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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd.html">Abcd</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abcd interpolation factory and traits <a href="class_quant_lib_1_1_abcd.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_atm_vol_curve.html">AbcdAtmVolCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abcd-interpolated at-the-money (no-smile) volatility curve. <a href="class_quant_lib_1_1_abcd_atm_vol_curve.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abcd functional form for instantaneous volatility <a href="class_quant_lib_1_1_abcd_function.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abcd interpolation between discrete points. <a href="class_quant_lib_1_1_abcd_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_math_function.html">AbcdMathFunction</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abcd functional form <a href="class_quant_lib_1_1_abcd_math_function.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_abcd_vol.html">AbcdVol</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abcd-interpolated volatility structure <a href="class_quant_lib_1_1_abcd_vol.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_accounting_engine.html">AccountingEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Engine collecting cash flows along a market-model simulation. <a href="class_quant_lib_1_1_accounting_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_actual360.html">Actual360</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Actual/360 day count convention. <a href="class_quant_lib_1_1_actual360.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_actual364.html">Actual364</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Actual/364 day count convention. <a href="class_quant_lib_1_1_actual364.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_actual365_fixed.html">Actual365Fixed</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Actual/365 (Fixed) day count convention. <a href="class_quant_lib_1_1_actual365_fixed.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_actual_actual.html">ActualActual</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Actual/Actual day count. <a href="class_quant_lib_1_1_actual_actual.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">degenerate base class for the Acyclic Visitor pattern <a href="class_quant_lib_1_1_acyclic_visitor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_adaptive_inertia.html">AdaptiveInertia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_adaptive_inertia.html" title="AdaptiveInertia.">AdaptiveInertia</a>. <a href="class_quant_lib_1_1_adaptive_inertia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_additive_e_q_p_binomial_tree.html">AdditiveEQPBinomialTree</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Additive equal probabilities binomial tree. <a href="class_quant_lib_1_1_additive_e_q_p_binomial_tree.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_affine_hazard_rate.html">AffineHazardRate</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_affine_model.html">AffineModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Affine model class. <a href="class_quant_lib_1_1_affine_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ali_mikhail_haq_copula.html">AliMikhailHaqCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ali-Mikhail-Haq copula. <a href="class_quant_lib_1_1_ali_mikhail_haq_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_american_condition.html">AmericanCondition</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">American exercise condition. <a href="class_quant_lib_1_1_american_condition.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_american_exercise.html">AmericanExercise</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">American exercise. <a href="class_quant_lib_1_1_american_exercise.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_american_payoff_at_expiry.html">AmericanPayoffAtExpiry</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic formula for American exercise payoff at-expiry options. <a href="class_quant_lib_1_1_american_payoff_at_expiry.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_american_payoff_at_hit.html">AmericanPayoffAtHit</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic formula for American exercise payoff at-hit options. <a href="class_quant_lib_1_1_american_payoff_at_hit.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_amortizing_cms_rate_bond.html">AmortizingCmsRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">amortizing CMS-rate bond <a href="class_quant_lib_1_1_amortizing_cms_rate_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_amortizing_fixed_rate_bond.html">AmortizingFixedRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">amortizing fixed-rate bond <a href="class_quant_lib_1_1_amortizing_fixed_rate_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_amortizing_floating_rate_bond.html">AmortizingFloatingRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">amortizing floating-rate bond (possibly capped and/or floored) <a href="class_quant_lib_1_1_amortizing_floating_rate_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_amortizing_payment.html">AmortizingPayment</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Amortizing payment. <a href="class_quant_lib_1_1_amortizing_payment.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_american_margrabe_engine.html">AnalyticAmericanMargrabeEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic engine for American Margrabe option. <a href="class_quant_lib_1_1_analytic_american_margrabe_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_barrier_engine.html">AnalyticBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for barrier options using analytical formulae. <a href="class_quant_lib_1_1_analytic_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_binary_barrier_engine.html">AnalyticBinaryBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic pricing engine for American binary barriers options. <a href="class_quant_lib_1_1_analytic_binary_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_black_vasicek_engine.html">AnalyticBlackVasicekEngine</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_b_s_m_hull_white_engine.html">AnalyticBSMHullWhiteEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">analytic european option pricer including stochastic interest rates <a href="class_quant_lib_1_1_analytic_b_s_m_hull_white_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_cap_floor_engine.html">AnalyticCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic engine for cap/floor. <a href="class_quant_lib_1_1_analytic_cap_floor_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_cliquet_engine.html">AnalyticCliquetEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for Cliquet options using analytical formulae. <a href="class_quant_lib_1_1_analytic_cliquet_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_compound_option_engine.html">AnalyticCompoundOptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for compound options using analytical formulae. <a href="class_quant_lib_1_1_analytic_compound_option_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_continuous_fixed_lookback_engine.html">AnalyticContinuousFixedLookbackEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European continuous fixed-strike lookback. <a href="class_quant_lib_1_1_analytic_continuous_fixed_lookback_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_continuous_floating_lookback_engine.html">AnalyticContinuousFloatingLookbackEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European continuous floating-strike lookback. <a href="class_quant_lib_1_1_analytic_continuous_floating_lookback_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_continuous_geometric_average_price_asian_engine.html">AnalyticContinuousGeometricAveragePriceAsianEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European continuous geometric average price Asian. <a href="class_quant_lib_1_1_analytic_continuous_geometric_average_price_asian_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_continuous_partial_fixed_lookback_engine.html">AnalyticContinuousPartialFixedLookbackEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European continuous partial-time fixed-strike lookback options. <a href="class_quant_lib_1_1_analytic_continuous_partial_fixed_lookback_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_continuous_partial_floating_lookback_engine.html">AnalyticContinuousPartialFloatingLookbackEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European continuous partial-time floating-strike lookback option. <a href="class_quant_lib_1_1_analytic_continuous_partial_floating_lookback_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_digital_american_engine.html">AnalyticDigitalAmericanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic pricing engine for American vanilla options with digital payoff. <a href="class_quant_lib_1_1_analytic_digital_american_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_digital_american_k_o_engine.html">AnalyticDigitalAmericanKOEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic pricing engine for American Knock-out options with digital payoff. <a href="class_quant_lib_1_1_analytic_digital_american_k_o_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_discrete_geometric_average_price_asian_engine.html">AnalyticDiscreteGeometricAveragePriceAsianEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European discrete geometric average price Asian. <a href="class_quant_lib_1_1_analytic_discrete_geometric_average_price_asian_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_discrete_geometric_average_strike_asian_engine.html">AnalyticDiscreteGeometricAverageStrikeAsianEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European discrete geometric average-strike Asian option. <a href="class_quant_lib_1_1_analytic_discrete_geometric_average_strike_asian_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_dividend_european_engine.html">AnalyticDividendEuropeanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic pricing engine for European options with discrete dividends. <a href="class_quant_lib_1_1_analytic_dividend_european_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_double_barrier_binary_engine.html">AnalyticDoubleBarrierBinaryEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic pricing engine for double barrier binary options. <a href="class_quant_lib_1_1_analytic_double_barrier_binary_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_double_barrier_engine.html">AnalyticDoubleBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for double barrier european options using analytical formulae. <a href="class_quant_lib_1_1_analytic_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_european_engine.html">AnalyticEuropeanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European vanilla options using analytical formulae. <a href="class_quant_lib_1_1_analytic_european_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_european_margrabe_engine.html">AnalyticEuropeanMargrabeEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic engine for European Margrabe option. <a href="class_quant_lib_1_1_analytic_european_margrabe_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_g_j_r_g_a_r_c_h_engine.html">AnalyticGJRGARCHEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">GJR-GARCH(1,1) engine. <a href="class_quant_lib_1_1_analytic_g_j_r_g_a_r_c_h_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_h1_h_w_engine.html">AnalyticH1HWEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic Heston-Hull-White engine based on the H1-HW approximation. <a href="class_quant_lib_1_1_analytic_h1_h_w_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_hagan_pricer.html">AnalyticHaganPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CMS-coupon pricer. <a href="class_quant_lib_1_1_analytic_hagan_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_heston_engine.html">AnalyticHestonEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">analytic Heston-model engine based on Fourier transform <a href="class_quant_lib_1_1_analytic_heston_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_heston_hull_white_engine.html">AnalyticHestonHullWhiteEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic Heston engine incl. stochastic interest rates. <a href="class_quant_lib_1_1_analytic_heston_hull_white_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_p_d_f_heston_engine.html">AnalyticPDFHestonEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic engine for arbitrary European payoffs under the Heston model. <a href="class_quant_lib_1_1_analytic_p_d_f_heston_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_performance_engine.html">AnalyticPerformanceEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for performance options using analytical formulae. <a href="class_quant_lib_1_1_analytic_performance_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_p_t_d_heston_engine.html">AnalyticPTDHestonEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">analytic piecewise constant time dependent Heston-model engine <a href="class_quant_lib_1_1_analytic_p_t_d_heston_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_simple_chooser_engine.html">AnalyticSimpleChooserEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European Simple Chooser option. <a href="class_quant_lib_1_1_analytic_simple_chooser_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_two_asset_barrier_engine.html">AnalyticTwoAssetBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic engine for barrier option on two assets. <a href="class_quant_lib_1_1_analytic_two_asset_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_two_asset_correlation_engine.html">AnalyticTwoAssetCorrelationEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic two-asset correlation option engine. <a href="class_quant_lib_1_1_analytic_two_asset_correlation_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_writer_extensible_option_engine.html">AnalyticWriterExtensibleOptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Analytic engine for writer-extensible options. <a href="class_quant_lib_1_1_analytic_writer_extensible_option_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_andreasen_huge_volatility_interpl.html">AndreasenHugeVolatilityInterpl</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Calibration of a local volatility surface to a sparse grid of options. <a href="class_quant_lib_1_1_andreasen_huge_volatility_interpl.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_aonia.html">Aonia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Aonia index <a href="class_quant_lib_1_1_aonia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_argentina.html">Argentina</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Argentinian calendars. <a href="class_quant_lib_1_1_argentina.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_arithmetic_averaged_overnight_indexed_coupon_pricer.html">ArithmeticAveragedOvernightIndexedCouponPricer</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_arithmetic_average_o_i_s.html">ArithmeticAverageOIS</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Arithemtic <a class="el" href="struct_quant_lib_1_1_average.html" title="Placeholder for enumerated averaging types.">Average</a> OIS: fix vs arithmetic average of overnight rate. <a href="class_quant_lib_1_1_arithmetic_average_o_i_s.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_arithmetic_o_i_s_rate_helper.html">ArithmeticOISRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over Overnight Indexed <a class="el" href="class_quant_lib_1_1_swap.html" title="Interest rate swap.">Swap</a> rates. <a href="class_quant_lib_1_1_arithmetic_o_i_s_rate_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_armijo_line_search.html">ArmijoLineSearch</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Armijo line search. <a href="class_quant_lib_1_1_armijo_line_search.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_array.html">Array</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-D array used in linear algebra. <a href="class_quant_lib_1_1_array.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_a_r_s_currency.html">ARSCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Argentinian peso. <a href="class_quant_lib_1_1_a_r_s_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_asset_or_nothing_payoff.html">AssetOrNothingPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binary asset-or-nothing payoff. <a href="class_quant_lib_1_1_asset_or_nothing_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_asset_swap.html">AssetSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bullet bond vs Libor swap. <a href="class_quant_lib_1_1_asset_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_a_s_x.html">ASX</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Main cycle of the Australian Securities Exchange (a.k.a. <a class="el" href="struct_quant_lib_1_1_a_s_x.html" title="Main cycle of the Australian Securities Exchange (a.k.a. ASX) months.">ASX</a>) months. <a href="struct_quant_lib_1_1_a_s_x.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_atomic_default.html">AtomicDefault</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Atomic (single contractual event) default events. <a href="struct_quant_lib_1_1_atomic_default.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_a_t_s_currency.html">ATSCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Austrian shilling. <a href="class_quant_lib_1_1_a_t_s_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_a_u_c_p_i.html">AUCPI</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">AU CPI index (either quarterly or annual) <a href="class_quant_lib_1_1_a_u_c_p_i.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_a_u_d_currency.html">AUDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Australian dollar. <a href="class_quant_lib_1_1_a_u_d_currency.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_a_u_d_libor.html">AUDLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">AUD LIBOR rate <a href="class_quant_lib_1_1_a_u_d_libor.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_australia.html">Australia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Australian calendar. <a href="class_quant_lib_1_1_australia.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_australia_region.html">AustraliaRegion</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_australia.html" title="Australian calendar.">Australia</a> as geographical/economic region. <a href="class_quant_lib_1_1_australia_region.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_austria.html">Austria</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Austrian calendars. <a href="class_quant_lib_1_1_austria.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_average.html">Average</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Placeholder for enumerated averaging types. <a href="struct_quant_lib_1_1_average.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_average_b_m_a_coupon.html">AverageBMACoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="struct_quant_lib_1_1_average.html" title="Placeholder for enumerated averaging types.">Average</a> BMA coupon. <a href="class_quant_lib_1_1_average_b_m_a_coupon.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of average BMA coupons <a href="class_quant_lib_1_1_average_b_m_a_leg.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bachelier_cap_floor_engine.html">BachelierCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bachelier-Black-formula cap/floor engine. <a href="class_quant_lib_1_1_bachelier_cap_floor_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bachelier_swaption_engine.html">BachelierSwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Normal Bachelier-formula swaption engine. <a href="class_quant_lib_1_1_bachelier_swaption_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bachelier_yo_y_inflation_coupon_pricer.html">BachelierYoYInflationCouponPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bachelier-formula pricer for capped/floored yoy inflation coupons. <a href="class_quant_lib_1_1_bachelier_yo_y_inflation_coupon_pricer.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_backward_flat.html">BackwardFlat</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Backward-flat interpolation factory and traits. <a href="class_quant_lib_1_1_backward_flat.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_backward_flat_interpolation.html">BackwardFlatInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Backward-flat interpolation between discrete points. <a href="class_quant_lib_1_1_backward_flat_interpolation.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_backwardflat_linear_interpolation.html">BackwardflatLinearInterpolation</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_barone_adesi_whaley_approximation_engine.html">BaroneAdesiWhaleyApproximationEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Barone-Adesi and Whaley pricing engine for American options (1987) <a href="class_quant_lib_1_1_barone_adesi_whaley_approximation_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_barrier.html">Barrier</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Placeholder for enumerated barrier types. <a href="struct_quant_lib_1_1_barrier.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_barrier_option.html">BarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Barrier option on a single asset. <a href="class_quant_lib_1_1_barrier_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_base_correlation_loss_model.html">BaseCorrelationLossModel</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_base_correlation_term_structure.html">BaseCorrelationTermStructure</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_basket.html">Basket</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_basket_option.html">BasketOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_basket.html">Basket</a> option on a number of assets. <a href="class_quant_lib_1_1_basket_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bates_engine.html">BatesEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bates model engines based on Fourier transform. <a href="class_quant_lib_1_1_bates_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bates_model.html">BatesModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bates stochastic-volatility model. <a href="class_quant_lib_1_1_bates_model.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bates_process.html">BatesProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Square-root stochastic-volatility Bates process. <a href="class_quant_lib_1_1_bates_process.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bbsw.html">Bbsw</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bbsw index <a href="class_quant_lib_1_1_bbsw.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bbsw1_m.html">Bbsw1M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-month Bbsw index <a href="class_quant_lib_1_1_bbsw1_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bbsw2_m.html">Bbsw2M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">2-months Bbsw index <a href="class_quant_lib_1_1_bbsw2_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bbsw3_m.html">Bbsw3M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">3-months Bbsw index <a href="class_quant_lib_1_1_bbsw3_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bbsw4_m.html">Bbsw4M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">4-months Bbsw index <a href="class_quant_lib_1_1_bbsw4_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bbsw5_m.html">Bbsw5M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">5-months Bbsw index <a href="class_quant_lib_1_1_bbsw5_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bbsw6_m.html">Bbsw6M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">6-months Bbsw index <a href="class_quant_lib_1_1_bbsw6_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_c_h_currency.html">BCHCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bitcoin Cash. <a href="class_quant_lib_1_1_b_c_h_currency.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_d_t_currency.html">BDTCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bangladesh taka. <a href="class_quant_lib_1_1_b_d_t_currency.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_e_f_currency.html">BEFCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Belgian franc. <a href="class_quant_lib_1_1_b_e_f_currency.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bermudan_exercise.html">BermudanExercise</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bermudan exercise. <a href="class_quant_lib_1_1_bermudan_exercise.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bernstein_polynomial.html">BernsteinPolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">class of Bernstein polynomials <a href="class_quant_lib_1_1_bernstein_polynomial.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bespoke_calendar.html">BespokeCalendar</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bespoke calendar. <a href="class_quant_lib_1_1_bespoke_calendar.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_f_g_s.html">BFGS</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Broyden-Fletcher-Goldfarb-Shanno algorithm. <a href="class_quant_lib_1_1_b_f_g_s.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_g_l_currency.html">BGLCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bulgarian lev. <a href="class_quant_lib_1_1_b_g_l_currency.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bibor.html">Bibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bibor index <a href="class_quant_lib_1_1_bibor.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bibor1_m.html">Bibor1M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-month Euribor index <a href="class_quant_lib_1_1_bibor1_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bibor1_y.html">Bibor1Y</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-year Bibor index <a href="class_quant_lib_1_1_bibor1_y.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bibor2_m.html">Bibor2M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">2-months Euribor index <a href="class_quant_lib_1_1_bibor2_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bibor3_m.html">Bibor3M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">3-months Bibor index <a href="class_quant_lib_1_1_bibor3_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bibor6_m.html">Bibor6M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">6-months Bibor index <a href="class_quant_lib_1_1_bibor6_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bibor9_m.html">Bibor9M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">9-months Bibor index <a href="class_quant_lib_1_1_bibor9_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bibor_s_w.html">BiborSW</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-week Bibor index <a href="class_quant_lib_1_1_bibor_s_w.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bicubic.html">Bicubic</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">bicubic-spline-interpolation factory <a href="class_quant_lib_1_1_bicubic.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bilinear.html">Bilinear</a></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">bilinear interpolation between discrete points <a href="class_quant_lib_1_1_bilinear_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_barrier_engine.html">BinomialBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for barrier options using binomial trees. <a href="class_quant_lib_1_1_binomial_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_convertible_engine.html">BinomialConvertibleEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binomial Tsiveriotis-Fernandes engine for convertible bonds. <a href="class_quant_lib_1_1_binomial_convertible_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_distribution.html">BinomialDistribution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binomial probability distribution function. <a href="class_quant_lib_1_1_binomial_distribution.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_double_barrier_engine.html">BinomialDoubleBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for double barrier options using binomial trees. <a href="class_quant_lib_1_1_binomial_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_loss_model.html">BinomialLossModel</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_probability_of_at_least_n_events.html">BinomialProbabilityOfAtLeastNEvents</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Probability of at least N events. <a href="class_quant_lib_1_1_binomial_probability_of_at_least_n_events.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_tree.html">BinomialTree</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binomial tree base class. <a href="class_quant_lib_1_1_binomial_tree.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_binomial_vanilla_engine.html">BinomialVanillaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for vanilla options using binomial trees. <a href="class_quant_lib_1_1_binomial_vanilla_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bisection.html">Bisection</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bisection 1-D solver <a href="class_quant_lib_1_1_bisection.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_dr78.html">BivariateCumulativeNormalDistributionDr78</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cumulative bivariate normal distribution function. <a href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_dr78.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cumulative bivariate normal distibution function (West 2004) <a href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_we04_d_p.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bivariate_cumulative_student_distribution.html">BivariateCumulativeStudentDistribution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cumulative Student t-distribution. <a href="class_quant_lib_1_1_bivariate_cumulative_student_distribution.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bjerksund_stensland_approximation_engine.html">BjerksundStenslandApproximationEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bjerksund and Stensland pricing engine for American options (1993) <a href="class_quant_lib_1_1_bjerksund_stensland_approximation_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bkbm.html">Bkbm</a></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-month Bkbm index <a href="class_quant_lib_1_1_bkbm1_m.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">4-months Bkbm index <a href="class_quant_lib_1_1_bkbm4_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bkbm5_m.html">Bkbm5M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">5-months Bkbm index <a href="class_quant_lib_1_1_bkbm5_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bkbm6_m.html">Bkbm6M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">6-months Bkbm index <a href="class_quant_lib_1_1_bkbm6_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_atm_vol_curve.html">BlackAtmVolCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black at-the-money (no-smile) volatility curve. <a href="class_quant_lib_1_1_black_atm_vol_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_calculator.html">BlackCalculator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black 1976 calculator class. <a href="class_quant_lib_1_1_black_calculator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_calibration_helper.html">BlackCalibrationHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">liquid Black76 market instrument used during calibration <a href="class_quant_lib_1_1_black_calibration_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_callable_fixed_rate_bond_engine.html">BlackCallableFixedRateBondEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-formula callable fixed rate bond engine. <a href="class_quant_lib_1_1_black_callable_fixed_rate_bond_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_callable_zero_coupon_bond_engine.html">BlackCallableZeroCouponBondEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-formula callable zero coupon bond engine. <a href="class_quant_lib_1_1_black_callable_zero_coupon_bond_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_cap_floor_engine.html">BlackCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-formula cap/floor engine. <a href="class_quant_lib_1_1_black_cap_floor_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_cds_option_engine.html">BlackCdsOptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-formula CDS-option engine. <a href="class_quant_lib_1_1_black_cds_option_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_constant_vol.html">BlackConstantVol</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constant Black volatility, no time-strike dependence. <a href="class_quant_lib_1_1_black_constant_vol.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_delta_calculator.html">BlackDeltaCalculator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black delta calculator class. <a href="class_quant_lib_1_1_black_delta_calculator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_ibor_coupon_pricer.html">BlackIborCouponPricer</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_karasinski.html">BlackKarasinski</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Standard Black-Karasinski model class. <a href="class_quant_lib_1_1_black_karasinski.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_process.html">BlackProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black (1976) stochastic process. <a href="class_quant_lib_1_1_black_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_scholes_calculator.html">BlackScholesCalculator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes 1973 calculator class. <a href="class_quant_lib_1_1_black_scholes_calculator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_scholes_lattice.html">BlackScholesLattice</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Simple binomial lattice approximating the Black-Scholes model. <a href="class_quant_lib_1_1_black_scholes_lattice.