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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li><a href="functions_func.html#index_a"><span>a</span></a></li>
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<li><a href="functions_func_0x63.html#index_c"><span>c</span></a></li>
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<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><a href="functions_func_0x69.html#index_i"><span>i</span></a></li>
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<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 class="current"><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>
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<li><a href="functions_func_0x7e.html#index_~"><span>~</span></a></li>
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<p>
<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#959f290b6f98a265ff834b92c9b20588">McPricer</a>
, <a class="el" href="class_quant_lib_1_1_mc_simulation.html#97a9254d199bc4ea4a78d11eaf2d713d">McSimulation</a>
<li>samples()
: <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#fb02dc74860bcd8ad0982324d50c82e4">IncrementalStatistics</a>
, <a class="el" href="class_quant_lib_1_1_general_statistics.html#fb02dc74860bcd8ad0982324d50c82e4">GeneralStatistics</a>
<li>searchDirection()
: <a class="el" href="class_quant_lib_1_1_line_search.html#b43e31a0f04f11a616b9a1b08dbac7c7">LineSearch</a>
<li>secondDerivativeAtCenter()
: <a class="el" href="class_quant_lib_1_1_sampled_curve.html#9a3cbb8bccf5dd436d46d5c6104ed220">SampledCurve</a>
<li>semiDeviation()
: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#248a8283cddbe62eb1effbd5ee38a83a">GenericRiskStatistics</a>
<li>semiVariance()
: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#1fc992d2d5933a547499c497d9e09b63">GenericRiskStatistics</a>
<li>setConstraintType()
: <a class="el" href="class_quant_lib_1_1_constrained_evolver.html#72f1f210b87697658d04a4580e8d451c">ConstrainedEvolver</a>
, <a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_euler_constrained.html#9dfafb10d71a00875356c7a29b6d7254">LogNormalFwdRateEulerConstrained</a>
<li>setHistory()
: <a class="el" href="class_quant_lib_1_1_index_manager.html#9ec05a3736796561dedbc52be053940b">IndexManager</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_bootstrap_helper.html#c8bb5ca2d4e7d7754be9f69e43a054ce">BootstrapHelper</a>
<li>setThisConstraint()
: <a class="el" href="class_quant_lib_1_1_constrained_evolver.html#03c9e3ee7fecf1ad3f0af7d54f0906f9">ConstrainedEvolver</a>
, <a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_euler_constrained.html#684d9fe085ab61a77094acfe5e281ce6">LogNormalFwdRateEulerConstrained</a>
<li>setTime()
: <a class="el" href="class_quant_lib_1_1_boundary_condition.html#f133a9178f8e738a5e5c51670cb37b1a">BoundaryCondition</a>
, <a class="el" href="class_quant_lib_1_1_neumann_b_c.html#6e60101b2af13783da6aa3d7cee67acb">NeumannBC</a>
, <a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html#6e60101b2af13783da6aa3d7cee67acb">DirichletBC</a>
<li>settlementDays()
: <a class="el" href="class_quant_lib_1_1_sabr_vol_surface.html#b6506da60fec85c6f146f1b43116de70">SabrVolSurface</a>
, <a class="el" href="class_quant_lib_1_1_term_structure.html#b6506da60fec85c6f146f1b43116de70">TermStructure</a>
<li>setupArguments()
: <a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">ForwardVanillaOption</a>
