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<title>QuantLib: Class Members - Functions</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h3 class="navbartitle">Version 0.3.14</h3>
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<li><a href="functions_func.html#index_a"><span>a</span></a></li>
<li><a href="functions_func_0x62.html#index_b"><span>b</span></a></li>
<li><a href="functions_func_0x63.html#index_c"><span>c</span></a></li>
<li><a href="functions_func_0x64.html#index_d"><span>d</span></a></li>
<li><a href="functions_func_0x65.html#index_e"><span>e</span></a></li>
<li><a href="functions_func_0x66.html#index_f"><span>f</span></a></li>
<li><a href="functions_func_0x67.html#index_g"><span>g</span></a></li>
<li><a href="functions_func_0x68.html#index_h"><span>h</span></a></li>
<li id="current"><a href="functions_func_0x69.html#index_i"><span>i</span></a></li>
<li><a href="functions_func_0x6b.html#index_k"><span>k</span></a></li>
<li><a href="functions_func_0x6c.html#index_l"><span>l</span></a></li>
<li><a href="functions_func_0x6d.html#index_m"><span>m</span></a></li>
<li><a href="functions_func_0x6e.html#index_n"><span>n</span></a></li>
<li><a href="functions_func_0x6f.html#index_o"><span>o</span></a></li>
<li><a href="functions_func_0x70.html#index_p"><span>p</span></a></li>
<li><a href="functions_func_0x72.html#index_r"><span>r</span></a></li>
<li><a href="functions_func_0x73.html#index_s"><span>s</span></a></li>
<li><a href="functions_func_0x74.html#index_t"><span>t</span></a></li>
<li><a href="functions_func_0x75.html#index_u"><span>u</span></a></li>
<li><a href="functions_func_0x76.html#index_v"><span>v</span></a></li>
<li><a href="functions_func_0x77.html#index_w"><span>w</span></a></li>
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<li><a href="functions_func_0x7a.html#index_z"><span>z</span></a></li>
<li><a href="functions_func_0x7e.html#index_~"><span>~</span></a></li>
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<p>
<p>
<h3><a class="anchor" name="index_i">- i -</a></h3><ul>
<li>identity()
: <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#f7d138b877b39e9af280942629d871c5">TridiagonalOperator</a>
<li>IMMcode()
: <a class="el" href="class_quant_lib_1_1_date.html#7980e8935526570eb4c9ecfd0f835b91">Date</a>
<li>IMMdate()
: <a class="el" href="class_quant_lib_1_1_date.html#a61153608f24912333a593e9a4521f43">Date</a>
<li>impliedRate()
: <a class="el" href="class_quant_lib_1_1_interest_rate.html#885107f27556900983a741a7df9868e9">InterestRate</a>
<li>impliedVolatility()
: <a class="el" href="class_quant_lib_1_1_cap_floor.html#26a34df10355e17117fab1700a54fd46">CapFloor</a>
, <a class="el" href="class_quant_lib_1_1_single_asset_option.html#b96ee1ae23ce91c595c8b809d3e6af45">SingleAssetOption</a>
, <a class="el" href="class_quant_lib_1_1_calibration_helper.html#3acf1af4dcbe47c632e7a6f372638ada">CalibrationHelper</a>
, <a class="el" href="class_quant_lib_1_1_one_asset_option.html#26a34df10355e17117fab1700a54fd46">OneAssetOption</a>
, <a class="el" href="class_quant_lib_1_1_swaption.html#26a34df10355e17117fab1700a54fd46">Swaption</a>
<li>impliedYield()
: <a class="el" href="class_quant_lib_1_1_forward.html#53ad4d92e3ace0359ec25279a2dc6a1d">Forward</a>
<li>incomeDiscountCurve()
: <a class="el" href="class_quant_lib_1_1_forward.html#17a821ee19ee6b7cdec0eb3f203ab4f3">Forward</a>
<li>index()