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_scholes_merton_process.html">BlackScholesMertonProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Merton (1973) extension to the Black-Scholes stochastic process. <a href="class_quant_lib_1_1_black_scholes_merton_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_scholes_process.html">BlackScholesProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes (1973) stochastic process. <a href="class_quant_lib_1_1_black_scholes_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_swaption_engine.html">BlackSwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Shifted Lognormal Black-formula swaption engine. <a href="class_quant_lib_1_1_black_swaption_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_variance_curve.html">BlackVarianceCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility curve modelled as variance curve. <a href="class_quant_lib_1_1_black_variance_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_variance_surface.html">BlackVarianceSurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility surface modelled as variance surface. <a href="class_quant_lib_1_1_black_variance_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_variance_term_structure.html">BlackVarianceTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black variance term structure. <a href="class_quant_lib_1_1_black_variance_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html">BlackVolatilityTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-volatility term structure. <a href="class_quant_lib_1_1_black_volatility_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html">BlackVolSurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility (smile) surface. <a href="class_quant_lib_1_1_black_vol_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-volatility term structure. <a href="class_quant_lib_1_1_black_vol_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_yo_y_inflation_coupon_pricer.html">BlackYoYInflationCouponPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-formula pricer for capped/floored yoy inflation coupons. <a href="class_quant_lib_1_1_black_yo_y_inflation_coupon_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_m_a_index.html">BMAIndex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> Market Association index. <a href="class_quant_lib_1_1_b_m_a_index.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_m_a_swap.html">BMASwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">swap paying <a class="el" href="class_quant_lib_1_1_libor.html" title="base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones">Libor</a> against BMA coupons <a href="class_quant_lib_1_1_b_m_a_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_m_a_swap_rate_helper.html">BMASwapRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over BMA swap rates. <a href="class_quant_lib_1_1_b_m_a_swap_rate_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html">Bond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base bond class. <a href="class_quant_lib_1_1_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_bond_functions.html">BondFunctions</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> adapters of <a class="el" href="class_quant_lib_1_1_cash_flows.html" title="cashflow-analysis functions">CashFlows</a> functions. <a href="struct_quant_lib_1_1_bond_functions.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond_helper.html">BondHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> helper for curve bootstrap. <a href="class_quant_lib_1_1_bond_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bootstrap_error.html">BootstrapError</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">bootstrap error <a href="class_quant_lib_1_1_bootstrap_error.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base helper class for bootstrapping. <a href="class_quant_lib_1_1_bootstrap_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_botswana.html">Botswana</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_botswana.html" title="Botswana calendar.">Botswana</a> calendar. <a href="class_quant_lib_1_1_botswana.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html">BoundaryCondition</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract boundary condition class for finite difference problems. <a href="class_quant_lib_1_1_boundary_condition.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_constraint.html">BoundaryConstraint</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constraint imposing all arguments to be in [low,high] <a href="class_quant_lib_1_1_boundary_constraint.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_box_muller_gaussian_rng.html">BoxMullerGaussianRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gaussian random number generator. <a href="class_quant_lib_1_1_box_muller_gaussian_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_brazil.html">Brazil</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Brazilian calendar. <a href="class_quant_lib_1_1_brazil.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_brent.html">Brent</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Brent 1-D solver <a href="class_quant_lib_1_1_brent.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_r_l_currency.html">BRLCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Brazilian real. <a href="class_quant_lib_1_1_b_r_l_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_brownian_bridge.html">BrownianBridge</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Builds Wiener process paths using Gaussian variates. <a href="class_quant_lib_1_1_brownian_bridge.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_s_m_operator.html">BSMOperator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes-Merton differential operator. <a href="class_quant_lib_1_1_b_s_m_operator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_spline.html">BSpline</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">B-spline basis functions. <a href="class_quant_lib_1_1_b_spline.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_t_c_currency.html">BTCCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bitcoin. <a href="class_quant_lib_1_1_b_t_c_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_t_p.html">BTP</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Italian <a class="el" href="class_quant_lib_1_1_b_t_p.html" title="Italian BTP (Buono Poliennali del Tesoro) fixed rate bond.">BTP</a> (Buono Poliennali del Tesoro) fixed rate bond. <a href="class_quant_lib_1_1_b_t_p.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_business252.html">Business252</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Business/252 day count convention. <a href="class_quant_lib_1_1_business252.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_y_r_currency.html">BYRCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Belarussian ruble. <a href="class_quant_lib_1_1_b_y_r_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_a_d_currency.html">CADCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Canadian dollar. <a href="class_quant_lib_1_1_c_a_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_a_d_libor.html">CADLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CAD LIBOR rate <a href="class_quant_lib_1_1_c_a_d_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_a_d_libor_o_n.html">CADLiborON</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Overnight CAD Libor index. <a href="class_quant_lib_1_1_c_a_d_libor_o_n.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">calendar class <a href="class_quant_lib_1_1_calendar.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calibrated_model.html">CalibratedModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Calibrated model class. <a href="class_quant_lib_1_1_calibrated_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_calibration_helper.html">CalibrationHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">abstract base class for calibration helpers <a href="class_quant_lib_1_1_calibration_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callability.html">Callability</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">instrument callability <a href="class_quant_lib_1_1_callability.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_bond.html">CallableBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Callable bond base class. <a href="class_quant_lib_1_1_callable_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_bond_constant_volatility.html">CallableBondConstantVolatility</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constant callable-bond volatility, no time-strike dependence. <a href="class_quant_lib_1_1_callable_bond_constant_volatility.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_bond_volatility_structure.html">CallableBondVolatilityStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Callable-bond volatility structure. <a href="class_quant_lib_1_1_callable_bond_volatility_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_fixed_rate_bond.html">CallableFixedRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">callable/puttable fixed rate bond <a href="class_quant_lib_1_1_callable_fixed_rate_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_zero_coupon_bond.html">CallableZeroCouponBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">callable/puttable zero coupon bond <a href="class_quant_lib_1_1_callable_zero_coupon_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_canada.html">Canada</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Canadian calendar. <a href="class_quant_lib_1_1_canada.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap.html">Cap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete cap class. <a href="class_quant_lib_1_1_cap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for cap-like instruments. <a href="class_quant_lib_1_1_cap_floor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_floor_term_volatility_structure.html">CapFloorTermVolatilityStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cap/floor term-volatility structure. <a href="class_quant_lib_1_1_cap_floor_term_volatility_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_curve.html">CapFloorTermVolCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cap/floor at-the-money term-volatility vector. <a href="class_quant_lib_1_1_cap_floor_term_vol_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_surface.html">CapFloorTermVolSurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cap/floor smile volatility surface. <a href="class_quant_lib_1_1_cap_floor_term_vol_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_helper.html">CapHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">calibration helper for ATM cap <a href="class_quant_lib_1_1_cap_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_capped_floored_coupon.html">CappedFlooredCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Capped and/or floored floating-rate coupon. <a href="class_quant_lib_1_1_capped_floored_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_capped_floored_yo_y_inflation_coupon.html">CappedFlooredYoYInflationCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Capped or floored inflation coupon. <a href="class_quant_lib_1_1_capped_floored_yo_y_inflation_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_pseudo_derivative.html">CapPseudoDerivative</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for cash flows. <a href="class_quant_lib_1_1_cash_flow.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">cashflow-analysis functions <a href="class_quant_lib_1_1_cash_flows.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_or_nothing_payoff.html">CashOrNothingPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binary cash-or-nothing payoff. <a href="class_quant_lib_1_1_cash_or_nothing_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_c_t_e_u.html">CCTEU</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_d_o.html">CDO</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">collateralized debt obligation <a href="class_quant_lib_1_1_c_d_o.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cdor.html">Cdor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CDOR rate <a href="class_quant_lib_1_1_cdor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cds_helper.html">CdsHelper</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cds_option.html">CdsOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CDS option. <a href="class_quant_lib_1_1_cds_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ceiling_truncation.html">CeilingTruncation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ceiling truncation. <a href="class_quant_lib_1_1_ceiling_truncation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_e_v_calculator.html">CEVCalculator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">constant elasticity of variance process (absorbing boundary at f=0) <a href="class_quant_lib_1_1_c_e_v_calculator.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_e_v_r_n_d_calculator.html">CEVRNDCalculator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">constant elasticity of variance process (absorbing boundary at f=0) <a href="class_quant_lib_1_1_c_e_v_r_n_d_calculator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_h_f_currency.html">CHFCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Swiss franc. <a href="class_quant_lib_1_1_c_h_f_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_h_f_libor.html">CHFLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CHF LIBOR rate <a href="class_quant_lib_1_1_c_h_f_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_chf_libor_swap_isda_fix.html">ChfLiborSwapIsdaFix</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">ChfLiborSwapIsdaFix index base class <a href="class_quant_lib_1_1_chf_libor_swap_isda_fix.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_china.html">China</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Chinese calendar. <a href="class_quant_lib_1_1_china.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_claim.html">Claim</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_claim.html" title="Claim associated to a default event.">Claim</a> associated to a default event. <a href="class_quant_lib_1_1_claim.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_clayton_copula.html">ClaytonCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Clayton copula. <a href="class_quant_lib_1_1_clayton_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_clayton_copula_rng.html">ClaytonCopulaRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Clayton copula random-number generator. <a href="class_quant_lib_1_1_clayton_copula_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_l_gaussian_rng.html">CLGaussianRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gaussian random number generator. <a href="class_quant_lib_1_1_c_l_gaussian_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cliquet_option.html">CliquetOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">cliquet (Ratchet) option <a href="class_quant_lib_1_1_cliquet_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_clone.html">Clone</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">cloning proxy to an underlying object <a href="class_quant_lib_1_1_clone.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_closest_rounding.html">ClosestRounding</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Closest rounding. <a href="class_quant_lib_1_1_closest_rounding.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_l_p_currency.html">CLPCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Chilean peso. <a href="class_quant_lib_1_1_c_l_p_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_clubs_topology.html">ClubsTopology</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Clubs Topology. <a href="class_quant_lib_1_1_clubs_topology.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_coupon.html">CmsCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CMS coupon class. <a href="class_quant_lib_1_1_cms_coupon.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base pricer for vanilla CMS coupons <a href="class_quant_lib_1_1_cms_coupon_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_leg.html">CmsLeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of capped/floored cms-rate coupons <a href="class_quant_lib_1_1_cms_leg.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_market.html">CmsMarket</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">set of CMS quotes <a href="class_quant_lib_1_1_cms_market.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_m_s_m_m_drift_calculator.html">CMSMMDriftCalculator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Drift computation for CMS market models. <a href="class_quant_lib_1_1_c_m_s_m_m_drift_calculator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_rate_bond.html">CmsRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CMS-rate bond. <a href="class_quant_lib_1_1_cms_rate_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_spread_coupon.html">CmsSpreadCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CMS spread coupon class. <a href="class_quant_lib_1_1_cms_spread_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_spread_coupon_pricer.html">CmsSpreadCouponPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base pricer for vanilla CMS spread coupons <a href="class_quant_lib_1_1_cms_spread_coupon_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_spread_leg.html">CmsSpreadLeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of capped/floored cms-spread-rate coupons <a href="class_quant_lib_1_1_cms_spread_leg.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_m_swap_curve_state.html">CMSwapCurveState</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Curve state for constant-maturity-swap market models <a href="class_quant_lib_1_1_c_m_swap_curve_state.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_n_y_currency.html">CNYCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Chinese yuan. <a href="class_quant_lib_1_1_c_n_y_currency.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_collar.html">Collar</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete collar class. <a href="class_quant_lib_1_1_collar.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_commodity.html">Commodity</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_commodity.html" title="Commodity base class.">Commodity</a> base class. <a href="class_quant_lib_1_1_commodity.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_commodity_curve.html">CommodityCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_commodity.html" title="Commodity base class.">Commodity</a> term structure. <a href="class_quant_lib_1_1_commodity_curve.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for commodity indexes <a href="class_quant_lib_1_1_commodity_index.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_commodity_pricing_helper.html">CommodityPricingHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">commodity index helper <a href="class_quant_lib_1_1_commodity_pricing_helper.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_commodity_settings.html">CommoditySettings</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">global repository for run-time library settings <a href="class_quant_lib_1_1_commodity_settings.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_commodity_type.html">CommodityType</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">commodity type <a href="class_quant_lib_1_1_commodity_type.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite.html">Composite</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Composite pattern. <a href="class_quant_lib_1_1_composite.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_constraint.html">CompositeConstraint</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constraint enforcing both given sub-constraints <a href="class_quant_lib_1_1_composite_constraint.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_instrument.html">CompositeInstrument</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Composite instrument <a href="class_quant_lib_1_1_composite_instrument.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_quote.html">CompositeQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">market element whose value depends on two other market element <a href="class_quant_lib_1_1_composite_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_compound_option.html">CompoundOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Compound option on a single asset. <a href="class_quant_lib_1_1_compound_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_conjugate_gradient.html">ConjugateGradient</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Multi-dimensional Conjugate Gradient class. <a href="class_quant_lib_1_1_conjugate_gradient.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_cap_floor_term_volatility.html">ConstantCapFloorTermVolatility</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constant caplet volatility, no time-strike dependence. <a href="class_quant_lib_1_1_constant_cap_floor_term_volatility.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_c_p_i_volatility.html">ConstantCPIVolatility</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constant surface, no K or T dependence. <a href="class_quant_lib_1_1_constant_c_p_i_volatility.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_estimator.html">ConstantEstimator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constant-estimator volatility model. <a href="class_quant_lib_1_1_constant_estimator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_loss_model.html">ConstantLossModel</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_optionlet_volatility.html">ConstantOptionletVolatility</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constant caplet volatility, no time-strike dependence. <a href="class_quant_lib_1_1_constant_optionlet_volatility.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_parameter.html">ConstantParameter</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Standard constant parameter \( a(t) = a \). <a href="class_quant_lib_1_1_constant_parameter.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_recovery_model.html">ConstantRecoveryModel</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_swaption_volatility.html">ConstantSwaptionVolatility</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constant swaption volatility, no time-strike dependence. <a href="class_quant_lib_1_1_constant_swaption_volatility.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html">ConstantYoYOptionletVolatility</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constant surface, no K or T dependence. <a href="class_quant_lib_1_1_constant_yo_y_optionlet_volatility.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constrained_evolver.html">ConstrainedEvolver</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constrained market-model evolver. <a href="class_quant_lib_1_1_constrained_evolver.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base constraint class. <a href="class_quant_lib_1_1_constraint.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_arithmetic_asian_vecer_engine.html">ContinuousArithmeticAsianVecerEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vecer engine for continuous-avaeraging Asian options. <a href="class_quant_lib_1_1_continuous_arithmetic_asian_vecer_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option.html">ContinuousAveragingAsianOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Continuous-averaging Asian option. <a href="class_quant_lib_1_1_continuous_averaging_asian_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option.html">ContinuousFixedLookbackOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Continuous-fixed lookback option. <a href="class_quant_lib_1_1_continuous_fixed_lookback_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_floating_lookback_option.html">ContinuousFloatingLookbackOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Continuous-floating lookback option. <a href="class_quant_lib_1_1_continuous_floating_lookback_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_partial_fixed_lookback_option.html">ContinuousPartialFixedLookbackOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Continuous-partial-fixed lookback option. <a href="class_quant_lib_1_1_continuous_partial_fixed_lookback_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_partial_floating_lookback_option.html">ContinuousPartialFloatingLookbackOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Continuous-partial-floating lookback option. <a href="class_quant_lib_1_1_continuous_partial_floating_lookback_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convergence_statistics.html">ConvergenceStatistics</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">statistics class with convergence table <a href="class_quant_lib_1_1_convergence_statistics.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convertible_bond.html">ConvertibleBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for convertible bonds <a href="class_quant_lib_1_1_convertible_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convertible_fixed_coupon_bond.html">ConvertibleFixedCouponBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">convertible fixed-coupon bond <a href="class_quant_lib_1_1_convertible_fixed_coupon_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convertible_floating_rate_bond.html">ConvertibleFloatingRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">convertible floating-rate bond <a href="class_quant_lib_1_1_convertible_floating_rate_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convertible_zero_coupon_bond.html">ConvertibleZeroCouponBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">convertible zero-coupon bond <a href="class_quant_lib_1_1_convertible_zero_coupon_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convex_monotone.html">ConvexMonotone</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Convex-monotone interpolation factory and traits. <a href="class_quant_lib_1_1_convex_monotone.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_convex_monotone_interpolation.html">ConvexMonotoneInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Convex monotone yield-curve interpolation method. <a href="class_quant_lib_1_1_convex_monotone_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_o_p_currency.html">COPCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Colombian peso. <a href="class_quant_lib_1_1_c_o_p_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_correlation_term_structure.html">CorrelationTermStructure</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_o_s_heston_engine.html">COSHestonEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">COS-method Heston engine based on efficient Fourier series expansions. <a href="class_quant_lib_1_1_c_o_s_heston_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cost function abstract class for optimization problem. <a href="class_quant_lib_1_1_cost_function.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coterminal_swap_curve_state.html">CoterminalSwapCurveState</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Curve state for coterminal-swap market models <a href="class_quant_lib_1_1_coterminal_swap_curve_state.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_counterparty_adj_swap_engine.html">CounterpartyAdjSwapEngine</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html">Coupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">coupon accruing over a fixed period <a href="class_quant_lib_1_1_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_covariance_decomposition.html">CovarianceDecomposition</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Covariance decomposition into correlation and variances. <a href="class_quant_lib_1_1_covariance_decomposition.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cox_ingersoll_ross.html">CoxIngersollRoss</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cox-Ingersoll-Ross model class. <a href="class_quant_lib_1_1_cox_ingersoll_ross.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cox_ingersoll_ross_process.html">CoxIngersollRossProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_cox_ingersoll_ross.html" title="Cox-Ingersoll-Ross model class.">CoxIngersollRoss</a> process class. <a href="class_quant_lib_1_1_cox_ingersoll_ross_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cox_ross_rubinstein.html">CoxRossRubinstein</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. <a href="class_quant_lib_1_1_cox_ross_rubinstein.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_bond.html">CPIBond</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_bond_helper.html">CPIBondHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CPI bond helper for curve bootstrap. <a href="class_quant_lib_1_1_c_p_i_bond_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_cap_floor.html">CPICapFloor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CPI cap or floor. <a href="class_quant_lib_1_1_c_p_i_cap_floor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_cap_floor_term_price_surface.html">CPICapFloorTermPriceSurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Provides cpi cap/floor prices by interpolation and put/call parity (not cap/floor/swap* parity). <a href="class_quant_lib_1_1_c_p_i_cap_floor_term_price_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_cash_flow.html">CPICashFlow</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cash flow paying the performance of a CPI (zero inflation) index. <a href="class_quant_lib_1_1_c_p_i_cash_flow.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html">CPICoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Coupon paying the performance of a CPI (zero inflation) index <a href="class_quant_lib_1_1_c_p_i_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon_pricer.html">CPICouponPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base pricer for capped/floored CPI coupons N.B. vol-dependent parts are a TODO <a href="class_quant_lib_1_1_c_p_i_coupon_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Helper class building a sequence of capped/floored CPI coupons. <a href="class_quant_lib_1_1_c_p_i_leg.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_swap.html">CPISwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">zero-inflation-indexed swap, <a href="class_quant_lib_1_1_c_p_i_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_volatility_surface.html">CPIVolatilitySurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">zero inflation (i.e. CPI/RPI/HICP/etc.) volatility structures <a href="class_quant_lib_1_1_c_p_i_volatility_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_crank_nicolson.html">CrankNicolson</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Crank-Nicolson scheme for finite difference methods. <a href="class_quant_lib_1_1_crank_nicolson.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_credit_default_swap.html">CreditDefaultSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Credit default swap. <a href="class_quant_lib_1_1_credit_default_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_credit_risk_plus.html">CreditRiskPlus</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cubic.html">Cubic</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cubic interpolation factory and traits <a href="class_quant_lib_1_1_cubic.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cubic_b_splines_fitting.html">CubicBSplinesFitting</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CubicSpline B-splines fitting method. <a href="class_quant_lib_1_1_cubic_b_splines_fitting.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cubic_interpolation.html">CubicInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cubic interpolation between discrete points. <a href="class_quant_lib_1_1_cubic_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cumulative_behrens_fisher.html">CumulativeBehrensFisher</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cumulative (generalized) BehrensFisher distribution. <a href="class_quant_lib_1_1_cumulative_behrens_fisher.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cumulative_binomial_distribution.html">CumulativeBinomialDistribution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cumulative binomial distribution function. <a href="class_quant_lib_1_1_cumulative_binomial_distribution.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cumulative_normal_distribution.html">CumulativeNormalDistribution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cumulative normal distribution function. <a href="class_quant_lib_1_1_cumulative_normal_distribution.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cumulative_poisson_distribution.html">CumulativePoissonDistribution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cumulative Poisson distribution function. <a href="class_quant_lib_1_1_cumulative_poisson_distribution.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cumulative_student_distribution.html">CumulativeStudentDistribution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cumulative Student t-distribution. <a href="class_quant_lib_1_1_cumulative_student_distribution.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_curiously_recurring_template.html">CuriouslyRecurringTemplate</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Support for the curiously recurring template pattern. <a href="class_quant_lib_1_1_curiously_recurring_template.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_currency.html">Currency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Currency specification <a href="class_quant_lib_1_1_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_curve.html">Curve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">abstract curve class <a href="class_quant_lib_1_1_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_curve_dependent_step_condition.html">CurveDependentStepCondition</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Curve state for market-model simulations <a href="class_quant_lib_1_1_curve_state.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_custom_region.html">CustomRegion</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Custom geographical/economic region. <a href="class_quant_lib_1_1_custom_region.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_y_p_currency.html">CYPCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cyprus pound. <a href="class_quant_lib_1_1_c_y_p_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_czech_republic.html">CzechRepublic</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Czech calendars. <a href="class_quant_lib_1_1_czech_republic.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_z_k_currency.html">CZKCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Czech koruna. <a href="class_quant_lib_1_1_c_z_k_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_daily_tenor_c_h_f_libor.html">DailyTenorCHFLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for the one day deposit BBA CHF LIBOR indexes <a href="class_quant_lib_1_1_daily_tenor_c_h_f_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_daily_tenor_e_u_r_libor.html">DailyTenorEURLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for the one day deposit ICE EUR LIBOR indexes <a href="class_quant_lib_1_1_daily_tenor_e_u_r_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_daily_tenor_g_b_p_libor.html">DailyTenorGBPLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for the one day deposit ICE GBP LIBOR indexes. <a href="class_quant_lib_1_1_daily_tenor_g_b_p_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_daily_tenor_j_p_y_libor.html">DailyTenorJPYLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for the one day deposit ICE JPY LIBOR indexes <a href="class_quant_lib_1_1_daily_tenor_j_p_y_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_daily_tenor_libor.html">DailyTenorLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for all O/N-S/N BBA LIBOR indexes but the EUR ones <a href="class_quant_lib_1_1_daily_tenor_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_daily_tenor_u_s_d_libor.html">DailyTenorUSDLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for the one day deposit ICE USD LIBOR indexes <a href="class_quant_lib_1_1_daily_tenor_u_s_d_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_a_s_h_currency.html">DASHCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Dash coin. <a href="class_quant_lib_1_1_d_a_s_h_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_date.html">Date</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete date class. <a href="class_quant_lib_1_1_date.