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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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<title>Class Members - Functions</title>
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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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<h3 class="navbartitle">Getting started</h3>
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<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
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<li class="navlink"><a href="functions.html">Compound Members</a></li>
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<h3><a class="anchor" id="index_r"></a>- r -</h3><ul>
<li>rankReducedSqrt()
: <a class="el" href="class_quant_lib_1_1_matrix.html#af4208d81b345ebe9f2defb4f839ede1f">Matrix</a>
</li>
<li>rate()
: <a class="el" href="class_quant_lib_1_1_capped_floored_coupon.html#a5b4bfa298dfe61af7cd976b87fc7fd22">CappedFlooredCoupon</a>
, <a class="el" href="class_quant_lib_1_1_coupon.html#a120f8a9f50fd915f019580dad4789819">Coupon</a>
, <a class="el" href="class_quant_lib_1_1_inflation_coupon.html#a5b4bfa298dfe61af7cd976b87fc7fd22">InflationCoupon</a>
, <a class="el" href="class_quant_lib_1_1_exchange_rate.html#a09c7854c186e979c6bd755668a03c3d9">ExchangeRate</a>
, <a class="el" href="class_quant_lib_1_1_digital_coupon.html#a5b4bfa298dfe61af7cd976b87fc7fd22">DigitalCoupon</a>
, <a class="el" href="class_quant_lib_1_1_capped_floored_yo_y_inflation_coupon.html#a5b4bfa298dfe61af7cd976b87fc7fd22">CappedFlooredYoYInflationCoupon</a>
, <a class="el" href="class_quant_lib_1_1_fixed_rate_coupon.html#a5b4bfa298dfe61af7cd976b87fc7fd22">FixedRateCoupon</a>
, <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#a5b4bfa298dfe61af7cd976b87fc7fd22">FloatingRateCoupon</a>
</li>
<li>rebin()
: <a class="el" href="class_quant_lib_1_1_time_basket.html#ada4bc9b4db55dbf1023e1298fd3f9af7">TimeBasket</a>
</li>
<li>recalculate()
: <a class="el" href="class_quant_lib_1_1_lazy_object.html#a467a786be42a2165aa15a26709674547">LazyObject</a>
</li>
<li>recoveryRate()
: <a class="el" href="class_quant_lib_1_1_default_event.html#a3e74393b4a53bec2a028d1c24600951c">DefaultEvent</a>
</li>
<li>recoveryValue()
: <a class="el" href="class_quant_lib_1_1_recovery_rate_model.html#aaad2f8d05f1afd02a7511a65519a4a5c">RecoveryRateModel</a>
</li>
<li>recoveryValueImpl()
: <a class="el" href="class_quant_lib_1_1_recovery_rate_model.html#a6ac1a3aec02147ee4086c6cba3c86a76">RecoveryRateModel</a>
, <a class="el" href="class_quant_lib_1_1_constant_recovery_model.html#a102b17702f706c02dfb037c4ac947341">ConstantRecoveryModel</a>
</li>
<li>RecursiveCdoEngine()
: <a class="el" href="class_quant_lib_1_1_recursive_cdo_engine.html#a784a4cae083c5b2fe8f118af0cefbb21">RecursiveCdoEngine< CDOEngine, copulaT ></a>
</li>
<li>redemption()
: <a class="el" href="class_quant_lib_1_1_bond.html#a58d0698e89061e76114760d78d588350">Bond</a>
</li>
<li>redemptions()
: <a class="el" href="class_quant_lib_1_1_bond.html#a1f321d4d99f8979d8932ee3b33b0b966">Bond</a>
</li>
<li>referenceDate()
: <a class="el" href="class_quant_lib_1_1_factor_spreaded_hazard_rate_curve.html#a5662908c63119a3b347a7e0ec8544afa">FactorSpreadedHazardRateCurve</a>
, <a class="el" href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html#a5662908c63119a3b347a7e0ec8544afa">SpreadedHazardRateCurve</a>
, <a class="el" href="class_quant_lib_1_1_sabr_vol_surface.html#a5662908c63119a3b347a7e0ec8544afa">SabrVolSurface</a>