: <a class="el" href="class_quant_lib_1_1_time_grid.html#83186d95292b7715b9789ada2304307e">TimeGrid</a>
, <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#01713da8961b7139e3edf1d4eed8a4d9">FloatingRateCoupon</a>
<li>indexFixing()
: <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#a4b8764510bfb1f27c50b759cc81a972">FloatingRateCoupon</a>
<li>initialize()
: <a class="el" href="class_quant_lib_1_1_numerical_method.html#8f3082121a4d10bf0c4e141212935378">NumericalMethod</a>
<li>initialValues()
: <a class="el" href="class_quant_lib_1_1_stochastic_process.html#d2df3ae6ede416e16ad690c616e09170">StochasticProcess</a>
<li>instance()
: <a class="el" href="class_quant_lib_1_1_singleton.html#b7455b7e1235d292c444095842349291">Singleton</a>
<li>instantaneousCovariance()
: <a class="el" href="class_quant_lib_1_1_abcd.html#8328c6d656f7f073152ee07bfa2710d6">Abcd</a>
<li>instantaneousVariance()
: <a class="el" href="class_quant_lib_1_1_abcd.html#08c27703b2295ac56b385e836688e845">Abcd</a>
<li>instantaneousVolatility()
: <a class="el" href="class_quant_lib_1_1_abcd.html#0516e6e38c5724ea294e80bec137f019">Abcd</a>
<li>InterestRate()
: <a class="el" href="class_quant_lib_1_1_interest_rate.html#a302b38a9a595c752fb01fcb473e2924">InterestRate</a>
<li>irr()
: <a class="el" href="class_quant_lib_1_1_cashflows.html#ab6aff01e22a5a1d97ccde47a65a882f">Cashflows</a>
<li>isBusinessDay()
: <a class="el" href="class_quant_lib_1_1_calendar.html#85aed4d5b4c114bdd47766ef9e52e2f7">Calendar</a>
<li>isEndOfMonth()
: <a class="el" href="class_quant_lib_1_1_calendar.html#406c43181bd59e07a145a4722fdf2480">Calendar</a>
<li>isEOM()
: <a class="el" href="class_quant_lib_1_1_date.html#469cd1974466ad883e09d4ea3a7048f6">Date</a>
<li>isExpired()
: <a class="el" href="class_quant_lib_1_1_instrument.html#1cf29493cd1cea5c94788ec9a9c08f74">Instrument</a>
, <a class="el" href="class_quant_lib_1_1_forward_rate_agreement.html#72b04552f657bbfa9384c3c6139a7725">ForwardRateAgreement</a>
, <a class="el" href="class_quant_lib_1_1_forward.html#72b04552f657bbfa9384c3c6139a7725">Forward</a>
<li>isHoliday()
: <a class="el" href="class_quant_lib_1_1_calendar.html#a529b7298ba96b90261ed56c34f015f8">Calendar</a>
<li>isIMMdate()
: <a class="el" href="class_quant_lib_1_1_date.html#6089f8ddc6618af2d8eff34efc54b491">Date</a>
<li>isLeap()
: <a class="el" href="class_quant_lib_1_1_date.html#586c8f2317d6b5165f60304a391eb587">Date</a>
<li>isOnTime()
: <a class="el" href="class_quant_lib_1_1_discretized_asset.html#339ca58dd593d1875feabf05053f1370">DiscretizedAsset</a>
<li>isValid()
: <a class="el" href="class_quant_lib_1_1_currency.html#5bc2a781be2586924afce4e4a4ea6697">Currency</a>
<li>isWeekend()
: <a class="el" href="class_quant_lib_1_1_calendar.html#0cbab16a5cffa780446754d6a71d8ea1">Calendar</a>
<li>iterationNumber()
: <a class="el" href="class_quant_lib_1_1_optimization_method.html#8dff7a00549ab76c0e322a05f1eb333f">OptimizationMethod</a>
<li>iterationsNumber()
: <a class="el" href="class_quant_lib_1_1_non_linear_least_square.html#39cd20d97f356086d2c033b0bad60caf">NonLinearLeastSquare</a>
<li>itmAssetProbability()
: <a class="el" href="class_quant_lib_1_1_black_formula.html#a0b200c24392e9cef0c2c467a925f290">BlackFormula</a>
<li>itmCashProbability()
: <a class="el" href="class_quant_lib_1_1_black_formula.html#52f0d80c352ce23b6009d89a828b7824">BlackFormula</a>
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