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dated_o_i_s_rate_helper.html">DatedOISRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over Overnight Indexed <a class="el" href="class_quant_lib_1_1_swap.html" title="Interest rate swap.">Swap</a> rates. <a href="class_quant_lib_1_1_dated_o_i_s_rate_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_date_generation.html">DateGeneration</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Date-generation rule. <a href="struct_quant_lib_1_1_date_generation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_date_interval.html">DateInterval</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_date.html" title="Concrete date class.">Date</a> interval described by a number of a given time unit. <a href="class_quant_lib_1_1_date_interval.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">day counter class <a href="class_quant_lib_1_1_day_counter.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_decreasing_gaussian_walk.html">DecreasingGaussianWalk</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Decreasing Random Walk. <a href="class_quant_lib_1_1_decreasing_gaussian_walk.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_decreasing_inertia.html">DecreasingInertia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Decreasing Inertia. <a href="class_quant_lib_1_1_decreasing_inertia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_default_density.html">DefaultDensity</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Default-density-curve traits. <a href="struct_quant_lib_1_1_default_density.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_density_structure.html">DefaultDensityStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Default-density term structure. <a href="class_quant_lib_1_1_default_density_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_event.html">DefaultEvent</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Credit event on a bond of a certain seniority(ies)/currency. <a href="class_quant_lib_1_1_default_event.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Default event Latent Model. <a href="class_quant_lib_1_1_default_latent_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_loss_model.html">DefaultLossModel</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html">DefaultProbabilityTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Default probability term structure. <a href="class_quant_lib_1_1_default_probability_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Atomic credit-event type. <a href="class_quant_lib_1_1_default_type.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_delta_vol_quote.html">DeltaVolQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Class for the quotation of delta vs vol. <a href="class_quant_lib_1_1_delta_vol_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_e_m_currency.html">DEMCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Deutsche mark. <a href="class_quant_lib_1_1_d_e_m_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_denmark.html">Denmark</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Danish calendar. <a href="class_quant_lib_1_1_denmark.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_deposit_rate_helper.html">DepositRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over deposit rates. <a href="class_quant_lib_1_1_deposit_rate_helper.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_derived_quote.html">DerivedQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">market quote whose value depends on another quote <a href="class_quant_lib_1_1_derived_quote.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_differential_evolution.html">DifferentialEvolution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Differential Evolution configuration object. <a href="class_quant_lib_1_1_differential_evolution.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_cms_coupon.html">DigitalCmsCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cms-rate coupon with digital digital call/put option. <a href="class_quant_lib_1_1_digital_cms_coupon.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of digital ibor-rate coupons <a href="class_quant_lib_1_1_digital_cms_leg.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_cms_spread_coupon.html">DigitalCmsSpreadCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cms-spread-rate coupon with digital digital call/put option. <a href="class_quant_lib_1_1_digital_cms_spread_coupon.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of digital ibor-rate coupons <a href="class_quant_lib_1_1_digital_cms_spread_leg.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_coupon.html">DigitalCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Digital-payoff coupon. <a href="class_quant_lib_1_1_digital_coupon.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_ibor_coupon.html">DigitalIborCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ibor rate coupon with digital digital call/put option. <a href="class_quant_lib_1_1_digital_ibor_coupon.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_ibor_leg.html">DigitalIborLeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of digital ibor-rate coupons <a href="class_quant_lib_1_1_digital_ibor_leg.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html">DirichletBC</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Neumann boundary condition (i.e., constant value) <a href="class_quant_lib_1_1_dirichlet_b_c.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_discount.html">Discount</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Discount-curve traits. <a href="struct_quant_lib_1_1_discount.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discrepancy_statistics.html">DiscrepancyStatistics</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Statistic tool for sequences with discrepancy calculation. <a href="class_quant_lib_1_1_discrepancy_statistics.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option.html">DiscreteAveragingAsianOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Discrete-averaging Asian option. <a href="class_quant_lib_1_1_discrete_averaging_asian_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discrete_trapezoid_integral.html">DiscreteTrapezoidIntegral</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Discretized asset class used by numerical methods. <a href="class_quant_lib_1_1_discretized_asset.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_derman_kani_double_barrier_option.html">DiscretizedDermanKaniDoubleBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Derman-Kani-Ergener-Bardhan discretized option helper class. <a href="class_quant_lib_1_1_discretized_derman_kani_double_barrier_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_discount_bond.html">DiscretizedDiscountBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Useful discretized discount bond asset. <a href="class_quant_lib_1_1_discretized_discount_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_double_barrier_option.html">DiscretizedDoubleBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Standard discretized option helper class. <a href="class_quant_lib_1_1_discretized_double_barrier_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_option.html">DiscretizedOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Discretized option on a given asset. <a href="class_quant_lib_1_1_discretized_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">generic disposable object with move semantics <a href="class_quant_lib_1_1_disposable.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_distribution_random_walk.html">DistributionRandomWalk</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Distribution Walk. <a href="class_quant_lib_1_1_distribution_random_walk.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend.html">Dividend</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Predetermined cash flow. <a href="class_quant_lib_1_1_dividend.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend_barrier_option.html">DividendBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Single-asset barrier option with discrete dividends. <a href="class_quant_lib_1_1_dividend_barrier_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html">DividendVanillaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Single-asset vanilla option (no barriers) with discrete dividends. <a href="class_quant_lib_1_1_dividend_vanilla_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_k_k_currency.html">DKKCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Danish krone. <a href="class_quant_lib_1_1_d_k_k_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_k_k_libor.html">DKKLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">DKK LIBOR rate <a href="class_quant_lib_1_1_d_k_k_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_minus.html">DMinus</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">\( D_{-} \) matricial representation <a href="class_quant_lib_1_1_d_minus.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_double_barrier.html">DoubleBarrier</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Placeholder for enumerated barrier types. <a href="struct_quant_lib_1_1_double_barrier.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_double_barrier_option.html">DoubleBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Double <a class="el" href="struct_quant_lib_1_1_barrier.html" title="Placeholder for enumerated barrier types.">Barrier</a> option on a single asset. <a href="class_quant_lib_1_1_double_barrier_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html">DoubleStickyRatchetPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Intermediate class for single/double sticky/ratchet payoffs. <a href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_down_rounding.html">DownRounding</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Down-rounding. <a href="class_quant_lib_1_1_down_rounding.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_plus.html">DPlus</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">\( D_{+} \) matricial representation <a href="class_quant_lib_1_1_d_plus.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_plus_d_minus.html">DPlusDMinus</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">\( D_{+}D_{-} \) matricial representation <a href="class_quant_lib_1_1_d_plus_d_minus.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_drift_term_structure.html">DriftTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Drift term structure. <a href="class_quant_lib_1_1_drift_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_duration.html">Duration</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">duration type <a href="struct_quant_lib_1_1_duration.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_d_zero.html">DZero</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">\( D_{0} \) matricial representation <a href="class_quant_lib_1_1_d_zero.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1earlier__than.html">earlier_than</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">compare two objects by date <a href="struct_quant_lib_1_1earlier__than.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_early_exercise.html">EarlyExercise</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Early-exercise base class. <a href="class_quant_lib_1_1_early_exercise.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_early_exercise_path_pricer.html">EarlyExercisePathPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for early exercise path pricers <a href="class_quant_lib_1_1_early_exercise_path_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_e_c_b.html">ECB</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">European Central Bank reserve maintenance dates. <a href="struct_quant_lib_1_1_e_c_b.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_e_k_currency.html">EEKCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Estonian kroon. <a href="class_quant_lib_1_1_e_e_k_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Criteria to end optimization process: <a href="class_quant_lib_1_1_end_criteria.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_end_euler_discretization.html">EndEulerDiscretization</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Euler end-point discretization for stochastic processes. <a href="class_quant_lib_1_1_end_euler_discretization.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_energy_basis_swap.html">EnergyBasisSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Energy basis swap. <a href="class_quant_lib_1_1_energy_basis_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_energy_commodity.html">EnergyCommodity</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Energy commodity class. <a href="class_quant_lib_1_1_energy_commodity.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_energy_future.html">EnergyFuture</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Energy future. <a href="class_quant_lib_1_1_energy_future.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_energy_vanilla_swap.html">EnergyVanillaSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vanilla energy swap. <a href="class_quant_lib_1_1_energy_vanilla_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eonia.html">Eonia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Eonia (Euro Overnight <a class="el" href="class_quant_lib_1_1_index.html" title="purely virtual base class for indexes">Index</a> <a class="el" href="struct_quant_lib_1_1_average.html" title="Placeholder for enumerated averaging types.">Average</a>) rate fixed by the <a class="el" href="struct_quant_lib_1_1_e_c_b.html" title="European Central Bank reserve maintenance dates.">ECB</a>. <a href="class_quant_lib_1_1_eonia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_equal_jumps_binomial_tree.html">EqualJumpsBinomialTree</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for equal jumps binomial tree. <a href="class_quant_lib_1_1_equal_jumps_binomial_tree.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_equal_probabilities_binomial_tree.html">EqualProbabilitiesBinomialTree</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for equal probabilities binomial tree. <a href="class_quant_lib_1_1_equal_probabilities_binomial_tree.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_equity_f_x_vol_surface.html">EquityFXVolSurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Equity/FX volatility (smile) surface. <a href="class_quant_lib_1_1_equity_f_x_vol_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_error.html">Error</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base error class. <a href="class_quant_lib_1_1_error.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_error_function.html">ErrorFunction</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Error function <a href="class_quant_lib_1_1_error_function.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_s_p_currency.html">ESPCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Spanish peseta. <a href="class_quant_lib_1_1_e_s_p_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_t_c_currency.html">ETCCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ethereum Classic. <a href="class_quant_lib_1_1_e_t_c_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_t_h_currency.html">ETHCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ethereum. <a href="class_quant_lib_1_1_e_t_h_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_h_i_c_p.html">EUHICP</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">EU HICP index. <a href="class_quant_lib_1_1_e_u_h_i_c_p.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_h_i_c_p_x_t.html">EUHICPXT</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">EU HICPXT index. <a href="class_quant_lib_1_1_e_u_h_i_c_p_x_t.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euler_discretization.html">EulerDiscretization</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Euler discretization for stochastic processes. <a href="class_quant_lib_1_1_euler_discretization.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_currency.html">EURCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">European Euro. <a href="class_quant_lib_1_1_e_u_r_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_region.html">EURegion</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">European Union as geographical/economic region. <a href="class_quant_lib_1_1_e_u_region.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor.html">Euribor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Euribor index <a href="class_quant_lib_1_1_euribor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor10_m.html">Euribor10M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">10-months Euribor index <a href="class_quant_lib_1_1_euribor10_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor11_m.html">Euribor11M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">11-months Euribor index <a href="class_quant_lib_1_1_euribor11_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor1_m.html">Euribor1M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-month Euribor index <a href="class_quant_lib_1_1_euribor1_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor1_y.html">Euribor1Y</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-year Euribor index <a href="class_quant_lib_1_1_euribor1_y.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor2_m.html">Euribor2M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">2-months Euribor index <a href="class_quant_lib_1_1_euribor2_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor2_w.html">Euribor2W</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">2-weeks Euribor index <a href="class_quant_lib_1_1_euribor2_w.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365.html">Euribor365</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Actual/365 Euribor index. <a href="class_quant_lib_1_1_euribor365.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__10_m.html">Euribor365_10M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">10-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__10_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__11_m.html">Euribor365_11M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">11-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__11_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__1_m.html">Euribor365_1M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-month Euribor365 index <a href="class_quant_lib_1_1_euribor365__1_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__1_y.html">Euribor365_1Y</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-year Euribor365 index <a href="class_quant_lib_1_1_euribor365__1_y.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__2_m.html">Euribor365_2M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">2-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__2_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__2_w.html">Euribor365_2W</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">2-weeks Euribor365 index <a href="class_quant_lib_1_1_euribor365__2_w.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__3_m.html">Euribor365_3M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">3-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__3_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__3_w.html">Euribor365_3W</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">3-weeks Euribor365 index <a href="class_quant_lib_1_1_euribor365__3_w.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__4_m.html">Euribor365_4M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">4-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__4_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__5_m.html">Euribor365_5M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">5-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__5_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__6_m.html">Euribor365_6M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">6-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__6_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__7_m.html">Euribor365_7M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">7-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__7_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__8_m.html">Euribor365_8M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">8-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__8_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365__9_m.html">Euribor365_9M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">9-months Euribor365 index <a href="class_quant_lib_1_1_euribor365__9_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor365___s_w.html">Euribor365_SW</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-week Euribor365 index <a href="class_quant_lib_1_1_euribor365___s_w.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor3_m.html">Euribor3M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">3-months Euribor index <a href="class_quant_lib_1_1_euribor3_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor3_w.html">Euribor3W</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">3-weeks Euribor index <a href="class_quant_lib_1_1_euribor3_w.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor4_m.html">Euribor4M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">4-months Euribor index <a href="class_quant_lib_1_1_euribor4_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor5_m.html">Euribor5M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">5-months Euribor index <a href="class_quant_lib_1_1_euribor5_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor6_m.html">Euribor6M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">6-months Euribor index <a href="class_quant_lib_1_1_euribor6_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor7_m.html">Euribor7M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">7-months Euribor index <a href="class_quant_lib_1_1_euribor7_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor8_m.html">Euribor8M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">8-months Euribor index <a href="class_quant_lib_1_1_euribor8_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor9_m.html">Euribor9M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">9-months Euribor index <a href="class_quant_lib_1_1_euribor9_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor_s_w.html">EuriborSW</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-week Euribor index <a href="class_quant_lib_1_1_euribor_s_w.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor_swap_ifr_fix.html">EuriborSwapIfrFix</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">EuriborSwapIfrFix index base class <a href="class_quant_lib_1_1_euribor_swap_ifr_fix.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor_swap_isda_fix_a.html">EuriborSwapIsdaFixA</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">EuriborSwapIsdaFixA index base class <a href="class_quant_lib_1_1_euribor_swap_isda_fix_a.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_euribor_swap_isda_fix_b.html">EuriborSwapIsdaFixB</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">EuriborSwapIsdaFixB index base class <a href="class_quant_lib_1_1_euribor_swap_isda_fix_b.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor.html">EURLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for all ICE EUR LIBOR indexes but the O/N <a href="class_quant_lib_1_1_e_u_r_libor.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor10_m.html">EURLibor10M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">10-months EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor10_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor11_m.html">EURLibor11M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">11-months EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor11_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor1_m.html">EURLibor1M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-month EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor1_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor1_y.html">EURLibor1Y</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-year EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor1_y.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor2_m.html">EURLibor2M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">2-months EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor2_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor2_w.html">EURLibor2W</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">2-weeks EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor2_w.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor3_m.html">EURLibor3M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">3-months EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor3_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor4_m.html">EURLibor4M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">4-months EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor4_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor5_m.html">EURLibor5M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">5-months EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor5_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor6_m.html">EURLibor6M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">6-months EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor6_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor7_m.html">EURLibor7M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">7-months EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor7_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor8_m.html">EURLibor8M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">8-months EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor8_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor9_m.html">EURLibor9M</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">9-months EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor9_m.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor_o_n.html">EURLiborON</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Overnight EUR Libor index. <a href="class_quant_lib_1_1_e_u_r_libor_o_n.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_e_u_r_libor_s_w.html">EURLiborSW</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-week EUR Libor index <a href="class_quant_lib_1_1_e_u_r_libor_s_w.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eur_libor_swap_ifr_fix.html">EurLiborSwapIfrFix</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">EurLiborSwapIfrFix index base class <a href="class_quant_lib_1_1_eur_libor_swap_ifr_fix.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eur_libor_swap_isda_fix_a.html">EurLiborSwapIsdaFixA</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">EurLiborSwapIsdaFixA index base class <a href="class_quant_lib_1_1_eur_libor_swap_isda_fix_a.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eur_libor_swap_isda_fix_b.html">EurLiborSwapIsdaFixB</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">EurLiborSwapIsdaFixB index base class <a href="class_quant_lib_1_1_eur_libor_swap_isda_fix_b.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_eurodollar_futures_implied_std_dev_quote.html">EurodollarFuturesImpliedStdDevQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">quote for the Eurodollar-future implied standard deviation <a href="class_quant_lib_1_1_eurodollar_futures_implied_std_dev_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_european_exercise.html">EuropeanExercise</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">European exercise. <a href="class_quant_lib_1_1_european_exercise.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_european_option.html">EuropeanOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">European option on a single asset. <a href="class_quant_lib_1_1_european_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_event.html">Event</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for event. <a href="class_quant_lib_1_1_event.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Market-model evolution description. <a href="class_quant_lib_1_1_evolution_description.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate.html">ExchangeRate</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">exchange rate between two currencies <a href="class_quant_lib_1_1_exchange_rate.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exchange_rate_manager.html">ExchangeRateManager</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">exchange-rate repository <a href="class_quant_lib_1_1_exchange_rate_manager.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base exercise class. <a href="class_quant_lib_1_1_exercise.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_explicit_euler.html">ExplicitEuler</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward Euler scheme for finite difference methods <a href="class_quant_lib_1_1_explicit_euler.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exponential_fitting_heston_engine.html">ExponentialFittingHestonEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">analytic Heston-model engine based on <a href="class_quant_lib_1_1_exponential_fitting_heston_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exponential_intensity.html">ExponentialIntensity</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Exponential Intensity. <a href="class_quant_lib_1_1_exponential_intensity.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exponential_jump1d_mesher.html">ExponentialJump1dMesher</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exponential_splines_fitting.html">ExponentialSplinesFitting</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Exponential-splines fitting method. <a href="class_quant_lib_1_1_exponential_splines_fitting.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_additive_e_q_p_binomial_tree.html">ExtendedAdditiveEQPBinomialTree</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Additive equal probabilities binomial tree. <a href="class_quant_lib_1_1_extended_additive_e_q_p_binomial_tree.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_binomial_tree.html">ExtendedBinomialTree</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binomial tree base class. <a href="class_quant_lib_1_1_extended_binomial_tree.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_black_scholes_merton_process.html">ExtendedBlackScholesMertonProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">experimental Black-Scholes-Merton stochastic process <a href="class_quant_lib_1_1_extended_black_scholes_merton_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_black_variance_curve.html">ExtendedBlackVarianceCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility curve modelled as variance curve. <a href="class_quant_lib_1_1_extended_black_variance_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_black_variance_surface.html">ExtendedBlackVarianceSurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility surface modelled as variance surface. <a href="class_quant_lib_1_1_extended_black_variance_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_cox_ingersoll_ross.html">ExtendedCoxIngersollRoss</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Extended Cox-Ingersoll-Ross model class. <a href="class_quant_lib_1_1_extended_cox_ingersoll_ross.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_cox_ross_rubinstein.html">ExtendedCoxRossRubinstein</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. <a href="class_quant_lib_1_1_extended_cox_ross_rubinstein.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_equal_jumps_binomial_tree.html">ExtendedEqualJumpsBinomialTree</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for equal jumps binomial tree. <a href="class_quant_lib_1_1_extended_equal_jumps_binomial_tree.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_equal_probabilities_binomial_tree.html">ExtendedEqualProbabilitiesBinomialTree</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for equal probabilities binomial tree. <a href="class_quant_lib_1_1_extended_equal_probabilities_binomial_tree.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_jarrow_rudd.html">ExtendedJarrowRudd</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Jarrow-Rudd (multiplicative) equal probabilities binomial tree. <a href="class_quant_lib_1_1_extended_jarrow_rudd.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_leisen_reimer.html">ExtendedLeisenReimer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Leisen & Reimer tree: multiplicative approach. <a href="class_quant_lib_1_1_extended_leisen_reimer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_ornstein_uhlenbeck_process.html">ExtendedOrnsteinUhlenbeckProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Extended Ornstein-Uhlenbeck process class. <a href="class_quant_lib_1_1_extended_ornstein_uhlenbeck_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_tian.html">ExtendedTian</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Tian tree: third moment matching, multiplicative approach <a href="class_quant_lib_1_1_extended_tian.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extended_trigeorgis.html">ExtendedTrigeorgis</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Trigeorgis (additive equal jumps) binomial tree <a href="class_quant_lib_1_1_extended_trigeorgis.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ext_o_u_with_jumps_process.html">ExtOUWithJumpsProcess</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for classes possibly allowing extrapolation <a href="class_quant_lib_1_1_extrapolator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_face_value_accrual_claim.html">FaceValueAccrualClaim</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_claim.html" title="Claim associated to a default event.">Claim</a> on the notional of a reference security, including accrual. <a href="class_quant_lib_1_1_face_value_accrual_claim.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_face_value_claim.html">FaceValueClaim</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_claim.html" title="Claim associated to a default event.">Claim</a> on a notional. <a href="class_quant_lib_1_1_face_value_claim.