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<h1>QuantLib Namespace Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
abstract base class implementation specifies how to decide volatility structure for additional synthetic rates which are interleaved
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<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for cash flows. <a href="class_quant_lib_1_1_cash_flow.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_average_b_m_a_coupon.html">AverageBMACoupon</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="struct_quant_lib_1_1_average.html" title="Placeholder for enumerated averaging types.">Average</a> BMA coupon. <a href="class_quant_lib_1_1_average_b_m_a_coupon.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of average BMA coupons <a href="class_quant_lib_1_1_average_b_m_a_leg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_capped_floored_coupon.html">CappedFlooredCoupon</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Capped and/or floored floating-rate coupon. <a href="class_quant_lib_1_1_capped_floored_coupon.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">cashflow-analysis functions <a href="class_quant_lib_1_1_cash_flows.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_coupon.html">CmsCoupon</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">CMS coupon class. <a href="class_quant_lib_1_1_cms_coupon.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_leg.html">CmsLeg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of capped/floored cms-rate coupons <a href="class_quant_lib_1_1_cms_leg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_conundrum_pricer.html">ConundrumPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">CMS-coupon pricer. <a href="class_quant_lib_1_1_conundrum_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_conundrum_pricer_by_numerical_integration.html">ConundrumPricerByNumericalIntegration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">CMS-coupon pricer. <a href="class_quant_lib_1_1_conundrum_pricer_by_numerical_integration.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_conundrum_pricer_by_black.html">ConundrumPricerByBlack</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">CMS-coupon pricer. <a href="class_quant_lib_1_1_conundrum_pricer_by_black.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html">Coupon</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">coupon accruing over a fixed period <a href="class_quant_lib_1_1_coupon.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">generic pricer for floating-rate coupons <a href="class_quant_lib_1_1_floating_rate_coupon_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_coupon_pricer.html">IborCouponPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base pricer for capped/floored Ibor coupons <a href="class_quant_lib_1_1_ibor_coupon_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_ibor_coupon_pricer.html">BlackIborCouponPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-formula pricer for capped/floored Ibor coupons. <a href="class_quant_lib_1_1_black_ibor_coupon_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base pricer for vanilla CMS coupons <a href="class_quant_lib_1_1_cms_coupon_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_cms_coupon.html">DigitalCmsCoupon</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cms-rate coupon with digital digital call/put option. <a href="class_quant_lib_1_1_digital_cms_coupon.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of digital ibor-rate coupons <a href="class_quant_lib_1_1_digital_cms_leg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_coupon.html">DigitalCoupon</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Digital-payoff coupon. <a href="class_quant_lib_1_1_digital_coupon.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_ibor_coupon.html">DigitalIborCoupon</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Ibor rate coupon with digital digital call/put option. <a href="class_quant_lib_1_1_digital_ibor_coupon.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_ibor_leg.html">DigitalIborLeg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of digital ibor-rate coupons <a href="class_quant_lib_1_1_digital_ibor_leg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend.html">Dividend</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Predetermined cash flow. <a href="class_quant_lib_1_1_dividend.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_dividend.html">FixedDividend</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Predetermined cash flow. <a href="class_quant_lib_1_1_fixed_dividend.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fractional_dividend.html">FractionalDividend</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Predetermined cash flow. <a href="class_quant_lib_1_1_fractional_dividend.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_duration.html">Duration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">duration type <a href="struct_quant_lib_1_1_duration.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_coupon.html">FixedRateCoupon</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Coupon paying a fixed interest rate <a href="class_quant_lib_1_1_fixed_rate_coupon.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_leg.html">FixedRateLeg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of fixed rate coupons <a href="class_quant_lib_1_1_fixed_rate_leg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html">FloatingRateCoupon</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base floating-rate coupon class <a href="class_quant_lib_1_1_floating_rate_coupon.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_coupon.html">IborCoupon</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Coupon paying a Libor-type index <a href="class_quant_lib_1_1_ibor_coupon.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of capped/floored ibor-rate coupons <a href="class_quant_lib_1_1_ibor_leg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of range-accrual floating-rate coupons <a href="class_quant_lib_1_1_range_accrual_leg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_replication.html">Replication</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Digital option replication strategy. <a href="struct_quant_lib_1_1_replication.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_cash_flow.html">SimpleCashFlow</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Predetermined cash flow. <a href="class_quant_lib_1_1_simple_cash_flow.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_basket.html">TimeBasket</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Distribution over a number of dates. <a href="class_quant_lib_1_1_time_basket.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_z_a_r_currency.html">ZARCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">South-African rand. <a href="class_quant_lib_1_1_z_a_r_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_a_r_s_currency.html">ARSCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Argentinian peso. <a href="class_quant_lib_1_1_a_r_s_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_r_l_currency.html">BRLCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Brazilian real. <a href="class_quant_lib_1_1_b_r_l_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_a_d_currency.html">CADCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Canadian dollar. <a href="class_quant_lib_1_1_c_a_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_l_p_currency.html">CLPCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Chilean peso. <a href="class_quant_lib_1_1_c_l_p_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_o_p_currency.html">COPCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Colombian peso. <a href="class_quant_lib_1_1_c_o_p_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_x_n_currency.html">MXNCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Mexican peso. <a href="class_quant_lib_1_1_m_x_n_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_t_d_currency.html">TTDCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Trinidad & Tobago dollar. <a href="class_quant_lib_1_1_t_t_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_s_d_currency.html">USDCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">U.S. dollar. <a href="class_quant_lib_1_1_u_s_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_v_e_b_currency.html">VEBCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Venezuelan bolivar. <a href="class_quant_lib_1_1_v_e_b_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_d_t_currency.html">BDTCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Bangladesh taka. <a href="class_quant_lib_1_1_b_d_t_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_n_y_currency.html">CNYCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Chinese yuan. <a href="class_quant_lib_1_1_c_n_y_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_h_k_d_currency.html">HKDCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Honk Kong dollar. <a href="class_quant_lib_1_1_h_k_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_l_s_currency.html">ILSCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Israeli shekel. <a href="class_quant_lib_1_1_i_l_s_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_n_r_currency.html">INRCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Indian rupee. <a href="class_quant_lib_1_1_i_n_r_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_q_d_currency.html">IQDCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Iraqi dinar. <a href="class_quant_lib_1_1_i_q_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_r_r_currency.html">IRRCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Iranian rial. <a href="class_quant_lib_1_1_i_r_r_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_j_p_y_currency.html">JPYCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Japanese yen. <a href="class_quant_lib_1_1_j_p_y_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_k_r_w_currency.html">KRWCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">South-Korean won. <a href="class_quant_lib_1_1_k_r_w_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_k_w_d_currency.html">KWDCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Kuwaiti dinar. <a href="class_quant_lib_1_1_k_w_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_n_p_r_currency.html">NPRCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Nepal rupee. <a href="class_quant_lib_1_1_n_p_r_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_p_k_r_currency.html">PKRCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pakistani rupee. <a href="class_quant_lib_1_1_p_k_r_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_a_r_currency.html">SARCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Saudi riyal. <a href="class_quant_lib_1_1_s_a_r_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_g_d_currency.html">SGDCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Singapore dollar <a href="class_quant_lib_1_1_s_g_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_h_b_currency.html">THBCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Thai baht. <a href="class_quant_lib_1_1_t_h_b_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_w_d_currency.html">TWDCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Taiwan dollar <a href="class_quant_lib_1_1_t_w_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_g_l_currency.html">BGLCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Bulgarian lev. <a href="class_quant_lib_1_1_b_g_l_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_y_r_currency.html">BYRCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Belarussian ruble. <a href="class_quant_lib_1_1_b_y_r_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_h_f_currency.html">CHFCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Swiss franc. <a href="class_quant_lib_1_1_c_h_f_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_y_p_currency.html">CYPCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cyprus pound. <a href="class_quant_lib_1_1_c_y_p_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_z_k_currency.html">CZKCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Czech koruna. <a href="class_quant_lib_1_1_c_z_k_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_k_k_currency.html">DKKCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Danish krone. <a href="class_quant_lib_1_1_d_k_k_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_e_k_currency.html">EEKCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Estonian kroon. <a href="class_quant_lib_1_1_e_e_k_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_currency.html">EURCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">European Euro. <a href="class_quant_lib_1_1_e_u_r_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g_b_p_currency.html">GBPCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">British pound sterling. <a href="class_quant_lib_1_1_g_b_p_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_h_u_f_currency.html">HUFCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Hungarian forint. <a href="class_quant_lib_1_1_h_u_f_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_s_k_currency.html">ISKCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Icelandic krona. <a href="class_quant_lib_1_1_i_s_k_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_t_l_currency.html">LTLCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Lithuanian litas. <a href="class_quant_lib_1_1_l_t_l_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_v_l_currency.html">LVLCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Latvian lat. <a href="class_quant_lib_1_1_l_v_l_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_t_l_currency.html">MTLCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Maltese lira. <a href="class_quant_lib_1_1_m_t_l_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_n_o_k_currency.html">NOKCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Norwegian krone. <a href="class_quant_lib_1_1_n_o_k_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_p_l_n_currency.html">PLNCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Polish zloty. <a href="class_quant_lib_1_1_p_l_n_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_r_o_l_currency.html">ROLCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Romanian leu. <a href="class_quant_lib_1_1_r_o_l_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_r_o_n_currency.html">RONCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Romanian new leu. <a href="class_quant_lib_1_1_r_o_n_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_e_k_currency.html">SEKCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Swedish krona. <a href="class_quant_lib_1_1_s_e_k_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_i_t_currency.html">SITCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Slovenian tolar. <a href="class_quant_lib_1_1_s_i_t_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_k_k_currency.html">SKKCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Slovak koruna. <a href="class_quant_lib_1_1_s_k_k_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_r_l_currency.html">TRLCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Turkish lira. <a href="class_quant_lib_1_1_t_r_l_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_r_y_currency.html">TRYCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">New Turkish lira. <a href="class_quant_lib_1_1_t_r_y_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_a_t_s_currency.html">ATSCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Austrian shilling. <a href="class_quant_lib_1_1_a_t_s_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_e_f_currency.html">BEFCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Belgian franc. <a href="class_quant_lib_1_1_b_e_f_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_e_m_currency.html">DEMCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Deutsche mark. <a href="class_quant_lib_1_1_d_e_m_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_s_p_currency.html">ESPCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Spanish peseta. <a href="class_quant_lib_1_1_e_s_p_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_i_m_currency.html">FIMCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finnish markka. <a href="class_quant_lib_1_1_f_i_m_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_r_f_currency.html">FRFCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">French franc. <a href="class_quant_lib_1_1_f_r_f_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g_r_d_currency.html">GRDCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Greek drachma. <a href="class_quant_lib_1_1_g_r_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_e_p_currency.html">IEPCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Irish punt. <a href="class_quant_lib_1_1_i_e_p_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_t_l_currency.html">ITLCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Italian lira. <a href="class_quant_lib_1_1_i_t_l_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_u_f_currency.html">LUFCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Luxembourg franc. <a href="class_quant_lib_1_1_l_u_f_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_n_l_g_currency.html">NLGCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Dutch guilder. <a href="class_quant_lib_1_1_n_l_g_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_p_t_e_currency.html">PTECurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Portuguese escudo. <a href="class_quant_lib_1_1_p_t_e_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate_manager.html">ExchangeRateManager</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">exchange-rate repository <a href="class_quant_lib_1_1_exchange_rate_manager.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_a_u_d_currency.html">AUDCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Australian dollar. <a href="class_quant_lib_1_1_a_u_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_n_z_d_currency.html">NZDCurrency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">New Zealand dollar. <a href="class_quant_lib_1_1_n_z_d_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_currency.html">Currency</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Currency specification <a href="class_quant_lib_1_1_currency.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Discretized asset class used by numerical methods. <a href="class_quant_lib_1_1_discretized_asset.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_discount_bond.html">DiscretizedDiscountBond</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Useful discretized discount bond asset. <a href="class_quant_lib_1_1_discretized_discount_bond.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_option.html">DiscretizedOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Discretized option on a given asset. <a href="class_quant_lib_1_1_discretized_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_error.html">Error</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base error class. <a href="class_quant_lib_1_1_error.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_event.html">Event</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for event. <a href="class_quant_lib_1_1_event.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">exchange rate between two currencies <a href="class_quant_lib_1_1_exchange_rate.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base exercise class. <a href="class_quant_lib_1_1_exercise.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_early_exercise.html">EarlyExercise</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Early-exercise base class. <a href="class_quant_lib_1_1_early_exercise.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_american_exercise.html">AmericanExercise</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">American exercise. <a href="class_quant_lib_1_1_american_exercise.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bermudan_exercise.html">BermudanExercise</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Bermudan exercise. <a href="class_quant_lib_1_1_bermudan_exercise.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_european_exercise.html">EuropeanExercise</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">European exercise. <a href="class_quant_lib_1_1_european_exercise.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html">AbcdAtmVolCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abcd-interpolated at-the-money (no-smile) volatility curve. <a href="class_quant_lib_1_1_abcd_atm_vol_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_atm_vol_curve.html">BlackAtmVolCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black at-the-money (no-smile) volatility curve. <a href="class_quant_lib_1_1_black_atm_vol_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html">BlackVolSurface</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black volatility (smile) surface. <a href="class_quant_lib_1_1_black_vol_surface.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_equity_f_x_vol_surface.html">EquityFXVolSurface</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Equity/FX volatility (smile) surface. <a href="class_quant_lib_1_1_equity_f_x_vol_surface.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_vol_surface.html">InterestRateVolSurface</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Interest rate volatility (smile) surface. <a href="class_quant_lib_1_1_interest_rate_vol_surface.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sabr_vol_surface.html">SabrVolSurface</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_s_a_b_r.html" title="SABR interpolation factory and traits">SABR</a> volatility (smile) surface. <a href="class_quant_lib_1_1_sabr_vol_surface.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_handle.html">Handle</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Shared handle to an observable. <a href="class_quant_lib_1_1_handle.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_relinkable_handle.html">RelinkableHandle</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Relinkable handle to an observable. <a href="class_quant_lib_1_1_relinkable_handle.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">purely virtual base class for indexes <a href="class_quant_lib_1_1_index.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_m_a_index.html">BMAIndex</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> Market Association index. <a href="class_quant_lib_1_1_b_m_a_index.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_a_u_d_libor.html">AUDLibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">AUD LIBOR rate <a href="class_quant_lib_1_1_a_u_d_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_a_d_libor.html">CADLibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">CAD LIBOR rate <a href="class_quant_lib_1_1_c_a_d_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cdor.html">Cdor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">CDOR rate <a href="class_quant_lib_1_1_cdor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_h_f_libor.html">CHFLibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">CHF LIBOR rate <a href="class_quant_lib_1_1_c_h_f_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_k_k_libor.html">DKKLibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">DKK LIBOR rate <a href="class_quant_lib_1_1_d_k_k_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor.html">Euribor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Euribor index <a href="class_quant_lib_1_1_euribor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365.html">Euribor365</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Actual/365 Euribor index. <a href="class_quant_lib_1_1_euribor365.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor_s_w.html">EuriborSW</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-week Euribor index <a href="class_quant_lib_1_1_euribor_s_w.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor2_w.html">Euribor2W</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">2-weeks Euribor index <a href="class_quant_lib_1_1_euribor2_w.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor3_w.html">Euribor3W</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">3-weeks Euribor index <a href="class_quant_lib_1_1_euribor3_w.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor1_m.html">Euribor1M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-month Euribor index <a href="class_quant_lib_1_1_euribor1_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor2_m.html">Euribor2M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">2-months Euribor index <a href="class_quant_lib_1_1_euribor2_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor3_m.html">Euribor3M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">3-months Euribor index <a href="class_quant_lib_1_1_euribor3_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor4_m.html">Euribor4M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">4-months Euribor index <a href="class_quant_lib_1_1_euribor4_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor5_m.html">Euribor5M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">5-months Euribor index <a href="class_quant_lib_1_1_euribor5_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor6_m.html">Euribor6M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">6-months Euribor index <a href="class_quant_lib_1_1_euribor6_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor7_m.html">Euribor7M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">7-months Euribor index <a href="class_quant_lib_1_1_euribor7_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor8_m.html">Euribor8M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">8-months Euribor index <a href="class_quant_lib_1_1_euribor8_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor9_m.html">Euribor9M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">9-months Euribor index <a href="class_quant_lib_1_1_euribor9_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor10_m.html">Euribor10M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">10-months Euribor index <a href="class_quant_lib_1_1_euribor10_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor11_m.html">Euribor11M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">11-months Euribor index <a href="class_quant_lib_1_1_euribor11_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor1_y.html">Euribor1Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-year Euribor index <a href="class_quant_lib_1_1_euribor1_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365___s_w.html">Euribor365_SW</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-week Euribor365 index <a href="class_quant_lib_1_1_euribor365___s_w.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__2_w.html">Euribor365_2W</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">2-weeks Euribor365 index <a href="class_quant_lib_1_1_euribor365__2_w.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__3_w.html">Euribor365_3W</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">3-weeks Euribor365 index <a href="class_quant_lib_1_1_euribor365__3_w.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__1_m.html">Euribor365_1M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-month Euribor365 index <a href="class_quant_lib_1_1_euribor365__1_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__2_m.html">Euribor365_2M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">2-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__2_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__3_m.html">Euribor365_3M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">3-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__3_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__4_m.html">Euribor365_4M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">4-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__4_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__5_m.html">Euribor365_5M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">5-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__5_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__6_m.html">Euribor365_6M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">6-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__6_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__7_m.html">Euribor365_7M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">7-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__7_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__8_m.html">Euribor365_8M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">8-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__8_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__9_m.html">Euribor365_9M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">9-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__9_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__10_m.html">Euribor365_10M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">10-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__10_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__11_m.html">Euribor365_11M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">11-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__11_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__1_y.html">Euribor365_1Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-year Euribor365 index <a href="class_quant_lib_1_1_euribor365__1_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor.html">EURLibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">EUR LIBOR rate <a href="class_quant_lib_1_1_e_u_r_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor_s_w.html">EURLiborSW</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-week EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor_s_w.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor2_w.html">EURLibor2W</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">2-weeks Euribor index <a href="class_quant_lib_1_1_e_u_r_libor2_w.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor1_m.html">EURLibor1M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-month EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor1_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor2_m.html">EURLibor2M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">2-months EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor2_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor3_m.html">EURLibor3M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">3-months EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor3_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor4_m.html">EURLibor4M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">4-months EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor4_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor5_m.html">EURLibor5M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">5-months EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor5_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor6_m.html">EURLibor6M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">6-months EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor6_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor7_m.html">EURLibor7M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">7-months EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor7_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor8_m.html">EURLibor8M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">8-months EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor8_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor9_m.html">EURLibor9M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">9-months EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor9_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor10_m.html">EURLibor10M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">10-months EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor10_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor11_m.html">EURLibor11M</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">11-months EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor11_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor1_y.html">EURLibor1Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-year EURLibor index <a href="class_quant_lib_1_1_e_u_r_libor1_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g_b_p_libor.html">GBPLibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">GBP LIBOR rate <a href="class_quant_lib_1_1_g_b_p_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_jibar.html">Jibar</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">JIBAR rate <a href="class_quant_lib_1_1_jibar.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_j_p_y_libor.html">JPYLibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">JPY LIBOR rate <a href="class_quant_lib_1_1_j_p_y_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_libor.html">Libor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for all BBA LIBOR indexes but the EUR ones <a href="class_quant_lib_1_1_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_n_z_d_libor.html">NZDLibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">NZD LIBOR rate <a href="class_quant_lib_1_1_n_z_d_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tibor.html">Tibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">JPY TIBOR index <a href="class_quant_lib_1_1_tibor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_r_libor.html">TRLibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">TRY LIBOR rate <a href="class_quant_lib_1_1_t_r_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_s_d_libor.html">USDLibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">USD LIBOR rate <a href="class_quant_lib_1_1_u_s_d_libor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zibor.html">Zibor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">CHF ZIBOR rate <a href="class_quant_lib_1_1_zibor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.) <a href="class_quant_lib_1_1_ibor_index.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index_manager.html">IndexManager</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">global repository for past index fixings <a href="class_quant_lib_1_1_index_manager.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_h_i_c_p.html">EUHICP</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">EU HICP index. <a href="class_quant_lib_1_1_e_u_h_i_c_p.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_e_u_h_i_c_p.html">YYEUHICP</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Genuine year-on-year EU HICP (i.e. not a ratio of EU HICP). <a href="class_quant_lib_1_1_y_y_e_u_h_i_c_p.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_e_u_h_i_c_pr.html">YYEUHICPr</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Fake year-on-year EU HICP (i.e. a ratio of EU HICP). <a href="class_quant_lib_1_1_y_y_e_u_h_i_c_pr.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_k_r_p_i.html">UKRPI</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">UK Retail Price Inflation <a class="el" href="class_quant_lib_1_1_index.html" title="purely virtual base class for indexes">Index</a>. <a href="class_quant_lib_1_1_u_k_r_p_i.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_u_k_r_p_i.html">YYUKRPI</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Genuine year-on-year UK RPI (i.e. not a ratio of UK RPI). <a href="class_quant_lib_1_1_y_y_u_k_r_p_i.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_u_k_r_p_ir.html">YYUKRPIr</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Fake year-on-year UK RPI (i.e. a ratio of UK RPI). <a href="class_quant_lib_1_1_y_y_u_k_r_p_ir.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html">InflationIndex</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for inflation-rate indexes,. <a href="class_quant_lib_1_1_inflation_index.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for zero inflation indices. <a href="class_quant_lib_1_1_zero_inflation_index.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html">YoYInflationIndex</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for year-on-year inflation indices. <a href="class_quant_lib_1_1_yo_y_inflation_index.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for interest rate indexes <a href="class_quant_lib_1_1_interest_rate_index.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_region.html">Region</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_region.html" title="Region class, used for inflation applicability.">Region</a> class, used for inflation applicability. <a href="class_quant_lib_1_1_region.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_australia_region.html">AustraliaRegion</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_australia.html" title="Australian calendar.">Australia</a> as geographical/economic region. <a href="class_quant_lib_1_1_australia_region.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_region.html">EURegion</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">European Union as geographical/economic region. <a href="class_quant_lib_1_1_e_u_region.