1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>Class Members</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
</div>
<div class="contents">
<div class="textblock">Here is a list of all documented class members with links to the class documentation for each member:</div>
<h3><a class="anchor" id="index_e"></a>- e -</h3><ul>
<li>earliestDate()
: <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html#a4f214cc42c56e72b46e5eb1169d09c85">BootstrapHelper< TS ></a>
</li>
<li>easterMonday()
: <a class="el" href="class_quant_lib_1_1_calendar_1_1_western_impl.html#af437030fcb90f9c04d718ccd36e6d436">Calendar::WesternImpl</a>
, <a class="el" href="class_quant_lib_1_1_calendar_1_1_orthodox_impl.html#af437030fcb90f9c04d718ccd36e6d436">Calendar::OrthodoxImpl</a>
</li>
<li>effectiveCap()
: <a class="el" href="class_quant_lib_1_1_capped_floored_coupon.html#a1f3d0a8bc74dac1782660657055382c6">CappedFlooredCoupon</a>
, <a class="el" href="class_quant_lib_1_1_capped_floored_yo_y_inflation_coupon.html#a1f3d0a8bc74dac1782660657055382c6">CappedFlooredYoYInflationCoupon</a>
</li>
<li>effectiveFloor()
: <a class="el" href="class_quant_lib_1_1_capped_floored_coupon.html#a367019171b0d6cd2d82334d19650367a">CappedFlooredCoupon</a>
, <a class="el" href="class_quant_lib_1_1_capped_floored_yo_y_inflation_coupon.html#a367019171b0d6cd2d82334d19650367a">CappedFlooredYoYInflationCoupon</a>
</li>
<li>elasticity()
: <a class="el" href="class_quant_lib_1_1_black_calculator.html#ad1038ed391cff8fa11082293e2dd524c">BlackCalculator</a>
, <a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html#a789f1dd91bf031b93eecd46b14154c75">BlackScholesCalculator</a>
</li>
<li>elasticityForward()
: <a class="el" href="class_quant_lib_1_1_black_calculator.html#ae21b5d8931ed83b6ce0f8f80039f4789">BlackCalculator</a>
</li>
<li>empty()
: <a class="el" href="class_quant_lib_1_1_calendar.html#ac6e61de369e994009e36f344f99c15ad">Calendar</a>
, <a class="el" href="class_quant_lib_1_1_day_counter.html#ac6e61de369e994009e36f344f99c15ad">DayCounter</a>
, <a class="el" href="class_quant_lib_1_1_time_series.html#ac6e61de369e994009e36f344f99c15ad">TimeSeries< T, Container ></a>
, <a class="el" href="class_quant_lib_1_1_currency.html#ac6e61de369e994009e36f344f99c15ad">Currency</a>
, <a class="el" href="class_quant_lib_1_1_commodity_type.html#ac6e61de369e994009e36f344f99c15ad">CommodityType</a>
, <a class="el" href="class_quant_lib_1_1_unit_of_measure.html#ac6e61de369e994009e36f344f99c15ad">UnitOfMeasure</a>
, <a class="el" href="class_quant_lib_1_1_handle.html#ac6e61de369e994009e36f344f99c15ad">Handle< T ></a>
, <a class="el" href="class_quant_lib_1_1_array.html#ac6e61de369e994009e36f344f99c15ad">Array</a>
</li>
<li>enableExtrapolation()
: <a class="el" href="class_quant_lib_1_1_extrapolator.html#ae60e793a77f44a9c022b103458fa993c">Extrapolator</a>
</li>
<li>EndCriteria()
: <a class="el" href="class_quant_lib_1_1_end_criteria.html#a44614ad3eb092291cabcb14c282ccc38">EndCriteria</a>
</li>
<li>endCriteria()
: <a class="el" href="class_quant_lib_1_1_calibrated_model.html#a47010658b99d25188edc0f6eeb8d2ff3">CalibratedModel</a>
</li>
<li>endOfMonth()
: <a class="el" href="class_quant_lib_1_1_calendar.html#a19b6ae524d9688302a3d133d9a8eaf67">Calendar</a>
