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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><a class="anchor" id="index_i"></a>- i -</h3><ul>
<li>identity()
: <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#af7d138b877b39e9af280942629d871c5">TridiagonalOperator</a>
</li>
<li>impliedHazardRate()
: <a class="el" href="class_quant_lib_1_1_credit_default_swap.html#a191f03cc383196d7f37049a45ca2c488">CreditDefaultSwap</a>
</li>
<li>impliedRate()
: <a class="el" href="class_quant_lib_1_1_interest_rate.html#a779d7cefddffa0b2fd85199c840dd3c3">InterestRate</a>
</li>
<li>impliedVolatility()
: <a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#a95c0837ce9c4bcc4cb9b9ff975f3bfe1">DividendVanillaOption</a>
, <a class="el" href="class_quant_lib_1_1_yo_y_inflation_cap_floor.html#aa8e8a9d134f996ccfed0e665e2cd6b18">YoYInflationCapFloor</a>
, <a class="el" href="class_quant_lib_1_1_callable_bond.html#adf862ef9600f7281d63d2d71b9d6a009">CallableBond</a>
, <a class="el" href="class_quant_lib_1_1_swaption.html#a12c73741c1de5bc4661bffb85aa8a258">Swaption</a>
, <a class="el" href="class_quant_lib_1_1_vanilla_option.html#a95c0837ce9c4bcc4cb9b9ff975f3bfe1">VanillaOption</a>
, <a class="el" href="class_quant_lib_1_1_barrier_option.html#a95c0837ce9c4bcc4cb9b9ff975f3bfe1">BarrierOption</a>
, <a class="el" href="class_quant_lib_1_1_calibration_helper.html#a83cd0c8293969d49634c639a632141f0">CalibrationHelper</a>
, <a class="el" href="class_quant_lib_1_1_cap_floor.html#aa297fb33a109811a2c2f0c3b18a132c6">CapFloor</a>
</li>
<li>impliedYield()
: <a class="el" href="class_quant_lib_1_1_forward.html#a4c43d8ef9bdc2c5ba053471a9e3612d9">Forward</a>
</li>
<li>include()
: <a class="el" href="class_quant_lib_1_1_projected_cost_function.html#a345a5a5e4b2957ac72edb57ec2f43728">ProjectedCostFunction</a>
</li>
<li>includeReferenceDateEvents()
: <a class="el" href="class_quant_lib_1_1_settings.html#a42985b53935a1455fae87abac7897abe">Settings</a>
</li>
<li>includeTodaysCashFlows()
: <a class="el" href="class_quant_lib_1_1_settings.html#ae3bc274d0c10bfa3b2c27380eb000032">Settings</a>
</li>
<li>incomeDiscountCurve()
: <a class="el" href="class_quant_lib_1_1_forward.html#a132db8214320701ae378e309dea4d463">Forward</a>
</li>
<li>index()
: <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#a3abd7ea3a1e190b4a16ba6cdb32aa6b5">FloatingRateCoupon</a>
, <a class="el" href="class_quant_lib_1_1_inflation_coupon.html#ab678aceb88e36713929969ea64794ad1">InflationCoupon</a>
, <a class="el" href="class_quant_lib_1_1_time_grid.html#a6bd298263e48ea6d251ff1a26dd8d8c6">TimeGrid</a>
</li>
<li>indexFixing()
: <a class="el" href="class_quant_lib_1_1_average_b_m_a_coupon.html#a23cbd01fcfcd4d0077f26fca43fb9b41">AverageBMACoupon</a>
, <a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a23cbd01fcfcd4d0077f26fca43fb9b41">CPICoupon</a>
, <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#abb75c00a042f794562147c2a5f81b08a">FloatingRateCoupon</a>
, <a class="el" href="class_quant_lib_1_1_ibor_coupon.html#a23cbd01fcfcd4d0077f26fca43fb9b41">IborCoupon</a>
, <a class="el" href="class_quant_lib_1_1_inflation_coupon.html#abb75c00a042f794562147c2a5f81b08a">InflationCoupon</a>
</li>
<li>indexFixings()