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_france_region.html">FranceRegion</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">France as geographical/economic region. <a href="class_quant_lib_1_1_france_region.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_k_region.html">UKRegion</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">United Kingdom as geographical/economic region. <a href="class_quant_lib_1_1_u_k_region.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor_swap_fix_a.html">EuriborSwapFixA</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">EuriborSwapFixA index base class <a href="class_quant_lib_1_1_euribor_swap_fix_a.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor_swap_fix_a1_y.html">EuriborSwapFixA1Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-year EuriborSwapFixA index <a href="class_quant_lib_1_1_euribor_swap_fix_a1_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor_swap_fix_a2_y.html">EuriborSwapFixA2Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">2-year EuriborSwapFixA index <a href="class_quant_lib_1_1_euribor_swap_fix_a2_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor_swap_fix_a3_y.html">EuriborSwapFixA3Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">3-year EuriborSwapFixA index <a href="class_quant_lib_1_1_euribor_swap_fix_a3_y.html#_details">More...</a><br></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_b15_y.html">EurliborSwapFixB15Y</a></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_b30_y.html">EurliborSwapFixB30Y</a></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r.html">EurliborSwapFixIFR</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">EurliborSwapFixIFR index base class <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r1_y.html">EurliborSwapFixIFR1Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r1_y.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">2-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r2_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r3_y.html">EurliborSwapFixIFR3Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">3-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r3_y.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">4-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r4_y.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">5-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r5_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r6_y.html">EurliborSwapFixIFR6Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">6-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r6_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r7_y.html">EurliborSwapFixIFR7Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">7-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r7_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r8_y.html">EurliborSwapFixIFR8Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">8-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r8_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r9_y.html">EurliborSwapFixIFR9Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">9-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r9_y.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">10-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r10_y.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">12-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r12_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r15_y.html">EurliborSwapFixIFR15Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">15-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r15_y.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">25-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r25_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r30_y.html">EurliborSwapFixIFR30Y</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">30-year EurliborSwapFixIFR index <a href="class_quant_lib_1_1_eurlibor_swap_fix_i_f_r30_y.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for swap-rate indexes <a href="class_quant_lib_1_1_swap_index.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract instrument class. <a href="class_quant_lib_1_1_instrument.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option.html">ContinuousAveragingAsianOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Continuous-averaging Asian option. <a href="class_quant_lib_1_1_continuous_averaging_asian_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option.html">DiscreteAveragingAsianOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Discrete-averaging Asian option. <a href="class_quant_lib_1_1_discrete_averaging_asian_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_asset_swap.html">AssetSwap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Bullet bond vs Libor swap. <a href="class_quant_lib_1_1_asset_swap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_average.html">Average</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Placeholder for enumerated averaging types. <a href="struct_quant_lib_1_1_average.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_barrier_option.html">BarrierOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Barrier option on a single asset. <a href="class_quant_lib_1_1_barrier_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_barrier.html">Barrier</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Placeholder for enumerated barrier types. <a href="struct_quant_lib_1_1_barrier.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_basket_option.html">BasketOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Basket option on a number of assets. <a href="class_quant_lib_1_1_basket_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_m_a_swap.html">BMASwap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">swap paying <a class="el" href="class_quant_lib_1_1_libor.html" title="base class for all BBA LIBOR indexes but the EUR ones">Libor</a> against BMA coupons <a href="class_quant_lib_1_1_b_m_a_swap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html">Bond</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base bond class. <a href="class_quant_lib_1_1_bond.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_rate_bond.html">CmsRateBond</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">CMS-rate bond. <a href="class_quant_lib_1_1_cms_rate_bond.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_soft_callability.html">SoftCallability</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">callability leaving to the holder the possibility to convert <a href="class_quant_lib_1_1_soft_callability.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convertible_bond.html">ConvertibleBond</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for convertible bonds <a href="class_quant_lib_1_1_convertible_bond.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convertible_zero_coupon_bond.html">ConvertibleZeroCouponBond</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">convertible zero-coupon bond <a href="class_quant_lib_1_1_convertible_zero_coupon_bond.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convertible_fixed_coupon_bond.html">ConvertibleFixedCouponBond</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">convertible fixed-coupon bond <a href="class_quant_lib_1_1_convertible_fixed_coupon_bond.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convertible_floating_rate_bond.html">ConvertibleFloatingRateBond</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">convertible floating-rate bond <a href="class_quant_lib_1_1_convertible_floating_rate_bond.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_bond.html">FixedRateBond</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">fixed-rate bond <a href="class_quant_lib_1_1_fixed_rate_bond.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_bond.html">FloatingRateBond</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">floating-rate bond (possibly capped and/or floored) <a href="class_quant_lib_1_1_floating_rate_bond.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_bond.html">ZeroCouponBond</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">zero-coupon bond <a href="class_quant_lib_1_1_zero_coupon_bond.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callability.html">Callability</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">instrument callability <a href="class_quant_lib_1_1_callability.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for cap-like instruments. <a href="class_quant_lib_1_1_cap_floor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap.html">Cap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Concrete cap class. <a href="class_quant_lib_1_1_cap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floor.html">Floor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Concrete floor class. <a href="class_quant_lib_1_1_floor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_collar.html">Collar</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Concrete collar class. <a href="class_quant_lib_1_1_collar.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cliquet_option.html">CliquetOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">cliquet (Ratchet) option <a href="class_quant_lib_1_1_cliquet_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_instrument.html">CompositeInstrument</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Composite instrument <a href="class_quant_lib_1_1_composite_instrument.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html">DividendVanillaOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Single-asset vanilla option (no barriers) with discrete dividends. <a href="class_quant_lib_1_1_dividend_vanilla_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_european_option.html">EuropeanOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">European option on a single asset. <a href="class_quant_lib_1_1_european_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_bond_forward.html">FixedRateBondForward</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward contract on a fixed-rate bond <a href="class_quant_lib_1_1_fixed_rate_bond_forward.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward.html">Forward</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract base forward class. <a href="class_quant_lib_1_1_forward.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_type_payoff.html">ForwardTypePayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Class for forward type payoffs. <a href="class_quant_lib_1_1_forward_type_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_option_arguments.html">ForwardOptionArguments</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Arguments for forward (strike-resetting) option calculation <a href="class_quant_lib_1_1_forward_option_arguments.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html">ForwardVanillaOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward version of a vanilla option <a href="class_quant_lib_1_1_forward_vanilla_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_volatility_helper.html">ImpliedVolatilityHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class for one-asset implied-volatility calculation <a href="class_quant_lib_1_1_implied_volatility_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_swap.html">InflationSwap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract base class for inflation swaps. <a href="class_quant_lib_1_1_inflation_swap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_floating_lookback_option.html">ContinuousFloatingLookbackOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Continuous-floating lookback option. <a href="class_quant_lib_1_1_continuous_floating_lookback_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option.html">ContinuousFixedLookbackOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Continuous-fixed lookback option. <a href="class_quant_lib_1_1_continuous_fixed_lookback_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class <a href="class_quant_lib_1_1_make_cap_floor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class <a href="class_quant_lib_1_1_make_cms.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_swaption.html">MakeSwaption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class <a href="class_quant_lib_1_1_make_swaption.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_vanilla_swap.html">MakeVanillaSwap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class <a href="class_quant_lib_1_1_make_vanilla_swap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_asset_option.html">MultiAssetOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for options on multiple assets. <a href="class_quant_lib_1_1_multi_asset_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_asset_option.html">OneAssetOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for options on a single asset. <a href="class_quant_lib_1_1_one_asset_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_type_payoff.html">TypePayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Intermediate class for put/call payoffs. <a href="class_quant_lib_1_1_type_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_type_payoff.html">FloatingTypePayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Payoff based on a floating strike <a href="class_quant_lib_1_1_floating_type_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Intermediate class for payoffs based on a fixed strike. <a href="class_quant_lib_1_1_striked_type_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Plain-vanilla payoff. <a href="class_quant_lib_1_1_plain_vanilla_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_percentage_strike_payoff.html">PercentageStrikePayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Payoff with strike expressed as percentage <a href="class_quant_lib_1_1_percentage_strike_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_asset_or_nothing_payoff.html">AssetOrNothingPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Binary asset-or-nothing payoff. <a href="class_quant_lib_1_1_asset_or_nothing_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_or_nothing_payoff.html">CashOrNothingPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Binary cash-or-nothing payoff. <a href="class_quant_lib_1_1_cash_or_nothing_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gap_payoff.html">GapPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Binary gap payoff. <a href="class_quant_lib_1_1_gap_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_super_fund_payoff.html">SuperFundPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Binary supershare and superfund payoffs. <a href="class_quant_lib_1_1_super_fund_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_super_share_payoff.html">SuperSharePayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Binary supershare payoff. <a href="class_quant_lib_1_1_super_share_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html">QuantoForwardVanillaOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Quanto version of a forward vanilla option. <a href="class_quant_lib_1_1_quanto_forward_vanilla_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_option_results.html">QuantoOptionResults</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Results from quanto option calculation <a href="class_quant_lib_1_1_quanto_option_results.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_vanilla_option.html">QuantoVanillaOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">quanto version of a vanilla option <a href="class_quant_lib_1_1_quanto_vanilla_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html">DoubleStickyRatchetPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Intermediate class for single/double sticky/ratchet payoffs. <a href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ratchet_payoff.html">RatchetPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Ratchet payoff (single option). <a href="class_quant_lib_1_1_ratchet_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sticky_payoff.html">StickyPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Sticky payoff (single option). <a href="class_quant_lib_1_1_sticky_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ratchet_max_payoff.html">RatchetMaxPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">RatchetMax payoff (double option). <a href="class_quant_lib_1_1_ratchet_max_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ratchet_min_payoff.html">RatchetMinPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">RatchetMin payoff (double option). <a href="class_quant_lib_1_1_ratchet_min_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sticky_max_payoff.html">StickyMaxPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">StickyMax payoff (double option). <a href="class_quant_lib_1_1_sticky_max_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sticky_min_payoff.html">StickyMinPayoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">StickyMin payoff (double option). <a href="class_quant_lib_1_1_sticky_min_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stock.html">Stock</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Simple stock class. <a href="class_quant_lib_1_1_stock.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html">Swap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Interest rate swap. <a href="class_quant_lib_1_1_swap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_settlement.html">Settlement</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">settlement information <a href="struct_quant_lib_1_1_settlement.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption.html">Swaption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Swaption class <a href="class_quant_lib_1_1_swaption.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanilla_option.html">VanillaOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Vanilla option (no discrete dividends, no barriers) on a single asset. <a href="class_quant_lib_1_1_vanilla_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Plain-vanilla swap. <a href="class_quant_lib_1_1_vanilla_swap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_variance_swap.html">VarianceSwap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Variance swap. <a href="class_quant_lib_1_1_variance_swap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html">YearOnYearInflationSwap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Year-on-year inflation-indexed swap. <a href="class_quant_lib_1_1_year_on_year_inflation_swap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html">ZeroCouponInflationSwap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Zero-coupon inflation-indexed swap. <a href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Concrete interest rate class. <a href="class_quant_lib_1_1_interest_rate.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lfm_covariance_parameterization.html">LfmCovarianceParameterization</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Libor market model parameterization <a href="class_quant_lib_1_1_lfm_covariance_parameterization.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lfm_covariance_proxy.html">LfmCovarianceProxy</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">proxy for a libor forward model covariance parameterization <a href="class_quant_lib_1_1_lfm_covariance_proxy.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lfm_hull_white_parameterization.html">LfmHullWhiteParameterization</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Libor market model parameterization based on Hull White paper <a href="class_quant_lib_1_1_lfm_hull_white_parameterization.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_libor_forward_model_process.html">LiborForwardModelProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">libor-forward-model process <a href="class_quant_lib_1_1_libor_forward_model_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lfm_swaption_engine.html">LfmSwaptionEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Libor forward model swaption engine based on Black formula <a href="class_quant_lib_1_1_lfm_swaption_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_libor_forward_model.html">LiborForwardModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Libor forward model <a href="class_quant_lib_1_1_libor_forward_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_const_wrapper_volatility_model.html">LmConstWrapperVolatilityModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">caplet const volatility model <a href="class_quant_lib_1_1_lm_const_wrapper_volatility_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_correlation_model.html">LmCorrelationModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">libor forward correlation model <a href="class_quant_lib_1_1_lm_correlation_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_exponential_correlation_model.html">LmExponentialCorrelationModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">exponential correlation model <a href="class_quant_lib_1_1_lm_exponential_correlation_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_ext_linear_exponential_vol_model.html">LmExtLinearExponentialVolModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">extended linear exponential volatility model <a href="class_quant_lib_1_1_lm_ext_linear_exponential_vol_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_linear_exponential_correlation_model.html">LmLinearExponentialCorrelationModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">linear exponential correlation model <a href="class_quant_lib_1_1_lm_linear_exponential_correlation_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_linear_exponential_volatility_model.html">LmLinearExponentialVolatilityModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">linear exponential volatility model <a href="class_quant_lib_1_1_lm_linear_exponential_volatility_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">caplet volatility model <a href="class_quant_lib_1_1_lm_volatility_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discrete_geometric_a_s_o.html">DiscreteGeometricASO</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Discrete geometric average-strike Asian option (European style). <a href="class_quant_lib_1_1_discrete_geometric_a_s_o.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_cliquet_option.html">McCliquetOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">simple example of Monte Carlo pricer <a href="class_quant_lib_1_1_mc_cliquet_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_discrete_arithmetic_a_s_o.html">McDiscreteArithmeticASO</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Discrete arithmetic average-strike Asian option. <a href="class_quant_lib_1_1_mc_discrete_arithmetic_a_s_o.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_everest.html">McEverest</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Everest-type option pricer. <a href="class_quant_lib_1_1_mc_everest.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_himalaya.html">McHimalaya</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Himalayan-type option pricer. <a href="class_quant_lib_1_1_mc_himalaya.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_pagoda.html">McPagoda</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">roofed Asian option <a href="class_quant_lib_1_1_mc_pagoda.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_performance_option.html">McPerformanceOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Performance option computed using Monte Carlo simulation. <a href="class_quant_lib_1_1_mc_performance_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_pricer.html">McPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for Monte Carlo pricers <a href="class_quant_lib_1_1_mc_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_single_asset_option.html">SingleAssetOption</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes-Merton option. <a href="class_quant_lib_1_1_single_asset_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_compound_forward.html">CompoundForward</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">compound-forward structure <a href="class_quant_lib_1_1_compound_forward.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_discount_curve.html">ExtendedDiscountCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on loglinear interpolation of discount factors. <a href="class_quant_lib_1_1_extended_discount_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_array.html">Array</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-D array used in linear algebra. <a href="class_quant_lib_1_1_array.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bernstein_polynomial.html">BernsteinPolynomial</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">class of Bernstein polynomials <a href="class_quant_lib_1_1_bernstein_polynomial.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_spline.html">BSpline</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">B-spline basis functions. <a href="class_quant_lib_1_1_b_spline.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_curve.html">Curve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">abstract curve class <a href="class_quant_lib_1_1_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_distribution.html">BinomialDistribution</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Binomial probability distribution function. <a href="class_quant_lib_1_1_binomial_distribution.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cumulative_binomial_distribution.html">CumulativeBinomialDistribution</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cumulative binomial distribution function. <a href="class_quant_lib_1_1_cumulative_binomial_distribution.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_dr78.html">BivariateCumulativeNormalDistributionDr78</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cumulative bivariate normal distribution function. <a href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_dr78.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_we04_d_p.html">BivariateCumulativeNormalDistributionWe04DP</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cumulative bivariate normal distibution function (West 2004). <a href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_we04_d_p.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gamma_function.html">GammaFunction</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gamma function class. <a href="class_quant_lib_1_1_gamma_function.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_normal_distribution.html">NormalDistribution</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Normal distribution function. <a href="class_quant_lib_1_1_normal_distribution.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cumulative_normal_distribution.html">CumulativeNormalDistribution</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cumulative normal distribution function. <a href="class_quant_lib_1_1_cumulative_normal_distribution.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse cumulative normal distribution function. <a href="class_quant_lib_1_1_inverse_cumulative_normal.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_moro_inverse_cumulative_normal.html">MoroInverseCumulativeNormal</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Moro Inverse cumulative normal distribution class. <a href="class_quant_lib_1_1_moro_inverse_cumulative_normal.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_poisson_distribution.html">PoissonDistribution</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Normal distribution function. <a href="class_quant_lib_1_1_poisson_distribution.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cumulative_poisson_distribution.html">CumulativePoissonDistribution</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cumulative Poisson distribution function. <a href="class_quant_lib_1_1_cumulative_poisson_distribution.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_poisson.html">InverseCumulativePoisson</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse cumulative Poisson distribution function. <a href="class_quant_lib_1_1_inverse_cumulative_poisson.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_domain.html">Domain</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">domain abstract lcass <a href="class_quant_lib_1_1_domain.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_error_function.html">ErrorFunction</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Error function <a href="class_quant_lib_1_1_error_function.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_factorial.html">Factorial</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Factorial numbers calculator <a href="class_quant_lib_1_1_factorial.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_orthogonal_polynomial.html">GaussianOrthogonalPolynomial</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">orthogonal polynomial for Gaussian quadratures <a href="class_quant_lib_1_1_gaussian_orthogonal_polynomial.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_laguerre_polynomial.html">GaussLaguerrePolynomial</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Laguerre polynomial. <a href="class_quant_lib_1_1_gauss_laguerre_polynomial.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_hermite_polynomial.html">GaussHermitePolynomial</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Hermite polynomial. <a href="class_quant_lib_1_1_gauss_hermite_polynomial.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Jacobi polynomial. <a href="class_quant_lib_1_1_gauss_jacobi_polynomial.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Legendre polynomial. <a href="class_quant_lib_1_1_gauss_legendre_polynomial.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Chebyshev polynomial. <a href="class_quant_lib_1_1_gauss_chebyshev_polynomial.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_chebyshev2th_polynomial.html">GaussChebyshev2thPolynomial</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Chebyshev polynomial (second kind). <a href="class_quant_lib_1_1_gauss_chebyshev2th_polynomial.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_gegenbauer_polynomial.html">GaussGegenbauerPolynomial</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Gegenbauer polynomial. <a href="class_quant_lib_1_1_gauss_gegenbauer_polynomial.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss hyperbolic polynomial. <a href="class_quant_lib_1_1_gauss_hyperbolic_polynomial.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_quadrature.html">GaussianQuadrature</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Integral of a 1-dimensional function using the Gauss quadratures method. <a href="class_quant_lib_1_1_gaussian_quadrature.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_laguerre_integration.html">GaussLaguerreIntegration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">generalized Gauss-Laguerre integration <a href="class_quant_lib_1_1_gauss_laguerre_integration.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_hermite_integration.html">GaussHermiteIntegration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">generalized Gauss-Hermite integration <a href="class_quant_lib_1_1_gauss_hermite_integration.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_jacobi_integration.html">GaussJacobiIntegration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Jacobi integration. <a href="class_quant_lib_1_1_gauss_jacobi_integration.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_hyperbolic_integration.html">GaussHyperbolicIntegration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Hyperbolic integration. <a href="class_quant_lib_1_1_gauss_hyperbolic_integration.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_legendre_integration.html">GaussLegendreIntegration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Legendre integration. <a href="class_quant_lib_1_1_gauss_legendre_integration.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_chebyshev_integration.html">GaussChebyshevIntegration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Chebyshev integration. <a href="class_quant_lib_1_1_gauss_chebyshev_integration.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_chebyshev2th_integration.html">GaussChebyshev2thIntegration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Chebyshev integration (second kind). <a href="class_quant_lib_1_1_gauss_chebyshev2th_integration.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_gegenbauer_integration.html">GaussGegenbauerIntegration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Gegenbauer integration. <a href="class_quant_lib_1_1_gauss_gegenbauer_integration.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tabulated_gauss_legendre.html">TabulatedGaussLegendre</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">tabulated Gauss-Legendre quadratures <a href="class_quant_lib_1_1_tabulated_gauss_legendre.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_kronrod_non_adaptive.html">GaussKronrodNonAdaptive</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Integral of a 1-dimensional function using the Gauss-Kronrod methods. <a href="class_quant_lib_1_1_gauss_kronrod_non_adaptive.html#_details">More...</a><br></td></tr>
