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
|
<!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 - Functions</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">
 
<h3><a class="anchor" id="index_p"></a>- p -</h3><ul>
<li>params()
: <a class="el" href="class_quant_lib_1_1_calibrated_model.html#abf0665e7524410c40a874b86db642511">CalibratedModel</a>
</li>
<li>partialRollback()
: <a class="el" href="class_quant_lib_1_1_tsiveriotis_fernandes_lattice.html#a90141038ed4cf080568664474ee02524">TsiveriotisFernandesLattice< T ></a>
, <a class="el" href="class_quant_lib_1_1_lattice.html#a014c376879c97eb1268c460dfeeebb4d">Lattice</a>
, <a class="el" href="class_quant_lib_1_1_tree_lattice.html#a90141038ed4cf080568664474ee02524">TreeLattice< Impl ></a>
</li>
<li>percentile()
: <a class="el" href="class_quant_lib_1_1_general_statistics.html#ad85e1d17aa1273cc6b198d9109ef5c41">GeneralStatistics</a>
</li>
<li>perform()
: <a class="el" href="class_quant_lib_1_1_non_linear_least_square.html#a067968a223168798fa3f64b6051f4354">NonLinearLeastSquare</a>
</li>
<li>performCalculations()
: <a class="el" href="class_quant_lib_1_1_energy_future.html#a02b90bbfee3ee29627939544fb59ec93">EnergyFuture</a>
, <a class="el" href="class_quant_lib_1_1_forward.html#a02b90bbfee3ee29627939544fb59ec93">Forward</a>
, <a class="el" href="class_quant_lib_1_1_stock.html#a02b90bbfee3ee29627939544fb59ec93">Stock</a>
, <a class="el" href="class_quant_lib_1_1_energy_vanilla_swap.html#a02b90bbfee3ee29627939544fb59ec93">EnergyVanillaSwap</a>
, <a class="el" href="class_quant_lib_1_1_lazy_object.html#a572dbe926524786c64db01e31dba7ab8">LazyObject</a>
, <a class="el" href="class_quant_lib_1_1_eurodollar_futures_implied_std_dev_quote.html#a02b90bbfee3ee29627939544fb59ec93">EurodollarFuturesImpliedStdDevQuote</a>
, <a class="el" href="class_quant_lib_1_1_convertible_bond.html#a02b90bbfee3ee29627939544fb59ec93">ConvertibleBond</a>
, <a class="el" href="class_quant_lib_1_1_forward_swap_quote.html#a02b90bbfee3ee29627939544fb59ec93">ForwardSwapQuote</a>
, <a class="el" href="class_quant_lib_1_1_implied_std_dev_quote.html#a02b90bbfee3ee29627939544fb59ec93">ImpliedStdDevQuote</a>
, <a class="el" href="class_quant_lib_1_1_risky_bond.html#a02b90bbfee3ee29627939544fb59ec93">RiskyBond</a>
, <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_curve.html#a02b90bbfee3ee29627939544fb59ec93">CapFloorTermVolCurve</a>
, <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_surface.html#a02b90bbfee3ee29627939544fb59ec93">CapFloorTermVolSurface</a>
, <a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html#a02b90bbfee3ee29627939544fb59ec93">AbcdAtmVolCurve</a>
, <a class="el" href="class_quant_lib_1_1_optionlet_stripper1.html#a02b90bbfee3ee29627939544fb59ec93">OptionletStripper1</a>
, <a class="el" href="class_quant_lib_1_1_optionlet_stripper2.html#a02b90bbfee3ee29627939544fb59ec93">OptionletStripper2</a>
, <a class="el" href="class_quant_lib_1_1_instrument.html#a02b90bbfee3ee29627939544fb59ec93">Instrument</a>
, <a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#a02b90bbfee3ee29627939544fb59ec93">StrippedOptionletAdapter</a>
, <a class="el" href="class_quant_lib_1_1_swaption_volatility_matrix.html#a02b90bbfee3ee29627939544fb59ec93">SwaptionVolatilityMatrix</a>
, <a class="el" href="class_quant_lib_1_1_energy_basis_swap.html#a02b90bbfee3ee29627939544fb59ec93">EnergyBasisSwap</a>
, <a class="el" href="class_quant_lib_1_1_composite_instrument.html#a02b90bbfee3ee29627939544fb59ec93">CompositeInstrument</a>
