRateTree</a>
, <a class="el" href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_tree.html#b7ce56bbc3074fe6793e42b808c2bdaf">OneFactorModel::ShortRateTree</a>
<li>shortTermVolatility()
: <a class="el" href="class_quant_lib_1_1_abcd.html#0835e3739c52b2cc23886509f3fd583a">Abcd</a>
<li>Simplex()
: <a class="el" href="class_quant_lib_1_1_simplex.html#51ab0dcee05651a2e1f322e32cc9e142">Simplex</a>
<li>size()
: <a class="el" href="class_quant_lib_1_1_array.html#cce0ab2cacc475b2434f24c65c91685a">Array</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process.html#c50b9699fff2d13726c39471cb3d0dfa">StochasticProcess</a>
, <a class="el" href="class_quant_lib_1_1_time_series.html#cce0ab2cacc475b2434f24c65c91685a">TimeSeries</a>
, <a class="el" href="class_quant_lib_1_1_least_square_problem.html#6c7ce2556129af8c0e1081fa87bfe83c">LeastSquareProblem</a>
<li>skewness()
: <a class="el" href="class_quant_lib_1_1_general_statistics.html#c84fbd12a7b1265c36db2ab9b44fd438">GeneralStatistics</a>
, <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#c84fbd12a7b1265c36db2ab9b44fd438">IncrementalStatistics</a>
<li>skipTo()
: <a class="el" href="class_quant_lib_1_1_sobol_rsg.html#aa2d30eb47ba0545410f2a87ebbacf1a">SobolRsg</a>
<li>smileSection()
: <a class="el" href="class_quant_lib_1_1_swaption_volatility_matrix.html#4c981a05aed4c4570c89fd971b7847d0">SwaptionVolatilityMatrix</a>
, <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#b1a1846bb6de12edfa2fae09210def48">SwaptionVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_swaption_volatility_matrix.html#8b5e0a0231b3148a14a545ffcf68bb92">SwaptionVolatilityMatrix</a>
, <a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#9d2ca42358f25fa7e9ac0b1f9ed9ab0e">SwaptionConstantVolatility</a>
<li>SobolRsg()
: <a class="el" href="class_quant_lib_1_1_sobol_rsg.html#517494ec668ecd36efffc01912e484c0">SobolRsg</a>
<li>solve()
: <a class="el" href="class_quant_lib_1_1_solver1_d.html#6e80433e8d7e0e515a7c444f0440cd25">Solver1D</a>
<li>solveFor()
: <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#4a4ba36a92d1d38ecd212d3e6ffdcc86">TridiagonalOperator</a>
<li>SOR()
: <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#4142de67725f0d8da55dcd0cea16d32c">TridiagonalOperator</a>
<li>sort()
: <a class="el" href="class_quant_lib_1_1_general_statistics.html#93e48d5028725a443959a3de12e35582">GeneralStatistics</a>
<li>source()
: <a class="el" href="class_quant_lib_1_1_exchange_rate.html#89371afaefb5defc4a61052afdd3dbff">ExchangeRate</a>
<li>spotIncome()
: <a class="el" href="class_quant_lib_1_1_forward_rate_agreement.html#f17ea9c23961db17b0c901c96854c839">ForwardRateAgreement</a>
, <a class="el" href="class_quant_lib_1_1_fixed_coupon_bond_forward.html#f17ea9c23961db17b0c901c96854c839">FixedCouponBondForward</a>
, <a class="el" href="class_quant_lib_1_1_forward.html#a182c8a294fdc1dc381d8674e581045b">Forward</a>
<li>spotValue()
: <a class="el" href="class_quant_lib_1_1_fixed_coupon_bond_forward.html#2bb5d56364044aa5899a663ba84e92a3">FixedCouponBondForward</a>
, <a class="el" href="class_quant_lib_1_1_forward.html#03bf9b7028af075bcaf288e9681aa4ba">Forward</a>
, <a class="el" href="class_quant_lib_1_1_forward_rate_agreement.html#2bb5d56364044aa5899a663ba84e92a3">ForwardRateAgreement</a>
<li>spread()
: <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#f2b1ac06508be31b34a28d76091c0e3f">FloatingRateCoupon</a>
<li>standardDeviation()
: <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#888a78c188b75d3fc94ede0291fdb59f">IncrementalStatistics</a>
, <a class="el" href="class_quant_lib_1_1_general_statistics.html#888a78c188b75d3fc94ede0291fdb59f">GeneralStatistics</a>
<li>standardDeviations()
: <a class="el" href="class_quant_lib_1_1_covariance_decomposition.html#b428dd0735e857e611de38061dda4639">CovarianceDecomposition</a>
<li>stdDeviation()
: <a class="el" href="class_quant_lib_1_1_stochastic_process.html#1d143e05259160f677407c6cb3b7d8b4">StochasticProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#bb8a7016bec7d28872df221fb8995853">StochasticProcess1D</a>
<li>SteepestDescent()
: <a class="el" href="class_quant_lib_1_1_steepest_descent.html#7e6a8384fabb547179afa76b64a24010">SteepestDescent</a>
<li>strikeForwardRate_
: <a class="el" href="class_quant_lib_1_1_forward_rate_agreement.html#1d09c6bb42f2e1ad73823bfa1ad6f5b3">ForwardRateAgreement</a>
<li>subtract()
: <a class="el" href="class_quant_lib_1_1_composite_instrument.html#f781618b4ac4bee06da95a7c8b2ee662">CompositeInstrument</a>
<li>succeed_
: <a class="el" href="class_quant_lib_1_1_line_search.html#1bdb6aaa82b6a980db5312bcc3c86c3a">LineSearch</a>
<li>Swap()
: <a class="el" href="class_quant_lib_1_1_swap.html#5a6a076cabe5a2335513c91d2b10ee0a">Swap</a>
<li>swap()
: <a class="el" href="class_quant_lib_1_1_link.html#81207037099141381525b68207b2f621">Link</a>
, <a class="el" href="class_quant_lib_1_1_handle.html#47231141b7800d1b9b0fd49ca351ca61">Handle</a>
<li>SwaptionVolatilityStructure()
: <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#9df188083b4b319fa085a683a24ebf86">SwaptionVolatilityStructure</a>
<li>symbol()
: <a class="el" href="class_quant_lib_1_1_currency.html#e828f7a709378599e3bf1334ce5929c6">Currency</a>
<li>SymmetricSchurDecomposition()
: <a class="el" href="class_quant_lib_1_1_symmetric_schur_decomposition.html#43ff4c0e9abb6877c224127f7b70e8e6">SymmetricSchurDecomposition</a>
</ul>
</div>
<div class="footer">
<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>
</div>
</body>
</html>
|