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<tr><td class="mdescLeft"> </td><td class="mdescRight">Integral of a 1-dimensional function using the Gauss-Kronrod methods. <a href="class_quant_lib_1_1_gauss_kronrod_adaptive.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_segment_integral.html">SegmentIntegral</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Integral of a one-dimensional function. <a href="class_quant_lib_1_1_segment_integral.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simpson_integral.html">SimpsonIntegral</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Integral of a one-dimensional function. <a href="class_quant_lib_1_1_simpson_integral.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_trapezoid_integral.html">TrapezoidIntegral</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Integral of a one-dimensional function. <a href="class_quant_lib_1_1_trapezoid_integral.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for 1-D interpolations. <a href="class_quant_lib_1_1_interpolation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_backward_flat_interpolation.html">BackwardFlatInterpolation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Backward-flat interpolation between discrete points. <a href="class_quant_lib_1_1_backward_flat_interpolation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_backward_flat.html">BackwardFlat</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Backward-flat interpolation factory and traits. <a href="class_quant_lib_1_1_backward_flat.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bicubic_spline.html">BicubicSpline</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">bicubic-spline interpolation between discrete points <a href="class_quant_lib_1_1_bicubic_spline.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bicubic.html">Bicubic</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">bicubic-spline-interpolation factory <a href="class_quant_lib_1_1_bicubic.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bilinear_interpolation.html">BilinearInterpolation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">bilinear interpolation between discrete points <a href="class_quant_lib_1_1_bilinear_interpolation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bilinear.html">Bilinear</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">bilinear-interpolation factory <a href="class_quant_lib_1_1_bilinear.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cubic_spline_interpolation.html">CubicSplineInterpolation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cubic spline interpolation between discrete points. <a href="class_quant_lib_1_1_cubic_spline_interpolation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_monotonic_cubic_spline.html">MonotonicCubicSpline</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cubic spline with monotonicity constraint <a href="class_quant_lib_1_1_monotonic_cubic_spline.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_natural_cubic_spline.html">NaturalCubicSpline</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cubic spline with null second derivative at end points <a href="class_quant_lib_1_1_natural_cubic_spline.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_natural_monotonic_cubic_spline.html">NaturalMonotonicCubicSpline</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Natural cubic spline with monotonicity constraint. <a href="class_quant_lib_1_1_natural_monotonic_cubic_spline.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cubic_spline.html">CubicSpline</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cubic spline interpolation factory and traits <a href="class_quant_lib_1_1_cubic_spline.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for classes possibly allowing extrapolation <a href="class_quant_lib_1_1_extrapolator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_flat_interpolation.html">ForwardFlatInterpolation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward-flat interpolation between discrete points. <a href="class_quant_lib_1_1_forward_flat_interpolation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_flat.html">ForwardFlat</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward-flat interpolation factory and traits. <a href="class_quant_lib_1_1_forward_flat.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation2_d.html">Interpolation2D</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for 2-D interpolations. <a href="class_quant_lib_1_1_interpolation2_d.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_interpolation.html">LinearInterpolation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Linear interpolation between discrete points <a href="class_quant_lib_1_1_linear_interpolation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear.html">Linear</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Linear-interpolation factory and traits <a href="class_quant_lib_1_1_linear.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_linear_interpolation.html">LogLinearInterpolation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">log-linear interpolation between discrete points <a href="class_quant_lib_1_1_log_linear_interpolation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_cubic_interpolation.html">LogCubicInterpolation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">log-cubic interpolation between discrete points <a href="class_quant_lib_1_1_log_cubic_interpolation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_linear.html">LogLinear</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">log-linear interpolation factory and traits <a href="class_quant_lib_1_1_log_linear.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_cubic.html">LogCubic</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">log-cubic interpolation factory and traits <a href="class_quant_lib_1_1_log_cubic.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_cubic_spline.html">MultiCubicSpline</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">N-dimensional cubic spline interpolation between discrete points. <a href="class_quant_lib_1_1_multi_cubic_spline.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_a_b_r_interpolation.html">SABRInterpolation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">SABR smile interpolation between discrete volatility points. <a href="class_quant_lib_1_1_s_a_b_r_interpolation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_a_b_r.html">SABR</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">SABR interpolation factory and traits <a href="class_quant_lib_1_1_s_a_b_r.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lexicographical_view.html">LexicographicalView</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Lexicographical 2-D view of a contiguous set of data. <a href="class_quant_lib_1_1_lexicographical_view.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_least_squares_regression.html">LinearLeastSquaresRegression</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">general linear least squares regression <a href="class_quant_lib_1_1_linear_least_squares_regression.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix used in linear algebra. <a href="class_quant_lib_1_1_matrix.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_covariance_decomposition.html">CovarianceDecomposition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Covariance decomposition into correlation and variances. <a href="class_quant_lib_1_1_covariance_decomposition.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_salvaging_algorithm.html">SalvagingAlgorithm</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">algorithm used for matricial pseudo square root <a href="struct_quant_lib_1_1_salvaging_algorithm.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_v_d.html">SVD</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Singular value decomposition. <a href="class_quant_lib_1_1_s_v_d.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_symmetric_schur_decomposition.html">SymmetricSchurDecomposition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">symmetric threshold Jacobi algorithm. <a href="class_quant_lib_1_1_symmetric_schur_decomposition.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tqr_eigen_decomposition.html">TqrEigenDecomposition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">tridiag. QR eigen decomposition with explicite shift aka Wilkinson <a href="class_quant_lib_1_1_tqr_eigen_decomposition.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_armijo_line_search.html">ArmijoLineSearch</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Armijo line search. <a href="class_quant_lib_1_1_armijo_line_search.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_conjugate_gradient.html">ConjugateGradient</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Multi-dimensional Conjugate Gradient class. <a href="class_quant_lib_1_1_conjugate_gradient.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base constraint class. <a href="class_quant_lib_1_1_constraint.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_no_constraint.html">NoConstraint</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">No constraint. <a href="class_quant_lib_1_1_no_constraint.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_positive_constraint.html">PositiveConstraint</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constraint imposing positivity to all arguments <a href="class_quant_lib_1_1_positive_constraint.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_constraint.html">BoundaryConstraint</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constraint imposing all arguments to be in [low,high] <a href="class_quant_lib_1_1_boundary_constraint.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_constraint.html">CompositeConstraint</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constraint enforcing both given sub-constraints <a href="class_quant_lib_1_1_composite_constraint.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cost function abstract class for optimization problem. <a href="class_quant_lib_1_1_cost_function.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Criteria to end optimization process:. <a href="class_quant_lib_1_1_end_criteria.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_problem.html">LeastSquareProblem</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for least square problem. <a href="class_quant_lib_1_1_least_square_problem.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html">LeastSquareFunction</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cost function for least-square problems. <a href="class_quant_lib_1_1_least_square_function.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_non_linear_least_square.html">NonLinearLeastSquare</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Non-linear least-square method. <a href="class_quant_lib_1_1_non_linear_least_square.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_levenberg_marquardt.html">LevenbergMarquardt</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Levenberg-Marquardt optimization method. <a href="class_quant_lib_1_1_levenberg_marquardt.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html">LineSearch</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for line search. <a href="class_quant_lib_1_1_line_search.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract class for constrained optimization method. <a href="class_quant_lib_1_1_optimization_method.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html">Problem</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constrained optimization problem. <a href="class_quant_lib_1_1_problem.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_projected_cost_function.html">ProjectedCostFunction</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Parameterized cost function. <a href="class_quant_lib_1_1_projected_cost_function.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simplex.html">Simplex</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Multi-dimensional simplex class. <a href="class_quant_lib_1_1_simplex.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sphere_cylinder_optimizer.html">SphereCylinderOptimizer</a></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_steepest_descent.html">SteepestDescent</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Multi-dimensional steepest-descent class. <a href="class_quant_lib_1_1_steepest_descent.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_prime_numbers.html">PrimeNumbers</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Prime numbers calculator. <a href="class_quant_lib_1_1_prime_numbers.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_box_muller_gaussian_rng.html">BoxMullerGaussianRng</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gaussian random number generator. <a href="class_quant_lib_1_1_box_muller_gaussian_rng.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_l_gaussian_rng.html">CLGaussianRng</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Gaussian random number generator. <a href="class_quant_lib_1_1_c_l_gaussian_rng.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_faure_rsg.html">FaureRsg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Faure low-discrepancy sequence generator. <a href="class_quant_lib_1_1_faure_rsg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_halton_rsg.html">HaltonRsg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Halton low-discrepancy sequence generator. <a href="class_quant_lib_1_1_halton_rsg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_rng.html">InverseCumulativeRng</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse cumulative random number generator. <a href="class_quant_lib_1_1_inverse_cumulative_rng.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_rsg.html">InverseCumulativeRsg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse cumulative random sequence generator. <a href="class_quant_lib_1_1_inverse_cumulative_rsg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_knuth_uniform_rng.html">KnuthUniformRng</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Uniform random number generator. <a href="class_quant_lib_1_1_knuth_uniform_rng.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lecuyer_uniform_rng.html">LecuyerUniformRng</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Uniform random number generator. <a href="class_quant_lib_1_1_lecuyer_uniform_rng.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Uniform random number generator. <a href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_randomized_l_d_s.html">RandomizedLDS</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Randomized (random shift) low-discrepancy sequence. <a href="class_quant_lib_1_1_randomized_l_d_s.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_random_sequence_generator.html">RandomSequenceGenerator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Random sequence generator based on a pseudo-random number generator. <a href="class_quant_lib_1_1_random_sequence_generator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_seed_generator.html">SeedGenerator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Random seed generator. <a href="class_quant_lib_1_1_seed_generator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sobol_rsg.html">SobolRsg</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Sobol low-discrepancy sequence generator. <a href="class_quant_lib_1_1_sobol_rsg.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rounding.html">Rounding</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">basic rounding class <a href="class_quant_lib_1_1_rounding.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_up_rounding.html">UpRounding</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Up-rounding. <a href="class_quant_lib_1_1_up_rounding.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_down_rounding.html">DownRounding</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Down-rounding. <a href="class_quant_lib_1_1_down_rounding.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_closest_rounding.html">ClosestRounding</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Closest rounding. <a href="class_quant_lib_1_1_closest_rounding.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ceiling_truncation.html">CeilingTruncation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Ceiling truncation. <a href="class_quant_lib_1_1_ceiling_truncation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floor_truncation.html">FloorTruncation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Floor truncation. <a href="class_quant_lib_1_1_floor_truncation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">This class contains a sampled curve. <a href="class_quant_lib_1_1_sampled_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_solver1_d.html">Solver1D</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for 1-D solvers. <a href="class_quant_lib_1_1_solver1_d.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bisection.html">Bisection</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Bisection 1-D solver <a href="class_quant_lib_1_1_bisection.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_brent.html">Brent</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Brent 1-D solver <a href="class_quant_lib_1_1_brent.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_false_position.html">FalsePosition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">False position 1-D solver. <a href="class_quant_lib_1_1_false_position.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_newton.html">Newton</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Newton 1-D solver <a href="class_quant_lib_1_1_newton.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_newton_safe.html">NewtonSafe</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">safe Newton 1-D solver <a href="class_quant_lib_1_1_newton_safe.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ridder.html">Ridder</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Ridder 1-D solver <a href="class_quant_lib_1_1_ridder.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_secant.html">Secant</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Secant 1-D solver <a href="class_quant_lib_1_1_secant.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convergence_statistics.html">ConvergenceStatistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">statistics class with convergence table <a href="class_quant_lib_1_1_convergence_statistics.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discrepancy_statistics.html">DiscrepancyStatistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Statistic tool for sequences with discrepancy calculation. <a href="class_quant_lib_1_1_discrepancy_statistics.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_gaussian_statistics.html">GenericGaussianStatistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Statistics tool for gaussian-assumption risk measures. <a href="class_quant_lib_1_1_generic_gaussian_statistics.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stats_holder.html">StatsHolder</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Helper class for precomputed distributions. <a href="class_quant_lib_1_1_stats_holder.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_general_statistics.html">GeneralStatistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Statistics tool. <a href="class_quant_lib_1_1_general_statistics.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_histogram.html">Histogram</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_histogram.html" title="Histogram class.">Histogram</a> class. <a href="class_quant_lib_1_1_histogram.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_incremental_statistics.html">IncrementalStatistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Statistics tool based on incremental accumulation. <a href="class_quant_lib_1_1_incremental_statistics.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">GenericRiskStatistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">empirical-distribution risk measures <a href="class_quant_lib_1_1_generic_risk_statistics.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Statistics analysis of N-dimensional (sequence) data. <a href="class_quant_lib_1_1_generic_sequence_statistics.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_surface.html">Surface</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Surface abstract class <a href="class_quant_lib_1_1_surface.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_transformed_grid.html">TransformedGrid</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">transformed grid <a href="class_quant_lib_1_1_transformed_grid.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_american_condition.html">AmericanCondition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">American exercise condition. <a href="class_quant_lib_1_1_american_condition.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html">BoundaryCondition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract boundary condition class for finite difference problems. <a href="class_quant_lib_1_1_boundary_condition.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_neumann_b_c.html">NeumannBC</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Neumann boundary condition (i.e., constant derivative). <a href="class_quant_lib_1_1_neumann_b_c.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html">DirichletBC</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Neumann boundary condition (i.e., constant value). <a href="class_quant_lib_1_1_dirichlet_b_c.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_s_m_operator.html">BSMOperator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes-Merton differential operator. <a href="class_quant_lib_1_1_b_s_m_operator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_crank_nicolson.html">CrankNicolson</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Crank-Nicolson scheme for finite difference methods. <a href="class_quant_lib_1_1_crank_nicolson.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_minus.html">DMinus</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><img class="formulaInl" alt="$ D_{-} $" src="form_34.png"> matricial representation <a href="class_quant_lib_1_1_d_minus.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_plus.html">DPlus</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><img class="formulaInl" alt="$ D_{+} $" src="form_33.png"> matricial representation <a href="class_quant_lib_1_1_d_plus.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_plus_d_minus.html">DPlusDMinus</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><img class="formulaInl" alt="$ D_{+}D_{-} $" src="form_35.png"> matricial representation <a href="class_quant_lib_1_1_d_plus_d_minus.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_zero.html">DZero</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><img class="formulaInl" alt="$ D_{0} $" src="form_32.png"> matricial representation <a href="class_quant_lib_1_1_d_zero.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_explicit_euler.html">ExplicitEuler</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward Euler scheme for finite difference methods <a href="class_quant_lib_1_1_explicit_euler.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_finite_difference_model.html">FiniteDifferenceModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generic finite difference model. <a href="class_quant_lib_1_1_finite_difference_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implicit_euler.html">ImplicitEuler</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Backward Euler scheme for finite difference methods. <a href="class_quant_lib_1_1_implicit_euler.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mixed_scheme.html">MixedScheme</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Mixed (explicit/implicit) scheme for finite difference methods. <a href="class_quant_lib_1_1_mixed_scheme.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_operator_factory.html">OperatorFactory</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes-Merton differential operator. <a href="class_quant_lib_1_1_operator_factory.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_step_condition_set.html">StepConditionSet</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Parallel evolver for multiple arrays. <a href="class_quant_lib_1_1_step_condition_set.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_shout_condition.html">ShoutCondition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Shout option condition. <a href="class_quant_lib_1_1_shout_condition.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_step_condition.html">StepCondition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">condition to be applied at every time step <a href="class_quant_lib_1_1_step_condition.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null_condition.html">NullCondition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">null step condition <a href="class_quant_lib_1_1_null_condition.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base implementation for tridiagonal operator. <a href="class_quant_lib_1_1_tridiagonal_operator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_condition.html">ZeroCondition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Zero exercise condition. <a href="class_quant_lib_1_1_zero_condition.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_tree.html">BinomialTree</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Binomial tree base class. <a href="class_quant_lib_1_1_binomial_tree.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_equal_probabilities_binomial_tree.html">EqualProbabilitiesBinomialTree</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for equal probabilities binomial tree. <a href="class_quant_lib_1_1_equal_probabilities_binomial_tree.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_equal_jumps_binomial_tree.html">EqualJumpsBinomialTree</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for equal jumps binomial tree. <a href="class_quant_lib_1_1_equal_jumps_binomial_tree.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_jarrow_rudd.html">JarrowRudd</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Jarrow-Rudd (multiplicative) equal probabilities binomial tree. <a href="class_quant_lib_1_1_jarrow_rudd.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cox_ross_rubinstein.html">CoxRossRubinstein</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. <a href="class_quant_lib_1_1_cox_ross_rubinstein.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_additive_e_q_p_binomial_tree.html">AdditiveEQPBinomialTree</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Additive equal probabilities binomial tree. <a href="class_quant_lib_1_1_additive_e_q_p_binomial_tree.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_trigeorgis.html">Trigeorgis</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Trigeorgis (additive equal jumps) binomial tree <a href="class_quant_lib_1_1_trigeorgis.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tian.html">Tian</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Tian tree: third moment matching, multiplicative approach <a href="class_quant_lib_1_1_tian.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_leisen_reimer.html">LeisenReimer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Leisen & Reimer tree: multiplicative approach. <a href="class_quant_lib_1_1_leisen_reimer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_scholes_lattice.html">BlackScholesLattice</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Simple binomial lattice approximating the Black-Scholes model. <a href="class_quant_lib_1_1_black_scholes_lattice.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_lattice.html">TreeLattice</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Tree-based lattice-method base class. <a href="class_quant_lib_1_1_tree_lattice.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_lattice1_d.html">TreeLattice1D</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">One-dimensional tree-based lattice. <a href="class_quant_lib_1_1_tree_lattice1_d.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_lattice2_d.html">TreeLattice2D</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Two-dimensional tree-based lattice. <a href="class_quant_lib_1_1_tree_lattice2_d.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tsiveriotis_fernandes_lattice.html">TsiveriotisFernandesLattice</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Binomial lattice approximating the Tsiveriotis-Fernandes model. <a href="class_quant_lib_1_1_tsiveriotis_fernandes_lattice.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree.html">Tree</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Tree approximating a single-factor diffusion <a href="class_quant_lib_1_1_tree.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_trinomial_tree.html">TrinomialTree</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Recombining trinomial tree class. <a href="class_quant_lib_1_1_trinomial_tree.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_brownian_bridge.html">BrownianBridge</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Builds Wiener process paths using Gaussian variates. <a href="class_quant_lib_1_1_brownian_bridge.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_early_exercise_path_pricer.html">EarlyExercisePathPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for early exercise path pricers <a href="class_quant_lib_1_1_early_exercise_path_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html">LongstaffSchwartzPathPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Longstaff-Schwarz path pricer for early exercise options. <a href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_single_variate.html">SingleVariate</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default Monte Carlo traits for single-variate models <a href="struct_quant_lib_1_1_single_variate.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default Monte Carlo traits for multi-variate models <a href="struct_quant_lib_1_1_multi_variate.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">General-purpose Monte Carlo model for path samples. <a href="class_quant_lib_1_1_monte_carlo_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_path.html">MultiPath</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Correlated multiple asset paths. <a href="class_quant_lib_1_1_multi_path.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_path_generator.html">MultiPathGenerator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generates a multipath from a random number generator. <a href="class_quant_lib_1_1_multi_path_generator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path.html">Path</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">single-factor random walk <a href="class_quant_lib_1_1_path.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_generator.html">PathGenerator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generates random paths using a sequence generator. <a href="class_quant_lib_1_1_path_generator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_pricer.html">PathPricer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for path pricers <a href="class_quant_lib_1_1_path_pricer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_sample.html">Sample</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">weighted sample <a href="struct_quant_lib_1_1_sample.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calibration_helper.html">CalibrationHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">liquid market instrument used during calibration <a href="class_quant_lib_1_1_calibration_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bates_model.html">BatesModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Bates stochastic-volatility model. <a href="class_quant_lib_1_1_bates_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_model.html">HestonModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Heston model for the stochastic volatility of an asset. <a href="class_quant_lib_1_1_heston_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_model_helper.html">HestonModelHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">calibration helper for Heston model <a href="class_quant_lib_1_1_heston_model_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_accounting_engine.html">AccountingEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Engine collecting cash flows along a market-model simulation. <a href="class_quant_lib_1_1_accounting_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_t_brownian_generator.html">MTBrownianGenerator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Mersenne-twister Brownian generator for market-model simulations. <a href="class_quant_lib_1_1_m_t_brownian_generator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sobol_brownian_generator.html">SobolBrownianGenerator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Sobol Brownian generator for market-model simulations. <a href="class_quant_lib_1_1_sobol_brownian_generator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_upper_bound_engine.html">UpperBoundEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Market-model engine for upper-bound estimation. <a href="class_quant_lib_1_1_upper_bound_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constrained_evolver.html">ConstrainedEvolver</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constrained market-model evolver. <a href="class_quant_lib_1_1_constrained_evolver.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Curve state for market-model simulations <a href="class_quant_lib_1_1_curve_state.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_m_swap_curve_state.html">CMSwapCurveState</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Curve state for constant-maturity-swap market models <a href="class_quant_lib_1_1_c_m_swap_curve_state.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coterminal_swap_curve_state.html">CoterminalSwapCurveState</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Curve state for coterminal-swap market models <a href="class_quant_lib_1_1_coterminal_swap_curve_state.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_m_m_curve_state.html">LMMCurveState</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Curve state for Libor market models <a href="class_quant_lib_1_1_l_m_m_curve_state.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_m_s_m_m_drift_calculator.html">CMSMMDriftCalculator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Drift computation for CMS market models. <a href="class_quant_lib_1_1_c_m_s_m_m_drift_calculator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_m_m_drift_calculator.html">LMMDriftCalculator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Drift computation for log-normal Libor market models. <a href="class_quant_lib_1_1_l_m_m_drift_calculator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_m_m_normal_drift_calculator.html">LMMNormalDriftCalculator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Drift computation for normal Libor market models. <a href="class_quant_lib_1_1_l_m_m_normal_drift_calculator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_m_m_drift_calculator.html">SMMDriftCalculator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Drift computation for coterminal swap market models. <a href="class_quant_lib_1_1_s_m_m_drift_calculator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Market-model evolution description. <a href="class_quant_lib_1_1_evolution_description.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_evolver.html">MarketModelEvolver</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Market-model evolver. <a href="class_quant_lib_1_1_market_model_evolver.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_cm_swap_rate_pc.html">LogNormalCmSwapRatePc</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Predictor-Corrector. <a href="class_quant_lib_1_1_log_normal_cm_swap_rate_pc.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_cot_swap_rate_pc.html">LogNormalCotSwapRatePc</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Predictor-Corrector. <a href="class_quant_lib_1_1_log_normal_cot_swap_rate_pc.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_euler.html">LogNormalFwdRateEuler</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Euler. <a href="class_quant_lib_1_1_log_normal_fwd_rate_euler.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_euler_constrained.html">LogNormalFwdRateEulerConstrained</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">euler stepping <a href="class_quant_lib_1_1_log_normal_fwd_rate_euler_constrained.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_ipc.html">LogNormalFwdRateIpc</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Iterative Predictor-Corrector. <a href="class_quant_lib_1_1_log_normal_fwd_rate_ipc.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_pc.html">LogNormalFwdRatePc</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Predictor-Corrector. <a href="class_quant_lib_1_1_log_normal_fwd_rate_pc.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_normal_fwd_rate_pc.html">NormalFwdRatePc</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Predictor-Corrector. <a href="class_quant_lib_1_1_normal_fwd_rate_pc.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_historical_forward_rates_analysis_impl.html">HistoricalForwardRatesAnalysisImpl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Historical correlation class <a href="class_quant_lib_1_1_historical_forward_rates_analysis_impl.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_historical_rates_analysis.html">HistoricalRatesAnalysis</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Historical rate analysis class <a href="class_quant_lib_1_1_historical_rates_analysis.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for market models <a href="class_quant_lib_1_1_market_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_factory.html">MarketModelFactory</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for market-model factories <a href="class_quant_lib_1_1_market_model_factory.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abcd-interpolated volatility structure <a href="class_quant_lib_1_1_abcd_vol.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">market-model product <a href="class_quant_lib_1_1_market_model_multi_product.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_composite.html">MarketModelComposite</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Composition of two or more market-model products. <a href="class_quant_lib_1_1_market_model_composite.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_product_composite.html">MultiProductComposite</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Composition of one or more market-model products. <a href="class_quant_lib_1_1_multi_product_composite.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_product_multi_step.html">MultiProductMultiStep</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Multiple-step market-model product. <a href="class_quant_lib_1_1_multi_product_multi_step.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_product_one_step.html">MultiProductOneStep</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Single-step market-model product. <a href="class_quant_lib_1_1_multi_product_one_step.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_single_product_composite.html">SingleProductComposite</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Composition of one or more market-model products. <a href="class_quant_lib_1_1_single_product_composite.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_affine_model.html">AffineModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Affine model class. <a href="class_quant_lib_1_1_affine_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term-structure consistent model class. <a href="class_quant_lib_1_1_term_structure_consistent_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Calibrated model class. <a href="class_quant_lib_1_1_calibrated_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_short_rate_model.html">ShortRateModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract short-rate model class. <a href="class_quant_lib_1_1_short_rate_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_parameter.html">Parameter</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for model arguments. <a href="class_quant_lib_1_1_parameter.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_parameter.html">ConstantParameter</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Standard constant parameter <img class="formulaInl" alt="$ a(t) = a $" src="form_212.png">. <a href="class_quant_lib_1_1_constant_parameter.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null_parameter.html">NullParameter</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Parameter which is always zero <img class="formulaInl" alt="$ a(t) = 0 $" src="form_213.png"> <a href="class_quant_lib_1_1_null_parameter.