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_factorial.html">Factorial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Factorial numbers calculator <a href="class_quant_lib_1_1_factorial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_factor_spreaded_hazard_rate_curve.html">FactorSpreadedHazardRateCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Default-probability structure with a multiplicative spread on hazard rates. <a href="class_quant_lib_1_1_factor_spreaded_hazard_rate_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_failure_to_pay.html">FailureToPay</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Failure to Pay atomic event type. <a href="class_quant_lib_1_1_failure_to_pay.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_false_position.html">FalsePosition</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">False position 1-D solver. <a href="class_quant_lib_1_1_false_position.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_farlie_gumbel_morgenstern_copula.html">FarlieGumbelMorgensternCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Farlie-Gumbel-Morgenstern copula. <a href="class_quant_lib_1_1_farlie_gumbel_morgenstern_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_farlie_gumbel_morgenstern_copula_rng.html">FarlieGumbelMorgensternCopulaRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Farlie-Gumbel-Morgenstern copula random-number generator. <a href="class_quant_lib_1_1_farlie_gumbel_morgenstern_copula_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html">FastFourierTransform</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">FFT implementation. <a href="class_quant_lib_1_1_fast_fourier_transform.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_faure_rsg.html">FaureRsg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Faure low-discrepancy sequence generator. <a href="class_quant_lib_1_1_faure_rsg.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd2d_black_scholes_vanilla_engine.html">Fd2dBlackScholesVanillaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Two dimensional finite-differences Black Scholes vanilla option engine. <a href="class_quant_lib_1_1_fd2d_black_scholes_vanilla_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_american_engine.html">FDAmericanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for American one asset options. <a href="class_quant_lib_1_1_f_d_american_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_bates_vanilla_engine.html">FdBatesVanillaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Partial Integro FiniteDifferences Bates Vanilla <a class="el" href="class_quant_lib_1_1_option.html" title="base option class">Option</a> engine. <a href="class_quant_lib_1_1_fd_bates_vanilla_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_bermudan_engine.html">FDBermudanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences Bermudan engine. <a href="class_quant_lib_1_1_f_d_bermudan_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_black_scholes_barrier_engine.html">FdBlackScholesBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Black Scholes barrier option engine. <a href="class_quant_lib_1_1_fd_black_scholes_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_black_scholes_rebate_engine.html">FdBlackScholesRebateEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Black Scholes barrier option rebate helper engine. <a href="class_quant_lib_1_1_fd_black_scholes_rebate_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_american_engine.html">FDDividendAmericanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for dividend American options. <a href="class_quant_lib_1_1_f_d_dividend_american_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_american_engine_merton73.html">FDDividendAmericanEngineMerton73</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for dividend American options. <a href="class_quant_lib_1_1_f_d_dividend_american_engine_merton73.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_american_engine_shift_scale.html">FDDividendAmericanEngineShiftScale</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_base.html">FDDividendEngineBase</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract base class for dividend engines. <a href="class_quant_lib_1_1_f_d_dividend_engine_base.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html">FDDividendEngineMerton73</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for dividend options using escowed dividends model. <a href="class_quant_lib_1_1_f_d_dividend_engine_merton73.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_engine_shift_scale.html">FDDividendEngineShiftScale</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences engine for dividend options using shifted dividends. <a href="class_quant_lib_1_1_f_d_dividend_engine_shift_scale.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_european_engine.html">FDDividendEuropeanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for dividend European options. <a href="class_quant_lib_1_1_f_d_dividend_european_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_european_engine_merton73.html">FDDividendEuropeanEngineMerton73</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for dividend European options. <a href="class_quant_lib_1_1_f_d_dividend_european_engine_merton73.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_european_engine_shift_scale.html">FDDividendEuropeanEngineShiftScale</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_dividend_shout_engine.html">FDDividendShoutEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences shout engine with dividends. <a href="class_quant_lib_1_1_f_d_dividend_shout_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_european_engine.html">FDEuropeanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European options using finite-differences. <a href="class_quant_lib_1_1_f_d_european_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_heston_barrier_engine.html">FdHestonBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Heston <a class="el" href="struct_quant_lib_1_1_barrier.html" title="Placeholder for enumerated barrier types.">Barrier</a> <a class="el" href="class_quant_lib_1_1_option.html" title="base option class">Option</a> engine. <a href="class_quant_lib_1_1_fd_heston_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_heston_double_barrier_engine.html">FdHestonDoubleBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Heston Double <a class="el" href="struct_quant_lib_1_1_barrier.html" title="Placeholder for enumerated barrier types.">Barrier</a> <a class="el" href="class_quant_lib_1_1_option.html" title="base option class">Option</a> engine. <a href="class_quant_lib_1_1_fd_heston_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_heston_hull_white_vanilla_engine.html">FdHestonHullWhiteVanillaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Heston Hull-White Vanilla <a class="el" href="class_quant_lib_1_1_option.html" title="base option class">Option</a> engine. <a href="class_quant_lib_1_1_fd_heston_hull_white_vanilla_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fd_heston_rebate_engine.html">FdHestonRebateEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-Differences Heston <a class="el" href="struct_quant_lib_1_1_barrier.html" title="Placeholder for enumerated barrier types.">Barrier</a> <a class="el" href="class_quant_lib_1_1_option.html" title="base option class">Option</a> rebate helper engine. <a href="class_quant_lib_1_1_fd_heston_rebate_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fdm_ext_o_u_jump_op.html">FdmExtOUJumpOp</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fdm_kluge_ext_o_u_op.html">FdmKlugeExtOUOp</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_shout_engine.html">FDShoutEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for shout vanilla options. <a href="class_quant_lib_1_1_f_d_shout_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_step_condition_engine.html">FDStepConditionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for American-style vanilla options. <a href="class_quant_lib_1_1_f_d_step_condition_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_d_vanilla_engine.html">FDVanillaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finite-differences pricing engine for BSM one asset options. <a href="class_quant_lib_1_1_f_d_vanilla_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fed_funds.html">FedFunds</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Fed Funds rate fixed by the FED. <a href="class_quant_lib_1_1_fed_funds.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_f_t_engine.html">FFTEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for FFT pricing engines for European vanilla options. <a href="class_quant_lib_1_1_f_f_t_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_f_t_vanilla_engine.html">FFTVanillaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">FFT Pricing engine vanilla options under a Black Scholes process. <a href="class_quant_lib_1_1_f_f_t_vanilla_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_f_t_variance_gamma_engine.html">FFTVarianceGammaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">FFT engine for vanilla options under a Variance Gamma process. <a href="class_quant_lib_1_1_f_f_t_variance_gamma_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_filon_integral.html">FilonIntegral</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integral of a one-dimensional function. <a href="class_quant_lib_1_1_filon_integral.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_i_m_currency.html">FIMCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finnish markka. <a href="class_quant_lib_1_1_f_i_m_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_finite_difference_model.html">FiniteDifferenceModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Generic finite difference model. <a href="class_quant_lib_1_1_finite_difference_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_finite_difference_newton_safe.html">FiniteDifferenceNewtonSafe</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">safe Newton 1-D solver with finite difference derivatives <a href="class_quant_lib_1_1_finite_difference_newton_safe.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_finland.html">Finland</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Finnish calendar. <a href="class_quant_lib_1_1_finland.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_firefly_algorithm.html">FireflyAlgorithm</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve.html">FittedBondDiscountCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="struct_quant_lib_1_1_discount.html" title="Discount-curve traits.">Discount</a> curve fitted to a set of fixed-coupon bonds. <a href="class_quant_lib_1_1_fitted_bond_discount_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_dividend.html">FixedDividend</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Predetermined cash flow. <a href="class_quant_lib_1_1_fixed_dividend.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_bond.html">FixedRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">fixed-rate bond <a href="class_quant_lib_1_1_fixed_rate_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_bond_forward.html">FixedRateBondForward</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward contract on a fixed-rate bond <a href="class_quant_lib_1_1_fixed_rate_bond_forward.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_bond_helper.html">FixedRateBondHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Fixed-coupon bond helper for curve bootstrap. <a href="class_quant_lib_1_1_fixed_rate_bond_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_coupon.html">FixedRateCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Coupon paying a fixed interest rate <a href="class_quant_lib_1_1_fixed_rate_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_leg.html">FixedRateLeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of fixed rate coupons <a href="class_quant_lib_1_1_fixed_rate_leg.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_flat_extrapolator2_d.html">FlatExtrapolator2D</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_flat_forward.html">FlatForward</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Flat interest-rate curve. <a href="class_quant_lib_1_1_flat_forward.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_flat_hazard_rate.html">FlatHazardRate</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Flat hazard-rate curve. <a href="class_quant_lib_1_1_flat_hazard_rate.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_float_float_swap.html">FloatFloatSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">float float swap <a href="class_quant_lib_1_1_float_float_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_float_float_swaption.html">FloatFloatSwaption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">floatfloat swaption class <a href="class_quant_lib_1_1_float_float_swaption.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_cat_bond.html">FloatingCatBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">floating-rate cat bond (possibly capped and/or floored) <a href="class_quant_lib_1_1_floating_cat_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_bond.html">FloatingRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">floating-rate bond (possibly capped and/or floored) <a href="class_quant_lib_1_1_floating_rate_bond.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html">FloatingRateCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base floating-rate coupon class <a href="class_quant_lib_1_1_floating_rate_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">generic pricer for floating-rate coupons <a href="class_quant_lib_1_1_floating_rate_coupon_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_type_payoff.html">FloatingTypePayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Payoff based on a floating strike <a href="class_quant_lib_1_1_floating_type_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floor.html">Floor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete floor class. <a href="class_quant_lib_1_1_floor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floor_truncation.html">FloorTruncation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Floor truncation. <a href="class_quant_lib_1_1_floor_truncation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forde_heston_expansion.html">FordeHestonExpansion</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward.html">Forward</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract base forward class. <a href="class_quant_lib_1_1_forward.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_flat.html">ForwardFlat</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward-flat interpolation factory and traits. <a href="class_quant_lib_1_1_forward_flat.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_flat_interpolation.html">ForwardFlatInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward-flat interpolation between discrete points. <a href="class_quant_lib_1_1_forward_flat_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_measure_process.html">ForwardMeasureProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">forward-measure stochastic process <a href="class_quant_lib_1_1_forward_measure_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_measure_process1_d.html">ForwardMeasureProcess1D</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">forward-measure 1-D stochastic process <a href="class_quant_lib_1_1_forward_measure_process1_d.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_option_arguments.html">ForwardOptionArguments</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Arguments for forward (strike-resetting) option calculation <a href="class_quant_lib_1_1_forward_option_arguments.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_performance_vanilla_engine.html">ForwardPerformanceVanillaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward performance engine for vanilla options <a href="class_quant_lib_1_1_forward_performance_vanilla_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_forward_rate.html">ForwardRate</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward-curve traits. <a href="struct_quant_lib_1_1_forward_rate.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_rate_agreement.html">ForwardRateAgreement</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward rate agreement (FRA) class <a href="class_quant_lib_1_1_forward_rate_agreement.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_rate_structure.html">ForwardRateStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward-rate term structure <a href="class_quant_lib_1_1_forward_rate_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_spreaded_term_structure.html">ForwardSpreadedTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Term structure with added spread on the instantaneous forward rate. <a href="class_quant_lib_1_1_forward_spreaded_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_swap_quote.html">ForwardSwapQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables">Quote</a> for a forward starting swap. <a href="class_quant_lib_1_1_forward_swap_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_type_payoff.html">ForwardTypePayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Class for forward type payoffs. <a href="class_quant_lib_1_1_forward_type_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_value_quote.html">ForwardValueQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">quote for the forward value of an index <a href="class_quant_lib_1_1_forward_value_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_vanilla_engine.html">ForwardVanillaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward engine for vanilla options <a href="class_quant_lib_1_1_forward_vanilla_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html">ForwardVanillaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward version of a vanilla option <a href="class_quant_lib_1_1_forward_vanilla_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fractional_dividend.html">FractionalDividend</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Predetermined cash flow. <a href="class_quant_lib_1_1_fractional_dividend.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_france.html">France</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">French calendars. <a href="class_quant_lib_1_1_france.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_france_region.html">FranceRegion</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_france.html" title="French calendars.">France</a> as geographical/economic region. <a href="class_quant_lib_1_1_france_region.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_frank_copula.html">FrankCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Frank copula. <a href="class_quant_lib_1_1_frank_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_frank_copula_rng.html">FrankCopulaRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Frank copula random-number generator. <a href="class_quant_lib_1_1_frank_copula_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fra_rate_helper.html">FraRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over FRA rates. <a href="class_quant_lib_1_1_fra_rate_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_r_f_currency.html">FRFCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">French franc. <a href="class_quant_lib_1_1_f_r_f_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_f_r_h_i_c_p.html">FRHICP</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">FR HICP index. <a href="class_quant_lib_1_1_f_r_h_i_c_p.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_futures_conv_adjustment_quote.html">FuturesConvAdjustmentQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">quote for the futures-convexity adjustment of an index <a href="class_quant_lib_1_1_futures_conv_adjustment_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_futures_rate_helper.html">FuturesRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over <a class="el" href="class_quant_lib_1_1_ibor_index.html" title="base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)">IborIndex</a> futures prices. <a href="class_quant_lib_1_1_futures_rate_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fx_swap_rate_helper.html">FxSwapRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over Fx <a class="el" href="class_quant_lib_1_1_swap.html" title="Interest rate swap.">Swap</a> rates. <a href="class_quant_lib_1_1_fx_swap_rate_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g2.html">G2</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Two-additive-factor gaussian model class. <a href="class_quant_lib_1_1_g2.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g2_forward_process.html">G2ForwardProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward G2 stochastic process <a href="class_quant_lib_1_1_g2_forward_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g2_process.html">G2Process</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">G2 stochastic process <a href="class_quant_lib_1_1_g2_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g2_swaption_engine.html">G2SwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Swaption priced by means of the Black formula <a href="class_quant_lib_1_1_g2_swaption_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_galambos_copula.html">GalambosCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Galambos copula. <a href="class_quant_lib_1_1_galambos_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gamma_function.html">GammaFunction</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gamma function class. <a href="class_quant_lib_1_1_gamma_function.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gap_payoff.html">GapPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binary gap payoff. <a href="class_quant_lib_1_1_gap_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_garch11.html">Garch11</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">GARCH volatility model. <a href="class_quant_lib_1_1_garch11.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_garman_klass_abstract.html">GarmanKlassAbstract</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Garman-Klass volatility model. <a href="class_quant_lib_1_1_garman_klass_abstract.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_garman_kohlagen_process.html">GarmanKohlagenProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Garman-Kohlhagen (1983) stochastic process. <a href="class_quant_lib_1_1_garman_kohlagen_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_chebyshev2nd_integration.html">GaussChebyshev2ndIntegration</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Chebyshev integration (second kind) <a href="class_quant_lib_1_1_gauss_chebyshev2nd_integration.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_chebyshev2nd_polynomial.html">GaussChebyshev2ndPolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Chebyshev polynomial (second kind) <a href="class_quant_lib_1_1_gauss_chebyshev2nd_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_chebyshev_integration.html">GaussChebyshevIntegration</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Chebyshev integration. <a href="class_quant_lib_1_1_gauss_chebyshev_integration.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_chebyshev_polynomial.html">GaussChebyshevPolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Chebyshev polynomial. <a href="class_quant_lib_1_1_gauss_chebyshev_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_gegenbauer_integration.html">GaussGegenbauerIntegration</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Gegenbauer integration. <a href="class_quant_lib_1_1_gauss_gegenbauer_integration.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_gegenbauer_polynomial.html">GaussGegenbauerPolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Gegenbauer polynomial. <a href="class_quant_lib_1_1_gauss_gegenbauer_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_hermite_integration.html">GaussHermiteIntegration</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">generalized Gauss-Hermite integration <a href="class_quant_lib_1_1_gauss_hermite_integration.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_hermite_polynomial.html">GaussHermitePolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Hermite polynomial. <a href="class_quant_lib_1_1_gauss_hermite_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_hyperbolic_integration.html">GaussHyperbolicIntegration</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Hyperbolic integration. <a href="class_quant_lib_1_1_gauss_hyperbolic_integration.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_hyperbolic_polynomial.html">GaussHyperbolicPolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss hyperbolic polynomial. <a href="class_quant_lib_1_1_gauss_hyperbolic_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian1d_cap_floor_engine.html">Gaussian1dCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gaussian1d cap/floor engine. <a href="class_quant_lib_1_1_gaussian1d_cap_floor_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian1d_float_float_swaption_engine.html">Gaussian1dFloatFloatSwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">One factor model float float swaption engine. <a href="class_quant_lib_1_1_gaussian1d_float_float_swaption_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian1d_jamshidian_swaption_engine.html">Gaussian1dJamshidianSwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Jamshidian swaption engine. <a href="class_quant_lib_1_1_gaussian1d_jamshidian_swaption_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian1d_model.html">Gaussian1dModel</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian1d_nonstandard_swaption_engine.html">Gaussian1dNonstandardSwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">One factor model non standard swaption engine. <a href="class_quant_lib_1_1_gaussian1d_nonstandard_swaption_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian1d_smile_section.html">Gaussian1dSmileSection</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian1d_swaption_engine.html">Gaussian1dSwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">One factor model swaption engine. <a href="class_quant_lib_1_1_gaussian1d_swaption_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_copula.html">GaussianCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gaussian copula. <a href="class_quant_lib_1_1_gaussian_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_gaussian_copula_policy.html">GaussianCopulaPolicy</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_kernel.html">GaussianKernel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gaussian kernel function. <a href="class_quant_lib_1_1_gaussian_kernel.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_l_h_p_loss_model.html">GaussianLHPLossModel</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_orthogonal_polynomial.html">GaussianOrthogonalPolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">orthogonal polynomial for Gaussian quadratures <a href="class_quant_lib_1_1_gaussian_orthogonal_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_quad_multidim_integrator.html">GaussianQuadMultidimIntegrator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integrates a vector or scalar function of vector domain. <a href="class_quant_lib_1_1_gaussian_quad_multidim_integrator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_quadrature.html">GaussianQuadrature</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integral of a 1-dimensional function using the Gauss quadratures method. <a href="class_quant_lib_1_1_gaussian_quadrature.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_random_default_model.html">GaussianRandomDefaultModel</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_walk.html">GaussianWalk</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gaussian Walk. <a href="class_quant_lib_1_1_gaussian_walk.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_jacobi_integration.html">GaussJacobiIntegration</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Jacobi integration. <a href="class_quant_lib_1_1_gauss_jacobi_integration.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_jacobi_polynomial.html">GaussJacobiPolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Jacobi polynomial. <a href="class_quant_lib_1_1_gauss_jacobi_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_kronrod_adaptive.html">GaussKronrodAdaptive</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integral of a 1-dimensional function using the Gauss-Kronrod methods. <a href="class_quant_lib_1_1_gauss_kronrod_adaptive.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_kronrod_non_adaptive.html">GaussKronrodNonAdaptive</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integral of a 1-dimensional function using the Gauss-Kronrod methods. <a href="class_quant_lib_1_1_gauss_kronrod_non_adaptive.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_laguerre_cosine_polynomial.html">GaussLaguerreCosinePolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Laguerre Cosine integration. <a href="class_quant_lib_1_1_gauss_laguerre_cosine_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_laguerre_integration.html">GaussLaguerreIntegration</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">generalized Gauss-Laguerre integration <a href="class_quant_lib_1_1_gauss_laguerre_integration.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_laguerre_polynomial.html">GaussLaguerrePolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Laguerre polynomial. <a href="class_quant_lib_1_1_gauss_laguerre_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_laguerre_sine_polynomial.html">GaussLaguerreSinePolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Laguerre Sine integration. <a href="class_quant_lib_1_1_gauss_laguerre_sine_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_legendre_integration.html">GaussLegendreIntegration</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Legendre integration. <a href="class_quant_lib_1_1_gauss_legendre_integration.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_legendre_polynomial.html">GaussLegendrePolynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gauss-Legendre polynomial. <a href="class_quant_lib_1_1_gauss_legendre_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gauss_lobatto_integral.html">GaussLobattoIntegral</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integral of a one-dimensional function. <a href="class_quant_lib_1_1_gauss_lobatto_integral.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g_b_p_currency.html">GBPCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">British pound sterling. <a href="class_quant_lib_1_1_g_b_p_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g_b_p_libor.html">GBPLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">GBP LIBOR rate <a href="class_quant_lib_1_1_g_b_p_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g_b_p_libor_o_n.html">GBPLiborON</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Overnight GBP Libor index. <a href="class_quant_lib_1_1_g_b_p_libor_o_n.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gbp_libor_swap_isda_fix.html">GbpLiborSwapIsdaFix</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">GbpLiborSwapIsdaFix index base class <a href="class_quant_lib_1_1_gbp_libor_swap_isda_fix.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_geman_roncoroni_process.html">GemanRoncoroniProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Geman-Roncoroni process class. <a href="class_quant_lib_1_1_geman_roncoroni_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Generalized Black-Scholes stochastic process. <a href="class_quant_lib_1_1_generalized_black_scholes_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generalized_hull_white.html">GeneralizedHullWhite</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Generalized Hull-White model class. <a href="class_quant_lib_1_1_generalized_hull_white.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generalized_ornstein_uhlenbeck_process.html">GeneralizedOrnsteinUhlenbeckProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Piecewise linear Ornstein-Uhlenbeck process class. <a href="class_quant_lib_1_1_generalized_ornstein_uhlenbeck_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_general_linear_least_squares.html">GeneralLinearLeastSquares</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">general linear least squares regression <a href="class_quant_lib_1_1_general_linear_least_squares.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_general_statistics.html">GeneralStatistics</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Statistics tool. <a href="class_quant_lib_1_1_general_statistics.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_c_p_i.html">GenericCPI</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Generic CPI index. <a href="class_quant_lib_1_1_generic_c_p_i.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_engine.html">GenericEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">template base class for option pricing engines <a href="class_quant_lib_1_1_generic_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_gaussian_statistics.html">GenericGaussianStatistics</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Statistics tool for gaussian-assumption risk measures. <a href="class_quant_lib_1_1_generic_gaussian_statistics.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_model_engine.html">GenericModelEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for some pricing engine on a particular model. <a href="class_quant_lib_1_1_generic_model_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_region.html">GenericRegion</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Generic geographical/economic region. <a href="class_quant_lib_1_1_generic_region.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">GenericRiskStatistics</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">empirical-distribution risk measures <a href="class_quant_lib_1_1_generic_risk_statistics.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Statistics analysis of N-dimensional (sequence) data. <a href="class_quant_lib_1_1_generic_sequence_statistics.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_geometric_brownian_motion_process.html">GeometricBrownianMotionProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Geometric brownian-motion process. <a href="class_quant_lib_1_1_geometric_brownian_motion_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_germany.html">Germany</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">German calendars. <a href="class_quant_lib_1_1_germany.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g_j_r_g_a_r_c_h_model.html">GJRGARCHModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">GJR-GARCH model for the stochastic volatility of an asset. <a href="class_quant_lib_1_1_g_j_r_g_a_r_c_h_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g_j_r_g_a_r_c_h_process.html">GJRGARCHProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Stochastic-volatility GJR-GARCH(1,1) process. <a href="class_quant_lib_1_1_g_j_r_g_a_r_c_h_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_global_bootstrap.html">GlobalBootstrap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Global boostrapper, with additional restrictions. <a href="class_quant_lib_1_1_global_bootstrap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_global_topology.html">GlobalTopology</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Global Topology. <a href="class_quant_lib_1_1_global_topology.