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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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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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<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_v"></a>- v -</h3><ul>
<li>valuationDate()
: <a class="el" href="class_quant_lib_1_1_instrument.html#a99aff03ddebfd886dc56c828b37d0ce8">Instrument</a>
</li>
<li>value()
: <a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html#ab7f31cfaca49d25079e464ca462d691c">RecoveryRateQuote</a>
, <a class="el" href="class_quant_lib_1_1_rendistato_equivalent_swap_length_quote.html#ab7f31cfaca49d25079e464ca462d691c">RendistatoEquivalentSwapLengthQuote</a>
, <a class="el" href="class_quant_lib_1_1_problem.html#ab5a7fc79ae2c7a09f08d7ab169a52dc7">Problem</a>
, <a class="el" href="class_quant_lib_1_1_forward_value_quote.html#ab7f31cfaca49d25079e464ca462d691c">ForwardValueQuote</a>
, <a class="el" href="class_quant_lib_1_1_futures_conv_adjustment_quote.html#ab7f31cfaca49d25079e464ca462d691c">FuturesConvAdjustmentQuote</a>
, <a class="el" href="class_quant_lib_1_1_projected_cost_function.html#a1333520b710a945f475fc3c7382d1462">ProjectedCostFunction</a>
, <a class="el" href="class_quant_lib_1_1_implied_std_dev_quote.html#ab7f31cfaca49d25079e464ca462d691c">ImpliedStdDevQuote</a>
, <a class="el" href="class_quant_lib_1_1_last_fixing_quote.html#ab7f31cfaca49d25079e464ca462d691c">LastFixingQuote</a>
, <a class="el" href="class_quant_lib_1_1_rendistato_equivalent_swap_spread_quote.html#ab7f31cfaca49d25079e464ca462d691c">RendistatoEquivalentSwapSpreadQuote</a>
, <a class="el" href="class_quant_lib_1_1_mc_simulation.html#af5af70b152b72f235dc275464058ef69">McSimulation< MC, RNG, S ></a>
, <a class="el" href="class_quant_lib_1_1_simple_quote.html#ab7f31cfaca49d25079e464ca462d691c">SimpleQuote</a>
, <a class="el" href="class_quant_lib_1_1_observable_value.html#a20f4a96fd8932e0b4d89c65f95991bc9">ObservableValue< T ></a>
, <a class="el" href="class_quant_lib_1_1_quote.html#ab60805c81ba477be9e2c45b12a8f4f9e">Quote</a>
, <a class="el" href="class_quant_lib_1_1_delta_vol_quote.html#ab7f31cfaca49d25079e464ca462d691c">DeltaVolQuote</a>
, <a class="el" href="class_quant_lib_1_1_cost_function.html#a132cbe03016a6e22c2ad3eaef6baf6a1">CostFunction</a>
, <a class="el" href="class_quant_lib_1_1_composite_quote.html#ab7f31cfaca49d25079e464ca462d691c">CompositeQuote< BinaryFunction ></a>
, <a class="el" href="class_quant_lib_1_1_derived_quote.html#ab7f31cfaca49d25079e464ca462d691c">DerivedQuote< UnaryFunction ></a>
, <a class="el" href="class_quant_lib_1_1_least_square_function.html#aa96b19df61cc4e727372ce7f9abb60c9">LeastSquareFunction</a>
, <a class="el" href="class_quant_lib_1_1_eurodollar_futures_implied_std_dev_quote.html#ab7f31cfaca49d25079e464ca462d691c">EurodollarFuturesImpliedStdDevQuote</a>
, <a class="el" href="class_quant_lib_1_1_forward_swap_quote.html#ab7f31cfaca49d25079e464ca462d691c">ForwardSwapQuote</a>
</li>
<li>valueAndGradient()
: <a class="el" href="class_quant_lib_1_1_cost_function.html#a74bd7b501afc6cf31871d208ef57fe0a">CostFunction</a>
, <a class="el" href="class_quant_lib_1_1_least_square_function.html#a35a37dbf4155454c382e433e5183ba2f">LeastSquareFunction</a>
, <a class="el" href="class_quant_lib_1_1_problem.html#ae1f5aed11663d0d3aac5a2b1ff111763">Problem</a>
</li>
<li>valueAtCenter()
: <a class="el" href="class_quant_lib_1_1_sampled_curve.html#a0896401cdaf8f83ed681dbdbfa899de5">SampledCurve</a>
</li>
<li>valueAtRisk()
: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#a53b553c9124491efa37dc8494453bc75">GenericRiskStatistics< S ></a>
</li>
<li>valueDate_
: <a class="el" href="class_quant_lib_1_1_forward.html#aebe1ee9fe8c4edd97894a5caec6cf370">Forward</a>