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_constant_parameter.html">PiecewiseConstantParameter</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Piecewise-constant parameter. <a href="class_quant_lib_1_1_piecewise_constant_parameter.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure_fitting_parameter.html">TermStructureFittingParameter</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Deterministic time-dependent parameter used for yield-curve fitting. <a href="class_quant_lib_1_1_term_structure_fitting_parameter.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_helper.html">CapHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">calibration helper for ATM cap <a href="class_quant_lib_1_1_cap_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_helper.html">SwaptionHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">calibration helper for ATM swaption <a href="class_quant_lib_1_1_swaption_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Single-factor short-rate model abstract class. <a href="class_quant_lib_1_1_one_factor_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Single-factor affine base class. <a href="class_quant_lib_1_1_one_factor_affine_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_karasinski.html">BlackKarasinski</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Standard Black-Karasinski model class. <a href="class_quant_lib_1_1_black_karasinski.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cox_ingersoll_ross.html">CoxIngersollRoss</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cox-Ingersoll-Ross model class. <a href="class_quant_lib_1_1_cox_ingersoll_ross.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_cox_ingersoll_ross.html">ExtendedCoxIngersollRoss</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Extended Cox-Ingersoll-Ross model class. <a href="class_quant_lib_1_1_extended_cox_ingersoll_ross.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Single-factor Hull-White (extended Vasicek) model class. <a href="class_quant_lib_1_1_hull_white.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Vasicek model class <a href="class_quant_lib_1_1_vasicek.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_two_factor_model.html">TwoFactorModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract base-class for two-factor models. <a href="class_quant_lib_1_1_two_factor_model.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g2.html">G2</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Two-additive-factor gaussian model class. <a href="class_quant_lib_1_1_g2.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_estimator.html">ConstantEstimator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constant-estimator volatility model. <a href="class_quant_lib_1_1_constant_estimator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">GARCH volatility model. <a href="class_quant_lib_1_1_garch11.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_garman_klass_abstract.html">GarmanKlassAbstract</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Garman-Klass volatility model. <a href="class_quant_lib_1_1_garman_klass_abstract.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_local_estimator.html">SimpleLocalEstimator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Local-estimator volatility model. <a href="class_quant_lib_1_1_simple_local_estimator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_money.html">Money</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">amount of cash <a href="class_quant_lib_1_1_money.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lattice.html">Lattice</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Lattice (tree, finite-differences) base class <a href="class_quant_lib_1_1_lattice.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_option.html">Option</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base option class <a href="class_quant_lib_1_1_option.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_greeks.html">Greeks</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">additional option results <a href="class_quant_lib_1_1_greeks.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_more_greeks.html">MoreGreeks</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">more additional option results <a href="class_quant_lib_1_1_more_greeks.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite.html">Composite</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Composite pattern. <a href="class_quant_lib_1_1_composite.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_curiously_recurring_template.html">CuriouslyRecurringTemplate</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Support for the curiously recurring template pattern. <a href="class_quant_lib_1_1_curiously_recurring_template.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Framework for calculation on demand and result caching. <a href="class_quant_lib_1_1_lazy_object.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Object that notifies its changes to a set of observables. <a href="class_quant_lib_1_1_observable.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Object that gets notified when a given observable changes. <a href="class_quant_lib_1_1_observer.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_singleton.html">Singleton</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Basic support for the singleton pattern. <a href="class_quant_lib_1_1_singleton.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">degenerate base class for the Acyclic Visitor pattern <a href="class_quant_lib_1_1_acyclic_visitor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_visitor.html">Visitor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Visitor for a specific class <a href="class_quant_lib_1_1_visitor.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract base class for option payoffs. <a href="class_quant_lib_1_1_payoff.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interval_price.html">IntervalPrice</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">interval price <a href="class_quant_lib_1_1_interval_price.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">interface for pricing engines <a href="class_quant_lib_1_1_pricing_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">template base class for option pricing engines <a href="class_quant_lib_1_1_generic_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_american_payoff_at_expiry.html">AmericanPayoffAtExpiry</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Analytic formula for American exercise payoff at-expiry options. <a href="class_quant_lib_1_1_american_payoff_at_expiry.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_american_payoff_at_hit.html">AmericanPayoffAtHit</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Analytic formula for American exercise payoff at-hit options. <a href="class_quant_lib_1_1_american_payoff_at_hit.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_continuous_geometric_average_price_asian_engine.html">AnalyticContinuousGeometricAveragePriceAsianEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European continuous geometric average price Asian. <a href="class_quant_lib_1_1_analytic_continuous_geometric_average_price_asian_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_discrete_geometric_average_price_asian_engine.html">AnalyticDiscreteGeometricAveragePriceAsianEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European discrete geometric average price Asian. <a href="class_quant_lib_1_1_analytic_discrete_geometric_average_price_asian_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_discrete_arithmetic_a_p_engine.html">MCDiscreteArithmeticAPEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo pricing engine for discrete arithmetic average price Asian. <a href="class_quant_lib_1_1_m_c_discrete_arithmetic_a_p_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_discrete_geometric_a_p_engine.html">MCDiscreteGeometricAPEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo pricing engine for discrete geometric average price Asian. <a href="class_quant_lib_1_1_m_c_discrete_geometric_a_p_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_discrete_averaging_asian_engine.html">MCDiscreteAveragingAsianEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for discrete average Asians using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_discrete_averaging_asian_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_barrier_engine.html">AnalyticBarrierEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for barrier options using analytical formulae. <a href="class_quant_lib_1_1_analytic_barrier_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_barrier_engine.html">MCBarrierEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for barrier options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_barrier_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_american_basket_engine.html">MCAmericanBasketEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">least-square Monte Carlo engine <a href="class_quant_lib_1_1_m_c_american_basket_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_basket_engine.html">MCBasketEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for basket options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_basket_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stulz_engine.html">StulzEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for 2D European Baskets. <a href="class_quant_lib_1_1_stulz_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black 1976 calculator class. <a href="class_quant_lib_1_1_black_calculator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes 1973 calculator class. <a href="class_quant_lib_1_1_black_scholes_calculator.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_cap_floor_engine.html">AnalyticCapFloorEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Analytic engine for cap/floor. <a href="class_quant_lib_1_1_analytic_cap_floor_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_cap_floor_engine.html">BlackCapFloorEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-formula cap/floor engine. <a href="class_quant_lib_1_1_black_cap_floor_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_hull_white_cap_floor_engine.html">MCHullWhiteCapFloorEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Hull-White engine for cap/floors. <a href="class_quant_lib_1_1_m_c_hull_white_cap_floor_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_hull_white_cap_floor_engine.html">MakeMCHullWhiteCapFloorEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Hull-White cap-floor engine factory. <a href="class_quant_lib_1_1_make_m_c_hull_white_cap_floor_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_cap_floor_engine.html">TreeCapFloorEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Numerical lattice engine for cap/floors. <a href="class_quant_lib_1_1_tree_cap_floor_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_cliquet_engine.html">AnalyticCliquetEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for Cliquet options using analytical formulae. <a href="class_quant_lib_1_1_analytic_cliquet_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_performance_engine.html">AnalyticPerformanceEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for performance options using analytical formulae. <a href="class_quant_lib_1_1_analytic_performance_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_vanilla_engine.html">ForwardVanillaEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward engine for vanilla options <a href="class_quant_lib_1_1_forward_vanilla_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_performance_vanilla_engine.html">ForwardPerformanceVanillaEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward performance engine for vanilla options <a href="class_quant_lib_1_1_forward_performance_vanilla_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Variance-swap pricing engine using Monte Carlo simulation,. <a href="class_quant_lib_1_1_m_c_variance_swap_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_variance_swap_engine.html">MakeMCVarianceSwapEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo variance-swap engine factory. <a href="class_quant_lib_1_1_make_m_c_variance_swap_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Variance-swap pricing engine using replicating cost,. <a href="class_quant_lib_1_1_replicating_variance_swap_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_model_engine.html">GenericModelEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for some pricing engine on a particular model. <a href="class_quant_lib_1_1_generic_model_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_convertible_engine.html">BinomialConvertibleEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Binomial Tsiveriotis-Fernandes engine for convertible bonds. <a href="class_quant_lib_1_1_binomial_convertible_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html">LatticeShortRateModelEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Engine for a short-rate model specialized on a lattice. <a href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_continuous_fixed_lookback_engine.html">AnalyticContinuousFixedLookbackEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European continuous fixed-strike lookback. <a href="class_quant_lib_1_1_analytic_continuous_fixed_lookback_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_continuous_floating_lookback_engine.html">AnalyticContinuousFloatingLookbackEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European continuous floating-strike lookback. <a href="class_quant_lib_1_1_analytic_continuous_floating_lookback_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Longstaff-Schwarz Monte Carlo engine for early exercise options. <a href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base class for Monte Carlo engines <a href="class_quant_lib_1_1_mc_simulation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_engine.html">QuantoEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Quanto engine. <a href="class_quant_lib_1_1_quanto_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_vanilla_swap_engine.html">TreeVanillaSwapEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Numerical lattice engine for simple swaps. <a href="class_quant_lib_1_1_tree_vanilla_swap_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_swaption_engine.html">BlackSwaptionEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-formula swaption engine. <a href="class_quant_lib_1_1_black_swaption_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g2_swaption_engine.html">G2SwaptionEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Swaption priced by means of the Black formula <a href="class_quant_lib_1_1_g2_swaption_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_jamshidian_swaption_engine.html">JamshidianSwaptionEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Jamshidian swaption engine. <a href="class_quant_lib_1_1_jamshidian_swaption_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_swaption_engine.html">TreeSwaptionEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Numerical lattice engine for swaptions. <a href="class_quant_lib_1_1_tree_swaption_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_b_s_m_hull_white_engine.html">AnalyticBSMHullWhiteEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">analytic european option pricer including stochastic interest rates <a href="class_quant_lib_1_1_analytic_b_s_m_hull_white_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_digital_american_engine.html">AnalyticDigitalAmericanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Analytic pricing engine for American vanilla options with digital payoff. <a href="class_quant_lib_1_1_analytic_digital_american_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_dividend_european_engine.html">AnalyticDividendEuropeanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Analytic pricing engine for European options with discrete dividends. <a href="class_quant_lib_1_1_analytic_dividend_european_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_european_engine.html">AnalyticEuropeanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European vanilla options using analytical formulae. <a href="class_quant_lib_1_1_analytic_european_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_heston_engine.html">AnalyticHestonEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">analytic Heston-model engine based on Fourier transform <a href="class_quant_lib_1_1_analytic_heston_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_heston_hull_white_engine.html">AnalyticHestonHullWhiteEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Analytic Heston engine incl. stochastic interest rates. <a href="class_quant_lib_1_1_analytic_heston_hull_white_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_barone_adesi_whaley_approximation_engine.html">BaroneAdesiWhaleyApproximationEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Barone-Adesi and Whaley pricing engine for American options (1987). <a href="class_quant_lib_1_1_barone_adesi_whaley_approximation_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bates_engine.html">BatesEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Bates model engines based on Fourier transform. <a href="class_quant_lib_1_1_bates_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_vanilla_engine.html">BinomialVanillaEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for vanilla options using binomial trees. <a href="class_quant_lib_1_1_binomial_vanilla_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bjerksund_stensland_approximation_engine.html">BjerksundStenslandApproximationEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Bjerksund and Stensland pricing engine for American options (1993). <a href="class_quant_lib_1_1_bjerksund_stensland_approximation_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_bermudan_engine.html">FDBermudanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences Bermudan engine. <a href="class_quant_lib_1_1_f_d_bermudan_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_base.html">FDDividendEngineBase</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abstract base class for dividend engines. <a href="class_quant_lib_1_1_f_d_dividend_engine_base.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html">FDDividendEngineMerton73</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for dividend options using. <a href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_shift_scale.html">FDDividendEngineShiftScale</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences engine for dividend options using shifted dividends. <a href="class_quant_lib_1_1_f_d_dividend_engine_shift_scale.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_european_engine.html">FDEuropeanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European options using finite-differences. <a href="class_quant_lib_1_1_f_d_european_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_step_condition_engine.html">FDStepConditionEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for American-style vanilla options. <a href="class_quant_lib_1_1_f_d_step_condition_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_vanilla_engine.html">FDVanillaEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for BSM one asset options. <a href="class_quant_lib_1_1_f_d_vanilla_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_integral_engine.html">IntegralEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European vanilla options using integral approach. <a href="class_quant_lib_1_1_integral_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_jump_diffusion_engine.html">JumpDiffusionEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Jump-diffusion engine for vanilla options. <a href="class_quant_lib_1_1_jump_diffusion_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ju_quadratic_approximation_engine.html">JuQuadraticApproximationEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for American options with Ju quadratic approximation. <a href="class_quant_lib_1_1_ju_quadratic_approximation_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_american_engine.html">MCAmericanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">American Monte Carlo engine. <a href="class_quant_lib_1_1_m_c_american_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo American engine factory. <a href="class_quant_lib_1_1_make_m_c_american_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_digital_engine.html">MCDigitalEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for digital options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_digital_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo digital engine factory. <a href="class_quant_lib_1_1_make_m_c_digital_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_european_engine.html">MCEuropeanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">European option pricing engine using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_european_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_european_engine.html">MakeMCEuropeanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo European engine factory. <a href="class_quant_lib_1_1_make_m_c_european_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_european_heston_engine.html">MCEuropeanHestonEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Heston-model engine for European options. <a href="class_quant_lib_1_1_m_c_european_heston_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_european_heston_engine.html">MakeMCEuropeanHestonEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Heston European engine factory. <a href="class_quant_lib_1_1_make_m_c_european_heston_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_vanilla_engine.html">MCVanillaEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for vanilla options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_vanilla_engine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generalized Black-Scholes stochastic process. <a href="class_quant_lib_1_1_generalized_black_scholes_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_scholes_process.html">BlackScholesProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes (1973) stochastic process. <a href="class_quant_lib_1_1_black_scholes_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_scholes_merton_process.html">BlackScholesMertonProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Merton (1973) extension to the Black-Scholes stochastic process. <a href="class_quant_lib_1_1_black_scholes_merton_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_process.html">BlackProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black (1976) stochastic process. <a href="class_quant_lib_1_1_black_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_garman_kohlagen_process.html">GarmanKohlagenProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Garman-Kohlhagen (1983) stochastic process. <a href="class_quant_lib_1_1_garman_kohlagen_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euler_discretization.html">EulerDiscretization</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Euler discretization for stochastic processes. <a href="class_quant_lib_1_1_euler_discretization.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_measure_process.html">ForwardMeasureProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">forward-measure stochastic process <a href="class_quant_lib_1_1_forward_measure_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_measure_process1_d.html">ForwardMeasureProcess1D</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">forward-measure 1-D stochastic process <a href="class_quant_lib_1_1_forward_measure_process1_d.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g2_process.html">G2Process</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">G2 stochastic process <a href="class_quant_lib_1_1_g2_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g2_forward_process.html">G2ForwardProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward G2 stochastic process <a href="class_quant_lib_1_1_g2_forward_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_geometric_brownian_motion_process.html">GeometricBrownianMotionProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Geometric brownian-motion process. <a href="class_quant_lib_1_1_geometric_brownian_motion_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Square-root stochastic-volatility Heston process. <a href="class_quant_lib_1_1_heston_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hull_white_process.html">HullWhiteProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Hull-White stochastic process. <a href="class_quant_lib_1_1_hull_white_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hull_white_forward_process.html">HullWhiteForwardProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward Hull-White stochastic process <a href="class_quant_lib_1_1_hull_white_forward_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hybrid_heston_hull_white_process.html">HybridHestonHullWhiteProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Hybrid Heston Hull-White stochastic process. <a href="class_quant_lib_1_1_hybrid_heston_hull_white_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Merton-76 jump-diffusion process. <a href="class_quant_lib_1_1_merton76_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ornstein_uhlenbeck_process.html">OrnsteinUhlenbeckProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Ornstein-Uhlenbeck process class. <a href="class_quant_lib_1_1_ornstein_uhlenbeck_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_square_root_process.html">SquareRootProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Square-root process class. <a href="class_quant_lib_1_1_square_root_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process_array.html">StochasticProcessArray</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Array of correlated 1-D stochastic processes <a href="class_quant_lib_1_1_stochastic_process_array.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quote.html">Quote</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">purely virtual base class for market observables <a href="class_quant_lib_1_1_quote.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_quote.html">CompositeQuote</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">market element whose value depends on two other market element <a href="class_quant_lib_1_1_composite_quote.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_derived_quote.html">DerivedQuote</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">market quote whose value depends on another quote <a href="class_quant_lib_1_1_derived_quote.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurodollar_futures_implied_std_dev_quote.html">EurodollarFuturesImpliedStdDevQuote</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">quote for the Eurodollar-future implied standard deviation <a href="class_quant_lib_1_1_eurodollar_futures_implied_std_dev_quote.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_swap_quote.html">ForwardSwapQuote</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables">Quote</a> for a forward starting swap. <a href="class_quant_lib_1_1_forward_swap_quote.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_value_quote.html">ForwardValueQuote</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">quote for the forward value of an index <a href="class_quant_lib_1_1_forward_value_quote.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_futures_conv_adjustment_quote.html">FuturesConvAdjustmentQuote</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">quote for the futures-convexity adjustment of an index <a href="class_quant_lib_1_1_futures_conv_adjustment_quote.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_std_dev_quote.html">ImpliedStdDevQuote</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">quote for the implied standard deviation of an underlying <a href="class_quant_lib_1_1_implied_std_dev_quote.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">market element returning a stored value <a href="class_quant_lib_1_1_simple_quote.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_settings.html">Settings</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">global repository for run-time library settings <a href="class_quant_lib_1_1_settings.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">multi-dimensional stochastic process class. <a href="class_quant_lib_1_1_stochastic_process.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1-dimensional stochastic process <a href="class_quant_lib_1_1_stochastic_process1_d.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Basic term-structure functionality. <a href="class_quant_lib_1_1_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base helper class for bootstrapping. <a href="class_quant_lib_1_1_bootstrap_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">IterativeBootstrap</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Universal piecewise-term-structure boostrapper. <a href="class_quant_lib_1_1_iterative_bootstrap.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zciis_inflation_helper.html">ZciisInflationHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Zero-coupon inflation-swap bootstrap helper. <a href="class_quant_lib_1_1_zciis_inflation_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yyiis_inflation_helper.html">YyiisInflationHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Year-on-year inflation-swap bootstrap helper. <a href="class_quant_lib_1_1_yyiis_inflation_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html">InterpolatedYoYInflationCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Inflation term structure based on interpolated year-on-year rates. <a href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html">InterpolatedZeroInflationCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Inflation term structure based on the interpolation of zero rates. <a href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_traits.html">YoYInflationTraits</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Bootstrap traits to use for <a class="el" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html" title="Piecewise zero-inflation term structure.">PiecewiseZeroInflationCurve</a>. <a href="class_quant_lib_1_1_yo_y_inflation_traits.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yo_y_inflation_curve.html">PiecewiseYoYInflationCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Piecewise year-on-year inflation term structure. <a href="class_quant_lib_1_1_piecewise_yo_y_inflation_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_inflation_traits.html">ZeroInflationTraits</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Bootstrap traits to use for <a class="el" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html" title="Piecewise zero-inflation term structure.">PiecewiseZeroInflationCurve</a>. <a href="class_quant_lib_1_1_zero_inflation_traits.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html">PiecewiseZeroInflationCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Piecewise zero-inflation term structure. <a href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html">InflationTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Interface for inflation term structures. <a href="class_quant_lib_1_1_inflation_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_inflation_term_structure.html">ZeroInflationTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Interface for zero inflation term structures. <a href="class_quant_lib_1_1_zero_inflation_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_term_structure.html">YoYInflationTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for year-on-year inflation term structures. <a href="class_quant_lib_1_1_yo_y_inflation_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_function.html">AbcdFunction</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Abcd functional form for instantaneous volatility <a href="class_quant_lib_1_1_abcd_function.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_floor_term_volatility_structure.html">CapFloorTermVolatilityStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cap/floor term-volatility structure. <a href="class_quant_lib_1_1_cap_floor_term_volatility_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_curve.html">CapFloorTermVolCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cap/floor at-the-money term-volatility vector. <a href="class_quant_lib_1_1_cap_floor_term_vol_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_surface.html">CapFloorTermVolSurface</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cap/floor smile volatility surface. <a href="class_quant_lib_1_1_cap_floor_term_vol_surface.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_constant_vol.html">BlackConstantVol</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constant Black volatility, no time-strike dependence. <a href="class_quant_lib_1_1_black_constant_vol.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_variance_curve.html">BlackVarianceCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black volatility curve modelled as variance curve. <a href="class_quant_lib_1_1_black_variance_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_variance_surface.html">BlackVarianceSurface</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black volatility surface modelled as variance surface. <a href="class_quant_lib_1_1_black_variance_surface.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-volatility term structure. <a href="class_quant_lib_1_1_black_vol_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html">BlackVolatilityTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-volatility term structure. <a href="class_quant_lib_1_1_black_volatility_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black variance term structure. <a href="class_quant_lib_1_1_black_variance_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Implied vol term structure at a given date in the future. <a href="class_quant_lib_1_1_implied_vol_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_constant_vol.html">LocalConstantVol</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constant local volatility, no time-strike dependence. <a href="class_quant_lib_1_1_local_constant_vol.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_vol_curve.html">LocalVolCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Local volatility curve derived from a Black curve. <a href="class_quant_lib_1_1_local_vol_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_vol_surface.html">LocalVolSurface</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Local volatility surface derived from a Black vol surface. <a href="class_quant_lib_1_1_local_vol_surface.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_vol_term_structure.html">LocalVolTermStructure</a></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_vol.html">ConstantOptionletVol</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constant caplet volatility, no time-strike dependence. <a href="class_quant_lib_1_1_constant_optionlet_vol.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html">OptionletVolatilityStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Optionlet (caplet/floorlet) volatility structure. <a href="class_quant_lib_1_1_optionlet_volatility_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">interest rate volatility smile section <a href="class_quant_lib_1_1_smile_section.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_market.html">CmsMarket</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">set of CMS quotes <a href="class_quant_lib_1_1_cms_market.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_constant_volatility.html">SwaptionConstantVolatility</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constant swaption volatility, no time-strike dependence. <a href="class_quant_lib_1_1_swaption_constant_volatility.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_cube.html">SwaptionVolatilityCube</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">swaption-volatility cube <a href="class_quant_lib_1_1_swaption_volatility_cube.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_matrix.html">SwaptionVolatilityMatrix</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">At-the-money swaption-volatility matrix. <a href="class_quant_lib_1_1_swaption_volatility_matrix.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Swaption-volatility structure <a href="class_quant_lib_1_1_swaption_volatility_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Volatility term structure. <a href="class_quant_lib_1_1_volatility_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_bond_helper.html">FixedRateBondHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">fixed-coupon bond helper <a href="class_quant_lib_1_1_fixed_rate_bond_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_discount.html">Discount</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Discount-curve traits. <a href="struct_quant_lib_1_1_discount.