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_g_m_r_e_s_result.html">GMRESResult</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_g_r_d_currency.html">GRDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Greek drachma. <a href="class_quant_lib_1_1_g_r_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_greeks.html">Greeks</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">additional option results <a href="class_quant_lib_1_1_greeks.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gsr.html">Gsr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">One factor gsr model, formulation is in forward measure. <a href="class_quant_lib_1_1_gsr.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gsr_process.html">GsrProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">GSR stochastic process. <a href="class_quant_lib_1_1_gsr_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gumbel_copula.html">GumbelCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gumbel copula. <a href="class_quant_lib_1_1_gumbel_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hagan_irregular_swaption_engine.html">HaganIrregularSwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for irregular swaptions. <a href="class_quant_lib_1_1_hagan_irregular_swaption_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CMS-coupon pricer. <a href="class_quant_lib_1_1_hagan_pricer.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_halton_rsg.html">HaltonRsg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Halton low-discrepancy sequence generator. <a href="class_quant_lib_1_1_halton_rsg.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_handle.html">Handle</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Shared handle to an observable. <a href="class_quant_lib_1_1_handle.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_hazard_rate.html">HazardRate</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Hazard-rate-curve traits. <a href="struct_quant_lib_1_1_hazard_rate.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hazard_rate_structure.html">HazardRateStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Hazard-rate term structure. <a href="class_quant_lib_1_1_hazard_rate_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_expansion.html">HestonExpansion</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_expansion_engine.html">HestonExpansionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Heston-model engine for European options based on analytic expansions. <a href="class_quant_lib_1_1_heston_expansion_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_model.html">HestonModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Heston model for the stochastic volatility of an asset. <a href="class_quant_lib_1_1_heston_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_model_helper.html">HestonModelHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">calibration helper for Heston model <a href="class_quant_lib_1_1_heston_model_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_process.html">HestonProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Square-root stochastic-volatility Heston process. <a href="class_quant_lib_1_1_heston_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_r_n_d_calculator.html">HestonRNDCalculator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Risk neutral terminal probability density for the Heston model. <a href="class_quant_lib_1_1_heston_r_n_d_calculator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_heston_s_l_v_m_c_model.html">HestonSLVMCModel</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_himalaya_option.html">HimalayaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Himalaya option. <a href="class_quant_lib_1_1_himalaya_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_histogram.html">Histogram</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_histogram.html" title="Histogram class.">Histogram</a> class. <a href="class_quant_lib_1_1_histogram.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_historical_forward_rates_analysis_impl.html">HistoricalForwardRatesAnalysisImpl</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Historical correlation class <a href="class_quant_lib_1_1_historical_forward_rates_analysis_impl.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_historical_rates_analysis.html">HistoricalRatesAnalysis</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Historical rate analysis class <a href="class_quant_lib_1_1_historical_rates_analysis.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_h_k_d_currency.html">HKDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Hong Kong dollar. <a href="class_quant_lib_1_1_h_k_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_homogeneous_pool_loss_model.html">HomogeneousPoolLossModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Default loss distribution convolution for finite homogeneous pool. <a href="class_quant_lib_1_1_homogeneous_pool_loss_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hong_kong.html">HongKong</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Hong Kong calendars. <a href="class_quant_lib_1_1_hong_kong.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_h_u_f_currency.html">HUFCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Hungarian forint. <a href="class_quant_lib_1_1_h_u_f_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hull_white.html">HullWhite</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Single-factor Hull-White (extended Vasicek) model class. <a href="class_quant_lib_1_1_hull_white.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hull_white_forward_process.html">HullWhiteForwardProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward Hull-White stochastic process <a href="class_quant_lib_1_1_hull_white_forward_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hull_white_process.html">HullWhiteProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Hull-White stochastic process. <a href="class_quant_lib_1_1_hull_white_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hungary.html">Hungary</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Hungarian calendar. <a href="class_quant_lib_1_1_hungary.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_husler_reiss_copula.html">HuslerReissCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Husler-Reiss copula. <a href="class_quant_lib_1_1_husler_reiss_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hybrid_heston_hull_white_process.html">HybridHestonHullWhiteProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Hybrid Heston Hull-White stochastic process. <a href="class_quant_lib_1_1_hybrid_heston_hull_white_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hybrid_simulated_annealing.html">HybridSimulatedAnnealing</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_coupon.html">IborCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Coupon paying a Libor-type index <a href="class_quant_lib_1_1_ibor_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_coupon_pricer.html">IborCouponPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base pricer for capped/floored Ibor coupons <a href="class_quant_lib_1_1_ibor_coupon_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.) <a href="class_quant_lib_1_1_ibor_index.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of capped/floored ibor-rate coupons <a href="class_quant_lib_1_1_ibor_leg.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_iceland.html">Iceland</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Icelandic calendars. <a href="class_quant_lib_1_1_iceland.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_d_r_currency.html">IDRCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Indonesian Rupiah. <a href="class_quant_lib_1_1_i_d_r_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_e_p_currency.html">IEPCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Irish punt. <a href="class_quant_lib_1_1_i_e_p_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_l_s_currency.html">ILSCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Israeli shekel. <a href="class_quant_lib_1_1_i_l_s_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_i_m_m.html">IMM</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Main cycle of the International Money Market (a.k.a. IMM) months. <a href="struct_quant_lib_1_1_i_m_m.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implicit_euler.html">ImplicitEuler</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Backward Euler scheme for finite difference methods. <a href="class_quant_lib_1_1_implicit_euler.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_std_dev_quote.html">ImpliedStdDevQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">quote for the implied standard deviation of an underlying <a href="class_quant_lib_1_1_implied_std_dev_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_term_structure.html">ImpliedTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Implied term structure at a given date in the future. <a href="class_quant_lib_1_1_implied_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_vol_term_structure.html">ImpliedVolTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Implied vol term structure at a given date in the future. <a href="class_quant_lib_1_1_implied_vol_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_incremental_statistics.html">IncrementalStatistics</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Statistics tool based on incremental accumulation. <a href="class_quant_lib_1_1_incremental_statistics.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_independent_copula.html">IndependentCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">independent copula <a href="class_quant_lib_1_1_independent_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html">Index</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">purely virtual base class for indexes <a href="class_quant_lib_1_1_index.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_indexed_cash_flow.html">IndexedCashFlow</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cash flow dependent on an index ratio. <a href="class_quant_lib_1_1_indexed_cash_flow.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index_manager.html">IndexManager</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">global repository for past index fixings <a href="class_quant_lib_1_1_index_manager.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_india.html">India</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Indian calendars. <a href="class_quant_lib_1_1_india.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_indonesia.html">Indonesia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Indonesian calendars <a href="class_quant_lib_1_1_indonesia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_coupon.html">InflationCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base inflation-coupon class. <a href="class_quant_lib_1_1_inflation_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_coupon_pricer.html">InflationCouponPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base inflation-coupon pricer. <a href="class_quant_lib_1_1_inflation_coupon_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html">InflationIndex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for inflation-rate indexes,. <a href="class_quant_lib_1_1_inflation_index.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_term_structure.html">InflationTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Interface for inflation term structures. <a href="class_quant_lib_1_1_inflation_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inhomogeneous_pool_loss_model.html">InhomogeneousPoolLossModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Default loss distribution convolution for finite non homogeneous pool. <a href="class_quant_lib_1_1_inhomogeneous_pool_loss_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_n_r_currency.html">INRCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Indian rupee. <a href="class_quant_lib_1_1_i_n_r_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract instrument class. <a href="class_quant_lib_1_1_instrument.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_integral_engine.html">IntegralEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European vanilla options using integral approach. <a href="class_quant_lib_1_1_integral_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_integral_heston_variance_option_engine.html">IntegralHestonVarianceOptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">integral Heston-model variance-option engine <a href="class_quant_lib_1_1_integral_heston_variance_option_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete interest rate class. <a href="class_quant_lib_1_1_interest_rate.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for interest rate indexes <a href="class_quant_lib_1_1_interest_rate_index.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interest_rate_vol_surface.html">InterestRateVolSurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Interest rate volatility (smile) surface. <a href="class_quant_lib_1_1_interest_rate_vol_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_affine_hazard_rate_curve.html">InterpolatedAffineHazardRateCurve</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Helper class to build interpolated term structures. <a href="class_quant_lib_1_1_interpolated_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_default_density_curve.html">InterpolatedDefaultDensityCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html" title="Default probability term structure.">DefaultProbabilityTermStructure</a> based on interpolation of default densities. <a href="class_quant_lib_1_1_interpolated_default_density_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html">InterpolatedDiscountCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> based on interpolation of discount factors. <a href="class_quant_lib_1_1_interpolated_discount_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_forward_curve.html">InterpolatedForwardCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> based on interpolation of forward rates. <a href="class_quant_lib_1_1_interpolated_forward_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_hazard_rate_curve.html">InterpolatedHazardRateCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html" title="Default probability term structure.">DefaultProbabilityTermStructure</a> based on interpolation of hazard rates. <a href="class_quant_lib_1_1_interpolated_hazard_rate_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_piecewise_zero_spreaded_term_structure.html">InterpolatedPiecewiseZeroSpreadedTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Yield curve with an added vector of spreads on the zero-yield rate. <a href="class_quant_lib_1_1_interpolated_piecewise_zero_spreaded_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_simple_zero_curve.html">InterpolatedSimpleZeroCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> based on interpolation of zero rates. <a href="class_quant_lib_1_1_interpolated_simple_zero_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_survival_probability_curve.html">InterpolatedSurvivalProbabilityCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html" title="Default probability term structure.">DefaultProbabilityTermStructure</a> based on interpolation of survival probabilities. <a href="class_quant_lib_1_1_interpolated_survival_probability_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html">InterpolatedYoYInflationCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Inflation term structure based on interpolated year-on-year rates. <a href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_yo_y_optionlet_stripper.html">InterpolatedYoYOptionletStripper</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_yo_y_optionlet_volatility_curve.html">InterpolatedYoYOptionletVolatilityCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Interpolated flat smile surface. <a href="class_quant_lib_1_1_interpolated_yo_y_optionlet_volatility_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_zero_curve.html">InterpolatedZeroCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> based on interpolation of zero rates. <a href="class_quant_lib_1_1_interpolated_zero_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html">InterpolatedZeroInflationCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Inflation term structure based on the interpolation of zero rates. <a href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolating_c_p_i_cap_floor_engine.html">InterpolatingCPICapFloorEngine</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for 1-D interpolations. <a href="class_quant_lib_1_1_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation2_d.html">Interpolation2D</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for 2-D interpolations. <a href="class_quant_lib_1_1_interpolation2_d.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation_parameter.html">InterpolationParameter</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_parameter.html" title="Base class for model arguments.">Parameter</a> that holds an interpolation object. <a href="class_quant_lib_1_1_interpolation_parameter.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interval_price.html">IntervalPrice</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">interval price <a href="class_quant_lib_1_1_interval_price.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_behrens_fisher.html">InverseCumulativeBehrensFisher</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Inverse of the cumulative of the convolution of odd-T distributions. <a href="class_quant_lib_1_1_inverse_cumulative_behrens_fisher.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Inverse cumulative normal distribution function. <a href="class_quant_lib_1_1_inverse_cumulative_normal.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_poisson.html">InverseCumulativePoisson</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Inverse cumulative Poisson distribution function. <a href="class_quant_lib_1_1_inverse_cumulative_poisson.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_rng.html">InverseCumulativeRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Inverse cumulative random number generator. <a href="class_quant_lib_1_1_inverse_cumulative_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_rsg.html">InverseCumulativeRsg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Inverse cumulative random sequence generator. <a href="class_quant_lib_1_1_inverse_cumulative_rsg.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_cumulative_student.html">InverseCumulativeStudent</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Inverse cumulative Student t-distribution. <a href="class_quant_lib_1_1_inverse_cumulative_student.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inverse_law_square_intensity.html">InverseLawSquareIntensity</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Inverse Square Intensity. <a href="class_quant_lib_1_1_inverse_law_square_intensity.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_q_d_currency.html">IQDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Iraqi dinar. <a href="class_quant_lib_1_1_i_q_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_r_r_currency.html">IRRCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Iranian rial. <a href="class_quant_lib_1_1_i_r_r_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_irregular_settlement.html">IrregularSettlement</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">settlement information <a href="struct_quant_lib_1_1_irregular_settlement.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_irregular_swap.html">IrregularSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Irregular swap: fixed vs floating leg. <a href="class_quant_lib_1_1_irregular_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_irregular_swaption.html">IrregularSwaption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Irregular Swaption class. <a href="class_quant_lib_1_1_irregular_swaption.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_isda_cds_engine.html">IsdaCdsEngine</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_s_k_currency.html">ISKCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Icelandic krona. <a href="class_quant_lib_1_1_i_s_k_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_isotropic_random_walk.html">IsotropicRandomWalk</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Isotropic random walk. <a href="class_quant_lib_1_1_isotropic_random_walk.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_israel.html">Israel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_israel.html" title="Israel calendar.">Israel</a> calendar. <a href="class_quant_lib_1_1_israel.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_italy.html">Italy</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Italian calendars. <a href="class_quant_lib_1_1_italy.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">IterativeBootstrap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Universal piecewise-term-structure boostrapper. <a href="class_quant_lib_1_1_iterative_bootstrap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_i_t_l_currency.html">ITLCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Italian lira. <a href="class_quant_lib_1_1_i_t_l_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_jamshidian_swaption_engine.html">JamshidianSwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Jamshidian swaption engine. <a href="class_quant_lib_1_1_jamshidian_swaption_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_japan.html">Japan</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Japanese calendar. <a href="class_quant_lib_1_1_japan.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_jarrow_rudd.html">JarrowRudd</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Jarrow-Rudd (multiplicative) equal probabilities binomial tree. <a href="class_quant_lib_1_1_jarrow_rudd.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_jibar.html">Jibar</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">JIBAR rate <a href="class_quant_lib_1_1_jibar.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_joint_calendar.html">JointCalendar</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Joint calendar. <a href="class_quant_lib_1_1_joint_calendar.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_j_p_y_currency.html">JPYCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Japanese yen. <a href="class_quant_lib_1_1_j_p_y_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_j_p_y_libor.html">JPYLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">JPY LIBOR rate <a href="class_quant_lib_1_1_j_p_y_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_jpy_libor_swap_isda_fix_am.html">JpyLiborSwapIsdaFixAm</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">JpyLiborSwapIsdaFixAm index base class <a href="class_quant_lib_1_1_jpy_libor_swap_isda_fix_am.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_jpy_libor_swap_isda_fix_pm.html">JpyLiborSwapIsdaFixPm</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">JpyLiborSwapIsdaFixPm index base class <a href="class_quant_lib_1_1_jpy_libor_swap_isda_fix_pm.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_jump_diffusion_engine.html">JumpDiffusionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Jump-diffusion engine for vanilla options. <a href="class_quant_lib_1_1_jump_diffusion_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ju_quadratic_approximation_engine.html">JuQuadraticApproximationEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for American options with Ju quadratic approximation. <a href="class_quant_lib_1_1_ju_quadratic_approximation_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_kernel_function.html">KernelFunction</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_kernel_interpolation.html">KernelInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Kernel interpolation between discrete points. <a href="class_quant_lib_1_1_kernel_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_kernel_interpolation2_d.html">KernelInterpolation2D</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_k_interpolated_yo_y_optionlet_volatility_surface.html">KInterpolatedYoYOptionletVolatilitySurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">K-interpolated YoY optionlet volatility. <a href="class_quant_lib_1_1_k_interpolated_yo_y_optionlet_volatility_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_kirk_engine.html">KirkEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for spread option on two futures. <a href="class_quant_lib_1_1_kirk_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_kirk_spread_option_engine.html">KirkSpreadOptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Kirk approximation for European spread option on futures. <a href="class_quant_lib_1_1_kirk_spread_option_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_kluge_ext_o_u_process.html">KlugeExtOUProcess</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_k_neighbors.html">KNeighbors</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">K-Neighbor Topology. <a href="class_quant_lib_1_1_k_neighbors.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_knuth_uniform_rng.html">KnuthUniformRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Uniform random number generator. <a href="class_quant_lib_1_1_knuth_uniform_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_k_r_w_currency.html">KRWCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">South-Korean won. <a href="class_quant_lib_1_1_k_r_w_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_k_w_d_currency.html">KWDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Kuwaiti dinar. <a href="class_quant_lib_1_1_k_w_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lagrange_interpolation.html">LagrangeInterpolation</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_last_fixing_quote.html">LastFixingQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables">Quote</a> adapter for the last fixing available of a given <a class="el" href="class_quant_lib_1_1_index.html" title="purely virtual base class for indexes">Index</a>. <a href="class_quant_lib_1_1_last_fixing_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_latent_model.html">LatentModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Generic multifactor latent variable model. <a href="class_quant_lib_1_1_latent_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lattice.html">Lattice</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Lattice (tree, finite-differences) base class <a href="class_quant_lib_1_1_lattice.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lattice_short_rate_model_engine.html">LatticeShortRateModelEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Engine for a short-rate model specialized on a lattice. <a href="class_quant_lib_1_1_lattice_short_rate_model_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Framework for calculation on demand and result caching. <a href="class_quant_lib_1_1_lazy_object.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_function.html">LeastSquareFunction</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cost function for least-square problems. <a href="class_quant_lib_1_1_least_square_function.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_least_square_problem.html">LeastSquareProblem</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for least square problem. <a href="class_quant_lib_1_1_least_square_problem.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lecuyer_uniform_rng.html">LecuyerUniformRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Uniform random number generator. <a href="class_quant_lib_1_1_lecuyer_uniform_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_leisen_reimer.html">LeisenReimer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Leisen & Reimer tree: multiplicative approach. <a href="class_quant_lib_1_1_leisen_reimer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_levenberg_marquardt.html">LevenbergMarquardt</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Levenberg-Marquardt optimization method. <a href="class_quant_lib_1_1_levenberg_marquardt.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_levy_flight_distribution.html">LevyFlightDistribution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Levy Flight distribution as needed by Boost Random. <a href="class_quant_lib_1_1_levy_flight_distribution.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Levy Flight Inertia. <a href="class_quant_lib_1_1_levy_flight_inertia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_levy_flight_walk.html">LevyFlightWalk</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Levy Flight Random Walk. <a href="class_quant_lib_1_1_levy_flight_walk.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lexicographical_view.html">LexicographicalView</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Lexicographical 2-D view of a contiguous set of data. <a href="class_quant_lib_1_1_lexicographical_view.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lfm_covariance_parameterization.html">LfmCovarianceParameterization</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Libor market model parameterization <a href="class_quant_lib_1_1_lfm_covariance_parameterization.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lfm_covariance_proxy.html">LfmCovarianceProxy</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">proxy for a libor forward model covariance parameterization <a href="class_quant_lib_1_1_lfm_covariance_proxy.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lfm_hull_white_parameterization.html">LfmHullWhiteParameterization</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Libor market model parameterization based on Hull White paper <a href="class_quant_lib_1_1_lfm_hull_white_parameterization.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lfm_swaption_engine.html">LfmSwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Libor forward model swaption engine based on Black formula <a href="class_quant_lib_1_1_lfm_swaption_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_libor.html">Libor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for all ICE LIBOR indexes but the EUR, O/N, and S/N ones <a href="class_quant_lib_1_1_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_libor_forward_model.html">LiborForwardModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Libor forward model <a href="class_quant_lib_1_1_libor_forward_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_libor_forward_model_process.html">LiborForwardModelProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">libor-forward-model process <a href="class_quant_lib_1_1_libor_forward_model_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear.html">Linear</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Linear-interpolation factory and traits <a href="class_quant_lib_1_1_linear.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_flat.html">LinearFlat</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Linear-interpolation with flat-extrapolation factory and traits <a href="class_quant_lib_1_1_linear_flat.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_flat_interpolation.html">LinearFlatInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Linear interpolation between discrete points with flat extapolation <a href="class_quant_lib_1_1_linear_flat_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_interpolation.html">LinearInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Linear interpolation between discrete points <a href="class_quant_lib_1_1_linear_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_linear_tsr_pricer.html">LinearTsrPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CMS-coupon pricer. <a href="class_quant_lib_1_1_linear_tsr_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html">LineSearch</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for line search. <a href="class_quant_lib_1_1_line_search.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search_based_method.html">LineSearchBasedMethod</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Line search based method. <a href="class_quant_lib_1_1_line_search_based_method.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_const_wrapper_volatility_model.html">LmConstWrapperVolatilityModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">caplet const volatility model <a href="class_quant_lib_1_1_lm_const_wrapper_volatility_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_correlation_model.html">LmCorrelationModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">libor forward correlation model <a href="class_quant_lib_1_1_lm_correlation_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_exponential_correlation_model.html">LmExponentialCorrelationModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">exponential correlation model <a href="class_quant_lib_1_1_lm_exponential_correlation_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_ext_linear_exponential_vol_model.html">LmExtLinearExponentialVolModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">extended linear exponential volatility model <a href="class_quant_lib_1_1_lm_ext_linear_exponential_vol_model.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">linear exponential correlation model <a href="class_quant_lib_1_1_lm_linear_exponential_correlation_model.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">linear exponential volatility model <a href="class_quant_lib_1_1_lm_linear_exponential_volatility_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_m_m_curve_state.html">LMMCurveState</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Curve state for Libor market models <a href="class_quant_lib_1_1_l_m_m_curve_state.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_m_m_drift_calculator.html">LMMDriftCalculator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Drift computation for log-normal Libor market models. <a href="class_quant_lib_1_1_l_m_m_drift_calculator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_m_m_normal_drift_calculator.html">LMMNormalDriftCalculator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Drift computation for normal Libor market models. <a href="class_quant_lib_1_1_l_m_m_normal_drift_calculator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lm_volatility_model.html">LmVolatilityModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">caplet volatility model <a href="class_quant_lib_1_1_lm_volatility_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_bootstrap.html">LocalBootstrap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Localised-term-structure bootstrapper for most curve types. <a href="class_quant_lib_1_1_local_bootstrap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_constant_vol.html">LocalConstantVol</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constant local volatility, no time-strike dependence. <a href="class_quant_lib_1_1_local_constant_vol.