, <a class="el" href="class_quant_lib_1_1_date.html#a7c1704dd4c31093571b353b270e160cd">Date</a>
</li>
<li>EquityFXVolSurface()
: <a class="el" href="class_quant_lib_1_1_equity_f_x_vol_surface.html#a933dc91a5bedd2573dbe7810d2d05da8">EquityFXVolSurface</a>
</li>
<li>equivalentRate()
: <a class="el" href="class_quant_lib_1_1_interest_rate.html#a3dda956718db96b302e4023950c6f409">InterestRate</a>
</li>
<li>Error()
: <a class="el" href="class_quant_lib_1_1_error.html#a55f022485ff175b831875b9a8b39a600">Error</a>
</li>
<li>error()
: <a class="el" href="class_quant_lib_1_1_general_linear_least_squares.html#a0787f8e1f87d04dceb6b20b946e0a7f4">GeneralLinearLeastSquares</a>
</li>
<li>errorEstimate()
: <a class="el" href="class_quant_lib_1_1_instrument.html#acc5ad105e834e2360818b4f5046bd1f5">Instrument</a>
, <a class="el" href="class_quant_lib_1_1_general_statistics.html#acc5ad105e834e2360818b4f5046bd1f5">GeneralStatistics</a>
, <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#acc5ad105e834e2360818b4f5046bd1f5">IncrementalStatistics</a>
, <a class="el" href="class_quant_lib_1_1_mc_simulation.html#aedf5500bc16aadda7266e3d70e86102c">McSimulation< MC, RNG, S ></a>
</li>
<li>Eurex
: <a class="el" href="class_quant_lib_1_1_germany.html#abe41cfffd960e29a5d8b07be00aeda42a563ccad8cd2c9459a3fff06290054160">Germany</a>
</li>
<li>Euwax
: <a class="el" href="class_quant_lib_1_1_germany.html#abe41cfffd960e29a5d8b07be00aeda42a2bbb60d45dbb80a79c0b1dd828af92db">Germany</a>
</li>
<li>evaluationDate()
: <a class="el" href="class_quant_lib_1_1_settings.html#a95055e9410ed0465a5f30d3ffc90c1d3">Settings</a>
</li>
<li>eventSeniority()
: <a class="el" href="class_quant_lib_1_1_default_event.html#a147fb3038f22fa7a4712735336e744e1">DefaultEvent</a>
</li>
<li>eventTypes_
: <a class="el" href="class_quant_lib_1_1_default_prob_key.html#a40f11e724bff923d71c396f947c0b2ed">DefaultProbKey</a>
</li>
<li>evolve()
: <a class="el" href="class_quant_lib_1_1_geman_roncoroni_process.html#a28916b3498be74dceb699ad1499a46c0">GemanRoncoroniProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#a690ddf2804c6862d281f9181bd2b633e">StochasticProcess1D</a>
, <a class="el" href="class_quant_lib_1_1_extended_black_scholes_merton_process.html#a28916b3498be74dceb699ad1499a46c0">ExtendedBlackScholesMertonProcess</a>
, <a class="el" href="class_quant_lib_1_1_ext_o_u_with_jumps_process.html#a89ac97af7698aa193a9c0731dcdd9d8a">ExtOUWithJumpsProcess</a>
, <a class="el" href="class_quant_lib_1_1_kluge_ext_o_u_process.html#a89ac97af7698aa193a9c0731dcdd9d8a">KlugeExtOUProcess</a>
, <a class="el" href="class_quant_lib_1_1_libor_forward_model_process.html#a89ac97af7698aa193a9c0731dcdd9d8a">LiborForwardModelProcess</a>
, <a class="el" href="class_quant_lib_1_1_bates_process.html#a89ac97af7698aa193a9c0731dcdd9d8a">BatesProcess</a>
, <a class="el" href="class_quant_lib_1_1_g_j_r_g_a_r_c_h_process.html#a89ac97af7698aa193a9c0731dcdd9d8a">GJRGARCHProcess</a>
, <a class="el" href="class_quant_lib_1_1_heston_process.html#a89ac97af7698aa193a9c0731dcdd9d8a">HestonProcess</a>
, <a class="el" href="class_quant_lib_1_1_hybrid_heston_hull_white_process.html#a89ac97af7698aa193a9c0731dcdd9d8a">HybridHestonHullWhiteProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process_array.html#a89ac97af7698aa193a9c0731dcdd9d8a">StochasticProcessArray</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process.html#add82def76a374049a66ae8cb3cfa0e97">StochasticProcess</a>