, <a class="el" href="class_quant_lib_1_1_continuous_floating_lookback_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">ContinuousFloatingLookbackOption</a>
, <a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">ContinuousFixedLookbackOption</a>
, <a class="el" href="class_quant_lib_1_1_multi_asset_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">MultiAssetOption</a>
, <a class="el" href="class_quant_lib_1_1_swap.html#ad6958108bfaef12bc4ccd6b3d7a7231">Swap</a>
, <a class="el" href="class_quant_lib_1_1_swaption.html#ad6958108bfaef12bc4ccd6b3d7a7231">Swaption</a>
, <a class="el" href="class_quant_lib_1_1_vanilla_swap.html#769a037255393b166557200edad61038">VanillaSwap</a>
, <a class="el" href="class_quant_lib_1_1_variance_swap.html#769a037255393b166557200edad61038">VarianceSwap</a>
, <a class="el" href="class_quant_lib_1_1_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">Option</a>
, <a class="el" href="class_quant_lib_1_1_instrument.html#ad6958108bfaef12bc4ccd6b3d7a7231">Instrument</a>
, <a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">ContinuousAveragingAsianOption</a>
, <a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">DiscreteAveragingAsianOption</a>
, <a class="el" href="class_quant_lib_1_1_asset_swap.html#769a037255393b166557200edad61038">AssetSwap</a>
, <a class="el" href="class_quant_lib_1_1_barrier_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">BarrierOption</a>
, <a class="el" href="class_quant_lib_1_1_bond.html#ad6958108bfaef12bc4ccd6b3d7a7231">Bond</a>
, <a class="el" href="class_quant_lib_1_1_cap_floor.html#ad6958108bfaef12bc4ccd6b3d7a7231">CapFloor</a>
, <a class="el" href="class_quant_lib_1_1_cliquet_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">CliquetOption</a>
, <a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#ad6958108bfaef12bc4ccd6b3d7a7231">DividendVanillaOption</a>
<li>setupExpired()
: <a class="el" href="class_quant_lib_1_1_instrument.html#1ea01b653cd3880c3e5d8bc34af412d3">Instrument</a>
, <a class="el" href="class_quant_lib_1_1_multi_asset_option.html#1ea01b653cd3880c3e5d8bc34af412d3">MultiAssetOption</a>
, <a class="el" href="class_quant_lib_1_1_one_asset_option.html#1ea01b653cd3880c3e5d8bc34af412d3">OneAssetOption</a>
, <a class="el" href="class_quant_lib_1_1_swap.html#1ea01b653cd3880c3e5d8bc34af412d3">Swap</a>
, <a class="el" href="class_quant_lib_1_1_variance_swap.html#1ea01b653cd3880c3e5d8bc34af412d3">VarianceSwap</a>
, <a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html#1ea01b653cd3880c3e5d8bc34af412d3">YearOnYearInflationSwap</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#7c026a3ee76cc34dae9493945f020af6">SimpleQuote</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#010597b04b12c384563585e599331ec4">OneFactorModel::ShortRateDynamics</a>
, <a class="el" href="class_quant_lib_1_1_black_karasinski_1_1_dynamics.html#82b3e8bce9d599205fdfa81222834500">BlackKarasinski::Dynamics</a>
, <a class="el" href="class_quant_lib_1_1_cox_ingersoll_ross_1_1_dynamics.html#5a7c08ebb85d71ff46b8c5efd92269b6">CoxIngersollRoss::Dynamics</a>
, <a class="el" href="class_quant_lib_1_1_extended_cox_ingersoll_ross_1_1_dynamics.html#8a13ccfdf1c30529ba58973d8c22afe2">ExtendedCoxIngersollRoss::Dynamics</a>
<li>ShortRateTree()
: <a class="el" href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_tree.html#7aa0e3ed054c4bf1689294f806458463">OneFactorModel::ShortRateTree</a>
, <a class="el" href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_tree.html#860511eeaaac9869f739edd9cf1df4d1">TwoFactorModel::ShortRateTree</a>