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_zero_yield.html">ZeroYield</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Zero-curve traits. <a href="struct_quant_lib_1_1_zero_yield.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_forward_rate.html">ForwardRate</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward-curve traits. <a href="struct_quant_lib_1_1_forward_rate.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html">InterpolatedDiscountCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on interpolation of discount factors. <a href="class_quant_lib_1_1_interpolated_discount_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_drift_term_structure.html">DriftTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Drift term structure. <a href="class_quant_lib_1_1_drift_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve.html">FittedBondDiscountCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="struct_quant_lib_1_1_discount.html" title="Discount-curve traits.">Discount</a> curve fitted to a set of fixed-coupon bonds. <a href="class_quant_lib_1_1_fitted_bond_discount_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_flat_forward.html">FlatForward</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Flat interest-rate curve. <a href="class_quant_lib_1_1_flat_forward.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_forward_curve.html">InterpolatedForwardCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on interpolation of forward rates. <a href="class_quant_lib_1_1_interpolated_forward_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_spreaded_term_structure.html">ForwardSpreadedTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure with added spread on the instantaneous forward rate. <a href="class_quant_lib_1_1_forward_spreaded_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_rate_structure.html">ForwardRateStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Forward-rate term structure <a href="class_quant_lib_1_1_forward_rate_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_term_structure.html">ImpliedTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Implied term structure at a given date in the future. <a href="class_quant_lib_1_1_implied_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exponential_splines_fitting.html">ExponentialSplinesFitting</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Exponential-splines fitting method. <a href="class_quant_lib_1_1_exponential_splines_fitting.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_nelson_siegel_fitting.html">NelsonSiegelFitting</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Nelson-Siegel fitting method. <a href="class_quant_lib_1_1_nelson_siegel_fitting.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cubic_b_splines_fitting.html">CubicBSplinesFitting</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_cubic_spline.html" title="Cubic spline interpolation factory and traits">CubicSpline</a> B-splines fitting method. <a href="class_quant_lib_1_1_cubic_b_splines_fitting.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_polynomial_fitting.html">SimplePolynomialFitting</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Simple polynomial fitting method. <a href="class_quant_lib_1_1_simple_polynomial_fitting.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">PiecewiseYieldCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Piecewise yield term structure. <a href="class_quant_lib_1_1_piecewise_yield_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_zero_spreaded_term_structure.html">PiecewiseZeroSpreadedTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure with an added vector of spreads on the zero-yield rate. <a href="class_quant_lib_1_1_piecewise_zero_spreaded_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_term_structure.html">QuantoTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Quanto term structure. <a href="class_quant_lib_1_1_quanto_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over interest-rate futures prices. <a href="class_quant_lib_1_1_futures_rate_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_relative_date_rate_helper.html">RelativeDateRateHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Rate helper with date schedule relative to the global evaluation date. <a href="class_quant_lib_1_1_relative_date_rate_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_deposit_rate_helper.html">DepositRateHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over deposit rates. <a href="class_quant_lib_1_1_deposit_rate_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fra_rate_helper.html">FraRateHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over FRA rates. <a href="class_quant_lib_1_1_fra_rate_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap_rate_helper.html">SwapRateHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over swap rates. <a href="class_quant_lib_1_1_swap_rate_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_m_a_swap_rate_helper.html">BMASwapRateHelper</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over BMA swap rates. <a href="class_quant_lib_1_1_b_m_a_swap_rate_helper.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_zero_curve.html">InterpolatedZeroCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on interpolation of zero yields. <a href="class_quant_lib_1_1_interpolated_zero_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html">ZeroSpreadedTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure with an added spread on the zero yield rate. <a href="class_quant_lib_1_1_zero_spreaded_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_yield_structure.html">ZeroYieldStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Zero-yield term structure. <a href="class_quant_lib_1_1_zero_yield_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Interest-rate term structure. <a href="class_quant_lib_1_1_yield_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">calendar class <a href="class_quant_lib_1_1_calendar.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_argentina.html">Argentina</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Argentinian calendars. <a href="class_quant_lib_1_1_argentina.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_australia.html">Australia</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Australian calendar. <a href="class_quant_lib_1_1_australia.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_brazil.html">Brazil</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Brazilian calendar. <a href="class_quant_lib_1_1_brazil.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_canada.html">Canada</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Canadian calendar. <a href="class_quant_lib_1_1_canada.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_china.html">China</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Chinese calendar. <a href="class_quant_lib_1_1_china.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_czech_republic.html">CzechRepublic</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Czech calendars. <a href="class_quant_lib_1_1_czech_republic.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_denmark.html">Denmark</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Danish calendar. <a href="class_quant_lib_1_1_denmark.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_finland.html">Finland</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finnish calendar. <a href="class_quant_lib_1_1_finland.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_germany.html">Germany</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">German calendars. <a href="class_quant_lib_1_1_germany.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hong_kong.html">HongKong</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Hong Kong calendars. <a href="class_quant_lib_1_1_hong_kong.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hungary.html">Hungary</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Hungarian calendar. <a href="class_quant_lib_1_1_hungary.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_iceland.html">Iceland</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Icelandic calendars. <a href="class_quant_lib_1_1_iceland.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_india.html">India</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Indian calendars. <a href="class_quant_lib_1_1_india.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_indonesia.html">Indonesia</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Indonesian calendars <a href="class_quant_lib_1_1_indonesia.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_italy.html">Italy</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Italian calendars. <a href="class_quant_lib_1_1_italy.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_japan.html">Japan</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Japanese calendar. <a href="class_quant_lib_1_1_japan.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_joint_calendar.html">JointCalendar</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Joint calendar. <a href="class_quant_lib_1_1_joint_calendar.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mexico.html">Mexico</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Mexican calendars <a href="class_quant_lib_1_1_mexico.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_new_zealand.html">NewZealand</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">New Zealand calendar. <a href="class_quant_lib_1_1_new_zealand.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_norway.html">Norway</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Norwegian calendar. <a href="class_quant_lib_1_1_norway.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null_calendar.html">NullCalendar</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Calendar for reproducing theoretical calculations. <a href="class_quant_lib_1_1_null_calendar.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_poland.html">Poland</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Polish calendar. <a href="class_quant_lib_1_1_poland.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_saudi_arabia.html">SaudiArabia</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Saudi Arabian calendar. <a href="class_quant_lib_1_1_saudi_arabia.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_singapore.html">Singapore</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Singapore calendars <a href="class_quant_lib_1_1_singapore.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_slovakia.html">Slovakia</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Slovak calendars. <a href="class_quant_lib_1_1_slovakia.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_south_africa.html">SouthAfrica</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">South-African calendar. <a href="class_quant_lib_1_1_south_africa.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_south_korea.html">SouthKorea</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">South Korean calendars. <a href="class_quant_lib_1_1_south_korea.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sweden.html">Sweden</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Swedish calendar. <a href="class_quant_lib_1_1_sweden.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_switzerland.html">Switzerland</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Swiss calendar. <a href="class_quant_lib_1_1_switzerland.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_taiwan.html">Taiwan</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Taiwanese calendars. <a href="class_quant_lib_1_1_taiwan.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_a_r_g_e_t.html">TARGET</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">TARGET calendar <a href="class_quant_lib_1_1_t_a_r_g_e_t.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_turkey.html">Turkey</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Turkish calendar. <a href="class_quant_lib_1_1_turkey.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ukraine.html">Ukraine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Ukrainian calendars. <a href="class_quant_lib_1_1_ukraine.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_united_kingdom.html">UnitedKingdom</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">United Kingdom calendars. <a href="class_quant_lib_1_1_united_kingdom.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_united_states.html">UnitedStates</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">United States calendars. <a href="class_quant_lib_1_1_united_states.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_date.html">Date</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Concrete date class. <a href="class_quant_lib_1_1_date.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_date_generation.html">DateGeneration</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Date-generation rule. <a href="struct_quant_lib_1_1_date_generation.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">day counter class <a href="class_quant_lib_1_1_day_counter.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_actual360.html">Actual360</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Actual/360 day count convention. <a href="class_quant_lib_1_1_actual360.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_actual365_fixed.html">Actual365Fixed</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Actual/365 (Fixed) day count convention. <a href="class_quant_lib_1_1_actual365_fixed.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_actual_actual.html">ActualActual</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Actual/Actual day count. <a href="class_quant_lib_1_1_actual_actual.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_business252.html">Business252</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Business/252 day count convention. <a href="class_quant_lib_1_1_business252.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_day_counter.html">OneDayCounter</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">1/1 day count convention <a href="class_quant_lib_1_1_one_day_counter.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_day_counter.html">SimpleDayCounter</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Simple day counter for reproducing theoretical calculations. <a href="class_quant_lib_1_1_simple_day_counter.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_thirty360.html">Thirty360</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">30/360 day count convention <a href="class_quant_lib_1_1_thirty360.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">struct </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_i_m_m.html">IMM</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Main cycle of the International Money Market (a.k.a. IMM) months. <a href="struct_quant_lib_1_1_i_m_m.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_period.html">Period</a></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Payment schedule. <a href="class_quant_lib_1_1_schedule.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_schedule.html">MakeSchedule</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper class <a href="class_quant_lib_1_1_make_schedule.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">time grid class <a href="class_quant_lib_1_1_time_grid.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Container for historical data. <a href="class_quant_lib_1_1_time_series.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_clone.html">Clone</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">cloning proxy to an underlying object <a href="class_quant_lib_1_1_clone.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">generic disposable object with move semantics <a href="class_quant_lib_1_1_disposable.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null.html">Null</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">template class providing a null value for a given type. <a href="class_quant_lib_1_1_null.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable_value.html">ObservableValue</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">observable and assignable proxy to concrete value <a href="class_quant_lib_1_1_observable_value.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1step__iterator.html">step_iterator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Iterator advancing in constant steps. <a href="class_quant_lib_1_1step__iterator.html#_details">More...</a><br></td></tr>
<tr><td colspan="2"><br><h2>Typedefs</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8318b54d86dc1aa2bd799a866c01e586"></a><!-- doxytag: member="QuantLib::Leg" ref="8318b54d86dc1aa2bd799a866c01e586" args="" -->
typedef std::vector<br>
< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > > </td><td class="memItemRight" valign="bottom"><b>Leg</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d8ba28bfcdba253df57db6221547731"></a><!-- doxytag: member="QuantLib::CallabilitySchedule" ref="9d8ba28bfcdba253df57db6221547731" args="" -->
typedef std::vector<br>
< boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_callability.html">Callability</a> > > </td><td class="memItemRight" valign="bottom"><b>CallabilitySchedule</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="818b995246b9c4fe947729e38c805fa7"></a><!-- doxytag: member="QuantLib::DividendSchedule" ref="818b995246b9c4fe947729e38c805fa7" args="" -->
typedef std::vector<br>
< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_dividend.html">Dividend</a> > > </td><td class="memItemRight" valign="bottom"><b>DividendSchedule</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="634ad503143adf6d910cdec1629452da"></a><!-- doxytag: member="QuantLib::BivariateCumulativeNormalDistribution" ref="634ad503143adf6d910cdec1629452da" args="" -->
typedef <br>
<a class="el" href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_we04_d_p.html">BivariateCumulativeNormalDistributionWe04DP</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#634ad503143adf6d910cdec1629452da">BivariateCumulativeNormalDistribution</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default bivariate implementation <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7345d6cd7a99a86e0ffd3f25365b6891"></a><!-- doxytag: member="QuantLib::GaussianDistribution" ref="7345d6cd7a99a86e0ffd3f25365b6891" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_normal_distribution.html">NormalDistribution</a> </td><td class="memItemRight" valign="bottom"><b>GaussianDistribution</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="10bd75d5e15e766813205464d1598813"></a><!-- doxytag: member="QuantLib::InvCumulativeNormalDistribution" ref="10bd75d5e15e766813205464d1598813" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a> </td><td class="memItemRight" valign="bottom"><b>InvCumulativeNormalDistribution</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6f304335ad23e53ba787dbc51b052a71"></a><!-- doxytag: member="QuantLib::SplineGrid" ref="6f304335ad23e53ba787dbc51b052a71" args="" -->
typedef detail::SplineGrid </td><td class="memItemRight" valign="bottom"><b>SplineGrid</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef GenericPseudoRandom<br>
< <a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a>,<br>
<a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#f791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default traits for pseudo-random number generation <a href="#f791c06b3da1d5f4b90a19f3f423e75e"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef GenericPseudoRandom<br>
< <a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a>,<br>
<a class="el" href="class_quant_lib_1_1_inverse_cumulative_poisson.html">InverseCumulativePoisson</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#1e36fdaadd8b132f4668953658415218">PoissonPseudoRandom</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">traits for Poisson-distributed pseudo-random number generation <a href="#1e36fdaadd8b132f4668953658415218"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7414d4223b100ac8cf4e43091980bdb1"></a><!-- doxytag: member="QuantLib::LowDiscrepancy" ref="7414d4223b100ac8cf4e43091980bdb1" args="" -->
typedef GenericLowDiscrepancy<br>
< <a class="el" href="class_quant_lib_1_1_sobol_rsg.html">SobolRsg</a>,<br>
<a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#7414d4223b100ac8cf4e43091980bdb1">LowDiscrepancy</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default traits for low-discrepancy sequence generation <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="00a1f8886c731a7e521caa458142bcee"></a><!-- doxytag: member="QuantLib::SampledCurveSet" ref="00a1f8886c731a7e521caa458142bcee" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> </td><td class="memItemRight" valign="bottom"><b>SampledCurveSet</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d9913c35bfddbcbab5dea143847dde69"></a><!-- doxytag: member="QuantLib::GaussianStatistics" ref="d9913c35bfddbcbab5dea143847dde69" args="" -->
typedef <br>
<a class="el" href="class_quant_lib_1_1_generic_gaussian_statistics.html">GenericGaussianStatistics</a><br>
< <a class="el" href="class_quant_lib_1_1_general_statistics.html">GeneralStatistics</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#d9913c35bfddbcbab5dea143847dde69">GaussianStatistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default gaussian statistic tool <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">GenericRiskStatistics</a><br>
< <a class="el" href="class_quant_lib_1_1_generic_gaussian_statistics.html">GaussianStatistics</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#c6495e303a40cd0a73ecbb5cd904ca09">RiskStatistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default risk measures tool <a href="#c6495e303a40cd0a73ecbb5cd904ca09"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <br>
<a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics</a><br>
< <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">Statistics</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#3e0db17aa18a4d3e837a3a93e8bb6ad5">SequenceStatistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default multi-dimensional statistics tool <a href="#3e0db17aa18a4d3e837a3a93e8bb6ad5"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">RiskStatistics</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#235b6c8805adaa743cc845aae9c05946">Statistics</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default statistics tool <a href="#235b6c8805adaa743cc845aae9c05946"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef PdeOperator< PdeBSM > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__findiff.html#g99062cef45cec7825cfdf7b0f8e1344c">BSMTermOperator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes-Merton differential operator. <a href="group__findiff.html#g99062cef45cec7825cfdf7b0f8e1344c"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d465a4eaa8e7a5bacebee4c6aeba2a7"></a><!-- doxytag: member="QuantLib::StandardFiniteDifferenceModel" ref="3d465a4eaa8e7a5bacebee4c6aeba2a7" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_finite_difference_model.html">FiniteDifferenceModel</a><br>
< <a class="el" href="class_quant_lib_1_1_crank_nicolson.html">CrankNicolson</a><br>
< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#3d465a4eaa8e7a5bacebee4c6aeba2a7">StandardFiniteDifferenceModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default choice for finite-difference model <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6a3cd732084183774302d3d65a2162f1"></a><!-- doxytag: member="QuantLib::StandardSystemFiniteDifferenceModel" ref="6a3cd732084183774302d3d65a2162f1" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_finite_difference_model.html">FiniteDifferenceModel</a><br>
< ParallelEvolver<br>
< <a class="el" href="class_quant_lib_1_1_crank_nicolson.html">CrankNicolson</a><br>
< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#6a3cd732084183774302d3d65a2162f1">StandardSystemFiniteDifferenceModel</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default choice for parallel finite-difference model <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a481730b77798735b31d2a815a5d242"></a><!-- doxytag: member="QuantLib::StandardStepCondition" ref="1a481730b77798735b31d2a815a5d242" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_step_condition.html">StepCondition</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#1a481730b77798735b31d2a815a5d242">StandardStepCondition</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default choice for step condition <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="93c71dde8dc788101780b68467b12272"></a><!-- doxytag: member="QuantLib::StandardCurveDependentStepCondition" ref="93c71dde8dc788101780b68467b12272" args="" -->
typedef <br>
CurveDependentStepCondition<br>
< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>StandardCurveDependentStepCondition</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef PdeOperator< PdeShortRate > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__findiff.html#gb2342f59174f2223a9889acf4a86496a">OneFactorOperator</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Interest-rate single factor model differential operator. <a href="group__findiff.html#gb2342f59174f2223a9889acf4a86496a"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef FDEngineAdapter<br>
< FDAmericanCondition<br>
< <a class="el" href="class_quant_lib_1_1_f_d_step_condition_engine.html">FDStepConditionEngine</a> >,<br>
OneAssetOption::engine > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__vanillaengines.html#gc71ea868d4aa32c62db60ebf89c850b4">FDAmericanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for American one asset options. <a href="group__vanillaengines.html#gc71ea868d4aa32c62db60ebf89c850b4"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef FDEngineAdapter<br>
< FDAmericanCondition<br>
< <a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html">FDDividendEngine</a> >,<br>
<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">DividendVanillaOption::engine</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__vanillaengines.html#gfc82d0d231a73231fb975da19438019e">FDDividendAmericanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for dividend American options. <a href="group__vanillaengines.html#gfc82d0d231a73231fb975da19438019e"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2bb7fb0774984d72593cd33eace34545"></a><!-- doxytag: member="QuantLib::FDDividendAmericanEngineMerton73" ref="2bb7fb0774984d72593cd33eace34545" args="" -->
typedef FDEngineAdapter<br>
< FDAmericanCondition<br>
< <a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html">FDDividendEngineMerton73</a> >,<br>
<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">DividendVanillaOption::engine</a> > </td><td class="memItemRight" valign="bottom"><b>FDDividendAmericanEngineMerton73</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="637dc4d619ec80bdc02d744ef7deaeaf"></a><!-- doxytag: member="QuantLib::FDDividendAmericanEngineShiftScale" ref="637dc4d619ec80bdc02d744ef7deaeaf" args="" -->
typedef FDEngineAdapter<br>
< FDAmericanCondition<br>
< <a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_shift_scale.html">FDDividendEngineShiftScale</a> >,<br>
<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">DividendVanillaOption::engine</a> > </td><td class="memItemRight" valign="bottom"><b>FDDividendAmericanEngineShiftScale</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d65b9975de7a34d9b56393377bc0fdc1"></a><!-- doxytag: member="QuantLib::FDDividendEngine" ref="d65b9975de7a34d9b56393377bc0fdc1" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html">FDDividendEngineMerton73</a> </td><td class="memItemRight" valign="bottom"><b>FDDividendEngine</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef FDEngineAdapter<br>
< <a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html">FDDividendEngine</a>,<br>
<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">DividendVanillaOption::engine</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__vanillaengines.html#g334ef6df98f62dc8421dee91ef65d351">FDDividendEuropeanEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for dividend European options. <a href="group__vanillaengines.html#g334ef6df98f62dc8421dee91ef65d351"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a2153e708416dd439c249deb226b1f4"></a><!-- doxytag: member="QuantLib::FDDividendEuropeanEngineMerton73" ref="5a2153e708416dd439c249deb226b1f4" args="" -->
typedef FDEngineAdapter<br>
< <a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html">FDDividendEngineMerton73</a>,<br>
<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">DividendVanillaOption::engine</a> > </td><td class="memItemRight" valign="bottom"><b>FDDividendEuropeanEngineMerton73</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67912124b071a7fbb3245ec6dbd8a253"></a><!-- doxytag: member="QuantLib::FDDividendEuropeanEngineShiftScale" ref="67912124b071a7fbb3245ec6dbd8a253" args="" -->
typedef FDEngineAdapter<br>
< <a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_shift_scale.html">FDDividendEngineShiftScale</a>,<br>
<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">DividendVanillaOption::engine</a> > </td><td class="memItemRight" valign="bottom"><b>FDDividendEuropeanEngineShiftScale</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef FDEngineAdapter<br>
< FDShoutCondition<br>
< <a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html">FDDividendEngine</a> >,<br>
<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">DividendVanillaOption::engine</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__vanillaengines.html#g3aea55bd75939a59d9c811d13b2255ca">FDDividendShoutEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences shout engine with dividends. <a href="group__vanillaengines.html#g3aea55bd75939a59d9c811d13b2255ca"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="49096b79c6eb5938ca2c6b0ecf15a37e"></a><!-- doxytag: member="QuantLib::FDDividendShoutEngineMerton73" ref="49096b79c6eb5938ca2c6b0ecf15a37e" args="" -->
typedef FDEngineAdapter<br>
< FDShoutCondition<br>
< <a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html">FDDividendEngineMerton73</a> >,<br>
<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">DividendVanillaOption::engine</a> > </td><td class="memItemRight" valign="bottom"><b>FDDividendShoutEngineMerton73</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cc60f6a01922fc89855cafa3118aa317"></a><!-- doxytag: member="QuantLib::FDDividendShoutEngineShiftScale" ref="cc60f6a01922fc89855cafa3118aa317" args="" -->
typedef FDEngineAdapter<br>
< FDShoutCondition<br>
< <a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_shift_scale.html">FDDividendEngineShiftScale</a> >,<br>
<a class="el" href="class_quant_lib_1_1_dividend_vanilla_option_1_1engine.html">DividendVanillaOption::engine</a> > </td><td class="memItemRight" valign="bottom"><b>FDDividendShoutEngineShiftScale</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef FDEngineAdapter<br>
< FDShoutCondition<br>
< <a class="el" href="class_quant_lib_1_1_f_d_step_condition_engine.html">FDStepConditionEngine</a> >,<br>
VanillaOption::engine > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__vanillaengines.html#g69a570dc7b14b7cca1669a500fc54a13">FDShoutEngine</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for shout vanilla options. <a href="group__vanillaengines.html#g69a570dc7b14b7cca1669a500fc54a13"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8237a6903c4af0dea92d7f6d8ed43aee"></a><!-- doxytag: member="QuantLib::YoYInflationCurve" ref="8237a6903c4af0dea92d7f6d8ed43aee" args="" -->
typedef <br>
<a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html">InterpolatedYoYInflationCurve</a><br>
< <a class="el" href="class_quant_lib_1_1_linear.html">Linear</a> > </td><td class="memItemRight" valign="bottom"><b>YoYInflationCurve</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="006acde0bf0abd6f2901522cd2daba1e"></a><!-- doxytag: member="QuantLib::ZeroInflationCurve" ref="006acde0bf0abd6f2901522cd2daba1e" args="" -->
typedef <br>
<a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html">InterpolatedZeroInflationCurve</a><br>
< <a class="el" href="class_quant_lib_1_1_linear.html">Linear</a> > </td><td class="memItemRight" valign="bottom"><b>ZeroInflationCurve</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26346f6789855572d3262aa86190c754"></a><!-- doxytag: member="QuantLib::CapFloorMatrix" ref="26346f6789855572d3262aa86190c754" args="" -->
typedef std::vector<br>
< std::vector<br>
< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a> > > > </td><td class="memItemRight" valign="bottom"><b>CapFloorMatrix</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <br>
<a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html">InterpolatedDiscountCurve</a><br>
< <a class="el" href="class_quant_lib_1_1_log_linear.html">LogLinear</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#g4e538c822f698ad1c21bbe52deb30d29">DiscountCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on log-linear interpolation of discount factors. <a href="group__yieldtermstructures.html#g4e538c822f698ad1c21bbe52deb30d29"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <br>
<a class="el" href="class_quant_lib_1_1_interpolated_forward_curve.html">InterpolatedForwardCurve</a><br>
< <a class="el" href="class_quant_lib_1_1_backward_flat.html">BackwardFlat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#g44c13ddc64513ecbc1c0955253af96c5">ForwardCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on flat interpolation of forward rates. <a href="group__yieldtermstructures.html#g44c13ddc64513ecbc1c0955253af96c5"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="58bda8ea0240b7eae54d4a736a4fb23d"></a><!-- doxytag: member="QuantLib::RateHelper" ref="58bda8ea0240b7eae54d4a736a4fb23d" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper</a><br>
< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>RateHelper</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="class_quant_lib_1_1_interpolated_zero_curve.html">InterpolatedZeroCurve</a><br>
< <a class="el" href="class_quant_lib_1_1_linear.html">Linear</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#gb0fc9b631f36e7661b35642d67035aeb">ZeroCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on linear interpolation of zero yields. <a href="group__yieldtermstructures.html#gb0fc9b631f36e7661b35642d67035aeb"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#g91214837fb837828e91ce17de9eaa43c">Day</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Day number. <a href="group__datetime.html#g91214837fb837828e91ce17de9eaa43c"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#g84dee895910074cbc7d936c86c1abf3d">Year</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Year number. <a href="group__datetime.html#g84dee895910074cbc7d936c86c1abf3d"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef QL_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">integer number <a href="group__types.html#gb9c87440c314438e51a899a03d2442d0"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef QL_BIG_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#g4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">large integer number <a href="group__types.html#g4f0ecbbf99e41b6d69cd54871d5d2b9e"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef unsigned QL_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">positive integer <a href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e3df3f13e67885465f4e359b3bffa4e6"></a><!-- doxytag: member="QuantLib::BigNatural" ref="e3df3f13e67885465f4e359b3bffa4e6" args="" -->
typedef unsigned QL_BIG_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#e3df3f13e67885465f4e359b3bffa4e6">BigNatural</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">large positive integer <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef QL_REAL </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">real number <a href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">decimal number <a href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef std::size_t </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">size of a container <a href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">continuous quantity with 1-year units <a href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">discount factor between dates <a href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">interest rates <a href="group__types.html#gede435af51236692b1107d7639581d39"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">spreads on interest rates <a href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">volatility <a href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3"></a><br></td></tr>
<tr><td colspan="2"><br><h2>Enumerations</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> { <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73ebfbf7dc5cde0772efb1aa49712bd76b">Simple</a> = 0,
<a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf737f3e11143ca01a7d20f92e11ad445e0c">Compounded</a> = 1,
<a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf736cb140948cbeedb9f7182dd4027e5e37">Continuous</a> = 2,
<a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73b261e0d57265bd864aeb690cedf336b8">SimpleThenCompounded</a>