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_vol_curve.html">LocalVolCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Local volatility curve derived from a Black curve. <a href="class_quant_lib_1_1_local_vol_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_vol_surface.html">LocalVolSurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Local volatility surface derived from a Black vol surface. <a href="class_quant_lib_1_1_local_vol_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_local_vol_term_structure.html">LocalVolTermStructure</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_cubic.html">LogCubic</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">log-cubic interpolation factory and traits <a href="class_quant_lib_1_1_log_cubic.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_cubic_interpolation.html">LogCubicInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">log-cubic interpolation between discrete points <a href="class_quant_lib_1_1_log_cubic_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_linear.html">LogLinear</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">log-linear interpolation factory and traits <a href="class_quant_lib_1_1_log_linear.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_linear_interpolation.html">LogLinearInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">log-linear interpolation between discrete points <a href="class_quant_lib_1_1_log_linear_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_mixed_linear_cubic.html">LogMixedLinearCubic</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">log-cubic interpolation factory and traits <a href="class_quant_lib_1_1_log_mixed_linear_cubic.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_mixed_linear_cubic_interpolation.html">LogMixedLinearCubicInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">log-mixedlinearcubic interpolation between discrete points <a href="class_quant_lib_1_1_log_mixed_linear_cubic_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lognormal_cms_spread_pricer.html">LognormalCmsSpreadPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CMS spread - coupon pricer. <a href="class_quant_lib_1_1_lognormal_cms_spread_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_cm_swap_rate_pc.html">LogNormalCmSwapRatePc</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Predictor-Corrector. <a href="class_quant_lib_1_1_log_normal_cm_swap_rate_pc.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_cot_swap_rate_pc.html">LogNormalCotSwapRatePc</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Predictor-Corrector. <a href="class_quant_lib_1_1_log_normal_cot_swap_rate_pc.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_balland.html">LogNormalFwdRateBalland</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Iterative Predictor-Corrector. <a href="class_quant_lib_1_1_log_normal_fwd_rate_balland.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_euler.html">LogNormalFwdRateEuler</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Euler. <a href="class_quant_lib_1_1_log_normal_fwd_rate_euler.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_euler_constrained.html">LogNormalFwdRateEulerConstrained</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">euler stepping <a href="class_quant_lib_1_1_log_normal_fwd_rate_euler_constrained.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_fwd_ratei_balland.html">LogNormalFwdRateiBalland</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Iterative Predictor-Corrector. <a href="class_quant_lib_1_1_log_normal_fwd_ratei_balland.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_ipc.html">LogNormalFwdRateIpc</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Iterative Predictor-Corrector. <a href="class_quant_lib_1_1_log_normal_fwd_rate_ipc.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_log_normal_fwd_rate_pc.html">LogNormalFwdRatePc</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Predictor-Corrector. <a href="class_quant_lib_1_1_log_normal_fwd_rate_pc.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_longstaff_schwartz_multi_path_pricer.html">LongstaffSchwartzMultiPathPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Longstaff-Schwarz path pricer for early exercise options. <a href="class_quant_lib_1_1_longstaff_schwartz_multi_path_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html">LongstaffSchwartzPathPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Longstaff-Schwarz path pricer for early exercise options. <a href="class_quant_lib_1_1_longstaff_schwartz_path_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_loss_dist.html">LossDist</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Probability formulas and algorithms. <a href="class_quant_lib_1_1_loss_dist.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_loss_dist_binomial.html">LossDistBinomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binomial loss distribution. <a href="class_quant_lib_1_1_loss_dist_binomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_loss_dist_bucketing.html">LossDistBucketing</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Loss distribution with Hull-White bucketing. <a href="class_quant_lib_1_1_loss_dist_bucketing.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_loss_dist_homogeneous.html">LossDistHomogeneous</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Loss Distribution for Homogeneous Pool. <a href="class_quant_lib_1_1_loss_dist_homogeneous.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_loss_dist_monte_carlo.html">LossDistMonteCarlo</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Loss distribution with Monte Carlo simulation. <a href="class_quant_lib_1_1_loss_dist_monte_carlo.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_p_p2_heston_expansion.html">LPP2HestonExpansion</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_p_p3_heston_expansion.html">LPP3HestonExpansion</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_t_c_currency.html">LTCCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Litecoin. <a href="class_quant_lib_1_1_l_t_c_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_t_l_currency.html">LTLCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Lithuanian litas. <a href="class_quant_lib_1_1_l_t_l_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_u_f_currency.html">LUFCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Luxembourg franc. <a href="class_quant_lib_1_1_l_u_f_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_l_v_l_currency.html">LVLCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Latvian lat. <a href="class_quant_lib_1_1_l_v_l_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_maddock_cumulative_normal.html">MaddockCumulativeNormal</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Maddock's cumulative normal distribution class. <a href="class_quant_lib_1_1_maddock_cumulative_normal.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_maddock_inverse_cumulative_normal.html">MaddockInverseCumulativeNormal</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Maddock's Inverse cumulative normal distribution class. <a href="class_quant_lib_1_1_maddock_inverse_cumulative_normal.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_arithmetic_average_o_i_s.html">MakeArithmeticAverageOIS</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class <a href="class_quant_lib_1_1_make_arithmetic_average_o_i_s.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class <a href="class_quant_lib_1_1_make_cap_floor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class for instantiating CMS <a href="class_quant_lib_1_1_make_cms.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_credit_default_swap.html">MakeCreditDefaultSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class <a href="class_quant_lib_1_1_make_credit_default_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_american_basket_engine.html">MakeMCAmericanBasketEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo American basket-option engine factory. <a href="class_quant_lib_1_1_make_m_c_american_basket_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_american_engine.html">MakeMCAmericanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo American engine factory. <a href="class_quant_lib_1_1_make_m_c_american_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_american_path_engine.html">MakeMCAmericanPathEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo American basket-option engine factory. <a href="class_quant_lib_1_1_make_m_c_american_path_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_barrier_engine.html">MakeMCBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo barrier-option engine factory. <a href="class_quant_lib_1_1_make_m_c_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_digital_engine.html">MakeMCDigitalEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo digital engine factory. <a href="class_quant_lib_1_1_make_m_c_digital_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_double_barrier_engine.html">MakeMCDoubleBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo double-barrier-option engine factory. <a href="class_quant_lib_1_1_make_m_c_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_european_basket_engine.html">MakeMCEuropeanBasketEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo basket-option engine factory. <a href="class_quant_lib_1_1_make_m_c_european_basket_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_european_engine.html">MakeMCEuropeanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo European engine factory. <a href="class_quant_lib_1_1_make_m_c_european_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_european_g_j_r_g_a_r_c_h_engine.html">MakeMCEuropeanGJRGARCHEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo GJR-GARCH European engine factory. <a href="class_quant_lib_1_1_make_m_c_european_g_j_r_g_a_r_c_h_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_european_heston_engine.html">MakeMCEuropeanHestonEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Heston European engine factory. <a href="class_quant_lib_1_1_make_m_c_european_heston_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_everest_engine.html">MakeMCEverestEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Everest-option engine factory. <a href="class_quant_lib_1_1_make_m_c_everest_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_heston_hull_white_engine.html">MakeMCHestonHullWhiteEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Heston/Hull-White engine factory. <a href="class_quant_lib_1_1_make_m_c_heston_hull_white_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_himalaya_engine.html">MakeMCHimalayaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Himalaya-option engine factory. <a href="class_quant_lib_1_1_make_m_c_himalaya_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_hull_white_cap_floor_engine.html">MakeMCHullWhiteCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Hull-White cap-floor engine factory. <a href="class_quant_lib_1_1_make_m_c_hull_white_cap_floor_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_lookback_engine.html">MakeMCLookbackEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo lookback-option engine factory. <a href="class_quant_lib_1_1_make_m_c_lookback_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_pagoda_engine.html">MakeMCPagodaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo pagoda-option engine factory. <a href="class_quant_lib_1_1_make_m_c_pagoda_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_path_basket_engine.html">MakeMCPathBasketEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo <a class="el" href="class_quant_lib_1_1_path.html" title="single-factor random walk">Path</a> <a class="el" href="class_quant_lib_1_1_basket.html">Basket</a> engine factory. <a href="class_quant_lib_1_1_make_m_c_path_basket_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_performance_engine.html">MakeMCPerformanceEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo performance-option engine factory. <a href="class_quant_lib_1_1_make_m_c_performance_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_m_c_variance_swap_engine.html">MakeMCVarianceSwapEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo variance-swap engine factory. <a href="class_quant_lib_1_1_make_m_c_variance_swap_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_o_i_s.html">MakeOIS</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class <a href="class_quant_lib_1_1_make_o_i_s.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_make_schedule.html">MakeSchedule</a></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Margrabe option on two assets. <a href="class_quant_lib_1_1_margrabe_option.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for market models <a href="class_quant_lib_1_1_market_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_composite.html">MarketModelComposite</a></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for market-model factories <a href="class_quant_lib_1_1_market_model_factory.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_pathwise_cash_rebate.html">MarketModelPathwiseCashRebate</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_pathwise_swap.html">MarketModelPathwiseSwap</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_vol_process.html">MarketModelVolProcess</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_markov_functional.html">MarkovFunctional</a></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Marshall-Olkin copula. <a href="class_quant_lib_1_1_marshall_olkin_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_american_basket_engine.html">MCAmericanBasketEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">least-square Monte Carlo engine <a href="class_quant_lib_1_1_m_c_american_basket_engine.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">American Monte Carlo engine. <a href="class_quant_lib_1_1_m_c_american_engine.html#details">More...</a><br /></td></tr>
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<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">least-square Monte Carlo engine <a href="class_quant_lib_1_1_m_c_american_path_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_barrier_engine.html">MCBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for barrier options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_digital_engine.html">MCDigitalEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for digital options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_digital_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_discrete_arithmetic_a_p_engine.html">MCDiscreteArithmeticAPEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo pricing engine for discrete arithmetic average price Asian. <a href="class_quant_lib_1_1_m_c_discrete_arithmetic_a_p_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_discrete_arithmetic_a_s_engine.html">MCDiscreteArithmeticASEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo pricing engine for discrete arithmetic average-strike Asian. <a href="class_quant_lib_1_1_m_c_discrete_arithmetic_a_s_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_discrete_averaging_asian_engine.html">MCDiscreteAveragingAsianEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for discrete average Asians using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_discrete_averaging_asian_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_discrete_geometric_a_p_engine.html">MCDiscreteGeometricAPEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo pricing engine for discrete geometric average price Asian. <a href="class_quant_lib_1_1_m_c_discrete_geometric_a_p_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_european_basket_engine.html">MCEuropeanBasketEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for European basket options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_european_basket_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_european_engine.html">MCEuropeanEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">European option pricing engine using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_european_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_european_g_j_r_g_a_r_c_h_engine.html">MCEuropeanGJRGARCHEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo GJR-GARCH-model engine for European options. <a href="class_quant_lib_1_1_m_c_european_g_j_r_g_a_r_c_h_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_european_heston_engine.html">MCEuropeanHestonEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Heston-model engine for European options. <a href="class_quant_lib_1_1_m_c_european_heston_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_hull_white_cap_floor_engine.html">MCHullWhiteCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo Hull-White engine for cap/floors. <a href="class_quant_lib_1_1_m_c_hull_white_cap_floor_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html">MCLongstaffSchwartzEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Longstaff-Schwarz Monte Carlo engine for early exercise options. <a href="class_quant_lib_1_1_m_c_longstaff_schwartz_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_longstaff_schwartz_path_engine.html">MCLongstaffSchwartzPathEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Longstaff-Schwarz Monte Carlo engine for early exercise options. <a href="class_quant_lib_1_1_m_c_longstaff_schwartz_path_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_lookback_engine.html">MCLookbackEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Monte Carlo lookback-option engine. <a href="class_quant_lib_1_1_m_c_lookback_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_pagoda_engine.html">MCPagodaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for pagoda options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_pagoda_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_path_basket_engine.html">MCPathBasketEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for path dependent basket options using. <a href="class_quant_lib_1_1_m_c_path_basket_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_performance_engine.html">MCPerformanceEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for performance options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_performance_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mc_simulation.html">McSimulation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for Monte Carlo engines <a href="class_quant_lib_1_1_mc_simulation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_vanilla_engine.html">MCVanillaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for vanilla options using Monte Carlo simulation. <a href="class_quant_lib_1_1_m_c_vanilla_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_c_variance_swap_engine.html">MCVarianceSwapEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Variance-swap pricing engine using Monte Carlo simulation,. <a href="class_quant_lib_1_1_m_c_variance_swap_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mean_reverting_pricer.html">MeanRevertingPricer</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Uniform random number generator. <a href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_merton76_process.html">Merton76Process</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Merton-76 jump-diffusion process. <a href="class_quant_lib_1_1_merton76_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mexico.html">Mexico</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Mexican calendars <a href="class_quant_lib_1_1_mexico.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mf_state_process.html">MfStateProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Markov functional state process class. <a href="class_quant_lib_1_1_mf_state_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mid_point_c_d_o_engine.html">MidPointCDOEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_c_d_o.html" title="collateralized debt obligation">CDO</a> base engine taking schedule steps. <a href="class_quant_lib_1_1_mid_point_c_d_o_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_min_copula.html">MinCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">min copula <a href="class_quant_lib_1_1_min_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mixed_linear_cubic.html">MixedLinearCubic</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">mixed linear/cubic interpolation factory and traits <a href="class_quant_lib_1_1_mixed_linear_cubic.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mixed_linear_cubic_interpolation.html">MixedLinearCubicInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">mixed linear/cubic interpolation between discrete points <a href="class_quant_lib_1_1_mixed_linear_cubic_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mixed_scheme.html">MixedScheme</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Mixed (explicit/implicit) scheme for finite difference methods. <a href="class_quant_lib_1_1_mixed_scheme.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_modified_craig_sneyd_scheme.html">ModifiedCraigSneydScheme</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">modified Craig-Sneyd scheme <a href="class_quant_lib_1_1_modified_craig_sneyd_scheme.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_moment_based_gaussian_polynomial.html">MomentBasedGaussianPolynomial</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_money.html">Money</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">amount of cash <a href="class_quant_lib_1_1_money.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_monte_carlo_model.html">MonteCarloModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">General-purpose Monte Carlo model for path samples. <a href="class_quant_lib_1_1_monte_carlo_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_more_greeks.html">MoreGreeks</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">more additional option results <a href="class_quant_lib_1_1_more_greeks.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_moro_inverse_cumulative_normal.html">MoroInverseCumulativeNormal</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Moro Inverse cumulative normal distribution class. <a href="class_quant_lib_1_1_moro_inverse_cumulative_normal.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_mosprime.html">Mosprime</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">MOSPRIME rate <a href="class_quant_lib_1_1_mosprime.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_t_brownian_generator.html">MTBrownianGenerator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Mersenne-twister Brownian generator for market-model simulations. <a href="class_quant_lib_1_1_m_t_brownian_generator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_t_l_currency.html">MTLCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Maltese lira. <a href="class_quant_lib_1_1_m_t_l_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_asset_option.html">MultiAssetOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for options on multiple assets. <a href="class_quant_lib_1_1_multi_asset_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_cubic_spline.html">MultiCubicSpline</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">N-dimensional cubic spline interpolation between discrete points. <a href="class_quant_lib_1_1_multi_cubic_spline.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_curve_sensitivities.html">MultiCurveSensitivities</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Multi curve sensitivities. <a href="class_quant_lib_1_1_multi_curve_sensitivities.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multidim_integral.html">MultidimIntegral</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integrates a vector or scalar function of vector domain. <a href="class_quant_lib_1_1_multidim_integral.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_path.html">MultiPath</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Correlated multiple asset paths. <a href="class_quant_lib_1_1_multi_path.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_path_generator.html">MultiPathGenerator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Generates a multipath from a random number generator. <a href="class_quant_lib_1_1_multi_path_generator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multiplicative_price_seasonality.html">MultiplicativePriceSeasonality</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Multiplicative seasonality in the price index (CPI/RPI/HICP/etc). <a href="class_quant_lib_1_1_multiplicative_price_seasonality.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_product_composite.html">MultiProductComposite</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Composition of one or more market-model products. <a href="class_quant_lib_1_1_multi_product_composite.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_product_multi_step.html">MultiProductMultiStep</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Multiple-step market-model product. <a href="class_quant_lib_1_1_multi_product_multi_step.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_product_one_step.html">MultiProductOneStep</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Single-step market-model product. <a href="class_quant_lib_1_1_multi_product_one_step.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_product_pathwise_wrapper.html">MultiProductPathwiseWrapper</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_step_swaption.html">MultiStepSwaption</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_multi_variate.html">MultiVariate</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">default Monte Carlo traits for multi-variate models <a href="struct_quant_lib_1_1_multi_variate.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_x_n_currency.html">MXNCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Mexican peso. <a href="class_quant_lib_1_1_m_x_n_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_m_y_r_currency.html">MYRCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Malaysian Ringgit. <a href="class_quant_lib_1_1_m_y_r_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_nelson_siegel_fitting.html">NelsonSiegelFitting</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Nelson-Siegel fitting method. <a href="class_quant_lib_1_1_nelson_siegel_fitting.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_neumann_b_c.html">NeumannBC</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Neumann boundary condition (i.e., constant derivative) <a href="class_quant_lib_1_1_neumann_b_c.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_newton.html">Newton</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Newton 1-D solver <a href="class_quant_lib_1_1_newton.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_newton_safe.html">NewtonSafe</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">safe Newton 1-D solver <a href="class_quant_lib_1_1_newton_safe.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_new_zealand.html">NewZealand</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">New Zealand calendar. <a href="class_quant_lib_1_1_new_zealand.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_n_l_g_currency.html">NLGCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Dutch guilder. <a href="class_quant_lib_1_1_n_l_g_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_no_arb_sabr.html">NoArbSabr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">no arbtrage sabr interpolation factory and traits <a href="class_quant_lib_1_1_no_arb_sabr.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_no_arb_sabr_interpolation.html">NoArbSabrInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">no arbitrage sabr smile interpolation between discrete volatility points. <a href="class_quant_lib_1_1_no_arb_sabr_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_no_constraint.html">NoConstraint</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">No constraint. <a href="class_quant_lib_1_1_no_constraint.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_n_o_k_currency.html">NOKCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Norwegian krone. <a href="class_quant_lib_1_1_n_o_k_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_nonhomogeneous_boundary_constraint.html">NonhomogeneousBoundaryConstraint</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constraint imposing i-th argument to be in [low_i,high_i] for all i <a href="class_quant_lib_1_1_nonhomogeneous_boundary_constraint.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_non_linear_least_square.html">NonLinearLeastSquare</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Non-linear least-square method. <a href="class_quant_lib_1_1_non_linear_least_square.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_nonstandard_swap.html">NonstandardSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">nonstandard swap <a href="class_quant_lib_1_1_nonstandard_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_nonstandard_swaption.html">NonstandardSwaption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">nonstandard swaption class <a href="class_quant_lib_1_1_nonstandard_swaption.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_normal_distribution.html">NormalDistribution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Normal distribution function. <a href="class_quant_lib_1_1_normal_distribution.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_normal_fwd_rate_pc.html">NormalFwdRatePc</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Predictor-Corrector. <a href="class_quant_lib_1_1_normal_fwd_rate_pc.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_north_america_corp_default_key.html">NorthAmericaCorpDefaultKey</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">ISDA standard default contractual key for corporate US debt. <a href="class_quant_lib_1_1_north_america_corp_default_key.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_norway.html">Norway</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Norwegian calendar. <a href="class_quant_lib_1_1_norway.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_n_p_r_currency.html">NPRCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Nepal rupee. <a href="class_quant_lib_1_1_n_p_r_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_nth_to_default.html">NthToDefault</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">N-th to default swap. <a href="class_quant_lib_1_1_nth_to_default.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null.html">Null</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">template class providing a null value for a given type. <a href="class_quant_lib_1_1_null.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null_3_01_array_01_4.html">Null< Array ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">specialization of null template for this class <a href="class_quant_lib_1_1_null_3_01_array_01_4.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null_3_01_date_01_4.html">Null< Date ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">specialization of <a class="el" href="class_quant_lib_1_1_null.html" title="template class providing a null value for a given type.">Null</a> template for the <a class="el" href="class_quant_lib_1_1_date.html" title="Concrete date class.">Date</a> class <a href="class_quant_lib_1_1_null_3_01_date_01_4.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null_calendar.html">NullCalendar</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Calendar for reproducing theoretical calculations. <a href="class_quant_lib_1_1_null_calendar.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null_condition.html">NullCondition</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">null step condition <a href="class_quant_lib_1_1_null_condition.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null_parameter.html">NullParameter</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Parameter which is always zero \( a(t) = 0 \) <a href="class_quant_lib_1_1_null_parameter.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_null_payoff.html">NullPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Dummy payoff class. <a href="class_quant_lib_1_1_null_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_numerical_differentiation.html">NumericalDifferentiation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Numerical Differentiation on arbitrarily spaced grids. <a href="class_quant_lib_1_1_numerical_differentiation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CMS-coupon pricer. <a href="class_quant_lib_1_1_numeric_hagan_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_n_z_d_currency.html">NZDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">New Zealand dollar. <a href="class_quant_lib_1_1_n_z_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_n_z_d_libor.html">NZDLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">NZD LIBOR rate <a href="class_quant_lib_1_1_n_z_d_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_nzocr.html">Nzocr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Nzocr index <a href="class_quant_lib_1_1_nzocr.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Object that notifies its changes to a set of observers. <a href="class_quant_lib_1_1_observable.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable_settings.html">ObservableSettings</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">global repository for run-time library settings <a href="class_quant_lib_1_1_observable_settings.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable_value.html">ObservableValue</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">observable and assignable proxy to concrete value <a href="class_quant_lib_1_1_observable_value.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Object that gets notified when a given observable changes. <a href="class_quant_lib_1_1_observer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_o_i_s_rate_helper.html">OISRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over Overnight Indexed <a class="el" href="class_quant_lib_1_1_swap.html" title="Interest rate swap.">Swap</a> rates. <a href="class_quant_lib_1_1_o_i_s_rate_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_asset_option.html">OneAssetOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for options on a single asset. <a href="class_quant_lib_1_1_one_asset_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_day_counter.html">OneDayCounter</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1/1 day count convention <a href="class_quant_lib_1_1_one_day_counter.