<li>shortTermVolatility()
: <a class="el" href="class_quant_lib_1_1_abcd_function.html#bdba3791aa74b6cbc2716cecdfb4f564">AbcdFunction</a>
<li>Simplex()
: <a class="el" href="class_quant_lib_1_1_simplex.html#e15567fc9f817266ba4916db54df9013">Simplex</a>
<li>size()
: <a class="el" href="class_quant_lib_1_1_heston_process.html#9d78a687cf2a391198bb3cbc08bc06cb">HestonProcess</a>
, <a class="el" href="class_quant_lib_1_1_g2_forward_process.html#9d78a687cf2a391198bb3cbc08bc06cb">G2ForwardProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process_array.html#9d78a687cf2a391198bb3cbc08bc06cb">StochasticProcessArray</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process.html#154fc82502dc7257b459b1f13e2bc6b6">StochasticProcess</a>
, <a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve_1_1_fitting_method.html#154fc82502dc7257b459b1f13e2bc6b6">FittedBondDiscountCurve::FittingMethod</a>
, <a class="el" href="class_quant_lib_1_1_time_series.html#9d78a687cf2a391198bb3cbc08bc06cb">TimeSeries</a>
, <a class="el" href="class_quant_lib_1_1_libor_forward_model_process.html#9d78a687cf2a391198bb3cbc08bc06cb">LiborForwardModelProcess</a>
, <a class="el" href="class_quant_lib_1_1_array.html#9d78a687cf2a391198bb3cbc08bc06cb">Array</a>
, <a class="el" href="class_quant_lib_1_1_least_square_problem.html#6c7ce2556129af8c0e1081fa87bfe83c">LeastSquareProblem</a>
, <a class="el" href="class_quant_lib_1_1_g2_process.html#9d78a687cf2a391198bb3cbc08bc06cb">G2Process</a>
<li>skewness()
: <a class="el" href="class_quant_lib_1_1_general_statistics.html#27cb1a211374553eadd4a0e09d60cf0c">GeneralStatistics</a>
, <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#27cb1a211374553eadd4a0e09d60cf0c">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_black_vol_surface.html#d3e4d80efb08be55b65ab6cf23c7924e">BlackVolSurface</a>
, <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#f2f0cdce813e56e2535d2813905cecef">SwaptionVolatilityStructure</a>
<li>smileSectionImpl()
: <a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html#04f2608add446a8af9cfe54291488e82">SwaptionConstantVolatility</a>
, <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#da274395a1ed407f27941a47104f0829">SwaptionVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_swaption_volatility_matrix.html#04f2608add446a8af9cfe54291488e82">SwaptionVolatilityMatrix</a>
<li>SobolRsg()
: <a class="el" href="class_quant_lib_1_1_sobol_rsg.html#517494ec668ecd36efffc01912e484c0">SobolRsg</a>
<li>solution()
: <a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve_1_1_fitting_method.html#6d8cb9a904d7c3d52208120af8369e07">FittedBondDiscountCurve::FittingMethod</a>
<li>solve()
: <a class="el" href="class_quant_lib_1_1_solver1_d.html#af1d825631e53bada873867a0d66dd8a">Solver1D</a>
<li>solveFor()
: <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#73742343dfce6f478b7a7d11d07aa63e">TridiagonalOperator</a>
<li>SOR()
: <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#23e7cd3f97a88ebf7495659fbb9c7612">TridiagonalOperator</a>
<li>sort()
: <a class="el" href="class_quant_lib_1_1_general_statistics.html#10ee1a10d90af08c04aff52692a5747e">GeneralStatistics</a>
<li>source()
: <a class="el" href="class_quant_lib_1_1_exchange_rate.html#96501aee76f43095161955da20b424c3">ExchangeRate</a>
<li>spotIncome()
: <a class="el" href="class_quant_lib_1_1_forward.html#789981beda42e02c2698dee83d077a1d">Forward</a>