}</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Interest rate coumpounding rule. <a href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#482277e66af02c7d65679d7485095573">PriceType</a> { <br>
<a class="el" href="namespace_quant_lib.html#482277e66af02c7d65679d7485095573615f8bcf184e05fd18bba131947c2ac0">Bid</a>,
<a class="el" href="namespace_quant_lib.html#482277e66af02c7d65679d74850955731332fcc2ae1f5e4299e5b26724889400">Ask</a>,
<a class="el" href="namespace_quant_lib.html#482277e66af02c7d65679d7485095573c2a3856002491cf465725e8d1108f796">Last</a>,
<a class="el" href="namespace_quant_lib.html#482277e66af02c7d65679d7485095573b0d2fc8a61cc30fce240ad6df88447d4">Close</a>,
<br>
<a class="el" href="namespace_quant_lib.html#482277e66af02c7d65679d748509557366cc649b5e3124b4156729579dbfd188">Mid</a>,
<a class="el" href="namespace_quant_lib.html#482277e66af02c7d65679d7485095573ab2843f3ae653897245b124f455f7466">MidEquivalent</a>,
<a class="el" href="namespace_quant_lib.html#482277e66af02c7d65679d74850955731c6312365adafaf4b287d843bd9d842f">MidSafe</a>
<br>
}</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Price types. <a href="namespace_quant_lib.html#482277e66af02c7d65679d7485095573">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> { <br>
<a class="el" href="group__datetime.html#ggff46c5ae9385d20709bedade86edd368b6a37af780aa2b97f8bbdc4d149dae18">Following</a>,
<a class="el" href="group__datetime.html#ggff46c5ae9385d20709bedade86edd368013e092c359f6031cc0563fd413ce707">ModifiedFollowing</a>,
<a class="el" href="group__datetime.html#ggff46c5ae9385d20709bedade86edd368d5fb7521157d4d4a91012209d6c75847">Preceding</a>,
<a class="el" href="group__datetime.html#ggff46c5ae9385d20709bedade86edd368ab4d046fac23bf67214cb5f3cf8387ee">ModifiedPreceding</a>,
<br>
<a class="el" href="group__datetime.html#ggff46c5ae9385d20709bedade86edd3685fb8b90b7fdf1a3a228fbbc083e64547">Unadjusted</a>
<br>
}</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Business Day conventions. <a href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#51033ff28c58a4dd772d61053b4f3bca">JointCalendarRule</a> { <a class="el" href="namespace_quant_lib.html#51033ff28c58a4dd772d61053b4f3bcace2716211f162ba977b383f360af683e">JoinHolidays</a>,
<a class="el" href="namespace_quant_lib.html#51033ff28c58a4dd772d61053b4f3bca925133cd0c258207022c40aa6a3425df">JoinBusinessDays</a>
}</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">rules for joining calendars <a href="namespace_quant_lib.html#51033ff28c58a4dd772d61053b4f3bca">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#ge34b763987dcf60c6c619d327b8c9dbb">Month</a> { <br>
<b>January</b> = 1,
<b>February</b> = 2,
<b>March</b> = 3,
<b>April</b> = 4,
<br>
<b>May</b> = 5,
<b>June</b> = 6,
<b>July</b> = 7,
<b>August</b> = 8,
<br>
<b>September</b> = 9,
<b>October</b> = 10,
<b>November</b> = 11,
<b>December</b> = 12,
<br>
<b>Jan</b> = 1,
<b>Feb</b> = 2,
<b>Mar</b> = 3,
<b>Apr</b> = 4,
<br>
<b>Jun</b> = 6,
<b>Jul</b> = 7,
<b>Aug</b> = 8,
<b>Sep</b> = 9,
<br>
<b>Oct</b> = 10,
<b>Nov</b> = 11,
<b>Dec</b> = 12
<br>
}</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Month names. <a href="group__datetime.html#ge34b763987dcf60c6c619d327b8c9dbb">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> { <br>
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452adad7764a2ea2518891555bd395faffb4da">NoFrequency</a> = -1,
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452ada96be73c339468e5d0d9aed7ccc384bcc">Once</a> = 0,
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452ada508b18014c96e2d466c12b39d7f4e426">Annual</a> = 1,
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452adad1a5868a1c314bb7f6ab68e2fa182b2d">Semiannual</a> = 2,
<br>
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452adacb332c66d96dd68b145f78c14a704f5c">EveryFourthMonth</a> = 3,
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452adab4fce358383d1822f7596659e00b07f7">Quarterly</a> = 4,
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452ada91a5f14e7e96afbf6429a2549d6896e8">Bimonthly</a> = 6,
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452ada075d775ff1bb75474c994bd94e9629f4">Monthly</a> = 12,
<br>
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452ada1b3b68c6c6974a8e343ea8d8b66c107f">Biweekly</a> = 26,
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452ada39017ed07c435bd4b739cda6bf3e5a35">Weekly</a> = 52,
<a class="el" href="group__datetime.html#gg6d41db8ba0ea90d22df35889df452ada6b15f8b55b10fefe6300b2f3bf60ad78">Daily</a> = 365
<br>
}</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Frequency of events. <a href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#gdd9fe45e09605eee3e4a39c8a5c4476d">TimeUnit</a> { <b>Days</b>,
<b>Weeks</b>,
<b>Months</b>,
<b>Years</b>
}</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Units used to describe time periods. <a href="group__datetime.html#gdd9fe45e09605eee3e4a39c8a5c4476d">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#gec3d5ec6653b2c392d449500b8f5cb3a">Weekday</a> { <br>
<b>Sunday</b> = 1,
<b>Monday</b> = 2,
<b>Tuesday</b> = 3,
<b>Wednesday</b> = 4,
<br>
<b>Thursday</b> = 5,
<b>Friday</b> = 6,
<b>Saturday</b> = 7,
<b>Sun</b> = 1,
<br>
<b>Mon</b> = 2,
<b>Tue</b> = 3,
<b>Wed</b> = 4,
<b>Thu</b> = 5,
<br>
<b>Fri</b> = 6,
<b>Sat</b> = 7
<br>
}</td></tr>
<tr><td colspan="2"><br><h2>Functions</h2></td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="4c39eaf83b37c5bd15f02e50187c9cb4"></a><!-- doxytag: member="QuantLib::FloatingLeg" ref="4c39eaf83b37c5bd15f02e50187c9cb4" args="(const std::vector< Real > &nominals, const Schedule &schedule, const boost::shared_ptr< IndexType > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentAdj, const std::vector< Natural > &fixingDays, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, bool isInArrears, bool isZero)" -->
template<typename IndexType, typename FloatingCouponType, typename CappedFlooredCouponType> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">Leg </td><td class="memTemplItemRight" valign="bottom"><b>FloatingLeg</b> (const std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &nominals, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, const boost::shared_ptr< IndexType > &index, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &paymentDayCounter, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentAdj, const std::vector< <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> > &fixingDays, const std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &gearings, const std::vector< <a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> > &spreads, const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &caps, const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &floors, bool isInArrears, bool isZero)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="7bcbaec519279fcb89c813dd4aa2d1e6"></a><!-- doxytag: member="QuantLib::FloatingDigitalLeg" ref="7bcbaec519279fcb89c813dd4aa2d1e6" args="(const std::vector< Real > &nominals, const Schedule &schedule, const boost::shared_ptr< IndexType > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentAdj, const std::vector< Natural > &fixingDays, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, bool isInArrears, const std::vector< Rate > &callStrikes, Position::Type callPosition, bool isCallATMIncluded, const std::vector< Rate > &callDigitalPayoffs, const std::vector< Rate > &putStrikes, Position::Type putPosition, bool isPutATMIncluded, const std::vector< Rate > &putDigitalPayoffs, const boost::shared_ptr< DigitalReplication > &replication)" -->
template<typename IndexType, typename FloatingCouponType, typename DigitalCouponType> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">Leg </td><td class="memTemplItemRight" valign="bottom"><b>FloatingDigitalLeg</b> (const std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &nominals, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, const boost::shared_ptr< IndexType > &index, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &paymentDayCounter, <a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentAdj, const std::vector< <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> > &fixingDays, const std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &gearings, const std::vector< <a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> > &spreads, bool isInArrears, const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &callStrikes, Position::Type callPosition, bool isCallATMIncluded, const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &callDigitalPayoffs, const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &putStrikes, Position::Type putPosition, bool isPutATMIncluded, const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &putDigitalPayoffs, const boost::shared_ptr< DigitalReplication > &replication)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26aecdea4cff0cbb4ba75f3ea2bfff51"></a><!-- doxytag: member="QuantLib::setCouponPricer" ref="26aecdea4cff0cbb4ba75f3ea2bfff51" args="(const Leg &leg, const boost::shared_ptr< FloatingRateCouponPricer > &)" -->
void </td><td class="memItemRight" valign="bottom"><b>setCouponPricer</b> (const Leg &leg, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d01b97d809b74a9cde78dffc3b88676a"></a><!-- doxytag: member="QuantLib::setCouponPricers" ref="d01b97d809b74a9cde78dffc3b88676a" args="(const Leg &leg, const std::vector< boost::shared_ptr< FloatingRateCouponPricer > > &)" -->
void </td><td class="memItemRight" valign="bottom"><b>setCouponPricers</b> (const Leg &leg, const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="56a1e4c0a151a76de56074090b0c4960"></a><!-- doxytag: member="QuantLib::DividendVector" ref="56a1e4c0a151a76de56074090b0c4960" args="(const std::vector< Date > &dividendDates, const std::vector< Real > &dividends)" -->
std::vector< boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_dividend.html">Dividend</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#56a1e4c0a151a76de56074090b0c4960">DividendVector</a> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dividendDates, const std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &dividends)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">helper function building a sequence of fixed dividends <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab436b14794849d5ec4be378b7dc816a"></a><!-- doxytag: member="QuantLib::operator==" ref="ab436b14794849d5ec4be378b7dc816a" args="(const Currency &c1, const Currency &c2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c1, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="253bbe2c19b3bfd9cb365b545289e35e"></a><!-- doxytag: member="QuantLib::operator!=" ref="253bbe2c19b3bfd9cb365b545289e35e" args="(const Currency &c1, const Currency &c2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c1, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9819c1d1ae8a19bb5559b5016a5cf4fb"></a><!-- doxytag: member="QuantLib::CenteredGrid" ref="9819c1d1ae8a19bb5559b5016a5cf4fb" args="(Real center, Real dx, Size steps)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>CenteredGrid</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> center, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> dx, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="42c055a6911937cd2b6dc45c5f8a7eae"></a><!-- doxytag: member="QuantLib::BoundedGrid" ref="42c055a6911937cd2b6dc45c5f8a7eae" args="(Real xMin, Real xMax, Size steps)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>BoundedGrid</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMin, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMax, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8594f6f46d6f988298f7eace850f7af5"></a><!-- doxytag: member="QuantLib::BoundedLogGrid" ref="8594f6f46d6f988298f7eace850f7af5" args="(Real xMin, Real xMax, Size steps)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>BoundedLogGrid</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMin, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMax, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11ea9474bc15c22d49a3b155d4d537c1"></a><!-- doxytag: member="QuantLib::operator==" ref="11ea9474bc15c22d49a3b155d4d537c1" args="(const Region &r1, const Region &r2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> &r1, const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> &r2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81313ccd367c4778b21840232bc9e9d1"></a><!-- doxytag: member="QuantLib::operator!=" ref="81313ccd367c4778b21840232bc9e9d1" args="(const Region &r1, const Region &r2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> &r1, const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> &r2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="997c5a9d4218b42838c714c4343330c6"></a><!-- doxytag: member="QuantLib::operator<<" ref="997c5a9d4218b42838c714c4343330c6" args="(std::ostream &out, Average::Type type)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, Average::Type type)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2dc3119ed2c815bf42ff5a72b2e71c53"></a><!-- doxytag: member="QuantLib::operator<<" ref="2dc3119ed2c815bf42ff5a72b2e71c53" args="(std::ostream &out, Barrier::Type type)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, Barrier::Type type)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a7637d17ef0a4265506d4bde4d0f873"></a><!-- doxytag: member="QuantLib::operator<<" ref="1a7637d17ef0a4265506d4bde4d0f873" args="(std::ostream &, CapFloor::Type)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, CapFloor::Type)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ab290380ad53166415ac57e04d62ce1"></a><!-- doxytag: member="QuantLib::operator<<" ref="2ab290380ad53166415ac57e04d62ce1" args="(std::ostream &out, Settlement::Type type)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, Settlement::Type type)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e7a6dc03e23d755aeaa7ccadb7f22c96"></a><!-- doxytag: member="QuantLib::operator<<" ref="e7a6dc03e23d755aeaa7ccadb7f22c96" args="(std::ostream &out, VanillaSwap::Type type)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, VanillaSwap::Type type)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4a9ece3a7c58b84a51c185798672654"></a><!-- doxytag: member="QuantLib::DotProduct" ref="a4a9ece3a7c58b84a51c185798672654" args="(const Array &v1, const Array &v2)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>DotProduct</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="01ad4b9751bb4a3e12bcca50c4fb8842"></a><!-- doxytag: member="QuantLib::operator+" ref="01ad4b9751bb4a3e12bcca50c4fb8842" args="(const Array &v)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dbbab445676834e1862c61f5fac24da2"></a><!-- doxytag: member="QuantLib::operator-" ref="dbbab445676834e1862c61f5fac24da2" args="(const Array &v)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5630db7336f119fa5531b3213b3eefc2"></a><!-- doxytag: member="QuantLib::operator+" ref="5630db7336f119fa5531b3213b3eefc2" args="(const Array &v1, const Array &v2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34a26ecf2e69e75f8136d5888811b1cf"></a><!-- doxytag: member="QuantLib::operator+" ref="34a26ecf2e69e75f8136d5888811b1cf" args="(const Array &v1, Real a)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="60867dcc735922754ef7711d9d47fb44"></a><!-- doxytag: member="QuantLib::operator+" ref="60867dcc735922754ef7711d9d47fb44" args="(Real a, const Array &v2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7bc51dbd9b56f8da1dbb72c0017e5ee"></a><!-- doxytag: member="QuantLib::operator-" ref="c7bc51dbd9b56f8da1dbb72c0017e5ee" args="(const Array &v1, const Array &v2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6ea6f27182787c43f90e8ecd21525db"></a><!-- doxytag: member="QuantLib::operator-" ref="d6ea6f27182787c43f90e8ecd21525db" args="(const Array &v1, Real a)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4e0c2abc4d65cde94ec2f7649e21faa8"></a><!-- doxytag: member="QuantLib::operator-" ref="4e0c2abc4d65cde94ec2f7649e21faa8" args="(Real a, const Array &v2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="21a37cd3fdf7785a2ac23eccb0d9cb6d"></a><!-- doxytag: member="QuantLib::operator *" ref="21a37cd3fdf7785a2ac23eccb0d9cb6d" args="(const Array &v1, const Array &v2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a93c4d88dee1e82492894f23093a7125"></a><!-- doxytag: member="QuantLib::operator *" ref="a93c4d88dee1e82492894f23093a7125" args="(const Array &v1, Real a)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b41a62ed8a6bc6a07ee5230ab87d958f"></a><!-- doxytag: member="QuantLib::operator *" ref="b41a62ed8a6bc6a07ee5230ab87d958f" args="(Real a, const Array &v2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ebb5c4b4e712a88ade0a22bd7138dee"></a><!-- doxytag: member="QuantLib::operator/" ref="9ebb5c4b4e712a88ade0a22bd7138dee" args="(const Array &v1, const Array &v2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="187ebd02246c6b2e788a399d5960b55b"></a><!-- doxytag: member="QuantLib::operator/" ref="187ebd02246c6b2e788a399d5960b55b" args="(const Array &v1, Real a)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af147a1a26e38142f0880a3e5f98f927"></a><!-- doxytag: member="QuantLib::operator/" ref="af147a1a26e38142f0880a3e5f98f927" args="(Real a, const Array &v2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9fd10c62d28f2ce341c1f0e30877823c"></a><!-- doxytag: member="QuantLib::Abs" ref="9fd10c62d28f2ce341c1f0e30877823c" args="(const Array &v)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>Abs</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70206cf07d50eef9c3a57c988e18eb13"></a><!-- doxytag: member="QuantLib::Sqrt" ref="70206cf07d50eef9c3a57c988e18eb13" args="(const Array &v)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>Sqrt</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="19f4b55a8f4208c1dfc5b51264e83ab7"></a><!-- doxytag: member="QuantLib::Log" ref="19f4b55a8f4208c1dfc5b51264e83ab7" args="(const Array &v)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>Log</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b771571c200e1b50cd7a697cc919508"></a><!-- doxytag: member="QuantLib::Exp" ref="2b771571c200e1b50cd7a697cc919508" args="(const Array &v)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>Exp</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c659821443d7196fa1a4abd73e9e6301"></a><!-- doxytag: member="QuantLib::swap" ref="c659821443d7196fa1a4abd73e9e6301" args="(Array &v, Array &w)" -->
void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &w)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="543ebe88c95e10d21e54aa1241432809"></a><!-- doxytag: member="QuantLib::operator<<" ref="543ebe88c95e10d21e54aa1241432809" args="(std::ostream &out, const Array &a)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &a)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3ff662ada47d4f1b4760b72912a123e1"></a><!-- doxytag: member="QuantLib::betaFunction" ref="3ff662ada47d4f1b4760b72912a123e1" args="(Real z, Real w)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>betaFunction</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> w)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d312f53c6545d21eb874d5c4973b301c"></a><!-- doxytag: member="QuantLib::betaContinuedFraction" ref="d312f53c6545d21eb874d5c4973b301c" args="(Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>betaContinuedFraction</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1e-16, Integer maxIteration=100)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#cb4e789b7691d44e068177242951f60d">incompleteBetaFunction</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1e-16, Integer maxIteration=100)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Incomplete Beta function. <a href="#cb4e789b7691d44e068177242951f60d"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#f15a738561f9fd7dc06464e53565ceaf">close</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="885b5ac14ebcc897af83d9820a5666e7"></a><!-- doxytag: member="QuantLib::close" ref="885b5ac14ebcc897af83d9820a5666e7" args="(Real x, Real y, Size n)" -->
bool </td><td class="memItemRight" valign="bottom"><b>close</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> n)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#f17c543744da94317594800da5f90858">close_enough</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8234e5e45ad71c7ec3258e79ddabf3f"></a><!-- doxytag: member="QuantLib::close_enough" ref="a8234e5e45ad71c7ec3258e79ddabf3f" args="(Real x, Real y, Size n)" -->
bool </td><td class="memItemRight" valign="bottom"><b>close_enough</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> n)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="99b7b63adcb316e1b0a6f663af7b6c59"></a><!-- doxytag: member="QuantLib::binomialCoefficientLn" ref="99b7b63adcb316e1b0a6f663af7b6c59" args="(BigNatural n, BigNatural k)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>binomialCoefficientLn</b> (<a class="el" href="namespace_quant_lib.html#e3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> n, <a class="el" href="namespace_quant_lib.html#e3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> k)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="101da38d6f7e65638dd6f778311033e5"></a><!-- doxytag: member="QuantLib::binomialCoefficient" ref="101da38d6f7e65638dd6f778311033e5" args="(BigNatural n, BigNatural k)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>binomialCoefficient</b> (<a class="el" href="namespace_quant_lib.html#e3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> n, <a class="el" href="namespace_quant_lib.html#e3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> k)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#621aa667c15b1ef7ae745b3464051687">PeizerPrattMethod2Inversion</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z, <a class="el" href="namespace_quant_lib.html#e3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> n)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="c0df2be0dcb92575ca660553419961db"></a><!-- doxytag: member="QuantLib::clip" ref="c0df2be0dcb92575ca660553419961db" args="(const F &f, const R &r)" -->
template<class F, class R> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">clipped_function< F, R > </td><td class="memTemplItemRight" valign="bottom"><b>clip</b> (const F &f, const R &r)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="b07cb5c7eb2e8222c382135e74ee3af1"></a><!-- doxytag: member="QuantLib::compose" ref="b07cb5c7eb2e8222c382135e74ee3af1" args="(const F &f, const G &g)" -->
template<class F, class G> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">composed_function< F, G > </td><td class="memTemplItemRight" valign="bottom"><b>compose</b> (const F &f, const G &g)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="12a30ac7a4cb3e9c4918c6b6d3502d46"></a><!-- doxytag: member="QuantLib::compose3" ref="12a30ac7a4cb3e9c4918c6b6d3502d46" args="(const F &f, const G &g, const H &h)" -->
template<class F, class G, class H> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">binary_compose3_function< F, G, H > </td><td class="memTemplItemRight" valign="bottom"><b>compose3</b> (const F &f, const G &g, const H &h)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#1b2ef8d55ddefed5acfde5b5bdf6fae7">incompleteGammaFunction</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-13, Integer maxIteration=100)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Incomplete Gamma function. <a href="#1b2ef8d55ddefed5acfde5b5bdf6fae7"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90ed91564d3a5c189515ce77784a17d4"></a><!-- doxytag: member="QuantLib::incompleteGammaFunctionSeriesRepr" ref="90ed91564d3a5c189515ce77784a17d4" args="(Real a, Real x, Real accuracy=1.0e-13, Integer maxIteration=100)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>incompleteGammaFunctionSeriesRepr</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-13, Integer maxIteration=100)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fbd5a95f12e00d286c422149497ce59e"></a><!-- doxytag: member="QuantLib::incompleteGammaFunctionContinuedFractionRepr" ref="fbd5a95f12e00d286c422149497ce59e" args="(Real a, Real x, Real accuracy=1.0e-13, Integer maxIteration=100)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>incompleteGammaFunctionContinuedFractionRepr</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-13, Integer maxIteration=100)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6feced641853109e32cf19a555e1ec73"></a><!-- doxytag: member="QuantLib::operator+" ref="6feced641853109e32cf19a555e1ec73" args="(const Matrix &m1, const Matrix &m2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m1, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eba224afa493a358e615b3cee8e213d2"></a><!-- doxytag: member="QuantLib::operator-" ref="eba224afa493a358e615b3cee8e213d2" args="(const Matrix &m1, const Matrix &m2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m1, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13f0829a930b6204c7bf4db3dcbbe8c0"></a><!-- doxytag: member="QuantLib::operator *" ref="13f0829a930b6204c7bf4db3dcbbe8c0" args="(const Matrix &m, Real x)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="267c71f832a2204dab81087e9f6e76a8"></a><!-- doxytag: member="QuantLib::operator *" ref="267c71f832a2204dab81087e9f6e76a8" args="(Real x, const Matrix &m)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d93ff01853faf34e45780b546fcb994d"></a><!-- doxytag: member="QuantLib::operator/" ref="d93ff01853faf34e45780b546fcb994d" args="(const Matrix &m, Real x)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e78e32a35d3361dabb1b6b670f3884bd"></a><!-- doxytag: member="QuantLib::operator *" ref="e78e32a35d3361dabb1b6b670f3884bd" args="(const Array &v, const Matrix &m)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1aa20ff98d4fbf27132256d67dc5a6e7"></a><!-- doxytag: member="QuantLib::operator *" ref="1aa20ff98d4fbf27132256d67dc5a6e7" args="(const Matrix &m, const Array &v)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b221ef9c30c151cefa0758cd7ac46e01"></a><!-- doxytag: member="QuantLib::operator *" ref="b221ef9c30c151cefa0758cd7ac46e01" args="(const Matrix &m1, const Matrix &m2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m1, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4276c4e34aaabb240310570280498ed0"></a><!-- doxytag: member="QuantLib::transpose" ref="4276c4e34aaabb240310570280498ed0" args="(const Matrix &m)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>transpose</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aac1ebe719740ac6962bfba019e383bd"></a><!-- doxytag: member="QuantLib::outerProduct" ref="aac1ebe719740ac6962bfba019e383bd" args="(const Array &v1, const Array &v2)" -->
const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>outerProduct</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="50bf04acdad3d7558e9262f8b359d306"></a><!-- doxytag: member="QuantLib::outerProduct" ref="50bf04acdad3d7558e9262f8b359d306" args="(Iterator1 v1begin, Iterator1 v1end, Iterator2 v2begin, Iterator2 v2end)" -->
template<class Iterator1, class Iterator2> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memTemplItemRight" valign="bottom"><b>outerProduct</b> (Iterator1 v1begin, Iterator1 v1end, Iterator2 v2begin, Iterator2 v2end)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31629ab8c0b598cd97ad710605e91502"></a><!-- doxytag: member="QuantLib::swap" ref="31629ab8c0b598cd97ad710605e91502" args="(Matrix &m1, Matrix &m2)" -->
void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m1, <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8612e22f3d4c81b19bd350e5bc331b75"></a><!-- doxytag: member="QuantLib::operator<<" ref="8612e22f3d4c81b19bd350e5bc331b75" args="(std::ostream &out, const Matrix &m)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2">template<class DataIterator> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#72c860357864ba92333c0512404acfef">getCovariance</a> (DataIterator stdDevBegin, DataIterator stdDevEnd, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &corr, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance=1.0e-12)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Calculation of covariance from correlation and standard deviations. <a href="#72c860357864ba92333c0512404acfef"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#52def572a89962ab3a038f28841ec103">triangularAnglesParametrization</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &angles, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> matrixSize, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> rank)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the Triangular Angles Parametrized correlation matrix. <a href="#52def572a89962ab3a038f28841ec103"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71e0a1765dd8fee1c47cc07c328c7667"></a><!-- doxytag: member="QuantLib::lmmTriangularAnglesParametrization" ref="71e0a1765dd8fee1c47cc07c328c7667" args="(const Array &angles, Size matrixSize, Size rank)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>lmmTriangularAnglesParametrization</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &angles, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> matrixSize, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> rank)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7c7a0e86180b23b11334280c8827f1b"></a><!-- doxytag: member="QuantLib::triangularAnglesParametrizationUnconstrained" ref="f7c7a0e86180b23b11334280c8827f1b" args="(const Array &x, Size matrixSize, Size rank)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>triangularAnglesParametrizationUnconstrained</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> matrixSize, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> rank)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f68d0c0545d43454de7e6d75db483d01"></a><!-- doxytag: member="QuantLib::lmmTriangularAnglesParametrizationUnconstrained" ref="f68d0c0545d43454de7e6d75db483d01" args="(const Array &x, Size matrixSize, Size rank)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>lmmTriangularAnglesParametrizationUnconstrained</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> matrixSize, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> rank)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#f4d593feec2a416a13f0189ea5f82d61">triangularAnglesParametrizationRankThree</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> t0, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> epsilon, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> nbRows)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the rank reduced Triangular Angles Parametrized correlation matrix. <a href="#f4d593feec2a416a13f0189ea5f82d61"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8b2185e15ad08e12b22c76257078b52"></a><!-- doxytag: member="QuantLib::triangularAnglesParametrizationRankThreeVectorial" ref="b8b2185e15ad08e12b22c76257078b52" args="(const Array &paramters, Size nbRows, Size rank)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>triangularAnglesParametrizationRankThreeVectorial</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &paramters, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> nbRows, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> rank)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="447c696174d0e9142ba6cee783890845"></a><!-- doxytag: member="QuantLib::operator<<" ref="447c696174d0e9142ba6cee783890845" args="(std::ostream &out, EndCriteria::Type ecType)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, EndCriteria::Type ecType)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a38eff3b99b4d1082f0d294ed17c992b"></a><!-- doxytag: member="QuantLib::sphereCylinderOptimizerClosest" ref="a38eff3b99b4d1082f0d294ed17c992b" args="(Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Natural maxIterations, Real tolerance, Real finalWeight=1.0)" -->
std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>sphereCylinderOptimizerClosest</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> r, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> s, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z1, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z2, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z3, <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> maxIterations, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> finalWeight=1.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c73c7730adf62e51ae299c37cafdaa41"></a><!-- doxytag: member="QuantLib::swap" ref="c73c7730adf62e51ae299c37cafdaa41" args="(SampledCurve &, SampledCurve &)" -->
void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> &, <a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95dcaecf9413cd6c228c66d83ebc4e50"></a><!-- doxytag: member="QuantLib::operator<<" ref="95dcaecf9413cd6c228c66d83ebc4e50" args="(std::ostream &out, const SampledCurve &a)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const <a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> &a)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac7bd2e64e70b6c01edb411256cef4e1"></a><!-- doxytag: member="QuantLib::swap" ref="ac7bd2e64e70b6c01edb411256cef4e1" args="(TridiagonalOperator &, TridiagonalOperator &)" -->
void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &, <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df217b009df4a448e2d77b058e02e65c"></a><!-- doxytag: member="QuantLib::operator+" ref="df217b009df4a448e2d77b058e02e65c" args="(const TridiagonalOperator &D)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b831fc5e26d3477b3703e44b76869f76"></a><!-- doxytag: member="QuantLib::operator-" ref="b831fc5e26d3477b3703e44b76869f76" args="(const TridiagonalOperator &D)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2f807546589b2b384cf4d2aea8c6cc56"></a><!-- doxytag: member="QuantLib::operator+" ref="2f807546589b2b384cf4d2aea8c6cc56" args="(const TridiagonalOperator &D1, const TridiagonalOperator &D2)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D1, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="532e654068bce9d383abe4bec1541d73"></a><!-- doxytag: member="QuantLib::operator-" ref="532e654068bce9d383abe4bec1541d73" args="(const TridiagonalOperator &D1, const TridiagonalOperator &D2)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D1, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5f75ecb1b3f2dd3520c02c106726b49"></a><!-- doxytag: member="QuantLib::operator *" ref="f5f75ecb1b3f2dd3520c02c106726b49" args="(Real a, const TridiagonalOperator &D)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a244e736422bc4afe4aebaf9eaa88d68"></a><!-- doxytag: member="QuantLib::operator *" ref="a244e736422bc4afe4aebaf9eaa88d68" args="(const TridiagonalOperator &D, Real a)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f22da181be56bbe4737e47172c4dcda7"></a><!-- doxytag: member="QuantLib::operator/" ref="f22da181be56bbe4737e47172c4dcda7" args="(const TridiagonalOperator &D, Real a)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1eb8f30fb584a6d2b39c7ea348e2a48e"></a><!-- doxytag: member="QuantLib::genericLongstaffSchwartzRegression" ref="1eb8f30fb584a6d2b39c7ea348e2a48e" args="(std::vector< std::vector< NodeData > > &simulationData, std::vector< std::vector< Real > > &basisCoefficients)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#1eb8f30fb584a6d2b39c7ea348e2a48e">genericLongstaffSchwartzRegression</a> (std::vector< std::vector< NodeData > > &simulationData, std::vector< std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > &basisCoefficients)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the biased estimate obtained while regressing <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5461676d8c9c5f75aa942b4ee80872fe"></a><!-- doxytag: member="QuantLib::genericEarlyExerciseOptimization" ref="5461676d8c9c5f75aa942b4ee80872fe" args="(std::vector< std::vector< NodeData > > &simulationData, const ParametricExercise &exercise, std::vector< std::vector< Real > > &parameters, const EndCriteria &endCriteria, OptimizationMethod &method)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#5461676d8c9c5f75aa942b4ee80872fe">genericEarlyExerciseOptimization</a> (std::vector< std::vector< NodeData > > &simulationData, const ParametricExercise &exercise, std::vector< std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > &parameters, const <a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a> &endCriteria, <a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> &method)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the biased estimate obtained while optimizing <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ffdf0ca758e1c79f6139e953e7e7f0be"></a><!-- doxytag: member="QuantLib::collectNodeData" ref="ffdf0ca758e1c79f6139e953e7e7f0be" args="(MarketModelEvolver &evolver, MarketModelMultiProduct &product, MarketModelNodeDataProvider &dataProvider, MarketModelExerciseValue &rebate, MarketModelExerciseValue &control, Size numberOfPaths, std::vector< std::vector< NodeData > > &collectedData)" -->