: <a class="el" href="class_quant_lib_1_1_average_b_m_a_coupon.html#a39b677b1780af304cd199b748fb139b6">AverageBMACoupon</a>
, <a class="el" href="class_quant_lib_1_1_overnight_indexed_coupon.html#a077b9a68b3d014b3e2f83fb64e1932ad">OvernightIndexedCoupon</a>
</li>
<li>indexObservation()
: <a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a5da913aeed0edf77297364893db12269">CPICoupon</a>
</li>
<li>InflationIndex()
: <a class="el" href="class_quant_lib_1_1_inflation_index.html#a08a953a7e2c9faae6d595913aae0893b">InflationIndex</a>
</li>
<li>inflationLeg()
: <a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#ab0f29d5c3f917ed7a34615719dcd24c8">ZeroCouponInflationSwap</a>
</li>
<li>init()
: <a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve_1_1_fitting_method.html#a02fd73d861ef2e4aabb38c0c9ff82947">FittedBondDiscountCurve::FittingMethod</a>
</li>
<li>initialize()
: <a class="el" href="class_quant_lib_1_1_interpolated_yo_y_optionlet_stripper.html#aa5a448819773b424b8521378875e245d">InterpolatedYoYOptionletStripper< Interpolator1D ></a>
, <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_stripper.html#a5188210fcbaf217a55550e96c4909cfc">YoYOptionletStripper</a>
, <a class="el" href="class_quant_lib_1_1_tree_lattice.html#a1ddfbb7f9627db7391473e14c4a1fee2">TreeLattice< Impl ></a>
, <a class="el" href="class_quant_lib_1_1_lattice.html#a8f3082121a4d10bf0c4e141212935378">Lattice</a>
</li>
<li>initialValues()
: <a class="el" href="class_quant_lib_1_1_ext_o_u_with_jumps_process.html#a00ce0583b0451d83b803b8a40cce1a2b">ExtOUWithJumpsProcess</a>
, <a class="el" href="class_quant_lib_1_1_kluge_ext_o_u_process.html#a00ce0583b0451d83b803b8a40cce1a2b">KlugeExtOUProcess</a>
, <a class="el" href="class_quant_lib_1_1_libor_forward_model_process.html#a00ce0583b0451d83b803b8a40cce1a2b">LiborForwardModelProcess</a>
, <a class="el" href="class_quant_lib_1_1_g2_process.html#a00ce0583b0451d83b803b8a40cce1a2b">G2Process</a>
, <a class="el" href="class_quant_lib_1_1_g2_forward_process.html#a00ce0583b0451d83b803b8a40cce1a2b">G2ForwardProcess</a>
, <a class="el" href="class_quant_lib_1_1_g_j_r_g_a_r_c_h_process.html#a00ce0583b0451d83b803b8a40cce1a2b">GJRGARCHProcess</a>
, <a class="el" href="class_quant_lib_1_1_heston_process.html#a00ce0583b0451d83b803b8a40cce1a2b">HestonProcess</a>
, <a class="el" href="class_quant_lib_1_1_hybrid_heston_hull_white_process.html#a00ce0583b0451d83b803b8a40cce1a2b">HybridHestonHullWhiteProcess</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process_array.html#a00ce0583b0451d83b803b8a40cce1a2b">StochasticProcessArray</a>
, <a class="el" href="class_quant_lib_1_1_stochastic_process.html#a23d85d7308543378898341eb84a6b258">StochasticProcess</a>
</li>
<li>instance()
: <a class="el" href="class_quant_lib_1_1_singleton.html#ab7455b7e1235d292c444095842349291">Singleton< T ></a>
</li>
<li>instantaneousCovariance()
: <a class="el" href="class_quant_lib_1_1_abcd_function.html#a79722f1d9d039d384bf8bc2066e3ba5f">AbcdFunction</a>
</li>
<li>instantaneousVariance()
: <a class="el" href="class_quant_lib_1_1_abcd_function.html#ae4b1ff446696e681cc2ae3c9f10e06ff">AbcdFunction</a>
</li>
<li>instantaneousVolatility()
: <a class="el" href="class_quant_lib_1_1_abcd_function.html#a5c1cb404ffda59fac71aca8171bdfe9b">AbcdFunction</a>