, <a class="el" href="class_quant_lib_1_1_fixed_rate_bond_forward.html#1560226b41dc061de57d00f0b0e0b7eb">FixedRateBondForward</a>
<li>spotValue()
: <a class="el" href="class_quant_lib_1_1_forward.html#0304e7ed8b1277b01dd0a094102ddbce">Forward</a>
, <a class="el" href="class_quant_lib_1_1_fixed_rate_bond_forward.html#51d635d520ea883db82bac7f4e684b75">FixedRateBondForward</a>
<li>spread()
: <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#d7a3e2124c58cf10df93a8def9a2fafb">FloatingRateCoupon</a>
<li>Sqrt()
: <a class="el" href="class_quant_lib_1_1_array.html#9b5fa34ccfc6f716a2c99dc37f6fe658">Array</a>
<li>standardDeviation()
: <a class="el" href="class_quant_lib_1_1_general_statistics.html#f728e0bfb80c48d44424d590cbfda34e">GeneralStatistics</a>
, <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#f728e0bfb80c48d44424d590cbfda34e">IncrementalStatistics</a>
<li>standardDeviations()
: <a class="el" href="class_quant_lib_1_1_covariance_decomposition.html#c552baaa07f4c0775024d08fd5dd55a7">CovarianceDecomposition</a>
<li>stdDeviation()
: <a class="el" href="class_quant_lib_1_1_g2_forward_process.html#b55b8ade4729f4509ad40bbaab050a0d">G2ForwardProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process_array.html#b55b8ade4729f4509ad40bbaab050a0d">StochasticProcessArray</a>
, <a class="el" href="class_quant_lib_1_1_hull_white_forward_process.html#a78ac261543c5f8c3b2e065f4a57c526">HullWhiteForwardProcess</a>
, <a class="el" href="class_quant_lib_1_1_ornstein_uhlenbeck_process.html#a78ac261543c5f8c3b2e065f4a57c526">OrnsteinUhlenbeckProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#36c51f5c5f2c6dd353751857c3625ca7">StochasticProcess1D</a>
, <a class="el" href="class_quant_lib_1_1_g2_process.html#b55b8ade4729f4509ad40bbaab050a0d">G2Process</a>
, <a class="el" href="class_quant_lib_1_1_hull_white_process.html#a78ac261543c5f8c3b2e065f4a57c526">HullWhiteProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process.html#f60142c7a240fe9fa7a9458740815b9c">StochasticProcess</a>
<li>strikeSensitivity()
: <a class="el" href="class_quant_lib_1_1_black_calculator.html#cfc72cb510f6de42cc315f39a34da0a7">BlackCalculator</a>
<li>subtract()
: <a class="el" href="class_quant_lib_1_1_composite_instrument.html#f781618b4ac4bee06da95a7c8b2ee662">CompositeInstrument</a>
<li>swap()
: <a class="el" href="class_quant_lib_1_1_matrix.html#9df8756a7a5832acb371e2a6aaa9a89b">Matrix</a>
, <a class="el" href="class_quant_lib_1_1_clone.html#569d2e4a66abb09ee69553067503882d">Clone</a>
<li>Swap()
: <a class="el" href="class_quant_lib_1_1_swap.html#a7e28d70b1366663707f7554205b887b">Swap</a>
<li>swap()
: <a class="el" href="class_quant_lib_1_1_array.html#8ef3e86157636ff80b3a8557835d8a1b">Array</a>
<li>Swap()
: <a class="el" href="class_quant_lib_1_1_swap.html#84d17705f422bce5e74d0a4ca0f6df34">Swap</a>
<li>SwaptionVolatilityMatrix()
: <a class="el" href="class_quant_lib_1_1_swaption_volatility_matrix.html#31c0a13eb52e26cdd617b79b36f10f51">SwaptionVolatilityMatrix</a>
<li>SwaptionVolatilityStructure()
: <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#9cc0766e615fa20a0128b9d864803cd0">SwaptionVolatilityStructure</a>
<li>symbol()
: <a class="el" href="class_quant_lib_1_1_currency.html#b662225ef2ceaf4f83418b7e31917c79">Currency</a>
<li>SymmetricSchurDecomposition()
: <a class="el" href="class_quant_lib_1_1_symmetric_schur_decomposition.html#43ff4c0e9abb6877c224127f7b70e8e6">SymmetricSchurDecomposition</a>
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