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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h3 class="navbartitle">Version 1.2</h3>
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<h3 class="navbartitle">Getting started</h3>
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<!--Doxygen-generated content-->
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<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_f"></a>- f -</h3><ul>
<li>factors()
: <a class="el" href="class_quant_lib_1_1_ext_o_u_with_jumps_process.html#af712ecab6d5754978fed3860efc7f661">ExtOUWithJumpsProcess</a>
, <a class="el" href="class_quant_lib_1_1_kluge_ext_o_u_process.html#af712ecab6d5754978fed3860efc7f661">KlugeExtOUProcess</a>
, <a class="el" href="class_quant_lib_1_1_bates_process.html#af712ecab6d5754978fed3860efc7f661">BatesProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process.html#abc633d3c7227b3f3454b7af5272bd3f4">StochasticProcess</a>
, <a class="el" href="class_quant_lib_1_1_libor_forward_model_process.html#af712ecab6d5754978fed3860efc7f661">LiborForwardModelProcess</a>
</li>
<li>Factors
: <a class="el" href="class_quant_lib_1_1_sobol_brownian_generator.html#a0248f65bd948236b9f656ce6c5d65355a80d941f67956dd1f25b0c208987ddd31">SobolBrownianGenerator</a>
</li>
<li>fairSpread()
: <a class="el" href="class_quant_lib_1_1_credit_default_swap.html#ad5fc81080d467478294f70a2982808d4">CreditDefaultSwap</a>
</li>
<li>fairUpfront()
: <a class="el" href="class_quant_lib_1_1_credit_default_swap.html#af902c4c5d6a281bfc0e46820bb8f8126">CreditDefaultSwap</a>
</li>
<li>fetchResults()
: <a class="el" href="class_quant_lib_1_1_c_p_i_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">CPISwap</a>
, <a class="el" href="class_quant_lib_1_1_credit_default_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">CreditDefaultSwap</a>
, <a class="el" href="class_quant_lib_1_1_energy_commodity.html#aa0a3105ddebcff9f233fb76a8a31fafe">EnergyCommodity</a>
, <a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">ForwardVanillaOption</a>
, <a class="el" href="class_quant_lib_1_1_multi_asset_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">MultiAssetOption</a>
, <a class="el" href="class_quant_lib_1_1_synthetic_c_d_o.html#aa0a3105ddebcff9f233fb76a8a31fafe">SyntheticCDO</a>
, <a class="el" href="class_quant_lib_1_1_one_asset_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">OneAssetOption</a>
, <a class="el" href="class_quant_lib_1_1_quanto_barrier_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">QuantoBarrierOption</a>
, <a class="el" href="class_quant_lib_1_1_margrabe_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">MargrabeOption</a>
, <a class="el" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">QuantoForwardVanillaOption</a>
, <a class="el" href="class_quant_lib_1_1_quanto_vanilla_option.html#aa0a3105ddebcff9f233fb76a8a31fafe">QuantoVanillaOption</a>
, <a class="el" href="class_quant_lib_1_1_instrument.html#aa0a3105ddebcff9f233fb76a8a31fafe">Instrument</a>
, <a class="el" href="class_quant_lib_1_1_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">Swap</a>
, <a class="el" href="class_quant_lib_1_1_vanilla_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">VanillaSwap</a>
, <a class="el" href="class_quant_lib_1_1_asset_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">AssetSwap</a>
, <a class="el" href="class_quant_lib_1_1_variance_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">VarianceSwap</a>
, <a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html#aa0a3105ddebcff9f233fb76a8a31fafe">YearOnYearInflationSwap</a>
, <a class="el" href="class_quant_lib_1_1_bond.html#aa0a3105ddebcff9f233fb76a8a31fafe">Bond</a>
, <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#a0f63e39daa12d877d8156360b8f920af">ZeroCouponInflationSwap</a>
, <a class="el" href="class_quant_lib_1_1_c_p_i_cap_floor.html#a0f63e39daa12d877d8156360b8f920af">CPICapFloor</a>
</li>
<li>finiteDifferenceEpsilon()