</li>
<li>integral()
: <a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a3466ad62259b66bd721d275d6f37b3b5">OneFactorCopula</a>
</li>
<li>InterestRate()
: <a class="el" href="class_quant_lib_1_1_interest_rate.html#aa302b38a9a595c752fb01fcb473e2924">InterestRate</a>
</li>
<li>InterestRateVolSurface()
: <a class="el" href="class_quant_lib_1_1_interest_rate_vol_surface.html#a790c8f47798af91124e11ca9e2a52731">InterestRateVolSurface</a>
</li>
<li>interpolated()
: <a class="el" href="class_quant_lib_1_1_inflation_index.html#a40c4f14701638cfb8f7ce2ce9cbeabf3">InflationIndex</a>
</li>
<li>InterpolatedYoYInflationCurve()
: <a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html#a4c70f12554a2505ad8701a6094b70922">InterpolatedYoYInflationCurve< Interpolator ></a>
</li>
<li>InterpolatedYoYOptionletVolatilityCurve()
: <a class="el" href="class_quant_lib_1_1_interpolated_yo_y_optionlet_volatility_curve.html#a9609a8f20bd21893ec6c6f2c89f94671">InterpolatedYoYOptionletVolatilityCurve< Interpolator1D ></a>
</li>
<li>InterpolatedZeroInflationCurve()
: <a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html#a93efd291e9843a525ad3037c5f258b66">InterpolatedZeroInflationCurve< Interpolator ></a>
</li>
<li>interpolation()
: <a class="el" href="class_quant_lib_1_1_c_p_i_cash_flow.html#a6fbb6ffa487bc0df2258f120de8ad1ca">CPICashFlow</a>
</li>
<li>inverse()
: <a class="el" href="class_quant_lib_1_1_matrix.html#aeff3737ade047fc73a0a756ffab60c9c">Matrix</a>
</li>
<li>inverse_transform()
: <a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#a38b5f227d390596a7ccfd835d7803bcf">FastFourierTransform</a>
</li>
<li>inverseCumulativeY()
: <a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a37961e30f2d8786a4e4e6d1ef65516ed">OneFactorCopula</a>
, <a class="el" href="class_quant_lib_1_1_one_factor_gaussian_copula.html#a309f9b6f2c8476ddc7d4d750a0f7d75c">OneFactorGaussianCopula</a>
</li>
<li>isBusinessDay()
: <a class="el" href="class_quant_lib_1_1_calendar.html#a85aed4d5b4c114bdd47766ef9e52e2f7">Calendar</a>
</li>
<li>isConsistent()
: <a class="el" href="class_quant_lib_1_1_seasonality.html#ad3811d44e8830cd435b032e3d28a31f9">Seasonality</a>
, <a class="el" href="class_quant_lib_1_1_multiplicative_price_seasonality.html#ad3811d44e8830cd435b032e3d28a31f9">MultiplicativePriceSeasonality</a>
</li>
<li>isECBcode()
: <a class="el" href="struct_quant_lib_1_1_e_c_b.html#a9fa5fcc17cb504aa3fb5cb54c58d2479">ECB</a>
</li>
<li>isECBdate()
: <a class="el" href="struct_quant_lib_1_1_e_c_b.html#aca410cfcdf9b3ff3ea113509d168ca69">ECB</a>
</li>
<li>isEndOfMonth()
: <a class="el" href="class_quant_lib_1_1_calendar.html#a406c43181bd59e07a145a4722fdf2480">Calendar</a>
, <a class="el" href="class_quant_lib_1_1_date.html#aa0e9cb47a55168ecd2af13d7be0e8a86">Date</a>
</li>
<li>isExpired()
: <a class="el" href="class_quant_lib_1_1_multi_asset_option.html#a274c03751addc5c2ea63cc23d14a0bfe">MultiAssetOption</a>
, <a class="el" href="class_quant_lib_1_1_one_asset_option.html#a274c03751addc5c2ea63cc23d14a0bfe">OneAssetOption</a>
, <a class="el" href="class_quant_lib_1_1_stock.html#a274c03751addc5c2ea63cc23d14a0bfe">Stock</a>
, <a class="el" href="class_quant_lib_1_1_energy_vanilla_swap.html#a274c03751addc5c2ea63cc23d14a0bfe">EnergyVanillaSwap</a>