</li>
<li>valueDates()
: <a class="el" href="class_quant_lib_1_1_overnight_indexed_coupon.html#a400cf30b238cb25c1338c90cac6fd9b1">OvernightIndexedCoupon</a>
</li>
<li>values()
: <a class="el" href="class_quant_lib_1_1_projected_cost_function.html#acff7246a26608378638550ab57075273">ProjectedCostFunction</a>
, <a class="el" href="class_quant_lib_1_1_time_series.html#afbac7e75441b2d40f9f5de2897f3604b">TimeSeries< T, Container ></a>
, <a class="el" href="class_quant_lib_1_1_cost_function.html#a81d6a6e85cd18eea72bb0b7d6c6fd8ff">CostFunction</a>
, <a class="el" href="class_quant_lib_1_1_least_square_function.html#aefd0ff60f2c43e34293b14ff785035d1">LeastSquareFunction</a>
, <a class="el" href="class_quant_lib_1_1_problem.html#abc8c323a0850669748ab4342f3294ae9">Problem</a>
</li>
<li>valueWithSamples()
: <a class="el" href="class_quant_lib_1_1_mc_simulation.html#acabb99b71d14507ebd13797c9d904ffc">McSimulation< MC, RNG, S ></a>
</li>
<li>variable()
: <a class="el" href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_dynamics.html#a6b79be60ee10b8ec07aaa99f264e0ceb">OneFactorModel::ShortRateDynamics</a>
, <a class="el" href="class_quant_lib_1_1_black_karasinski_1_1_dynamics.html#a00698c9d9d95a41870fc6c0f44eb2039">BlackKarasinski::Dynamics</a>
, <a class="el" href="class_quant_lib_1_1_cox_ingersoll_ross_1_1_dynamics.html#a4d96c2f86c87ab3ce822d6b3453a7348">CoxIngersollRoss::Dynamics</a>
, <a class="el" href="class_quant_lib_1_1_extended_cox_ingersoll_ross_1_1_dynamics.html#a573cbed5671719737c6e0233387e1f33">ExtendedCoxIngersollRoss::Dynamics</a>
, <a class="el" href="class_quant_lib_1_1_hull_white_1_1_dynamics.html#a00698c9d9d95a41870fc6c0f44eb2039">HullWhite::Dynamics</a>
, <a class="el" href="class_quant_lib_1_1_vasicek_1_1_dynamics.html#a4d96c2f86c87ab3ce822d6b3453a7348">Vasicek::Dynamics</a>
</li>
<li>variance()
: <a class="el" href="class_quant_lib_1_1_extended_ornstein_uhlenbeck_process.html#aec618e405b3e8c104f58b6616d3d482f">ExtendedOrnsteinUhlenbeckProcess</a>
, <a class="el" href="class_quant_lib_1_1_generalized_ornstein_uhlenbeck_process.html#aec618e405b3e8c104f58b6616d3d482f">GeneralizedOrnsteinUhlenbeckProcess</a>
, <a class="el" href="class_quant_lib_1_1_general_statistics.html#a4b8b05b2a9af92dad9cc304c2925a4eb">GeneralStatistics</a>
, <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#a4b8b05b2a9af92dad9cc304c2925a4eb">IncrementalStatistics</a>
, <a class="el" href="class_quant_lib_1_1_end_euler_discretization.html#a0fb3806021f712a2284bad6a4b87b63f">EndEulerDiscretization</a>
, <a class="el" href="class_quant_lib_1_1_euler_discretization.html#a0fb3806021f712a2284bad6a4b87b63f">EulerDiscretization</a>
, <a class="el" href="class_quant_lib_1_1_hull_white_process.html#aec618e405b3e8c104f58b6616d3d482f">HullWhiteProcess</a>
, <a class="el" href="class_quant_lib_1_1_hull_white_forward_process.html#aec618e405b3e8c104f58b6616d3d482f">HullWhiteForwardProcess</a>
, <a class="el" href="class_quant_lib_1_1_ornstein_uhlenbeck_process.html#aec618e405b3e8c104f58b6616d3d482f">OrnsteinUhlenbeckProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html#ab0dfe97f905be74f88809dec0c56b998">StochasticProcess1D</a>
, <a class="el" href="class_quant_lib_1_1_abcd_function.html#a9e7254d43b94577f386d04739ead10cf">AbcdFunction</a>
</li>
<li>variances()
: <a class="el" href="class_quant_lib_1_1_covariance_decomposition.html#acc058c47207cbd07511c380d0c4e4eb6">CovarianceDecomposition</a>
</li>
<li>vega()
: <a class="el" href="class_quant_lib_1_1_black_calculator.html#a0c37734c53fa52703c6f0d22677b05ed">BlackCalculator</a>
</li>
<li>volatility()
: <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#a561306c8ac57997e1264bea10238ca8e">CallableBondVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html#a8bec322449324878a9b8c3d56eee84ea">YoYOptionletVolatilitySurface</a>