: <a class="el" href="class_quant_lib_1_1_cost_function.html#a66ef2bf7179eda5017589d6f8fc90ed7">CostFunction</a>
</li>
<li>firstDate()
: <a class="el" href="class_quant_lib_1_1_time_series.html#a89f577dafd1b1413b3efb0964c14d92b">TimeSeries< T, Container ></a>
</li>
<li>FirstDerivative
: <a class="el" href="class_quant_lib_1_1_cubic_interpolation.html#af3393571fa8a8daa4ee5c06613b26555aaf8392865aea8f24355012391183d9e9">CubicInterpolation</a>
</li>
<li>firstDerivativeAtCenter()
: <a class="el" href="class_quant_lib_1_1_sampled_curve.html#a08ebad730457427955f35413acddf0a4">SampledCurve</a>
</li>
<li>fitResults()
: <a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve.html#a1e16dc4d9f84a6e0fabb5b03151ddad5">FittedBondDiscountCurve</a>
</li>
<li>FittedBondDiscountCurve()
: <a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve.html#a77e7c5aa487e5a9174a5fbaa93976e1d">FittedBondDiscountCurve</a>
</li>
<li>FittingMethod()
: <a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve_1_1_fitting_method.html#a4332212ca948f9f0fd5dd8392e084977">FittedBondDiscountCurve::FittingMethod</a>
</li>
<li>fixedLeg()
: <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#a720acf11b744a6529b383940d01117a6">ZeroCouponInflationSwap</a>
</li>
<li>fixedRate()
: <a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a73f485121a325bf2585dc27479916da8">CPICoupon</a>
, <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#a21ca699ff10159146df2e2673c1cc118">ZeroCouponInflationSwap</a>
</li>
<li>FixedRateBond()
: <a class="el" href="class_quant_lib_1_1_fixed_rate_bond.html#ae6647c978d8f8da1dc38593db4a2efb6">FixedRateBond</a>
</li>
<li>FixedRateBondForward()
: <a class="el" href="class_quant_lib_1_1_fixed_rate_bond_forward.html#a0d85f16ee4f4bed9faec5733b908b2d6">FixedRateBondForward</a>
</li>
<li>fixing()
: <a class="el" href="class_quant_lib_1_1_index.html#a3fe8532d0a96ae0ba25ac781e150aa37">Index</a>
, <a class="el" href="class_quant_lib_1_1_inflation_index.html#ab2e953a50a4d61d840d72c13c4789ea6">InflationIndex</a>
, <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html#a1c776ca10de744b29a4d051102003eb9">ZeroInflationIndex</a>
, <a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html#a1c776ca10de744b29a4d051102003eb9">YoYInflationIndex</a>
, <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a1c776ca10de744b29a4d051102003eb9">InterestRateIndex</a>
</li>
<li>fixingCalendar()
: <a class="el" href="class_quant_lib_1_1_index.html#a017c78ebe125418dde1aacb7c610265a">Index</a>
, <a class="el" href="class_quant_lib_1_1_inflation_index.html#abd47d61ed23fb73440b0c02534236330">InflationIndex</a>
, <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#abd47d61ed23fb73440b0c02534236330">InterestRateIndex</a>
</li>
<li>fixingDate()
: <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#ac1b6485ac61fa2e97bdfc38fe97044ff">FloatingRateCoupon</a>
, <a class="el" href="class_quant_lib_1_1_average_b_m_a_coupon.html#a8672d26ae625ac44319bf3ad4ced846e">AverageBMACoupon</a>
, <a class="el" href="class_quant_lib_1_1_inflation_coupon.html#ac1b6485ac61fa2e97bdfc38fe97044ff">InflationCoupon</a>
, <a class="el" href="class_quant_lib_1_1_overnight_indexed_coupon.html#a8672d26ae625ac44319bf3ad4ced846e">OvernightIndexedCoupon</a>
</li>
<li>fixingDates()
: <a class="el" href="class_quant_lib_1_1_overnight_indexed_coupon.html#a3ac803b91c3e929f54f9094ce1719bad">OvernightIndexedCoupon</a>
, <a class="el" href="class_quant_lib_1_1_average_b_m_a_coupon.html#a7f00f23080f829019ba5a986a64f79ff">AverageBMACoupon</a>
</li>
<li>fixingDays()
: <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#a525a1bb58e63aa211a97c570b1aafc72">FloatingRateCoupon</a>
, <a class="el" href="class_quant_lib_1_1_inflation_coupon.html#a525a1bb58e63aa211a97c570b1aafc72">InflationCoupon</a>
</li>
<li>fixingSchedule()
: <a class="el" href="class_quant_lib_1_1_b_m_a_index.html#afc12c1eac0967ca3d9cfcb0cf282109b">BMAIndex</a>
</li>
<li>floor()
: <a class="el" href="class_quant_lib_1_1_capped_floored_coupon.html#a2982a6603a5536c983895d191b358d70">CappedFlooredCoupon</a>