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Single-factor affine base class. <a href="class_quant_lib_1_1_one_factor_affine_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_affine_survival_structure.html">OneFactorAffineSurvivalStructure</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_copula.html">OneFactorCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract base class for one-factor copula models. <a href="class_quant_lib_1_1_one_factor_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_gaussian_copula.html">OneFactorGaussianCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">One-factor Gaussian Copula. <a href="class_quant_lib_1_1_one_factor_gaussian_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_gaussian_student_copula.html">OneFactorGaussianStudentCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">One-factor Gaussian-Student t-Copula. <a href="class_quant_lib_1_1_one_factor_gaussian_student_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_model.html">OneFactorModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Single-factor short-rate model abstract class. <a href="class_quant_lib_1_1_one_factor_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_student_copula.html">OneFactorStudentCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">One-factor Double Student t-Copula. <a href="class_quant_lib_1_1_one_factor_student_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_student_gaussian_copula.html">OneFactorStudentGaussianCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">One-factor Student t - Gaussian Copula. <a href="class_quant_lib_1_1_one_factor_student_gaussian_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract class for constrained optimization method. <a href="class_quant_lib_1_1_optimization_method.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_option.html">Option</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base option class <a href="class_quant_lib_1_1_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_optionlet_stripper.html">OptionletStripper</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_optionlet_stripper1.html">OptionletStripper1</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_optionlet_stripper2.html">OptionletStripper2</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html">OptionletVolatilityStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Optionlet (caplet/floorlet) volatility structure. <a href="class_quant_lib_1_1_optionlet_volatility_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ornstein_uhlenbeck_process.html">OrnsteinUhlenbeckProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ornstein-Uhlenbeck process class. <a href="class_quant_lib_1_1_ornstein_uhlenbeck_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_orthogonalized_bump_finder.html">OrthogonalizedBumpFinder</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_orthogonal_projections.html">OrthogonalProjections</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_overnight_indexed_coupon.html">OvernightIndexedCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">overnight coupon <a href="class_quant_lib_1_1_overnight_indexed_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_overnight_indexed_swap.html">OvernightIndexedSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Overnight indexed swap: fix vs compounded overnight rate. <a href="class_quant_lib_1_1_overnight_indexed_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_overnight_indexed_swap_index.html">OvernightIndexedSwapIndex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for overnight indexed swap indexes <a href="class_quant_lib_1_1_overnight_indexed_swap_index.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_overnight_index_future_rate_helper.html">OvernightIndexFutureRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">RateHelper for bootstrapping over overnight compounding futures. <a href="class_quant_lib_1_1_overnight_index_future_rate_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_overnight_leg.html">OvernightLeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of overnight coupons <a href="class_quant_lib_1_1_overnight_leg.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_pagoda_option.html">PagodaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Roofed Asian option on a number of assets. <a href="class_quant_lib_1_1_pagoda_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_parameter.html">Parameter</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for model arguments. <a href="class_quant_lib_1_1_parameter.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_particle_swarm_optimization.html">ParticleSwarmOptimization</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_pascal_triangle.html">PascalTriangle</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pascal triangle coefficients calculator. <a href="class_quant_lib_1_1_pascal_triangle.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path.html">Path</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">single-factor random walk <a href="class_quant_lib_1_1_path.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_generator.html">PathGenerator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Generates random paths using a sequence generator. <a href="class_quant_lib_1_1_path_generator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_multi_asset_option.html">PathMultiAssetOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for path-dependent options on multiple assets. <a href="class_quant_lib_1_1_path_multi_asset_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_payoff.html">PathPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract base class for path-dependent option payoffs. <a href="class_quant_lib_1_1_path_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_path_pricer.html">PathPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for path pricers <a href="class_quant_lib_1_1_path_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_pathwise_accounting_engine.html">PathwiseAccountingEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Engine collecting cash flows along a market-model simulation for doing pathwise computation of Deltas. <a href="class_quant_lib_1_1_pathwise_accounting_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_pathwise_vegas_accounting_engine.html">PathwiseVegasAccountingEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Engine collecting cash flows along a market-model simulation for doing pathwise computation of Deltas and vegas. <a href="class_quant_lib_1_1_pathwise_vegas_accounting_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_pathwise_vegas_outer_accounting_engine.html">PathwiseVegasOuterAccountingEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Engine collecting cash flows along a market-model simulation for doing pathwise computation of Deltas and vegas. <a href="class_quant_lib_1_1_pathwise_vegas_outer_accounting_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract base class for option payoffs. <a href="class_quant_lib_1_1_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_p_e_h_currency.html">PEHCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Peruvian sol. <a href="class_quant_lib_1_1_p_e_h_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_p_e_i_currency.html">PEICurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Peruvian inti. <a href="class_quant_lib_1_1_p_e_i_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_p_e_n_currency.html">PENCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Peruvian nuevo sol. <a href="class_quant_lib_1_1_p_e_n_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_percentage_strike_payoff.html">PercentageStrikePayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Payoff with strike expressed as percentage <a href="class_quant_lib_1_1_percentage_strike_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_period.html">Period</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_perturbative_barrier_option_engine.html">PerturbativeBarrierOptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">perturbative barrier-option engine <a href="class_quant_lib_1_1_perturbative_barrier_option_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_constant_parameter.html">PiecewiseConstantParameter</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Piecewise-constant parameter. <a href="class_quant_lib_1_1_piecewise_constant_parameter.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_default_curve.html">PiecewiseDefaultCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Piecewise default-probability term structure. <a href="class_quant_lib_1_1_piecewise_default_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_time_dependent_heston_model.html">PiecewiseTimeDependentHestonModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Piecewise time dependent Heston model. <a href="class_quant_lib_1_1_piecewise_time_dependent_heston_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">PiecewiseYieldCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Piecewise yield term structure. <a href="class_quant_lib_1_1_piecewise_yield_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yo_y_inflation_curve.html">PiecewiseYoYInflationCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Piecewise year-on-year inflation term structure. <a href="class_quant_lib_1_1_piecewise_yo_y_inflation_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yo_y_optionlet_volatility_curve.html">PiecewiseYoYOptionletVolatilityCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Piecewise year-on-year inflation volatility term structure. <a href="class_quant_lib_1_1_piecewise_yo_y_optionlet_volatility_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html">PiecewiseZeroInflationCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Piecewise zero-inflation term structure. <a href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_p_k_r_currency.html">PKRCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pakistani rupee. <a href="class_quant_lib_1_1_p_k_r_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_plackett_copula.html">PlackettCopula</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Plackett copula. <a href="class_quant_lib_1_1_plackett_copula.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Plain-vanilla payoff. <a href="class_quant_lib_1_1_plain_vanilla_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_p_l_n_currency.html">PLNCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Polish zloty. <a href="class_quant_lib_1_1_p_l_n_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_poisson_distribution.html">PoissonDistribution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Poisson distribution function. <a href="class_quant_lib_1_1_poisson_distribution.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_poland.html">Poland</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Polish calendar. <a href="class_quant_lib_1_1_poland.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_polar_student_t_rng.html">PolarStudentTRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Student t random number generator. <a href="class_quant_lib_1_1_polar_student_t_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_polynomial.html">Polynomial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">polynomial2D-spline-interpolation factory <a href="class_quant_lib_1_1_polynomial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_polynomial2_d_spline.html">Polynomial2DSpline</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">polynomial2D-spline interpolation between discrete points <a href="class_quant_lib_1_1_polynomial2_d_spline.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_polynomial_function.html">PolynomialFunction</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cubic functional form <a href="class_quant_lib_1_1_polynomial_function.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_positive_constraint.html">PositiveConstraint</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constraint imposing positivity to all arguments <a href="class_quant_lib_1_1_positive_constraint.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_pribor.html">Pribor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">PRIBOR rate <a href="class_quant_lib_1_1_pribor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">interface for pricing engines <a href="class_quant_lib_1_1_pricing_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_pricing_period.html">PricingPeriod</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Time pricingperiod described by a number of a given time unit. <a href="class_quant_lib_1_1_pricing_period.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_prime_numbers.html">PrimeNumbers</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Prime numbers calculator. <a href="class_quant_lib_1_1_prime_numbers.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_probability_always_downhill.html">ProbabilityAlwaysDownhill</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Always Downhill Probability. <a href="struct_quant_lib_1_1_probability_always_downhill.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_probability_boltzmann.html">ProbabilityBoltzmann</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Boltzmann Probability. <a href="class_quant_lib_1_1_probability_boltzmann.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_probability_boltzmann_downhill.html">ProbabilityBoltzmannDownhill</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Boltzmann Downhill Probability. <a href="class_quant_lib_1_1_probability_boltzmann_downhill.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_probability_of_at_least_n_events.html">ProbabilityOfAtLeastNEvents</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Probability of at least N events. <a href="class_quant_lib_1_1_probability_of_at_least_n_events.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_probability_of_n_events.html">ProbabilityOfNEvents</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Probability of N events. <a href="class_quant_lib_1_1_probability_of_n_events.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html">Problem</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Constrained optimization problem. <a href="class_quant_lib_1_1_problem.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_projected_cost_function.html">ProjectedCostFunction</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Parameterized cost function. <a href="class_quant_lib_1_1_projected_cost_function.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_protection.html">Protection</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">information on a default-protection contract <a href="struct_quant_lib_1_1_protection.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_proxy_ibor.html">ProxyIbor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_ibor_index.html" title="base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)">IborIndex</a> calculated as proxy of some other <a class="el" href="class_quant_lib_1_1_ibor_index.html" title="base class for Inter-Bank-Offered-Rate indexes (e.g. Libor, etc.)">IborIndex</a>. <a href="class_quant_lib_1_1_proxy_ibor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_p_t_e_currency.html">PTECurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Portuguese escudo. <a href="class_quant_lib_1_1_p_t_e_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Amount of a commodity. <a href="class_quant_lib_1_1_quantity.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_barrier_option.html">QuantoBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Quanto version of a barrier option. <a href="class_quant_lib_1_1_quanto_barrier_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_double_barrier_option.html">QuantoDoubleBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Quanto version of a double barrier option. <a href="class_quant_lib_1_1_quanto_double_barrier_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_engine.html">QuantoEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Quanto engine. <a href="class_quant_lib_1_1_quanto_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html">QuantoForwardVanillaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Quanto version of a forward vanilla option. <a href="class_quant_lib_1_1_quanto_forward_vanilla_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_option_results.html">QuantoOptionResults</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Results from quanto option calculation <a href="class_quant_lib_1_1_quanto_option_results.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_term_structure.html">QuantoTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Quanto term structure. <a href="class_quant_lib_1_1_quanto_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_vanilla_option.html">QuantoVanillaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">quanto version of a vanilla option <a href="class_quant_lib_1_1_quanto_vanilla_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quote.html">Quote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">purely virtual base class for market observables <a href="class_quant_lib_1_1_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_random_default_l_m.html">RandomDefaultLM</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_random_default_model.html">RandomDefaultModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for random default models. <a href="class_quant_lib_1_1_random_default_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_randomized_l_d_s.html">RandomizedLDS</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Randomized (random shift) low-discrepancy sequence. <a href="class_quant_lib_1_1_randomized_l_d_s.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_random_l_m.html">RandomLM</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_random_loss_l_m.html">RandomLossLM</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_random_sequence_generator.html">RandomSequenceGenerator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Random sequence generator based on a pseudo-random number generator. <a href="class_quant_lib_1_1_random_sequence_generator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">helper class building a sequence of range-accrual floating-rate coupons <a href="class_quant_lib_1_1_range_accrual_leg.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ranlux3_uniform_rng.html">Ranlux3UniformRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Uniform random number generator. <a href="class_quant_lib_1_1_ranlux3_uniform_rng.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ratchet_max_payoff.html">RatchetMaxPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">RatchetMax payoff (double option) <a href="class_quant_lib_1_1_ratchet_max_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ratchet_min_payoff.html">RatchetMinPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">RatchetMin payoff (double option) <a href="class_quant_lib_1_1_ratchet_min_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ratchet_payoff.html">RatchetPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ratchet payoff (single option) <a href="class_quant_lib_1_1_ratchet_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_reannealing_finite_differences.html">ReannealingFiniteDifferences</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Reannealing Finite Difference. <a href="class_quant_lib_1_1_reannealing_finite_differences.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_reannealing_trivial.html">ReannealingTrivial</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Reannealing Trivial. <a href="struct_quant_lib_1_1_reannealing_trivial.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rebated_exercise.html">RebatedExercise</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Rebated exercise. <a href="class_quant_lib_1_1_rebated_exercise.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_recovery_rate_model.html">RecoveryRateModel</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html">RecoveryRateQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Stores a recovery rate market quote and the associated seniority. <a href="class_quant_lib_1_1_recovery_rate_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_recursive_loss_model.html">RecursiveLossModel</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_redemption.html">Redemption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> redemption. <a href="class_quant_lib_1_1_redemption.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_region.html">Region</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_region.html" title="Region class, used for inflation applicability.">Region</a> class, used for inflation applicability. <a href="class_quant_lib_1_1_region.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html">RelativeDateBootstrapHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bootstrap helper with date schedule relative to global evaluation date. <a href="class_quant_lib_1_1_relative_date_bootstrap_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_relinkable_handle.html">RelinkableHandle</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Relinkable handle to an observable. <a href="class_quant_lib_1_1_relinkable_handle.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rendistato_equivalent_swap_length_quote.html">RendistatoEquivalentSwapLengthQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">RendistatoCalculator equivalent swap lenth <a class="el" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables">Quote</a> adapter. <a href="class_quant_lib_1_1_rendistato_equivalent_swap_length_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rendistato_equivalent_swap_spread_quote.html">RendistatoEquivalentSwapSpreadQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">RendistatoCalculator equivalent swap spread <a class="el" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables">Quote</a> adapter. <a href="class_quant_lib_1_1_rendistato_equivalent_swap_spread_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_replicating_variance_swap_engine.html">ReplicatingVarianceSwapEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Variance-swap pricing engine using replicating cost,. <a href="class_quant_lib_1_1_replicating_variance_swap_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_replication.html">Replication</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Digital option replication strategy. <a href="struct_quant_lib_1_1_replication.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_restructuring.html">Restructuring</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="struct_quant_lib_1_1_restructuring.html" title="Restructuring type.">Restructuring</a> type. <a href="struct_quant_lib_1_1_restructuring.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_richardson_extrapolation.html">RichardsonExtrapolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Richardson Extrapolation. <a href="class_quant_lib_1_1_richardson_extrapolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ridder.html">Ridder</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ridder 1-D solver <a href="class_quant_lib_1_1_ridder.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_risky_asset_swap.html">RiskyAssetSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Risky asset-swap instrument. <a href="class_quant_lib_1_1_risky_asset_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_risky_asset_swap_option.html">RiskyAssetSwapOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Option on risky asset swap <a href="class_quant_lib_1_1_risky_asset_swap_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_risky_bond.html">RiskyBond</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_risky_fixed_bond.html">RiskyFixedBond</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_risky_floating_bond.html">RiskyFloatingBond</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_robor.html">Robor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">ROBOR rate <a href="class_quant_lib_1_1_robor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_r_o_l_currency.html">ROLCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Romanian leu. <a href="class_quant_lib_1_1_r_o_l_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_romania.html">Romania</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Romanian calendars. <a href="class_quant_lib_1_1_romania.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_r_o_n_currency.html">RONCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Romanian new leu. <a href="class_quant_lib_1_1_r_o_n_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_rounding.html">Rounding</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">basic rounding class <a href="class_quant_lib_1_1_rounding.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_r_u_b_currency.html">RUBCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Russian ruble. <a href="class_quant_lib_1_1_r_u_b_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_russia.html">Russia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Russian calendars. <a href="class_quant_lib_1_1_russia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_a_b_r.html">SABR</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">SABR interpolation factory and traits <a href="class_quant_lib_1_1_s_a_b_r.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_a_b_r_interpolation.html">SABRInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">SABR smile interpolation between discrete volatility points. <a href="class_quant_lib_1_1_s_a_b_r_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sabr_vol_surface.html">SabrVolSurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_s_a_b_r.html" title="SABR interpolation factory and traits">SABR</a> volatility (smile) surface. <a href="class_quant_lib_1_1_sabr_vol_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_saddle_point_loss_model.html">SaddlePointLossModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Saddle point portfolio credit default loss model. <a href="class_quant_lib_1_1_saddle_point_loss_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_salvaging_algorithm.html">SalvagingAlgorithm</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">algorithm used for matricial pseudo square root <a href="struct_quant_lib_1_1_salvaging_algorithm.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_sample.html">Sample</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">weighted sample <a href="struct_quant_lib_1_1_sample.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">This class contains a sampled curve. <a href="class_quant_lib_1_1_sampled_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampler_cauchy.html">SamplerCauchy</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Cauchy Sampler. <a href="class_quant_lib_1_1_sampler_cauchy.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampler_gaussian.html">SamplerGaussian</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gaussian Sampler. <a href="class_quant_lib_1_1_sampler_gaussian.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampler_log_normal.html">SamplerLogNormal</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Lognormal Sampler. <a href="class_quant_lib_1_1_sampler_log_normal.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampler_mirror_gaussian.html">SamplerMirrorGaussian</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gaussian Mirror Sampler. <a href="class_quant_lib_1_1_sampler_mirror_gaussian.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampler_ring_gaussian.html">SamplerRingGaussian</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Gaussian Ring Sampler. <a href="class_quant_lib_1_1_sampler_ring_gaussian.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sampler_very_fast_annealing.html">SamplerVeryFastAnnealing</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Very Fast Annealing Sampler. <a href="class_quant_lib_1_1_sampler_very_fast_annealing.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_a_r_currency.html">SARCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Saudi riyal. <a href="class_quant_lib_1_1_s_a_r_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_saudi_arabia.html">SaudiArabia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Saudi Arabian calendar. <a href="class_quant_lib_1_1_saudi_arabia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Payment schedule. <a href="class_quant_lib_1_1_schedule.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_seasonality.html">Seasonality</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">A transformation of an existing inflation swap rate. <a href="class_quant_lib_1_1_seasonality.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_secant.html">Secant</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Secant 1-D solver <a href="class_quant_lib_1_1_secant.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_seed_generator.html">SeedGenerator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Random seed generator. <a href="class_quant_lib_1_1_seed_generator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_segment_integral.html">SegmentIntegral</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integral of a one-dimensional function. <a href="class_quant_lib_1_1_segment_integral.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_e_k_currency.html">SEKCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Swedish krona. <a href="class_quant_lib_1_1_s_e_k_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_e_k_libor.html">SEKLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">SEK LIBOR rate <a href="class_quant_lib_1_1_s_e_k_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_settings.html">Settings</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">global repository for run-time library settings <a href="class_quant_lib_1_1_settings.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_settlement.html">Settlement</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">settlement information <a href="struct_quant_lib_1_1_settlement.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_g_d_currency.html">SGDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Singapore dollar <a href="class_quant_lib_1_1_s_g_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_short_rate_model.html">ShortRateModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract short-rate model class. <a href="class_quant_lib_1_1_short_rate_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_shout_condition.html">ShoutCondition</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Shout option condition. <a href="class_quant_lib_1_1_shout_condition.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1sim_event.html">simEvent</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_cash_flow.html">SimpleCashFlow</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Predetermined cash flow. <a href="class_quant_lib_1_1_simple_cash_flow.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_chooser_option.html">SimpleChooserOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Simple chooser option. <a href="class_quant_lib_1_1_simple_chooser_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_day_counter.html">SimpleDayCounter</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Simple day counter for reproducing theoretical calculations. <a href="class_quant_lib_1_1_simple_day_counter.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_local_estimator.html">SimpleLocalEstimator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Local-estimator volatility model. <a href="class_quant_lib_1_1_simple_local_estimator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_polynomial_fitting.html">SimplePolynomialFitting</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Simple polynomial fitting method. <a href="class_quant_lib_1_1_simple_polynomial_fitting.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">market element returning a stored value <a href="class_quant_lib_1_1_simple_quote.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simple_random_inertia.html">SimpleRandomInertia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Simple Random Inertia. <a href="class_quant_lib_1_1_simple_random_inertia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simplex.html">Simplex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Multi-dimensional simplex class. <a href="class_quant_lib_1_1_simplex.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_simple_zero_yield.html">SimpleZeroYield</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Simple Zero-curve traits. <a href="struct_quant_lib_1_1_simple_zero_yield.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simpson_integral.html">SimpsonIntegral</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integral of a one-dimensional function. <a href="class_quant_lib_1_1_simpson_integral.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simulated_annealing.html">SimulatedAnnealing</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Simulated Annealing. <a href="class_quant_lib_1_1_simulated_annealing.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_singapore.html">Singapore</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Singapore calendars <a href="class_quant_lib_1_1_singapore.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_single_product_composite.html">SingleProductComposite</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Composition of one or more market-model products. <a href="class_quant_lib_1_1_single_product_composite.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_singleton.html">Singleton</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Basic support for the singleton pattern. <a href="class_quant_lib_1_1_singleton.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_single_variate.html">SingleVariate</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">default Monte Carlo traits for single-variate models <a href="struct_quant_lib_1_1_single_variate.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_i_t_currency.html">SITCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Slovenian tolar. <a href="class_quant_lib_1_1_s_i_t_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_k_k_currency.html">SKKCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Slovak koruna. <a href="class_quant_lib_1_1_s_k_k_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_slovakia.html">Slovakia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Slovak calendars. <a href="class_quant_lib_1_1_slovakia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">interest rate volatility smile section <a href="class_quant_lib_1_1_smile_section.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_smile_section_utils.html">SmileSectionUtils</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_m_m_drift_calculator.html">SMMDriftCalculator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Drift computation for coterminal swap market models. <a href="class_quant_lib_1_1_s_m_m_drift_calculator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sobol_brownian_generator.html">SobolBrownianGenerator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Sobol Brownian generator for market-model simulations. <a href="class_quant_lib_1_1_sobol_brownian_generator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sobol_rsg.html">SobolRsg</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Sobol low-discrepancy sequence generator. <a href="class_quant_lib_1_1_sobol_rsg.