, <a class="el" href="class_quant_lib_1_1_cds_option.html#a274c03751addc5c2ea63cc23d14a0bfe">CdsOption</a>
, <a class="el" href="class_quant_lib_1_1_instrument.html#a672af63d5c16d2597399475923d21ad0">Instrument</a>
, <a class="el" href="class_quant_lib_1_1_variance_swap.html#a274c03751addc5c2ea63cc23d14a0bfe">VarianceSwap</a>
, <a class="el" href="class_quant_lib_1_1_risky_bond.html#a274c03751addc5c2ea63cc23d14a0bfe">RiskyBond</a>
, <a class="el" href="class_quant_lib_1_1_synthetic_c_d_o.html#a274c03751addc5c2ea63cc23d14a0bfe">SyntheticCDO</a>
, <a class="el" href="class_quant_lib_1_1_writer_extensible_option.html#a274c03751addc5c2ea63cc23d14a0bfe">WriterExtensibleOption</a>
, <a class="el" href="class_quant_lib_1_1_yo_y_inflation_cap_floor.html#a274c03751addc5c2ea63cc23d14a0bfe">YoYInflationCapFloor</a>
, <a class="el" href="class_quant_lib_1_1_credit_default_swap.html#a274c03751addc5c2ea63cc23d14a0bfe">CreditDefaultSwap</a>
, <a class="el" href="class_quant_lib_1_1_forward.html#a274c03751addc5c2ea63cc23d14a0bfe">Forward</a>
, <a class="el" href="class_quant_lib_1_1_variance_option.html#a274c03751addc5c2ea63cc23d14a0bfe">VarianceOption</a>
, <a class="el" href="class_quant_lib_1_1_bond.html#a274c03751addc5c2ea63cc23d14a0bfe">Bond</a>
, <a class="el" href="class_quant_lib_1_1_c_p_i_cap_floor.html#a274c03751addc5c2ea63cc23d14a0bfe">CPICapFloor</a>
, <a class="el" href="class_quant_lib_1_1_composite_instrument.html#a274c03751addc5c2ea63cc23d14a0bfe">CompositeInstrument</a>
, <a class="el" href="class_quant_lib_1_1_cap_floor.html#a274c03751addc5c2ea63cc23d14a0bfe">CapFloor</a>
, <a class="el" href="class_quant_lib_1_1_c_d_o.html#a274c03751addc5c2ea63cc23d14a0bfe">CDO</a>
, <a class="el" href="class_quant_lib_1_1_swap.html#a274c03751addc5c2ea63cc23d14a0bfe">Swap</a>
, <a class="el" href="class_quant_lib_1_1_swaption.html#a274c03751addc5c2ea63cc23d14a0bfe">Swaption</a>
, <a class="el" href="class_quant_lib_1_1_vanilla_storage_option.html#a274c03751addc5c2ea63cc23d14a0bfe">VanillaStorageOption</a>
, <a class="el" href="class_quant_lib_1_1_path_multi_asset_option.html#a274c03751addc5c2ea63cc23d14a0bfe">PathMultiAssetOption</a>
, <a class="el" href="class_quant_lib_1_1_nth_to_default.html#a274c03751addc5c2ea63cc23d14a0bfe">NthToDefault</a>
, <a class="el" href="class_quant_lib_1_1_energy_future.html#a274c03751addc5c2ea63cc23d14a0bfe">EnergyFuture</a>
, <a class="el" href="class_quant_lib_1_1_vanilla_swing_option.html#a274c03751addc5c2ea63cc23d14a0bfe">VanillaSwingOption</a>
</li>
<li>isHoliday()
: <a class="el" href="class_quant_lib_1_1_calendar.html#aa529b7298ba96b90261ed56c34f015f8">Calendar</a>
</li>
<li>isIMMcode()
: <a class="el" href="struct_quant_lib_1_1_i_m_m.html#ab6d053800ac6c4ad18679ff5110ab246">IMM</a>
</li>
<li>isIMMdate()
: <a class="el" href="struct_quant_lib_1_1_i_m_m.html#a6089f8ddc6618af2d8eff34efc54b491">IMM</a>
</li>
<li>isInArrears()
: <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#ab847c12bc9de50d7209aae33a4fa1c13">FloatingRateCoupon</a>
</li>
<li>isLeap()
: <a class="el" href="class_quant_lib_1_1_date.html#a586c8f2317d6b5165f60304a391eb587">Date</a>
</li>
<li>isOnTime()
: <a class="el" href="class_quant_lib_1_1_discretized_asset.html#ae39867f35c28df8a77f62d659f6b7ad5">DiscretizedAsset</a>