void </td><td class="memItemRight" valign="bottom"><b>collectNodeData</b> (<a class="el" href="class_quant_lib_1_1_market_model_evolver.html">MarketModelEvolver</a> &evolver, <a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a> &product, MarketModelNodeDataProvider &dataProvider, MarketModelExerciseValue &rebate, MarketModelExerciseValue &control, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> numberOfPaths, std::vector< std::vector< NodeData > > &collectedData)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#e3d0d604273fcf7f1b46fc0121f6366b">exponentialCorrelations</a> (const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &rateTimes, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> longTermCorr=0.5, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta=0.2, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> gamma=1.0, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5670296caccd0a417f0d71248fcf82a0"></a><!-- doxytag: member="QuantLib::forwardsFromDiscountRatios" ref="5670296caccd0a417f0d71248fcf82a0" args="(const Size firstValidIndex, const std::vector< DiscountFactor > &ds, const std::vector< Time > &taus, std::vector< Rate > &fwds)" -->
void </td><td class="memItemRight" valign="bottom"><b>forwardsFromDiscountRatios</b> (const <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> firstValidIndex, const std::vector< <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > &ds, const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &taus, std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &fwds)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="328ef693bf03feb9822456cf0605d82b"></a><!-- doxytag: member="QuantLib::coterminalFromDiscountRatios" ref="328ef693bf03feb9822456cf0605d82b" args="(const Size firstValidIndex, const std::vector< DiscountFactor > &ds, const std::vector< Time > &taus, std::vector< Rate > &cotSwapRates, std::vector< Real > &cotSwapAnnuities)" -->
void </td><td class="memItemRight" valign="bottom"><b>coterminalFromDiscountRatios</b> (const <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> firstValidIndex, const std::vector< <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > &ds, const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &taus, std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &cotSwapRates, std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &cotSwapAnnuities)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d92efb6fd0d15a3fc19b71a7334f02a6"></a><!-- doxytag: member="QuantLib::constantMaturityFromDiscountRatios" ref="d92efb6fd0d15a3fc19b71a7334f02a6" args="(const Size spanningForwards, const Size firstValidIndex, const std::vector< DiscountFactor > &ds, const std::vector< Time > &taus, std::vector< Rate > &cotSwapRates, std::vector< Real > &cotSwapAnnuities)" -->
void </td><td class="memItemRight" valign="bottom"><b>constantMaturityFromDiscountRatios</b> (const <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> spanningForwards, const <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> firstValidIndex, const std::vector< <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > &ds, const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &taus, std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &cotSwapRates, std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &cotSwapAnnuities)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#79655859f6ff3c7cbe88730ecec8cb1a">checkCompatibility</a> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, const std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > &numeraires)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b6ef4e92ef66e91f3e04e6a7587fbfb3"></a><!-- doxytag: member="QuantLib::isInTerminalMeasure" ref="b6ef4e92ef66e91f3e04e6a7587fbfb3" args="(const EvolutionDescription &evolution, const std::vector< Size > &numeraires)" -->
bool </td><td class="memItemRight" valign="bottom"><b>isInTerminalMeasure</b> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, const std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > &numeraires)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3650330bf8451dcb8575d46d40524a65"></a><!-- doxytag: member="QuantLib::isInMoneyMarketPlusMeasure" ref="3650330bf8451dcb8575d46d40524a65" args="(const EvolutionDescription &evolution, const std::vector< Size > &numeraires, Size offset=1)" -->
bool </td><td class="memItemRight" valign="bottom"><b>isInMoneyMarketPlusMeasure</b> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, const std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > &numeraires, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> offset=1)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="49dad3fd085c6361cd8defcf21f9444e"></a><!-- doxytag: member="QuantLib::isInMoneyMarketMeasure" ref="49dad3fd085c6361cd8defcf21f9444e" args="(const EvolutionDescription &evolution, const std::vector< Size > &numeraires)" -->
bool </td><td class="memItemRight" valign="bottom"><b>isInMoneyMarketMeasure</b> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, const std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > &numeraires)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a052d7e8b1ba11b9f8a902c26abab68"></a><!-- doxytag: member="QuantLib::terminalMeasure" ref="7a052d7e8b1ba11b9f8a902c26abab68" args="(const EvolutionDescription &evolution)" -->
std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#7a052d7e8b1ba11b9f8a902c26abab68">terminalMeasure</a> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Terminal measure: the last bond is used as numeraire. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#d8166e579e6a250c125541ad9e170172">moneyMarketPlusMeasure</a> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> offset=1)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#f24aad2f8747c6408f6eb603b82d3189">moneyMarketMeasure</a> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="6286b0888bdd052cd696f82133db4cc2"></a><!-- doxytag: member="QuantLib::historicalForwardRatesAnalysis" ref="6286b0888bdd052cd696f82133db4cc2" args="(SequenceStatistics &statistics, std::vector< Date > &skippedDates, std::vector< std::string > &skippedDatesErrorMessage, std::vector< Date > &failedDates, std::vector< std::string > &failedDatesErrorMessage, std::vector< Period > &fixingPeriods, const Date &startDate, const Date &endDate, const Period &step, const boost::shared_ptr< InterestRateIndex > &fwdIndex, const Period &initialGap, const Period &horizon, const std::vector< boost::shared_ptr< IborIndex > > &iborIndexes, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const DayCounter &yieldCurveDayCounter, Real yieldCurveAccuracy=1.0e-12, const Interpolator &i=Interpolator())" -->
template<class Traits, class Interpolator> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>historicalForwardRatesAnalysis</b> (<a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">SequenceStatistics</a> &statistics, std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &skippedDates, std::vector< std::string > &skippedDatesErrorMessage, std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &failedDates, std::vector< std::string > &failedDatesErrorMessage, std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > &fixingPeriods, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &step, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > &fwdIndex, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &initialGap, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &horizon, const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > > &iborIndexes, const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > > &swapIndexes, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &yieldCurveDayCounter, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> yieldCurveAccuracy=1.0e-12, const Interpolator &i=Interpolator())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="12f311d55cdcd1893bde31fda29420a5"></a><!-- doxytag: member="QuantLib::historicalRatesAnalysis" ref="12f311d55cdcd1893bde31fda29420a5" args="(SequenceStatistics &statistics, std::vector< Date > &skippedDates, std::vector< std::string > &skippedDatesErrorMessage, const Date &startDate, const Date &endDate, const Period &step, const std::vector< boost::shared_ptr< InterestRateIndex > > &indexes)" -->
void </td><td class="memItemRight" valign="bottom"><b>historicalRatesAnalysis</b> (<a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">SequenceStatistics</a> &statistics, std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &skippedDates, std::vector< std::string > &skippedDatesErrorMessage, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &step, const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > > &indexes)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="719547c92466705ae776f949dff8d50e"></a><!-- doxytag: member="QuantLib::rateVolDifferences" ref="719547c92466705ae776f949dff8d50e" args="(const MarketModel &marketModel1, const MarketModel &marketModel2)" -->
std::vector< <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > </td><td class="memItemRight" valign="bottom"><b>rateVolDifferences</b> (const <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a> &marketModel1, const <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a> &marketModel2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e0d4eca8c2526972a3e74c09adee2942"></a><!-- doxytag: member="QuantLib::rateInstVolDifferences" ref="e0d4eca8c2526972a3e74c09adee2942" args="(const MarketModel &marketModel1, const MarketModel &marketModel2, Size index)" -->
std::vector< <a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> > </td><td class="memItemRight" valign="bottom"><b>rateInstVolDifferences</b> (const <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a> &marketModel1, const <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a> &marketModel2, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> index)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7d61dde2c60397d4c275d730486f9f43"></a><!-- doxytag: member="QuantLib::coterminalSwapPseudoRoots" ref="7d61dde2c60397d4c275d730486f9f43" args="(const PiecewiseConstantCorrelation &, const std::vector< boost::shared_ptr< PiecewiseConstantVariance > > &, const std::vector< Time > &)" -->
std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>coterminalSwapPseudoRoots</b> (const PiecewiseConstantCorrelation &, const std::vector< boost::shared_ptr< PiecewiseConstantVariance > > &, const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ffa4cd9d3274ac24194046c9e374f766"></a><!-- doxytag: member="QuantLib::capletSwaptionPeriodicCalibration" ref="ffa4cd9d3274ac24194046c9e374f766" args="(const EvolutionDescription &evolution, const boost::shared_ptr< PiecewiseConstantCorrelation > &corr, VolatilityInterpolationSpecifier &displacedSwapVariances, const std::vector< Volatility > &capletVols, const boost::shared_ptr< CurveState > &cs, const Spread displacement, Real caplet0Swaption1Priority, Size numberOfFactors, Size period, Size max1dIterations, Real tolerance1d, Size maxUnperiodicIterations, Real toleranceUnperiodic, Size maxPeriodIterations, Real periodTolerance, Real &deformationSize, Real &totalSwaptionError, std::vector< Matrix > &swapCovariancePseudoRoots, std::vector< Real > &finalScales, Size &iterationsDone, Real &errorImprovement, Matrix &modelSwaptionVolsMatrix)" -->
<a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>capletSwaptionPeriodicCalibration</b> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, const boost::shared_ptr< PiecewiseConstantCorrelation > &corr, VolatilityInterpolationSpecifier &displacedSwapVariances, const std::vector< <a class="el" href="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > &capletVols, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a> > &cs, const <a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> displacement, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> caplet0Swaption1Priority, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> numberOfFactors, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> period, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> max1dIterations, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance1d, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> maxUnperiodicIterations, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> toleranceUnperiodic, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> maxPeriodIterations, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> periodTolerance, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &deformationSize, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &totalSwaptionError, std::vector< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > &swapCovariancePseudoRoots, std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &finalScales, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> &iterationsDone, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &errorImprovement, <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &modelSwaptionVolsMatrix)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="623aaa344636cf9467434c5e8e3b47ca"></a><!-- doxytag: member="QuantLib::mergeTimes" ref="623aaa344636cf9467434c5e8e3b47ca" args="(const std::vector< std::vector< Time > > &times, std::vector< Time > &mergedTimes, std::vector< std::vector< bool > > &isPresent)" -->
void </td><td class="memItemRight" valign="bottom"><b>mergeTimes</b> (const std::vector< std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > > &times, std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &mergedTimes, std::vector< std::vector< bool > > &isPresent)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">std::vector< bool > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#f94d454ba9065a3c05a417c0d0689c46">isInSubset</a> (const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &set, const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &subset)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="daec03e4bf77affd2d6ed2c2d7c34df3"></a><!-- doxytag: member="QuantLib::checkIncreasingTimes" ref="daec03e4bf77affd2d6ed2c2d7c34df3" args="(const std::vector< Time > &times)" -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#daec03e4bf77affd2d6ed2c2d7c34df3">checkIncreasingTimes</a> (const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">check for strictly increasing times, first time greater than zero <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3045308fe35af258245857b624e0416d"></a><!-- doxytag: member="QuantLib::checkIncreasingTimesAndCalculateTaus" ref="3045308fe35af258245857b624e0416d" args="(const std::vector< Time > &times, std::vector< Time > &taus)" -->
void </td><td class="memItemRight" valign="bottom"><b>checkIncreasingTimesAndCalculateTaus</b> (const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times, std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &taus)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ebf9e18f94de8d1b1d8a499b62eaf15"></a><!-- doxytag: member="QuantLib::operator+" ref="4ebf9e18f94de8d1b1d8a499b62eaf15" args="(const Money &m1, const Money &m2)" -->
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m1, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf45e273b8b5d16198d8b32f0a3e816d"></a><!-- doxytag: member="QuantLib::operator-" ref="bf45e273b8b5d16198d8b32f0a3e816d" args="(const Money &m1, const Money &m2)" -->
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m1, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e8482e753b2c36bb74def2bf94ee95d"></a><!-- doxytag: member="QuantLib::operator *" ref="6e8482e753b2c36bb74def2bf94ee95d" args="(const Money &m, Decimal x)" -->
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m, <a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a> x)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9117368c222bb29070980ca3b395e232"></a><!-- doxytag: member="QuantLib::operator *" ref="9117368c222bb29070980ca3b395e232" args="(Decimal x, const Money &m)" -->
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator *</b> (<a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a> x, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b9b9b30c8f455ca817f70e9ba8650c6"></a><!-- doxytag: member="QuantLib::operator/" ref="7b9b9b30c8f455ca817f70e9ba8650c6" args="(const Money &m, Decimal x)" -->
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m, <a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a> x)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="745a339889a23b9696a9df2af204cae1"></a><!-- doxytag: member="QuantLib::operator!=" ref="745a339889a23b9696a9df2af204cae1" args="(const Money &m1, const Money &m2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m1, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="65e936cd4feda49b1006c74c3f2dcadc"></a><!-- doxytag: member="QuantLib::operator>" ref="65e936cd4feda49b1006c74c3f2dcadc" args="(const Money &m1, const Money &m2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator></b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m1, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b80416dc1462c2c5ba466f6472e6335a"></a><!-- doxytag: member="QuantLib::operator>=" ref="b80416dc1462c2c5ba466f6472e6335a" args="(const Money &m1, const Money &m2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator>=</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m1, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="93622c434a53a7d2a5915a4979d3379e"></a><!-- doxytag: member="QuantLib::operator *" ref="93622c434a53a7d2a5915a4979d3379e" args="(Decimal value, const Currency &c)" -->
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator *</b> (<a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a> value, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="68053197b1300f16417aee60e9661b69"></a><!-- doxytag: member="QuantLib::operator *" ref="68053197b1300f16417aee60e9661b69" args="(const Currency &c, Decimal value)" -->
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c, <a class="el" href="group__types.html#gee215f8d421f6afcede0391fcffb5fe7">Decimal</a> value)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31020f0f02e0b231baf9d6c6b21288be"></a><!-- doxytag: member="QuantLib::operator<<" ref="31020f0f02e0b231baf9d6c6b21288be" args="(std::ostream &out, Option::Type type)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, Option::Type type)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#7b3f26a68fab37e12b876996fa6f97d6">midEquivalent</a> (const <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> bid, const <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> ask, const <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> last, const <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> close)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#66e521fe74905cba90e87a2521b78b79">midSafe</a> (const <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> bid, const <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> ask)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#037cb3dc74e405197f9fc6d94e395c97">blackFormula</a> (Option::Type optionType, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#bd3fe36dbfd9947c518f01b3ae6a3957">blackFormula</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#9805f157cb0daaa2f7d0275c6f4ddc31">blackFormulaImpliedStdDevApproximation</a> (Option::Type optionType, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#da92d0d9fa48406c48e687c4533c7379">blackFormulaImpliedStdDevApproximation</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#e696e78fee1d25a95fe117a59d5e44b3">blackFormulaImpliedStdDev</a> (Option::Type optionType, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-6, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#56e50b7cd490f3d543de6960694538e1">blackFormulaImpliedStdDev</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-6, Real displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#5b840a4f9b69d3bd40cc0d81461aca48">blackFormulaCashItmProbability</a> (Option::Type optionType, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#f23fe11b5e2abea2cebdd61462813efc">blackFormulaCashItmProbability</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#3b993e69914c23498ada3d5534e006c8">blackFormulaStdDevDerivative</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#2dd86e9ab19f22bb5c2908cb5e837675">blackFormulaStdDevDerivative</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#95f45251367e5da2e0abc4086f7200a6">bachelierBlackFormula</a> (Option::Type optionType, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#c98b0f7d38ffbeae9a518c02fcd4c831">bachelierBlackFormula</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="01ae7ce703ffe68253e161129ca81e8a"></a><!-- doxytag: member="QuantLib::blackScholesTheta" ref="01ae7ce703ffe68253e161129ca81e8a" args="(const boost::shared_ptr< GeneralizedBlackScholesProcess > &, Real value, Real delta, Real gamma)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#01ae7ce703ffe68253e161129ca81e8a">blackScholesTheta</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> value, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> delta, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> gamma)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default theta calculation for Black-Scholes options <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5f882297b62534f22ed087be61e7e3a9"></a><!-- doxytag: member="QuantLib::defaultThetaPerDay" ref="5f882297b62534f22ed087be61e7e3a9" args="(Real theta)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#5f882297b62534f22ed087be61e7e3a9">defaultThetaPerDay</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> theta)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default theta-per-day calculation <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f288fc51f4a00da404b30b965c344341"></a><!-- doxytag: member="QuantLib::inflationPeriod" ref="f288fc51f4a00da404b30b965c344341" args="(const Date &, Frequency)" -->
std::pair< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#f288fc51f4a00da404b30b965c344341">inflationPeriod</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a>)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">utility function giving the inflation period for a given date <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="41e5409fc1fae1cdfe498fa4108498c2"></a><!-- doxytag: member="QuantLib::validateAbcdParameters" ref="41e5409fc1fae1cdfe498fa4108498c2" args="(Real a, Real b, Real c, Real d)" -->
void </td><td class="memItemRight" valign="bottom"><b>validateAbcdParameters</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> c, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> d)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="775b67f9531bc1321671aae1e44694bd"></a><!-- doxytag: member="QuantLib::abcdBlackVolatility" ref="775b67f9531bc1321671aae1e44694bd" args="(Time u, Real a, Real b, Real c, Real d)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>abcdBlackVolatility</b> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> u, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> c, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> d)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c0b1c87d676ac44d7378fff08458f2a4"></a><!-- doxytag: member="QuantLib::unsafeSabrVolatility" ref="c0b1c87d676ac44d7378fff08458f2a4" args="(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>unsafeSabrVolatility</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> forward, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> expiryTime, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b45dc9962b122b5e3600cce6afed7a44"></a><!-- doxytag: member="QuantLib::sabrVolatility" ref="b45dc9962b122b5e3600cce6afed7a44" args="(Rate strike, Rate forward, Time expiryTime, Real alpha, Real beta, Real nu, Real rho)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>sabrVolatility</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> forward, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> expiryTime, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0308d79448b4ccb60e0319227fe73aec"></a><!-- doxytag: member="QuantLib::validateSabrParameters" ref="0308d79448b4ccb60e0319227fe73aec" args="(Real alpha, Real beta, Real nu, Real rho)" -->
void </td><td class="memItemRight" valign="bottom"><b>validateSabrParameters</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff0529f579c3fc3b660dad1026109de7"></a><!-- doxytag: member="QuantLib::operator==" ref="ff0529f579c3fc3b660dad1026109de7" args="(const Calendar &c1, const Calendar &c2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &c1, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &c2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="19a4f94f75c7e933b3aed06742a46ba8"></a><!-- doxytag: member="QuantLib::operator!=" ref="19a4f94f75c7e933b3aed06742a46ba8" args="(const Calendar &c1, const Calendar &c2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &c1, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &c2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8ca7b58632a8cd5d92f69c6c7d336fc7"></a><!-- doxytag: member="QuantLib::operator<<" ref="8ca7b58632a8cd5d92f69c6c7d336fc7" args="(std::ostream &out, const Calendar &c)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &c)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9936532d6724eac5262ac60339925c3"></a><!-- doxytag: member="QuantLib::operator-" ref="e9936532d6724eac5262ac60339925c3" args="(const Date &d1, const Date &d2)" -->
<a class="el" href="group__types.html#g4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a> </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6cc73aa41c7c1ebd149a5ce830048882"></a><!-- doxytag: member="QuantLib::operator==" ref="6cc73aa41c7c1ebd149a5ce830048882" args="(const Date &d1, const Date &d2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9da3d28011638a8f77ca9fd1c4ab8112"></a><!-- doxytag: member="QuantLib::operator!=" ref="9da3d28011638a8f77ca9fd1c4ab8112" args="(const Date &d1, const Date &d2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="56706db303604f99dd6ab1715976a384"></a><!-- doxytag: member="QuantLib::operator<" ref="56706db303604f99dd6ab1715976a384" args="(const Date &d1, const Date &d2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator<</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="935c98778402c989f88cc7c70611e359"></a><!-- doxytag: member="QuantLib::operator<=" ref="935c98778402c989f88cc7c70611e359" args="(const Date &d1, const Date &d2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator<=</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7f00f7e4f41c3b2fe49bc27d5c47fdf7"></a><!-- doxytag: member="QuantLib::operator>" ref="7f00f7e4f41c3b2fe49bc27d5c47fdf7" args="(const Date &d1, const Date &d2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator></b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2e5a31d179cbdbe481120263e5fffa0"></a><!-- doxytag: member="QuantLib::operator>=" ref="d2e5a31d179cbdbe481120263e5fffa0" args="(const Date &d1, const Date &d2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator>=</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba4b6beb668dc3f37a5f90e551af5852"></a><!-- doxytag: member="QuantLib::operator==" ref="ba4b6beb668dc3f37a5f90e551af5852" args="(const DayCounter &d1, const DayCounter &d2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &d1, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &d2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b25448ebfeb8e23ad91ff9bd70072872"></a><!-- doxytag: member="QuantLib::operator!=" ref="b25448ebfeb8e23ad91ff9bd70072872" args="(const DayCounter &d1, const DayCounter &d2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &d1, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &d2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="69ccde9825163f9640553cc2171c6272"></a><!-- doxytag: member="QuantLib::operator<<" ref="69ccde9825163f9640553cc2171c6272" args="(std::ostream &out, const DayCounter &d)" -->
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &d)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="0456c9ec3bb87c04a8749b55436dab07"></a><!-- doxytag: member="QuantLib::operator *" ref="0456c9ec3bb87c04a8749b55436dab07" args="(T n, TimeUnit units)" -->
template<typename T> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memTemplItemRight" valign="bottom"><b>operator *</b> (T n, <a class="el" href="group__datetime.html#gdd9fe45e09605eee3e4a39c8a5c4476d">TimeUnit</a> units)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="11a0ea999c64dba1ee3ed4c38be45591"></a><!-- doxytag: member="QuantLib::operator *" ref="11a0ea999c64dba1ee3ed4c38be45591" args="(TimeUnit units, T n)" -->
template<typename T> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memTemplItemRight" valign="bottom"><b>operator *</b> (<a class="el" href="group__datetime.html#gdd9fe45e09605eee3e4a39c8a5c4476d">TimeUnit</a> units, T n)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed581464d2437b3c22965f83a79671f"></a><!-- doxytag: member="QuantLib::operator-" ref="4ed581464d2437b3c22965f83a79671f" args="(const Period &p)" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2a1b651428d0973b3570f445978d5918"></a><!-- doxytag: member="QuantLib::operator *" ref="2a1b651428d0973b3570f445978d5918" args="(Integer n, const Period &p)" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>operator *</b> (<a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> n, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="24bb873cbc7eae875117336a1aa5e918"></a><!-- doxytag: member="QuantLib::operator *" ref="24bb873cbc7eae875117336a1aa5e918" args="(const Period &p, Integer n)" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p, <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> n)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31207e6c1ca6e853a41d8bf942e268b9"></a><!-- doxytag: member="QuantLib::operator==" ref="31207e6c1ca6e853a41d8bf942e268b9" args="(const Period &p1, const Period &p2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p1, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b4cd3aebfbb1e76d9d8082724e25f54"></a><!-- doxytag: member="QuantLib::operator!=" ref="9b4cd3aebfbb1e76d9d8082724e25f54" args="(const Period &p1, const Period &p2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p1, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="780be6bbec860087105ae605f33ef12f"></a><!-- doxytag: member="QuantLib::operator>" ref="780be6bbec860087105ae605f33ef12f" args="(const Period &p1, const Period &p2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator></b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p1, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9dd44fbc745bf453225c34eb592aed51"></a><!-- doxytag: member="QuantLib::operator<=" ref="9dd44fbc745bf453225c34eb592aed51" args="(const Period &p1, const Period &p2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator<=</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p1, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p2)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="267e28df2c93b4d3f9914023e0d8ec73"></a><!-- doxytag: member="QuantLib::operator>=" ref="267e28df2c93b4d3f9914023e0d8ec73" args="(const Period &p1, const Period &p2)" -->
bool </td><td class="memItemRight" valign="bottom"><b>operator>=</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p1, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p2)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="a8e8f579b34b8f718cb2ac10c84fdf22"></a><!-- doxytag: member="QuantLib::swap" ref="a8e8f579b34b8f718cb2ac10c84fdf22" args="(Clone< T > &t, Clone< T > &u)" -->
template<class T> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_clone.html">Clone</a>< T > &t, <a class="el" href="class_quant_lib_1_1_clone.html">Clone</a>< T > &u)</td></tr>
</table>
<hr><h2>Typedef Documentation</h2>
<a class="anchor" name="f791c06b3da1d5f4b90a19f3f423e75e"></a><!-- doxytag: member="QuantLib::PseudoRandom" ref="f791c06b3da1d5f4b90a19f3f423e75e" args="" -->
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<td class="memname">typedef GenericPseudoRandom<<a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a>, <a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a>> <a class="el" href="namespace_quant_lib.html#f791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a> </td>
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<p>
default traits for pseudo-random number generation
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000047">Tests:</a></b></dt><dd>a sequence generator is generated and tested by comparing samples against known good values. </dd></dl>
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</div><p>
<a class="anchor" name="1e36fdaadd8b132f4668953658415218"></a><!-- doxytag: member="QuantLib::PoissonPseudoRandom" ref="1e36fdaadd8b132f4668953658415218" args="" -->
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<td class="memname">typedef GenericPseudoRandom<<a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a>, <a class="el" href="class_quant_lib_1_1_inverse_cumulative_poisson.html">InverseCumulativePoisson</a>> <a class="el" href="namespace_quant_lib.html#1e36fdaadd8b132f4668953658415218">PoissonPseudoRandom</a> </td>
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<div class="memdoc">
<p>
traits for Poisson-distributed pseudo-random number generation
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000048">Tests:</a></b></dt><dd>sequence generators are generated and tested by comparing samples against known good values. </dd></dl>
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</div><p>
<a class="anchor" name="c6495e303a40cd0a73ecbb5cd904ca09"></a><!-- doxytag: member="QuantLib::RiskStatistics" ref="c6495e303a40cd0a73ecbb5cd904ca09" args="" -->
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<td class="memname">typedef <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">GenericRiskStatistics</a><<a class="el" href="class_quant_lib_1_1_generic_gaussian_statistics.html">GaussianStatistics</a>> <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">RiskStatistics</a> </td>
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<p>
default risk measures tool
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000060">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd></dl>
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<a class="anchor" name="3e0db17aa18a4d3e837a3a93e8bb6ad5"></a><!-- doxytag: member="QuantLib::SequenceStatistics" ref="3e0db17aa18a4d3e837a3a93e8bb6ad5" args="" -->
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<td class="memname">typedef <a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics</a><<a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">Statistics</a>> <a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">SequenceStatistics</a> </td>
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<p>
default multi-dimensional statistics tool
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000062">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd></dl>
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</div><p>
<a class="anchor" name="235b6c8805adaa743cc845aae9c05946"></a><!-- doxytag: member="QuantLib::Statistics" ref="235b6c8805adaa743cc845aae9c05946" args="" -->
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<td class="memname">typedef <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">RiskStatistics</a> <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">Statistics</a> </td>
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<p>
default statistics tool
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000063">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd></dl>
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</div><p>
<hr><h2>Enumeration Type Documentation</h2>
<a class="anchor" name="2779d04b4839fd386b5c85bbb96aaf73"></a><!-- doxytag: member="QuantLib::Compounding" ref="2779d04b4839fd386b5c85bbb96aaf73" args="" -->
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<td class="memname">enum <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
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<p>
Interest rate coumpounding rule.
<p>
<dl compact><dt><b>Enumerator: </b></dt><dd>
<table border="0" cellspacing="2" cellpadding="0">
<tr><td valign="top"><em><a class="anchor" name="2779d04b4839fd386b5c85bbb96aaf73ebfbf7dc5cde0772efb1aa49712bd76b"></a><!-- doxytag: member="Simple" ref="2779d04b4839fd386b5c85bbb96aaf73ebfbf7dc5cde0772efb1aa49712bd76b" args="" -->Simple</em> </td><td>
<img class="formulaInl" alt="$ 1+rt $" src="form_66.png"> </td></tr>
<tr><td valign="top"><em><a class="anchor" name="2779d04b4839fd386b5c85bbb96aaf737f3e11143ca01a7d20f92e11ad445e0c"></a><!-- doxytag: member="Compounded" ref="2779d04b4839fd386b5c85bbb96aaf737f3e11143ca01a7d20f92e11ad445e0c" args="" -->Compounded</em> </td><td>
<img class="formulaInl" alt="$ (1+r)^t $" src="form_67.png"> </td></tr>
<tr><td valign="top"><em><a class="anchor" name="2779d04b4839fd386b5c85bbb96aaf736cb140948cbeedb9f7182dd4027e5e37"></a><!-- doxytag: member="Continuous" ref="2779d04b4839fd386b5c85bbb96aaf736cb140948cbeedb9f7182dd4027e5e37" args="" -->Continuous</em> </td><td>
<img class="formulaInl" alt="$ e^{rt} $" src="form_68.png"> </td></tr>
<tr><td valign="top"><em><a class="anchor" name="2779d04b4839fd386b5c85bbb96aaf73b261e0d57265bd864aeb690cedf336b8"></a><!-- doxytag: member="SimpleThenCompounded" ref="2779d04b4839fd386b5c85bbb96aaf73b261e0d57265bd864aeb690cedf336b8" args="" -->SimpleThenCompounded</em> </td><td>
Simple up to the first period then Compounded. </td></tr>
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</dl>
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</div><p>
<a class="anchor" name="482277e66af02c7d65679d7485095573"></a><!-- doxytag: member="QuantLib::PriceType" ref="482277e66af02c7d65679d7485095573" args="" -->
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<td class="memname">enum <a class="el" href="namespace_quant_lib.html#482277e66af02c7d65679d7485095573">PriceType</a> </td>
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<p>
Price types.