, <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html#a28916b3498be74dceb699ad1499a46c0">GeneralizedBlackScholesProcess</a>
</li>
<li>exchange()
: <a class="el" href="class_quant_lib_1_1_exchange_rate.html#a9f301db956165c24ea3e237fd1e8ee13">ExchangeRate</a>
</li>
<li>Exchange
: <a class="el" href="class_quant_lib_1_1_brazil.html#abe41cfffd960e29a5d8b07be00aeda42a89fe455d57ae52cfe608090a0ffe2979">Brazil</a>
, <a class="el" href="class_quant_lib_1_1_italy.html#abe41cfffd960e29a5d8b07be00aeda42a89fe455d57ae52cfe608090a0ffe2979">Italy</a>
, <a class="el" href="class_quant_lib_1_1_united_kingdom.html#abe41cfffd960e29a5d8b07be00aeda42a89fe455d57ae52cfe608090a0ffe2979">UnitedKingdom</a>
</li>
<li>ExchangeRate()
: <a class="el" href="class_quant_lib_1_1_exchange_rate.html#abd72efd56b917e8e5da9fe0a7304d7c0">ExchangeRate</a>
</li>
<li>exitFlag()
: <a class="el" href="class_quant_lib_1_1_non_linear_least_square.html#ac91e0c85dd8c6275c6fb8da8de811dcc">NonLinearLeastSquare</a>
</li>
<li>Exp()
: <a class="el" href="class_quant_lib_1_1_array.html#a5a906cfbfbafc7d3203c69168cf0eaa0">Array</a>
</li>
<li>expectation()
: <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html#a81842299056bb82662dce099fca6bcba">GeneralizedBlackScholesProcess</a>
, <a class="el" href="class_quant_lib_1_1_extended_ornstein_uhlenbeck_process.html#a81842299056bb82662dce099fca6bcba">ExtendedOrnsteinUhlenbeckProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process_array.html#a30a103c583af9320f08337052d38c622">StochasticProcessArray</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#a8be83040b1b61f27a482f14d5b461caa">StochasticProcess1D</a>
, <a class="el" href="class_quant_lib_1_1_hull_white_process.html#a81842299056bb82662dce099fca6bcba">HullWhiteProcess</a>
, <a class="el" href="class_quant_lib_1_1_generalized_ornstein_uhlenbeck_process.html#a81842299056bb82662dce099fca6bcba">GeneralizedOrnsteinUhlenbeckProcess</a>
, <a class="el" href="class_quant_lib_1_1_hull_white_forward_process.html#a81842299056bb82662dce099fca6bcba">HullWhiteForwardProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process.html#a90f2fadbc2346fb7f6c94611215a068b">StochasticProcess</a>
, <a class="el" href="class_quant_lib_1_1_ornstein_uhlenbeck_process.html#a81842299056bb82662dce099fca6bcba">OrnsteinUhlenbeckProcess</a>
, <a class="el" href="class_quant_lib_1_1_g2_process.html#a30a103c583af9320f08337052d38c622">G2Process</a>
, <a class="el" href="class_quant_lib_1_1_g2_forward_process.html#a30a103c583af9320f08337052d38c622">G2ForwardProcess</a>
</li>
<li>expectationValue()
: <a class="el" href="class_quant_lib_1_1_general_statistics.html#a746e2780dc881928322ff28743ce4eaa">GeneralStatistics</a>
</li>
<li>expectedShortfall()
: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#ad8217a9c215c1fd0674ae4b4357fa035">GenericRiskStatistics< S ></a>
</li>
<li>expectedTrancheLoss()
: <a class="el" href="class_quant_lib_1_1_synthetic_c_d_o.html#a73193d76dd420560c91dbefc6874dd93">SyntheticCDO</a>
</li>
</ul>
</div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