, <a class="el" href="class_quant_lib_1_1_term_structure.html#aa9ae6cc6009ac64d4f265065eab08be0">TermStructure</a>
, <a class="el" href="class_quant_lib_1_1_local_vol_curve.html#a4a72314adf5959d9427df0fad16a1d3b">LocalVolCurve</a>
, <a class="el" href="class_quant_lib_1_1_local_vol_surface.html#a4a72314adf5959d9427df0fad16a1d3b">LocalVolSurface</a>
, <a class="el" href="class_quant_lib_1_1_swaption_volatility_cube.html#a4a72314adf5959d9427df0fad16a1d3b">SwaptionVolatilityCube</a>
, <a class="el" href="class_quant_lib_1_1_drift_term_structure.html#a5662908c63119a3b347a7e0ec8544afa">DriftTermStructure</a>
, <a class="el" href="class_quant_lib_1_1_forward_spreaded_term_structure.html#a5662908c63119a3b347a7e0ec8544afa">ForwardSpreadedTermStructure</a>
, <a class="el" href="class_quant_lib_1_1_piecewise_zero_spreaded_term_structure.html#a5662908c63119a3b347a7e0ec8544afa">PiecewiseZeroSpreadedTermStructure</a>
, <a class="el" href="class_quant_lib_1_1_quanto_term_structure.html#a5662908c63119a3b347a7e0ec8544afa">QuantoTermStructure</a>
, <a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html#a5662908c63119a3b347a7e0ec8544afa">ZeroSpreadedTermStructure</a>
</li>
<li>referencePeriodEnd()
: <a class="el" href="class_quant_lib_1_1_coupon.html#aca57f98b3b3ab2457890bba3eabe81a0">Coupon</a>
</li>
<li>referencePeriodStart()
: <a class="el" href="class_quant_lib_1_1_coupon.html#a2979aa5e7dc27591cc1687c5379b416c">Coupon</a>
</li>
<li>regret()
: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#af214276fcd65cb61f1213848bc37bcec">GenericRiskStatistics< S ></a>
</li>
<li>remainingAttachmentRatio()
: <a class="el" href="class_quant_lib_1_1_basket.html#a361f603b4f14069e6663065fd2a037f9">Basket</a>
</li>
<li>remainingDetachmentRatio()
: <a class="el" href="class_quant_lib_1_1_basket.html#a5d41936d9e859f32a6c7e175bcd3cea9">Basket</a>
</li>
<li>remainingNames()
: <a class="el" href="class_quant_lib_1_1_basket.html#a04ea45b284bbb3313c9fcbcaac064309">Basket</a>
</li>
<li>remainingNotional()
: <a class="el" href="class_quant_lib_1_1_basket.html#af17463f541838ff0d64f6dccef86d5ad">Basket</a>
, <a class="el" href="class_quant_lib_1_1_synthetic_c_d_o.html#afb6649efb47dd3d59ef63002f3d27002">SyntheticCDO</a>
</li>
<li>remainingNotionals()
: <a class="el" href="class_quant_lib_1_1_basket.html#a86fa812c30549a1c947780d73ef1396c">Basket</a>
</li>
<li>removeHoliday()
: <a class="el" href="class_quant_lib_1_1_calendar.html#a4c682210881efe66d463cc0907f00722">Calendar</a>
</li>
<li>reserve()
: <a class="el" href="class_quant_lib_1_1_general_statistics.html#a562749b6ecea0101e83f14ba5ea029fb">GeneralStatistics</a>
</li>
<li>reset()
: <a class="el" href="class_quant_lib_1_1_market_model_pathwise_cash_rebate.html#a7b0e029102ad38f4b814c6523aedb53d">MarketModelPathwiseCashRebate</a>
, <a class="el" href="class_quant_lib_1_1_general_statistics.html#ad20897c5c8bd47f5d4005989bead0e55">GeneralStatistics</a>
, <a class="el" href="class_quant_lib_1_1_market_model_pathwise_coterminal_swaptions_deflated.html#a7b0e029102ad38f4b814c6523aedb53d">MarketModelPathwiseCoterminalSwaptionsDeflated</a>
, <a class="el" href="class_quant_lib_1_1_market_model_pathwise_coterminal_swaptions_numerical_deflated.html#a7b0e029102ad38f4b814c6523aedb53d">MarketModelPathwiseCoterminalSwaptionsNumericalDeflated</a>
, <a class="el" href="class_quant_lib_1_1_discretized_asset.html#a95238187618927d950bb01e363f772dd">DiscretizedAsset</a>
, <a class="el" href="class_quant_lib_1_1_market_model_composite.html#ad20897c5c8bd47f5d4005989bead0e55">MarketModelComposite</a>