<p>
<dl compact><dt><b>Enumerator: </b></dt><dd>
<table border="0" cellspacing="2" cellpadding="0">
<tr><td valign="top"><em><a class="anchor" name="482277e66af02c7d65679d7485095573615f8bcf184e05fd18bba131947c2ac0"></a><!-- doxytag: member="Bid" ref="482277e66af02c7d65679d7485095573615f8bcf184e05fd18bba131947c2ac0" args="" -->Bid</em> </td><td>
Bid price. </td></tr>
<tr><td valign="top"><em><a class="anchor" name="482277e66af02c7d65679d74850955731332fcc2ae1f5e4299e5b26724889400"></a><!-- doxytag: member="Ask" ref="482277e66af02c7d65679d74850955731332fcc2ae1f5e4299e5b26724889400" args="" -->Ask</em> </td><td>
Ask price. </td></tr>
<tr><td valign="top"><em><a class="anchor" name="482277e66af02c7d65679d7485095573c2a3856002491cf465725e8d1108f796"></a><!-- doxytag: member="Last" ref="482277e66af02c7d65679d7485095573c2a3856002491cf465725e8d1108f796" args="" -->Last</em> </td><td>
Last price. </td></tr>
<tr><td valign="top"><em><a class="anchor" name="482277e66af02c7d65679d7485095573b0d2fc8a61cc30fce240ad6df88447d4"></a><!-- doxytag: member="Close" ref="482277e66af02c7d65679d7485095573b0d2fc8a61cc30fce240ad6df88447d4" args="" -->Close</em> </td><td>
Close price. </td></tr>
<tr><td valign="top"><em><a class="anchor" name="482277e66af02c7d65679d748509557366cc649b5e3124b4156729579dbfd188"></a><!-- doxytag: member="Mid" ref="482277e66af02c7d65679d748509557366cc649b5e3124b4156729579dbfd188" args="" -->Mid</em> </td><td>
Mid price, calculated as the arithmetic average of bid and ask prices. </td></tr>
<tr><td valign="top"><em><a class="anchor" name="482277e66af02c7d65679d7485095573ab2843f3ae653897245b124f455f7466"></a><!-- doxytag: member="MidEquivalent" ref="482277e66af02c7d65679d7485095573ab2843f3ae653897245b124f455f7466" args="" -->MidEquivalent</em> </td><td>
Mid equivalent price, calculated as a) the arithmetic average of bid and ask prices when both are available; b) either the bid or the ask price if any of them is available; c) the last price; or d) the close price. </td></tr>
<tr><td valign="top"><em><a class="anchor" name="482277e66af02c7d65679d74850955731c6312365adafaf4b287d843bd9d842f"></a><!-- doxytag: member="MidSafe" ref="482277e66af02c7d65679d74850955731c6312365adafaf4b287d843bd9d842f" args="" -->MidSafe</em> </td><td>
Safe Mid price, returns the mid price only if both bid and ask are available. </td></tr>
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<a class="anchor" name="51033ff28c58a4dd772d61053b4f3bca"></a><!-- doxytag: member="QuantLib::JointCalendarRule" ref="51033ff28c58a4dd772d61053b4f3bca" args="" -->
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<td class="memname">enum <a class="el" href="namespace_quant_lib.html#51033ff28c58a4dd772d61053b4f3bca">JointCalendarRule</a> </td>
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<p>
rules for joining calendars
<p>
<dl compact><dt><b>Enumerator: </b></dt><dd>
<table border="0" cellspacing="2" cellpadding="0">
<tr><td valign="top"><em><a class="anchor" name="51033ff28c58a4dd772d61053b4f3bcace2716211f162ba977b383f360af683e"></a><!-- doxytag: member="JoinHolidays" ref="51033ff28c58a4dd772d61053b4f3bcace2716211f162ba977b383f360af683e" args="" -->JoinHolidays</em> </td><td>
A date is a holiday for the joint calendar if it is a holiday for any of the given calendars </td></tr>
<tr><td valign="top"><em><a class="anchor" name="51033ff28c58a4dd772d61053b4f3bca925133cd0c258207022c40aa6a3425df"></a><!-- doxytag: member="JoinBusinessDays" ref="51033ff28c58a4dd772d61053b4f3bca925133cd0c258207022c40aa6a3425df" args="" -->JoinBusinessDays</em> </td><td>
A date is a business day for the joint calendar if it is a business day for any of the given calendars </td></tr>
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</div><p>
<hr><h2>Function Documentation</h2>
<a class="anchor" name="cb4e789b7691d44e068177242951f60d"></a><!-- doxytag: member="QuantLib::incompleteBetaFunction" ref="cb4e789b7691d44e068177242951f60d" args="(Real a, Real b, Real x, Real accuracy=1e-16, Integer maxIteration=100)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::incompleteBetaFunction </td>
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<td class="paramname"> <em>a</em>, </td>
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<td class="paramname"> <em>x</em>, </td>
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<td class="paramname"> <em>accuracy</em> = <code>1e-16</code>, </td>
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<td class="paramname"> <em>maxIteration</em> = <code>100</code></td><td> </td>
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Incomplete Beta function.
<p>
Incomplete Beta function<p>
The implementation of the algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6
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<a class="anchor" name="f15a738561f9fd7dc06464e53565ceaf"></a><!-- doxytag: member="QuantLib::close" ref="f15a738561f9fd7dc06464e53565ceaf" args="(Real x, Real y)" -->
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<td class="memname">bool close </td>
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Follows somewhat the advice of Knuth on checking for floating-point equality. The closeness relationship is: <p class="formulaDsp">
<img class="formulaDsp" alt="\[ \mathrm{close}(x,y,n) \equiv |x-y| \leq \varepsilon |x| \wedge |x-y| \leq \varepsilon |y| \]" src="form_111.png">
<p>
where <img class="formulaInl" alt="$ \varepsilon $" src="form_112.png"> is <img class="formulaInl" alt="$ n $" src="form_113.png"> times the machine accuracy; <img class="formulaInl" alt="$ n $" src="form_113.png"> equals 42 if not given.
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<a class="anchor" name="f17c543744da94317594800da5f90858"></a><!-- doxytag: member="QuantLib::close_enough" ref="f17c543744da94317594800da5f90858" args="(Real x, Real y)" -->
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<td class="memname">bool close_enough </td>
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<td class="paramname"> <em>y</em></td><td> </td>
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<p>
Follows somewhat the advice of Knuth on checking for floating-point equality. The closeness relationship is: <p class="formulaDsp">
<img class="formulaDsp" alt="\[ \mathrm{close}(x,y,n) \equiv |x-y| \leq \varepsilon |x| \vee |x-y| \leq \varepsilon |y| \]" src="form_114.png">
<p>
where <img class="formulaInl" alt="$ \varepsilon $" src="form_112.png"> is <img class="formulaInl" alt="$ n $" src="form_113.png"> times the machine accuracy; <img class="formulaInl" alt="$ n $" src="form_113.png"> equals 42 if not given.
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<a class="anchor" name="621aa667c15b1ef7ae745b3464051687"></a><!-- doxytag: member="QuantLib::PeizerPrattMethod2Inversion" ref="621aa667c15b1ef7ae745b3464051687" args="(Real z, BigNatural n)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::PeizerPrattMethod2Inversion </td>
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<td class="paramname"> <em>n</em></td><td> </td>
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Given an odd integer n and a real number z it returns p such that: 1 - <a class="el" href="class_quant_lib_1_1_cumulative_binomial_distribution.html" title="Cumulative binomial distribution function.">CumulativeBinomialDistribution</a>((n-1)/2, n, p) = CumulativeNormalDistribution(z)<p>
<dl class="pre" compact><dt><b>Precondition:</b></dt><dd>n must be odd </dd></dl>
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<a class="anchor" name="1b2ef8d55ddefed5acfde5b5bdf6fae7"></a><!-- doxytag: member="QuantLib::incompleteGammaFunction" ref="1b2ef8d55ddefed5acfde5b5bdf6fae7" args="(Real a, Real x, Real accuracy=1.0e-13, Integer maxIteration=100)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::incompleteGammaFunction </td>
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Incomplete Gamma function.
<p>
Incomplete Gamma function<p>
The implementation of the algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6
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<a class="anchor" name="72c860357864ba92333c0512404acfef"></a><!-- doxytag: member="QuantLib::getCovariance" ref="72c860357864ba92333c0512404acfef" args="(DataIterator stdDevBegin, DataIterator stdDevEnd, const Matrix &corr, Real tolerance=1.0e-12)" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a>> QuantLib::getCovariance </td>
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<p>
Calculation of covariance from correlation and standard deviations.
<p>
Combines the correlation matrix and the vector of standard deviations to return the covariance matrix.<p>
Note that only the symmetric part of the correlation matrix is used. Also it is assumed that the diagonal member of the correlation matrix equals one.<p>
<dl class="pre" compact><dt><b>Precondition:</b></dt><dd>The correlation matrix must be symmetric with the diagonal members equal to one.</dd></dl>
<dl compact><dt><b><a class="el" href="test.html#_test000035">Tests:</a></b></dt><dd>tested on know values and cross checked with <a class="el" href="class_quant_lib_1_1_covariance_decomposition.html" title="Covariance decomposition into correlation and variances.">CovarianceDecomposition</a> </dd></dl>
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<a class="anchor" name="52def572a89962ab3a038f28841ec103"></a><!-- doxytag: member="QuantLib::triangularAnglesParametrization" ref="52def572a89962ab3a038f28841ec103" args="(const Array &angles, Size matrixSize, Size rank)" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a>> QuantLib::triangularAnglesParametrization </td>
<td>(</td>
<td class="paramtype">const Array & </td>
<td class="paramname"> <em>angles</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Size </td>
<td class="paramname"> <em>matrixSize</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Size </td>
<td class="paramname"> <em>rank</em></td><td> </td>
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<td>)</td>
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<p>
Returns the Triangular Angles Parametrized correlation matrix.
<p>
The matrix <img class="formulaInl" alt="$ m $" src="form_43.png"> is filled with values corresponding to angles given in the <img class="formulaInl" alt="$ angles $" src="form_148.png"> vector. See equation (24) in "Parameterizing correlations: a geometric interpretation" by Francesco Rapisarda, Damiano Brigo, Fabio Mercurio<p>
<dl compact><dt><b><a class="el" href="test.html#_test000040">Tests:</a></b></dt><dd><ul>
<li>the correctness of the results is tested by reproducing known good data.</li><li>the correctness of the results is tested by checking returned values against numerical calculations. </li></ul>
</dd></dl>
</div>
</div><p>
<a class="anchor" name="f4d593feec2a416a13f0189ea5f82d61"></a><!-- doxytag: member="QuantLib::triangularAnglesParametrizationRankThree" ref="f4d593feec2a416a13f0189ea5f82d61" args="(Real alpha, Real t0, Real epsilon, Size nbRows)" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a>> QuantLib::triangularAnglesParametrizationRankThree </td>
<td>(</td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>alpha</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>t0</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>epsilon</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Size </td>
<td class="paramname"> <em>nbRows</em></td><td> </td>
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<td>)</td>
<td></td><td></td><td width="100%"></td>
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<div class="memdoc">
<p>
Returns the rank reduced Triangular Angles Parametrized correlation matrix.
<p>
The matrix <img class="formulaInl" alt="$ m $" src="form_43.png"> is filled with values corresponding to angles corresponding to the 3D spherical spiral paramterized by <img class="formulaInl" alt="$ alpha $" src="form_149.png">, <img class="formulaInl" alt="$ t0 $" src="form_150.png">, <img class="formulaInl" alt="$ epsilon $" src="form_151.png"> values. See equation (32) in "Parameterizing correlations: a geometric interpretation" by Francesco Rapisarda, Damiano Brigo, Fabio Mercurio<p>
<dl compact><dt><b><a class="el" href="test.html#_test000041">Tests:</a></b></dt><dd><ul>
<li>the correctness of the results is tested by reproducing known good data.</li><li>the correctness of the results is tested by checking returned values against numerical calculations. </li></ul>
</dd></dl>
</div>
</div><p>
<a class="anchor" name="e3d0d604273fcf7f1b46fc0121f6366b"></a><!-- doxytag: member="QuantLib::exponentialCorrelations" ref="e3d0d604273fcf7f1b46fc0121f6366b" args="(const std::vector< Time > &rateTimes, Real longTermCorr=0.5, Real beta=0.2, Real gamma=1.0, Time t=0.0)" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a>> QuantLib::exponentialCorrelations </td>
<td>(</td>
<td class="paramtype">const std::vector< Time > & </td>
<td class="paramname"> <em>rateTimes</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">Real </td>
<td class="paramname"> <em>longTermCorr</em> = <code>0.5</code>, </td>
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<td class="paramtype">Real </td>
<td class="paramname"> <em>beta</em> = <code>0.2</code>, </td>
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<td class="paramtype">Real </td>
<td class="paramname"> <em>gamma</em> = <code>1.0</code>, </td>
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<td class="paramtype">Time </td>
<td class="paramname"> <em>t</em> = <code>0.0</code></td><td> </td>
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<p>
Exponential correlation L = long term correlation beta = exponential decay of correlation between far away forward rates gamma = exponent for time to go t = time dependence
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<a class="anchor" name="79655859f6ff3c7cbe88730ecec8cb1a"></a><!-- doxytag: member="QuantLib::checkCompatibility" ref="79655859f6ff3c7cbe88730ecec8cb1a" args="(const EvolutionDescription &evolution, const std::vector< Size > &numeraires)" -->
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<td class="memname">void QuantLib::checkCompatibility </td>
<td>(</td>
<td class="paramtype">const EvolutionDescription & </td>
<td class="paramname"> <em>evolution</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< Size > & </td>
<td class="paramname"> <em>numeraires</em></td><td> </td>
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<p>
Check that there is one numeraire for each evolution time. Each numeraire must be an index amongst the rate times so it ranges from 0 to n. Each numeraire must not have expired before the end of the step.
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<a class="anchor" name="d8166e579e6a250c125541ad9e170172"></a><!-- doxytag: member="QuantLib::moneyMarketPlusMeasure" ref="d8166e579e6a250c125541ad9e170172" args="(const EvolutionDescription &, Size offset=1)" -->
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<td class="memname">std::vector<<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a>> QuantLib::moneyMarketPlusMeasure </td>
<td>(</td>
<td class="paramtype">const EvolutionDescription & </td>
<td class="paramname">, </td>
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<td></td>
<td class="paramtype">Size </td>
<td class="paramname"> <em>offset</em> = <code>1</code></td><td> </td>
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Offsetted discretely compounded money market account measure: for each step the offset-th unexpired bond is used as numeraire. When offset=0 the result is the usual discretely compounded money market account measure
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<a class="anchor" name="f24aad2f8747c6408f6eb603b82d3189"></a><!-- doxytag: member="QuantLib::moneyMarketMeasure" ref="f24aad2f8747c6408f6eb603b82d3189" args="(const EvolutionDescription &)" -->
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<td class="memname">std::vector<<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a>> QuantLib::moneyMarketMeasure </td>
<td>(</td>
<td class="paramtype">const EvolutionDescription & </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"></td>
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<p>
Discretely compounded money market account measure: for each step the first unexpired bond is used as numeraire.
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<a class="anchor" name="f94d454ba9065a3c05a417c0d0689c46"></a><!-- doxytag: member="QuantLib::isInSubset" ref="f94d454ba9065a3c05a417c0d0689c46" args="(const std::vector< Time > &set, const std::vector< Time > &subset)" -->
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<td class="memname">std::vector<bool> QuantLib::isInSubset </td>
<td>(</td>
<td class="paramtype">const std::vector< Time > & </td>
<td class="paramname"> <em>set</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< Time > & </td>
<td class="paramname"> <em>subset</em></td><td> </td>
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<td></td>
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<p>
Look for elements of a set in a subset. Returns a vector of booleans such that: element set[i] present/not present in subset.<p>
<dl class="pre" compact><dt><b>Precondition:</b></dt><dd>both vectors must be strictly increasing. </dd></dl>
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<a class="anchor" name="7b3f26a68fab37e12b876996fa6f97d6"></a><!-- doxytag: member="QuantLib::midEquivalent" ref="7b3f26a68fab37e12b876996fa6f97d6" args="(const Real bid, const Real ask, const Real last, const Real close)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::midEquivalent </td>
<td>(</td>
<td class="paramtype">const Real </td>
<td class="paramname"> <em>bid</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const Real </td>
<td class="paramname"> <em>ask</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const Real </td>
<td class="paramname"> <em>last</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const Real </td>
<td class="paramname"> <em>close</em></td><td> </td>
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<td>)</td>
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<p>
return the MidEquivalent price, i.e. the mid if available, or a suitable substitute if the proper mid is not available
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<a class="anchor" name="66e521fe74905cba90e87a2521b78b79"></a><!-- doxytag: member="QuantLib::midSafe" ref="66e521fe74905cba90e87a2521b78b79" args="(const Real bid, const Real ask)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::midSafe </td>
<td>(</td>
<td class="paramtype">const Real </td>
<td class="paramname"> <em>bid</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const Real </td>
<td class="paramname"> <em>ask</em></td><td> </td>
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<td></td>
<td>)</td>
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<p>
return the MidSafe price, i.e. the mid if both bid and ask prices are available
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</div><p>
<a class="anchor" name="037cb3dc74e405197f9fc6d94e395c97"></a><!-- doxytag: member="QuantLib::blackFormula" ref="037cb3dc74e405197f9fc6d94e395c97" args="(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0, Real displacement=0.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormula </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"> <em>optionType</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>strike</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>stdDev</em>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>discount</em> = <code>1.0</code>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>displacement</em> = <code>0.0</code></td><td> </td>
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<p>
Black 1976 formula <dl compact><dt><b><a class="el" href="caveats.html#_caveats000075">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity) </dd></dl>
</div>
</div><p>
<a class="anchor" name="bd3fe36dbfd9947c518f01b3ae6a3957"></a><!-- doxytag: member="QuantLib::blackFormula" ref="bd3fe36dbfd9947c518f01b3ae6a3957" args="(const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real stdDev, Real discount=1.0, Real displacement=0.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormula </td>
<td>(</td>
<td class="paramtype">const boost::shared_ptr< PlainVanillaPayoff > & </td>
<td class="paramname"> <em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>stdDev</em>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>discount</em> = <code>1.0</code>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>displacement</em> = <code>0.0</code></td><td> </td>
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<p>
Black 1976 formula <dl compact><dt><b><a class="el" href="caveats.html#_caveats000076">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity) </dd></dl>
</div>
</div><p>
<a class="anchor" name="9805f157cb0daaa2f7d0275c6f4ddc31"></a><!-- doxytag: member="QuantLib::blackFormulaImpliedStdDevApproximation" ref="9805f157cb0daaa2f7d0275c6f4ddc31" args="(Option::Type optionType, Real strike, Real forward, Real blackPrice, Real discount=1.0, Real displacement=0.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDevApproximation </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"> <em>optionType</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>strike</em>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
</tr>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>blackPrice</em>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>discount</em> = <code>1.0</code>, </td>
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<td></td>
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<td class="paramname"> <em>displacement</em> = <code>0.0</code></td><td> </td>
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<p>
Approximated Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity).<p>
It is calculated using Brenner and Subrahmanyan (1988) and Feinstein (1988) approximation for at-the-money forward option, with the extended moneyness approximation by Corrado and Miller (1996)
</div>
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<a class="anchor" name="da92d0d9fa48406c48e687c4533c7379"></a><!-- doxytag: member="QuantLib::blackFormulaImpliedStdDevApproximation" ref="da92d0d9fa48406c48e687c4533c7379" args="(const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real blackPrice, Real discount=1.0, Real displacement=0.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDevApproximation </td>
<td>(</td>
<td class="paramtype">const boost::shared_ptr< PlainVanillaPayoff > & </td>
<td class="paramname"> <em>payoff</em>, </td>
</tr>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>blackPrice</em>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>discount</em> = <code>1.0</code>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>displacement</em> = <code>0.0</code></td><td> </td>
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<p>
Approximated Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity).<p>
It is calculated using Brenner and Subrahmanyan (1988) and Feinstein (1988) approximation for at-the-money forward option, with the extended moneyness approximation by Corrado and Miller (1996)
</div>
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<a class="anchor" name="e696e78fee1d25a95fe117a59d5e44b3"></a><!-- doxytag: member="QuantLib::blackFormulaImpliedStdDev" ref="e696e78fee1d25a95fe117a59d5e44b3" args="(Option::Type optionType, Real strike, Real forward, Real blackPrice, Real discount=1.0, Real guess=Null< Real >(), Real accuracy=1.0e-6, Real displacement=0.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDev </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"> <em>optionType</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>strike</em>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>blackPrice</em>, </td>
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<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>discount</em> = <code>1.0</code>, </td>
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<td class="paramtype">Real </td>
<td class="paramname"> <em>guess</em> = <code>Null< Real >()</code>, </td>
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<td></td>
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<td class="paramname"> <em>accuracy</em> = <code>1.0e-6</code>, </td>
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<td class="paramtype">Real </td>
<td class="paramname"> <em>displacement</em> = <code>0.0</code></td><td> </td>
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<p>
Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity)
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<a class="anchor" name="56e50b7cd490f3d543de6960694538e1"></a><!-- doxytag: member="QuantLib::blackFormulaImpliedStdDev" ref="56e50b7cd490f3d543de6960694538e1" args="(const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real blackPrice, Real discount=1.0, Real guess=Null< Real >(), Real accuracy=1.0e-6, Real displacement=0.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDev </td>
<td>(</td>
<td class="paramtype">const boost::shared_ptr< PlainVanillaPayoff > & </td>
<td class="paramname"> <em>payoff</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>blackPrice</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>discount</em> = <code>1.0</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>guess</em> = <code>Null< Real >()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>accuracy</em> = <code>1.0e-6</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>displacement</em> = <code>0.0</code></td><td> </td>
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<td>)</td>
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<p>
Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity)
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<a class="anchor" name="5b840a4f9b69d3bd40cc0d81461aca48"></a><!-- doxytag: member="QuantLib::blackFormulaCashItmProbability" ref="5b840a4f9b69d3bd40cc0d81461aca48" args="(Option::Type optionType, Real strike, Real forward, Real stdDev, Real displacement=0.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaCashItmProbability </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"> <em>optionType</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>strike</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>stdDev</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>displacement</em> = <code>0.0</code></td><td> </td>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
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<p>
Black 1976 probability of being in the money (in the bond martingale measure), i.e. N(d2). It is a risk-neutral probability, not the real world one. <dl compact><dt><b><a class="el" href="caveats.html#_caveats000077">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity) </dd></dl>
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<a class="anchor" name="f23fe11b5e2abea2cebdd61462813efc"></a><!-- doxytag: member="QuantLib::blackFormulaCashItmProbability" ref="f23fe11b5e2abea2cebdd61462813efc" args="(const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real stdDev, Real displacement=0.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaCashItmProbability </td>
<td>(</td>
<td class="paramtype">const boost::shared_ptr< PlainVanillaPayoff > & </td>
<td class="paramname"> <em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>stdDev</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>displacement</em> = <code>0.0</code></td><td> </td>
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<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
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<div class="memdoc">
<p>
Black 1976 probability of being in the money (in the bond martingale measure), i.e. N(d2). It is a risk-neutral probability, not the real world one. <dl compact><dt><b><a class="el" href="caveats.html#_caveats000078">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity) </dd></dl>
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<a class="anchor" name="3b993e69914c23498ada3d5534e006c8"></a><!-- doxytag: member="QuantLib::blackFormulaStdDevDerivative" ref="3b993e69914c23498ada3d5534e006c8" args="(Real strike, Real forward, Real stdDev, Real discount=1.0, Real displacement=0.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaStdDevDerivative </td>
<td>(</td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>stdDev</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>displacement</em> = <code>0.0</code></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
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<p>
Black 1976 formula for standard deviation derivative <dl compact><dt><b><a class="el" href="caveats.html#_caveats000079">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity), and it returns the derivative with respect to the standard deviation. If T is the time to maturity Black vega would be blackStdDevDerivative(strike, forward, stdDev)*sqrt(T) </dd></dl>
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</div><p>
<a class="anchor" name="2dd86e9ab19f22bb5c2908cb5e837675"></a><!-- doxytag: member="QuantLib::blackFormulaStdDevDerivative" ref="2dd86e9ab19f22bb5c2908cb5e837675" args="(const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real stdDev, Real discount=1.0, Real displacement=0.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaStdDevDerivative </td>
<td>(</td>
<td class="paramtype">const boost::shared_ptr< PlainVanillaPayoff > & </td>
<td class="paramname"> <em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>displacement</em> = <code>0.0</code></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
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<p>
Black 1976 formula for standard deviation derivative <dl compact><dt><b><a class="el" href="caveats.html#_caveats000080">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity), and it returns the derivative with respect to the standard deviation. If T is the time to maturity Black vega would be blackStdDevDerivative(strike, forward, stdDev)*sqrt(T) </dd></dl>
</div>
</div><p>
<a class="anchor" name="95f45251367e5da2e0abc4086f7200a6"></a><!-- doxytag: member="QuantLib::bachelierBlackFormula" ref="95f45251367e5da2e0abc4086f7200a6" args="(Option::Type optionType, Real strike, Real forward, Real stdDev, Real discount=1.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::bachelierBlackFormula </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"> <em>optionType</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>discount</em> = <code>1.0</code></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
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<p>
Black style formula when forward is normal rather than log-normal. This is essentially the model of Bachelier.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000081">Warning:</a></b></dt><dd>Bachelier model needs absolute volatility, not percentage volatility. Standard deviation is absoluteVolatility*sqrt(timeToMaturity) </dd></dl>
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</div><p>
<a class="anchor" name="c98b0f7d38ffbeae9a518c02fcd4c831"></a><!-- doxytag: member="QuantLib::bachelierBlackFormula" ref="c98b0f7d38ffbeae9a518c02fcd4c831" args="(const boost::shared_ptr< PlainVanillaPayoff > &payoff, Real forward, Real stdDev, Real discount=1.0)" -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::bachelierBlackFormula </td>
<td>(</td>
<td class="paramtype">const boost::shared_ptr< PlainVanillaPayoff > & </td>
<td class="paramname"> <em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>discount</em> = <code>1.0</code></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
Black style formula when forward is normal rather than log-normal. This is essentially the model of Bachelier.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000082">Warning:</a></b></dt><dd>Bachelier model needs absolute volatility, not percentage volatility. Standard deviation is absoluteVolatility*sqrt(timeToMaturity) </dd></dl>
</div>
</div><p>
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