, <a class="el" href="class_quant_lib_1_1_fixed_rate_bond_forward.html#a02b90bbfee3ee29627939544fb59ec93">FixedRateBondForward</a>
</li>
<li>Polynomial2DSpline()
: <a class="el" href="class_quant_lib_1_1_polynomial2_d_spline.html#a1d20f9729f794d29adcdfef74ba2fd65">Polynomial2DSpline</a>
</li>
<li>postAdjustValues()
: <a class="el" href="class_quant_lib_1_1_discretized_asset.html#a5c6657e78e9d0771e7df6761853e2042">DiscretizedAsset</a>
</li>
<li>postAdjustValuesImpl()
: <a class="el" href="class_quant_lib_1_1_discretized_asset.html#a371a4f1247c8ff3fc41d288a3ab3164a">DiscretizedAsset</a>
, <a class="el" href="class_quant_lib_1_1_discretized_option.html#a85429fd2334469ecf405ecf57a624b73">DiscretizedOption</a>
</li>
<li>potentialUpside()
: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#a7054629fa3befb2fe170756750fc05a5">GenericRiskStatistics< S ></a>
</li>
<li>preAdjustValues()
: <a class="el" href="class_quant_lib_1_1_discretized_asset.html#a550c12c68b9f731f0017dd8f826c7afa">DiscretizedAsset</a>
</li>
<li>preAdjustValuesImpl()
: <a class="el" href="class_quant_lib_1_1_discretized_asset.html#a1cd0989529ea6494ee706dd772506455">DiscretizedAsset</a>
</li>
<li>presentValue()
: <a class="el" href="class_quant_lib_1_1_tree_lattice.html#a6e58935b14ee8a45352a848a2e03dc51">TreeLattice< Impl ></a>
, <a class="el" href="class_quant_lib_1_1_lattice.html#a0fe7a4c02a090391b474654cf43ddb56">Lattice</a>
</li>
<li>previousCashFlow()
: <a class="el" href="class_quant_lib_1_1_cash_flows.html#ac0113b119a8c4c90ee57b4abf64bda0d">CashFlows</a>
</li>
<li>previousCouponRate()
: <a class="el" href="class_quant_lib_1_1_bond.html#a7dbcbfda5d3bd569b0aafebdd62cade0">Bond</a>
</li>
<li>price()
: <a class="el" href="class_quant_lib_1_1_c_p_i_cap_floor_term_price_surface.html#a2e986030f606857ab21de088507b12dd">CPICapFloorTermPriceSurface</a>
</li>
<li>primitive()
: <a class="el" href="class_quant_lib_1_1_abcd_function.html#aaf39b293ac7bc0d4494f772f48984b0d">AbcdFunction</a>
</li>
<li>probabilities()
: <a class="el" href="class_quant_lib_1_1_basket.html#a949402598db9d9607901a5f2e5fd4f35">Basket</a>
</li>
<li>probabilityOfAtLeastNEvents()
: <a class="el" href="class_quant_lib_1_1_loss_dist.html#aaed4b6db418b52611e4fb134d0cb6b8d">LossDist</a>
</li>
<li>probabilityOfNEvents()
: <a class="el" href="class_quant_lib_1_1_loss_dist.html#a2d7794e813cefafdac6576166cbdd06b">LossDist</a>
</li>
<li>Problem()
: <a class="el" href="class_quant_lib_1_1_problem.html#a4ca51162378bd037e929d7b5fc093a95">Problem</a>
</li>
<li>process()
: <a class="el" href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_dynamics.html#a6757308e82485603fd8d2583b002d150">OneFactorModel::ShortRateDynamics</a>
, <a class="el" href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_dynamics.html#afd0ad032a77834548769cc5f19c3c75f">TwoFactorModel::ShortRateDynamics</a>
</li>
<li>project()
: <a class="el" href="class_quant_lib_1_1_projected_cost_function.html#a53236e8f6234e3ee642043cd1229ea83">ProjectedCostFunction</a>
</li>
<li>protectionEndDate()
: <a class="el" href="class_quant_lib_1_1_credit_default_swap.html#a771353eb0b622464172d74dd95225aae">CreditDefaultSwap</a>
</li>
<li>protectionStartDate()
: <a class="el" href="class_quant_lib_1_1_credit_default_swap.html#a061ac789f04857311e0ac77349c5470d">CreditDefaultSwap</a>
</li>
<li>pseudoSqrt()
: <a class="el" href="class_quant_lib_1_1_matrix.html#abbbd1fbdec84c274b421380416f9716a">Matrix</a>
</li>
<li>putOptionRate()
: <a class="el" href="class_quant_lib_1_1_digital_coupon.html#a1d04cfdd9d0c187adb76ac5f129b164d">DigitalCoupon</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>
|