, <a class="el" href="class_quant_lib_1_1_market_model_pathwise_inverse_floater.html#a7b0e029102ad38f4b814c6523aedb53d">MarketModelPathwiseInverseFloater</a>
, <a class="el" href="class_quant_lib_1_1_market_model_pathwise_swap.html#a7b0e029102ad38f4b814c6523aedb53d">MarketModelPathwiseSwap</a>
, <a class="el" href="class_quant_lib_1_1_multi_product_pathwise_wrapper.html#ad20897c5c8bd47f5d4005989bead0e55">MultiProductPathwiseWrapper</a>
, <a class="el" href="class_quant_lib_1_1_multi_step_swaption.html#ad20897c5c8bd47f5d4005989bead0e55">MultiStepSwaption</a>
, <a class="el" href="class_quant_lib_1_1_discretized_discount_bond.html#a1142d869230e14e04fc5d755b9b15e52">DiscretizedDiscountBond</a>
, <a class="el" href="class_quant_lib_1_1_market_model_pathwise_multi_caplet.html#a7b0e029102ad38f4b814c6523aedb53d">MarketModelPathwiseMultiCaplet</a>
, <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#ad20897c5c8bd47f5d4005989bead0e55">IncrementalStatistics</a>
, <a class="el" href="class_quant_lib_1_1_market_model_multi_product.html#a20dcbdfbd0ec77afc802522bb7e379c1">MarketModelMultiProduct</a>
, <a class="el" href="class_quant_lib_1_1_market_model_pathwise_multi_product.html#a20dcbdfbd0ec77afc802522bb7e379c1">MarketModelPathwiseMultiProduct</a>
, <a class="el" href="class_quant_lib_1_1_market_model_cash_rebate.html#ad20897c5c8bd47f5d4005989bead0e55">MarketModelCashRebate</a>
, <a class="el" href="class_quant_lib_1_1_discretized_option.html#a1142d869230e14e04fc5d755b9b15e52">DiscretizedOption</a>
, <a class="el" href="class_quant_lib_1_1_market_model_pathwise_multi_deflated_cap.html#a7b0e029102ad38f4b814c6523aedb53d">MarketModelPathwiseMultiDeflatedCap</a>
, <a class="el" href="class_quant_lib_1_1_problem.html#ad20897c5c8bd47f5d4005989bead0e55">Problem</a>
</li>
<li>resetEvaluationDate()
: <a class="el" href="class_quant_lib_1_1_settings.html#a3d83ddb191bf74ffee552d9dd9fc2d3f">Settings</a>
</li>
<li>residualNorm()
: <a class="el" href="class_quant_lib_1_1_non_linear_least_square.html#a3f311cedd53bc1947d0cbf7846bf2778">NonLinearLeastSquare</a>
</li>
<li>result()
: <a class="el" href="class_quant_lib_1_1_instrument.html#acc310c2b59d80ac4acea89ab6209ed6d">Instrument</a>
</li>
<li>results()
: <a class="el" href="class_quant_lib_1_1_non_linear_least_square.html#a1cbd190434a8924319877d9a566a7362">NonLinearLeastSquare</a>
</li>
<li>rho()
: <a class="el" href="class_quant_lib_1_1_black_calculator.html#affcfd1c0fd1c6bef1bb21fd2a336bff5">BlackCalculator</a>
</li>
<li>rollback()
: <a class="el" href="class_quant_lib_1_1_finite_difference_model.html#a65ea4e753878a94e9daa438b1bd1cb75">FiniteDifferenceModel< Evolver ></a>
, <a class="el" href="class_quant_lib_1_1_tsiveriotis_fernandes_lattice.html#a47fadd8835bd6040e705f4a46c46ad86">TsiveriotisFernandesLattice< T ></a>
, <a class="el" href="class_quant_lib_1_1_finite_difference_model.html#a29eb8c23b64571be731ffa8f4df2590a">FiniteDifferenceModel< Evolver ></a>
, <a class="el" href="class_quant_lib_1_1_lattice.html#ac284e0bd252bb0977c06d28bdefdfc06">Lattice</a>
, <a class="el" href="class_quant_lib_1_1_tree_lattice.html#a47fadd8835bd6040e705f4a46c46ad86">TreeLattice< Impl ></a>
</li>
<li>rounding()
: <a class="el" href="class_quant_lib_1_1_currency.html#a6a799b7b95e09cfb0d07488185108da1">Currency</a>
</li>
<li>Rounding()
: <a class="el" href="class_quant_lib_1_1_rounding.html#a935bf504beb13c384b6bf2b57337b60c">Rounding</a>
</li>
</ul>
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