, <a class="el" href="class_quant_lib_1_1_capped_floored_yo_y_inflation_coupon.html#a2982a6603a5536c983895d191b358d70">CappedFlooredYoYInflationCoupon</a>
</li>
<li>Floor
: <a class="el" href="class_quant_lib_1_1_rounding.html#a1d1cfd8ffb84e947f82999c682b666a7a94e95e4b8360855608dfad0b1f43a301">Rounding</a>
</li>
<li>forecastFixing()
: <a class="el" href="class_quant_lib_1_1_ibor_index.html#a31402c8dcd6c83166c07900d7f440bca">IborIndex</a>
, <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#a068334de0e963b4134d832cf035b3e03">InterestRateIndex</a>
, <a class="el" href="class_quant_lib_1_1_swap_index.html#a31402c8dcd6c83166c07900d7f440bca">SwapIndex</a>
, <a class="el" href="class_quant_lib_1_1_b_m_a_index.html#a31402c8dcd6c83166c07900d7f440bca">BMAIndex</a>
</li>
<li>format()
: <a class="el" href="class_quant_lib_1_1_currency.html#a204c75f752ee13cb64ccc2b7af3f687c">Currency</a>
</li>
<li>Forward
: <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78ae204c9c3e62b1e9a6b60e40cd05256c5">DateGeneration</a>
</li>
<li>ForwardFlatInterpolation()
: <a class="el" href="class_quant_lib_1_1_forward_flat_interpolation.html#a79504c62b2abc9f0e6dc21389b38e08f">ForwardFlatInterpolation</a>
</li>
<li>forwardImpl()
: <a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html#afa0209491613a4dfe502b77e28b8ab50">ZeroSpreadedTermStructure</a>
, <a class="el" href="class_quant_lib_1_1_forward_rate_structure.html#aba98e032168bf53ec33f971ff872fa40">ForwardRateStructure</a>
, <a class="el" href="class_quant_lib_1_1_interpolated_forward_curve.html#af9a0dab6e2bfb4a21dce277a40fcf928">InterpolatedForwardCurve< Interpolator ></a>
, <a class="el" href="class_quant_lib_1_1_forward_spreaded_term_structure.html#af9a0dab6e2bfb4a21dce277a40fcf928">ForwardSpreadedTermStructure</a>
</li>
<li>forwardingTermStructure()
: <a class="el" href="class_quant_lib_1_1_ibor_index.html#a602aff2af572fe9b816a379dae8fb4ad">IborIndex</a>
</li>
<li>forwardPrice()
: <a class="el" href="class_quant_lib_1_1_fixed_rate_bond_forward.html#a72f9af6894914f64f567f95a5b819046">FixedRateBondForward</a>
</li>
<li>forwardRate()
: <a class="el" href="class_quant_lib_1_1_yield_term_structure.html#a7a4a0acc869b6696002755cfe9848000">YieldTermStructure</a>
</li>
<li>forwardValue()
: <a class="el" href="class_quant_lib_1_1_forward.html#a3b910af2aa00c99e596ec6a0f1e8e0dd">Forward</a>
</li>
<li>FourthOrder
: <a class="el" href="class_quant_lib_1_1_cubic_interpolation.html#aeccb633d9226f37b800589483ea2f0f6a8908df67d5fb494d1799a270564789f8">CubicInterpolation</a>
</li>
<li>fractionsPerUnit()
: <a class="el" href="class_quant_lib_1_1_currency.html#ac3f006fc110023306a10a2d55acea9a3">Currency</a>
</li>
<li>fractionSymbol()
: <a class="el" href="class_quant_lib_1_1_currency.html#a49e03ed5a6ba3b97feab045f462ad6c3">Currency</a>
</li>
<li>FrankfurtStockExchange
: <a class="el" href="class_quant_lib_1_1_germany.html#abe41cfffd960e29a5d8b07be00aeda42ae0e12eee5eb2e2598e1ef9c6a8652e67">Germany</a>
</li>
<li>freeze()
: <a class="el" href="class_quant_lib_1_1_lazy_object.html#abd8698b462ce90fe56b15ce7a0192d3e">LazyObject</a>
</li>
<li>FritschButland
: <a class="el" href="class_quant_lib_1_1_cubic_interpolation.html#aeccb633d9226f37b800589483ea2f0f6ac194b4cb0838c7c484b13eb6d6dc0010">CubicInterpolation</a>
</li>
<li>front()
: <a class="el" href="class_quant_lib_1_1_path.html#adf80e67a5954b0635539898d1de0bac3">Path</a>
</li>
<li>functionEvaluation()
: <a class="el" href="class_quant_lib_1_1_problem.html#a9ce4fbf7f4d0fa879601ef3dada784cc">Problem</a>
</li>
<li>functionEvaluation_
: <a class="el" href="class_quant_lib_1_1_problem.html#a733c93ead43e5991f400c80708e828f7">Problem</a>
</li>
<li>functionValue()
: <a class="el" href="class_quant_lib_1_1_problem.html#a507050a322afee6459b66f62c82a6672">Problem</a>
</li>
<li>functionValue_
: <a class="el" href="class_quant_lib_1_1_problem.html#af306e7f46dac616d414c32fb9ec99b49">Problem</a>
</li>
</ul>
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