, <a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html#ad6581b343c19b58d18e3b643265f4f57">OptionletVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a365198aa837e06b6354629434b19998f">SwaptionVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_cap_floor_term_volatility_structure.html#a8c3285fcf4b32b98557cd4270e77bdae">CapFloorTermVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html#ad5ea6397784b7f1ea64af308fe46c215">YoYOptionletVolatilitySurface</a>
, <a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#a8bec322449324878a9b8c3d56eee84ea">CPIVolatilitySurface</a>
, <a class="el" href="class_quant_lib_1_1_cap_floor_term_volatility_structure.html#aa67b637ae312f05ee9b2e63aa5ec5038">CapFloorTermVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#ad049a4be6f59b66ae64d7791b2738356">SwaptionVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#af9fbf120adada072dc64ec8a1b00e267">CallableBondVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#a1b60b73d75a953a5af8c24a1232268e0">SwaptionVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#a245951532beda8da082fc0e392d36f5c">CallableBondVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_abcd_function.html#a71d1c4666515c7f912687f9315e87908">AbcdFunction</a>
, <a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#ad5ea6397784b7f1ea64af308fe46c215">CPIVolatilitySurface</a>
</li>
<li>volatilityImpl()
: <a class="el" href="class_quant_lib_1_1_cap_floor_term_volatility_structure.html#a36e205184c11421c639d90ff127f482a">CapFloorTermVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html#a3261364899ba4ebcde0eb57b550465a7">OptionletVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_callable_bond_constant_volatility.html#a47909aba7db97bc5c0f7488dd5aff4da">CallableBondConstantVolatility</a>
, <a class="el" href="class_quant_lib_1_1_k_interpolated_yo_y_optionlet_volatility_surface.html#ae1dad241c14ce021b1b9e0ff138a5e85">KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D ></a>
, <a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#ae1dad241c14ce021b1b9e0ff138a5e85">StrippedOptionletAdapter</a>
, <a class="el" href="class_quant_lib_1_1_constant_cap_floor_term_volatility.html#ac4e9e187b4dc3afd9d30a9c07c2e1737">ConstantCapFloorTermVolatility</a>
, <a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html#a36e205184c11421c639d90ff127f482a">CPIVolatilitySurface</a>
, <a class="el" href="class_quant_lib_1_1_caplet_variance_curve.html#a4ca1cc3cffe936278189cb1215c80779">CapletVarianceCurve</a>
, <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html#a36e205184c11421c639d90ff127f482a">YoYOptionletVolatilitySurface</a>
, <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_curve.html#aa429a5b90b987011e16153f909f806e4">CapFloorTermVolCurve</a>
, <a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html#a2872cf9ebf014c0aa202f405fe4af927">ConstantYoYOptionletVolatility</a>
, <a class="el" href="class_quant_lib_1_1_constant_optionlet_volatility.html#ac4e9e187b4dc3afd9d30a9c07c2e1737">ConstantOptionletVolatility</a>
, <a class="el" href="class_quant_lib_1_1_interpolated_yo_y_optionlet_volatility_curve.html#ae1dad241c14ce021b1b9e0ff138a5e85">InterpolatedYoYOptionletVolatilityCurve< Interpolator1D ></a>
, <a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html#afdb2be57d772473c6e0c75f64d285ecd">CallableBondVolatilityStructure</a>
, <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_surface.html#ac1b3118463fca54a0b9e7a476ee22535">CapFloorTermVolSurface</a>
</li>
<li>VolatilityTermStructure()
: <a class="el" href="class_quant_lib_1_1_volatility_term_structure.html#a5f30fa48a97a7299157730452b4034e6">VolatilityTermStructure</a>
</li>
</ul>
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