</li>
<li>isValid()
: <a class="el" href="class_quant_lib_1_1_futures_conv_adjustment_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">FuturesConvAdjustmentQuote</a>
, <a class="el" href="class_quant_lib_1_1_forward_value_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">ForwardValueQuote</a>
, <a class="el" href="class_quant_lib_1_1_composite_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">CompositeQuote< BinaryFunction ></a>
, <a class="el" href="class_quant_lib_1_1_implied_std_dev_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">ImpliedStdDevQuote</a>
, <a class="el" href="class_quant_lib_1_1_last_fixing_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">LastFixingQuote</a>
, <a class="el" href="class_quant_lib_1_1_derived_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">DerivedQuote< UnaryFunction ></a>
, <a class="el" href="class_quant_lib_1_1_forward_swap_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">ForwardSwapQuote</a>
, <a class="el" href="class_quant_lib_1_1_delta_vol_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">DeltaVolQuote</a>
, <a class="el" href="class_quant_lib_1_1_rendistato_equivalent_swap_spread_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">RendistatoEquivalentSwapSpreadQuote</a>
, <a class="el" href="class_quant_lib_1_1_quote.html#a84d80615491ecea423f99490445b73ae">Quote</a>
, <a class="el" href="class_quant_lib_1_1_simple_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">SimpleQuote</a>
, <a class="el" href="class_quant_lib_1_1_rendistato_equivalent_swap_length_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">RendistatoEquivalentSwapLengthQuote</a>
, <a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">RecoveryRateQuote</a>
, <a class="el" href="class_quant_lib_1_1_eurodollar_futures_implied_std_dev_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">EurodollarFuturesImpliedStdDevQuote</a>
</li>
<li>isValidFixingDate()
: <a class="el" href="class_quant_lib_1_1_interest_rate_index.html#aa279f27f1bb152aa71ff980f0bae2727">InterestRateIndex</a>
, <a class="el" href="class_quant_lib_1_1_index.html#abaaf5b4d83d8e96c321a71b3eec62a78">Index</a>
, <a class="el" href="class_quant_lib_1_1_inflation_index.html#aa279f27f1bb152aa71ff980f0bae2727">InflationIndex</a>
, <a class="el" href="class_quant_lib_1_1_b_m_a_index.html#aa279f27f1bb152aa71ff980f0bae2727">BMAIndex</a>
</li>
<li>isValidQuoteDate()
: <a class="el" href="class_quant_lib_1_1_commodity_index.html#a7d2fba75b27aca061c42efea5b80f7fc">CommodityIndex</a>
</li>
<li>isWeekend()
: <a class="el" href="class_quant_lib_1_1_calendar.html#a9c1941e4f95b1d74d7f9b2e772174c73">Calendar</a>
</li>
<li>iterationsNumber()
: <a class="el" href="class_quant_lib_1_1_non_linear_least_square.html#a39cd20d97f356086d2c033b0bad60caf">NonLinearLeastSquare</a>
</li>
<li>itmAssetProbability()
: <a class="el" href="class_quant_lib_1_1_black_calculator.html#abb479ae11d5c444f5ef42ac09dc14765">BlackCalculator</a>
</li>
<li>itmCashProbability()
: <a class="el" href="class_quant_lib_1_1_black_calculator.html#aee3252e0cf020c5878f35dae85bd1107">BlackCalculator</a>
</li>
</ul>
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