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sofr.html">Sofr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Sofr (Secured Overnight Financing Rate) index. <a href="class_quant_lib_1_1_sofr.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sofr_future_rate_helper.html">SofrFutureRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">RateHelper for bootstrapping over CME SOFR futures. <a href="class_quant_lib_1_1_sofr_future_rate_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_soft_callability.html">SoftCallability</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">callability leaving to the holder the possibility to convert <a href="class_quant_lib_1_1_soft_callability.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_solver1_d.html">Solver1D</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for 1-D solvers. <a href="class_quant_lib_1_1_solver1_d.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sonia.html">Sonia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Sonia (Sterling Overnight <a class="el" href="class_quant_lib_1_1_index.html" title="purely virtual base class for indexes">Index</a> <a class="el" href="struct_quant_lib_1_1_average.html" title="Placeholder for enumerated averaging types.">Average</a>) rate. <a href="class_quant_lib_1_1_sonia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_south_africa.html">SouthAfrica</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">South-African calendar. <a href="class_quant_lib_1_1_south_africa.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_south_korea.html">SouthKorea</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">South Korean calendars. <a href="class_quant_lib_1_1_south_korea.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sparse_i_l_u_preconditioner.html">SparseILUPreconditioner</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sphere_cylinder_optimizer.html">SphereCylinderOptimizer</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spot_recovery_latent_model.html">SpotRecoveryLatentModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Random spot recovery rate latent variable portfolio model. <a href="class_quant_lib_1_1_spot_recovery_latent_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spread_cds_helper.html">SpreadCdsHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Spread-quoted CDS hazard rate bootstrap helper. <a href="class_quant_lib_1_1_spread_cds_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html">SpreadedHazardRateCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Default-probability structure with an additive spread on hazard rates. <a href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spread_fitting_method.html">SpreadFittingMethod</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Spread fitting method helper. <a href="class_quant_lib_1_1_spread_fitting_method.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spread_option.html">SpreadOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Spread option on two assets. <a href="class_quant_lib_1_1_spread_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_square_root_andersen.html">SquareRootAndersen</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_square_root_process.html">SquareRootProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Square-root process class. <a href="class_quant_lib_1_1_square_root_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stats_holder.html">StatsHolder</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Helper class for precomputed distributions. <a href="class_quant_lib_1_1_stats_holder.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_steepest_descent.html">SteepestDescent</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Multi-dimensional steepest-descent class. <a href="class_quant_lib_1_1_steepest_descent.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1step__iterator.html">step_iterator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Iterator advancing in constant steps. <a href="class_quant_lib_1_1step__iterator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_step_condition.html">StepCondition</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">condition to be applied at every time step <a href="class_quant_lib_1_1_step_condition.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_step_condition_set.html">StepConditionSet</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Parallel evolver for multiple arrays. <a href="class_quant_lib_1_1_step_condition_set.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sticky_max_payoff.html">StickyMaxPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">StickyMax payoff (double option) <a href="class_quant_lib_1_1_sticky_max_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sticky_min_payoff.html">StickyMinPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">StickyMin payoff (double option) <a href="class_quant_lib_1_1_sticky_min_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sticky_payoff.html">StickyPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Sticky payoff (single option) <a href="class_quant_lib_1_1_sticky_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_collocation_inv_c_d_f.html">StochasticCollocationInvCDF</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Stochastic collocation inverse cumulative distribution function. <a href="class_quant_lib_1_1_stochastic_collocation_inv_c_d_f.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process.html">StochasticProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">multi-dimensional stochastic process class. <a href="class_quant_lib_1_1_stochastic_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">1-dimensional stochastic process <a href="class_quant_lib_1_1_stochastic_process1_d.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stochastic_process_array.html">StochasticProcessArray</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Array of correlated 1-D stochastic processes <a href="class_quant_lib_1_1_stochastic_process_array.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stock.html">Stock</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Simple stock class. <a href="class_quant_lib_1_1_stock.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Intermediate class for payoffs based on a fixed strike. <a href="class_quant_lib_1_1_striked_type_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stripped_optionlet.html">StrippedOptionlet</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html">StrippedOptionletAdapter</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stripped_optionlet_base.html">StrippedOptionletBase</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_student_distribution.html">StudentDistribution</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Student t-distribution. <a href="class_quant_lib_1_1_student_distribution.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stulz_engine.html">StulzEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for 2D European Baskets. <a href="class_quant_lib_1_1_stulz_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_super_fund_payoff.html">SuperFundPayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binary supershare and superfund payoffs. <a href="class_quant_lib_1_1_super_fund_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_super_share_payoff.html">SuperSharePayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binary supershare payoff. <a href="class_quant_lib_1_1_super_share_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_survival_probability.html">SurvivalProbability</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Survival-Probability-curve traits. <a href="struct_quant_lib_1_1_survival_probability.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_survival_probability_structure.html">SurvivalProbabilityStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Hazard-rate term structure. <a href="class_quant_lib_1_1_survival_probability_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_v_d.html">SVD</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Singular value decomposition. <a href="class_quant_lib_1_1_s_v_d.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_s_v_d_d_fwd_rate_pc.html">SVDDFwdRatePc</a></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_svensson_fitting.html">SvenssonFitting</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Svensson Fitting method. <a href="class_quant_lib_1_1_svensson_fitting.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_svi.html">Svi</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Svi interpolation factory and traits <a href="class_quant_lib_1_1_svi.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_svi_interpolation.html">SviInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Svi smile interpolation between discrete volatility points. <a href="class_quant_lib_1_1_svi_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html">Swap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Interest rate swap. <a href="class_quant_lib_1_1_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base class for swap-rate indexes <a href="class_quant_lib_1_1_swap_index.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap_rate_helper.html">SwapRateHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Rate helper for bootstrapping over swap rates. <a href="class_quant_lib_1_1_swap_rate_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap_spread_index.html">SwapSpreadIndex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">class for swap-rate spread indexes <a href="class_quant_lib_1_1_swap_spread_index.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption.html">Swaption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Swaption class <a href="class_quant_lib_1_1_swaption.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_helper.html">SwaptionHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">calibration helper for ATM swaption <a href="class_quant_lib_1_1_swaption_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_cube.html">SwaptionVolatilityCube</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">swaption-volatility cube <a href="class_quant_lib_1_1_swaption_volatility_cube.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_matrix.html">SwaptionVolatilityMatrix</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">At-the-money swaption-volatility matrix. <a href="class_quant_lib_1_1_swaption_volatility_matrix.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Swaption-volatility structure <a href="class_quant_lib_1_1_swaption_volatility_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_sweden.html">Sweden</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Swedish calendar. <a href="class_quant_lib_1_1_sweden.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swing_exercise.html">SwingExercise</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Swing exercise. <a href="class_quant_lib_1_1_swing_exercise.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_switzerland.html">Switzerland</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Swiss calendar. <a href="class_quant_lib_1_1_switzerland.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_symmetric_schur_decomposition.html">SymmetricSchurDecomposition</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">symmetric threshold Jacobi algorithm. <a href="class_quant_lib_1_1_symmetric_schur_decomposition.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_synthetic_c_d_o.html">SyntheticCDO</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Synthetic Collateralized Debt Obligation. <a href="class_quant_lib_1_1_synthetic_c_d_o.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tabulated_gauss_legendre.html">TabulatedGaussLegendre</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">tabulated Gauss-Legendre quadratures <a href="class_quant_lib_1_1_tabulated_gauss_legendre.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_taiwan.html">Taiwan</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Taiwanese calendars. <a href="class_quant_lib_1_1_taiwan.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_a_r_g_e_t.html">TARGET</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">TARGET calendar <a href="class_quant_lib_1_1_t_a_r_g_e_t.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_copula_policy.html">TCopulaPolicy</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Student-T Latent Model's copula policy. <a href="class_quant_lib_1_1_t_copula_policy.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_temperature_boltzmann.html">TemperatureBoltzmann</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Temperature Boltzmann. <a href="class_quant_lib_1_1_temperature_boltzmann.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_temperature_cauchy.html">TemperatureCauchy</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Temperature Cauchy. <a href="class_quant_lib_1_1_temperature_cauchy.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_temperature_very_fast_annealing.html">TemperatureVeryFastAnnealing</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Temperature Very Fast Annealing. <a href="class_quant_lib_1_1_temperature_very_fast_annealing.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Basic term-structure functionality. <a href="class_quant_lib_1_1_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure_consistent_model.html">TermStructureConsistentModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Term-structure consistent model class. <a href="class_quant_lib_1_1_term_structure_consistent_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure_fitting_parameter.html">TermStructureFittingParameter</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Deterministic time-dependent parameter used for yield-curve fitting. <a href="class_quant_lib_1_1_term_structure_fitting_parameter.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_thailand.html">Thailand</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Thailand calendars <a href="class_quant_lib_1_1_thailand.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_h_b_currency.html">THBCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Thai baht. <a href="class_quant_lib_1_1_t_h_b_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_h_b_f_i_x.html">THBFIX</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">THB THBFIX rate <a href="class_quant_lib_1_1_t_h_b_f_i_x.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_thirty360.html">Thirty360</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">30/360 day count convention <a href="class_quant_lib_1_1_thirty360.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_thirty365.html">Thirty365</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">30/365 day count convention <a href="class_quant_lib_1_1_thirty365.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tian.html">Tian</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Tian tree: third moment matching, multiplicative approach <a href="class_quant_lib_1_1_tian.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tibor.html">Tibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">JPY TIBOR index <a href="class_quant_lib_1_1_tibor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_basket.html">TimeBasket</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Distribution over a number of dates. <a href="class_quant_lib_1_1_time_basket.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">time grid class <a href="class_quant_lib_1_1_time_grid.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Container for historical data. <a href="class_quant_lib_1_1_time_series.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tqr_eigen_decomposition.html">TqrEigenDecomposition</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">tridiag. QR eigen decomposition with explicite shift aka Wilkinson <a href="class_quant_lib_1_1_tqr_eigen_decomposition.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_transformed_grid.html">TransformedGrid</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">transformed grid <a href="class_quant_lib_1_1_transformed_grid.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_trapezoid_integral.html">TrapezoidIntegral</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integral of a one-dimensional function. <a href="class_quant_lib_1_1_trapezoid_integral.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_r_b_d_f2.html">TRBDF2</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">TR-BDF2 scheme for finite difference methods. <a href="class_quant_lib_1_1_t_r_b_d_f2.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree.html">Tree</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Tree approximating a single-factor diffusion <a href="class_quant_lib_1_1_tree.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_callable_fixed_rate_bond_engine.html">TreeCallableFixedRateBondEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Numerical lattice engine for callable fixed rate bonds. <a href="class_quant_lib_1_1_tree_callable_fixed_rate_bond_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_callable_zero_coupon_bond_engine.html">TreeCallableZeroCouponBondEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Numerical lattice engine for callable zero coupon bonds. <a href="class_quant_lib_1_1_tree_callable_zero_coupon_bond_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_cap_floor_engine.html">TreeCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Numerical lattice engine for cap/floors. <a href="class_quant_lib_1_1_tree_cap_floor_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_lattice.html">TreeLattice</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Tree-based lattice-method base class. <a href="class_quant_lib_1_1_tree_lattice.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_lattice1_d.html">TreeLattice1D</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">One-dimensional tree-based lattice. <a href="class_quant_lib_1_1_tree_lattice1_d.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_lattice2_d.html">TreeLattice2D</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Two-dimensional tree-based lattice. <a href="class_quant_lib_1_1_tree_lattice2_d.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_swaption_engine.html">TreeSwaptionEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Numerical lattice engine for swaptions. <a href="class_quant_lib_1_1_tree_swaption_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tree_vanilla_swap_engine.html">TreeVanillaSwapEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Numerical lattice engine for simple swaps. <a href="class_quant_lib_1_1_tree_vanilla_swap_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base implementation for tridiagonal operator. <a href="class_quant_lib_1_1_tridiagonal_operator.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_trigeorgis.html">Trigeorgis</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Trigeorgis (additive equal jumps) binomial tree <a href="class_quant_lib_1_1_trigeorgis.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_trinomial_tree.html">TrinomialTree</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Recombining trinomial tree class. <a href="class_quant_lib_1_1_trinomial_tree.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_trivial_inertia.html">TrivialInertia</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Trivial Inertia. <a href="class_quant_lib_1_1_trivial_inertia.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_r_l_currency.html">TRLCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Turkish lira. <a href="class_quant_lib_1_1_t_r_l_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_r_libor.html">TRLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">TRY LIBOR rate <a href="class_quant_lib_1_1_t_r_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_r_y_currency.html">TRYCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">New Turkish lira. <a href="class_quant_lib_1_1_t_r_y_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tsiveriotis_fernandes_lattice.html">TsiveriotisFernandesLattice</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Binomial lattice approximating the Tsiveriotis-Fernandes model. <a href="class_quant_lib_1_1_tsiveriotis_fernandes_lattice.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_t_d_currency.html">TTDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Trinidad & Tobago dollar. <a href="class_quant_lib_1_1_t_t_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_turkey.html">Turkey</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Turkish calendar. <a href="class_quant_lib_1_1_turkey.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_t_w_d_currency.html">TWDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Taiwan dollar <a href="class_quant_lib_1_1_t_w_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_two_asset_barrier_option.html">TwoAssetBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Barrier option on two assets <a href="class_quant_lib_1_1_two_asset_barrier_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_two_dimensional_integral.html">TwoDimensionalIntegral</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Integral of a two-dimensional function. <a href="class_quant_lib_1_1_two_dimensional_integral.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_two_factor_model.html">TwoFactorModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract base-class for two-factor models. <a href="class_quant_lib_1_1_two_factor_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_type_payoff.html">TypePayoff</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Intermediate class for put/call payoffs. <a href="class_quant_lib_1_1_type_payoff.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_a_h_currency.html">UAHCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ukrainian hryvnia. <a href="class_quant_lib_1_1_u_a_h_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ukraine.html">Ukraine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ukrainian calendars. <a href="class_quant_lib_1_1_ukraine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_k_region.html">UKRegion</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">United Kingdom as geographical/economic region. <a href="class_quant_lib_1_1_u_k_region.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_k_r_p_i.html">UKRPI</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">UK Retail Price Inflation <a class="el" href="class_quant_lib_1_1_index.html" title="purely virtual base class for indexes">Index</a>. <a href="class_quant_lib_1_1_u_k_r_p_i.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_unit_displaced_black_yo_y_inflation_coupon_pricer.html">UnitDisplacedBlackYoYInflationCouponPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Unit-Displaced-Black-formula pricer for capped/floored yoy inflation coupons. <a href="class_quant_lib_1_1_unit_displaced_black_yo_y_inflation_coupon_pricer.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_united_kingdom.html">UnitedKingdom</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">United Kingdom calendars. <a href="class_quant_lib_1_1_united_kingdom.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_united_states.html">UnitedStates</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">United States calendars. <a href="class_quant_lib_1_1_united_states.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Unit of measure specification <a href="class_quant_lib_1_1_unit_of_measure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_unit_of_measure_conversion_manager.html">UnitOfMeasureConversionManager</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">repository of conversion factors between units of measure <a href="class_quant_lib_1_1_unit_of_measure_conversion_manager.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_upfront_cds_helper.html">UpfrontCdsHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Upfront-quoted CDS hazard rate bootstrap helper. <a href="class_quant_lib_1_1_upfront_cds_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_upper_bound_engine.html">UpperBoundEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Market-model engine for upper-bound estimation. <a href="class_quant_lib_1_1_upper_bound_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_up_rounding.html">UpRounding</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Up-rounding. <a href="class_quant_lib_1_1_up_rounding.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_s_c_p_i.html">USCPI</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">US CPI index. <a href="class_quant_lib_1_1_u_s_c_p_i.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_s_d_currency.html">USDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">U.S. dollar. <a href="class_quant_lib_1_1_u_s_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_s_d_libor.html">USDLibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">USD LIBOR rate <a href="class_quant_lib_1_1_u_s_d_libor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_s_d_libor_o_n.html">USDLiborON</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Overnight USD Libor index. <a href="class_quant_lib_1_1_u_s_d_libor_o_n.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_usd_libor_swap_isda_fix_am.html">UsdLiborSwapIsdaFixAm</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">UsdLiborSwapIsdaFixAm index base class <a href="class_quant_lib_1_1_usd_libor_swap_isda_fix_am.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_usd_libor_swap_isda_fix_pm.html">UsdLiborSwapIsdaFixPm</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">UsdLiborSwapIsdaFixPm index base class <a href="class_quant_lib_1_1_usd_libor_swap_isda_fix_pm.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_u_s_region.html">USRegion</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">USA as geographical/economic region. <a href="class_quant_lib_1_1_u_s_region.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanilla_option.html">VanillaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vanilla option (no discrete dividends, no barriers) on a single asset. <a href="class_quant_lib_1_1_vanilla_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanilla_storage_option.html">VanillaStorageOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base option class <a href="class_quant_lib_1_1_vanilla_storage_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Plain-vanilla swap: fix vs floating leg. <a href="class_quant_lib_1_1_vanilla_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanilla_swing_option.html">VanillaSwingOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base option class <a href="class_quant_lib_1_1_vanilla_swing_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanna_volga.html">VannaVolga</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">VannaVolga-interpolation factory and traits <a href="class_quant_lib_1_1_vanna_volga.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanna_volga_barrier_engine.html">VannaVolgaBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vanna Volga barrier option engine. <a href="class_quant_lib_1_1_vanna_volga_barrier_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanna_volga_double_barrier_engine.html">VannaVolgaDoubleBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vanna Volga double-barrier option engine. <a href="class_quant_lib_1_1_vanna_volga_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanna_volga_interpolation.html">VannaVolgaInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vanna Volga interpolation between discrete points <a href="class_quant_lib_1_1_vanna_volga_interpolation.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_variance_gamma_engine.html">VarianceGammaEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Variance Gamma Pricing engine for European vanilla options using integral approach. <a href="class_quant_lib_1_1_variance_gamma_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_variance_gamma_model.html">VarianceGammaModel</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Variance Gamma model. <a href="class_quant_lib_1_1_variance_gamma_model.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_variance_gamma_process.html">VarianceGammaProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Variance gamma process. <a href="class_quant_lib_1_1_variance_gamma_process.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_variance_option.html">VarianceOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Variance option. <a href="class_quant_lib_1_1_variance_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_variance_swap.html">VarianceSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Variance swap. <a href="class_quant_lib_1_1_variance_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vasicek.html">Vasicek</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vasicek model class <a href="class_quant_lib_1_1_vasicek.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_v_e_b_currency.html">VEBCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Venezuelan bolivar. <a href="class_quant_lib_1_1_v_e_b_currency.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vega_bump_collection.html">VegaBumpCollection</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vega_stressed_black_scholes_process.html">VegaStressedBlackScholesProcess</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes process which supports local vega stress tests. <a href="class_quant_lib_1_1_vega_stressed_black_scholes_process.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_visitor.html">Visitor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Visitor for a specific class <a href="class_quant_lib_1_1_visitor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_v_n_d_currency.html">VNDCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vietnamese Dong. <a href="class_quant_lib_1_1_v_n_d_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_volatility_term_structure.html">VolatilityTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Volatility term structure. <a href="class_quant_lib_1_1_volatility_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_weekends_only.html">WeekendsOnly</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Weekends-only calendar. <a href="class_quant_lib_1_1_weekends_only.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_wibor.html">Wibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">WIBOR rate <a href="class_quant_lib_1_1_wibor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_writer_extensible_option.html">WriterExtensibleOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Writer-extensible option. <a href="class_quant_lib_1_1_writer_extensible_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_wulin_yong_double_barrier_engine.html">WulinYongDoubleBarrierEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Pricing engine for barrier options using analytical formulae. <a href="class_quant_lib_1_1_wulin_yong_double_barrier_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_x_r_p_currency.html">XRPCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ripple. <a href="class_quant_lib_1_1_x_r_p_currency.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap.html">YearOnYearInflationSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Year-on-year inflation-indexed swap. <a href="class_quant_lib_1_1_year_on_year_inflation_swap.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_year_on_year_inflation_swap_helper.html">YearOnYearInflationSwapHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Year-on-year inflation-swap bootstrap helper. <a href="class_quant_lib_1_1_year_on_year_inflation_swap_helper.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Interest-rate term structure. <a href="class_quant_lib_1_1_yield_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_cap_floor_term_price_surface.html">YoYCapFloorTermPriceSurface</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract base class, inheriting from <a class="el" href="class_quant_lib_1_1_inflation_term_structure.html" title="Interface for inflation term structures.">InflationTermStructure</a>. <a href="class_quant_lib_1_1_yo_y_cap_floor_term_price_surface.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_bachelier_cap_floor_engine.html">YoYInflationBachelierCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Unit Displaced Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer) <a href="class_quant_lib_1_1_yo_y_inflation_bachelier_cap_floor_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_black_cap_floor_engine.html">YoYInflationBlackCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer) <a href="class_quant_lib_1_1_yo_y_inflation_black_cap_floor_engine.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_cap.html">YoYInflationCap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete YoY Inflation cap class. <a href="class_quant_lib_1_1_yo_y_inflation_cap.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_cap_floor.html">YoYInflationCapFloor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for yoy inflation cap-like instruments. <a href="class_quant_lib_1_1_yo_y_inflation_cap_floor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_cap_floor_engine.html">YoYInflationCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base YoY inflation cap/floor engine. <a href="class_quant_lib_1_1_yo_y_inflation_cap_floor_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_collar.html">YoYInflationCollar</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete YoY Inflation collar class. <a href="class_quant_lib_1_1_yo_y_inflation_collar.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_coupon.html">YoYInflationCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Coupon paying a YoY-inflation type index <a href="class_quant_lib_1_1_yo_y_inflation_coupon.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_coupon_pricer.html">YoYInflationCouponPricer</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">base pricer for capped/floored YoY inflation coupons <a href="class_quant_lib_1_1_yo_y_inflation_coupon_pricer.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_floor.html">YoYInflationFloor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete YoY Inflation floor class. <a href="class_quant_lib_1_1_yo_y_inflation_floor.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html">YoYInflationIndex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for year-on-year inflation indices. <a href="class_quant_lib_1_1_yo_y_inflation_index.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1yoy_inflation_leg.html">yoyInflationLeg</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_term_structure.html">YoYInflationTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for year-on-year inflation term structures. <a href="class_quant_lib_1_1_yo_y_inflation_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_traits.html">YoYInflationTraits</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bootstrap traits to use for <a class="el" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html" title="Piecewise zero-inflation term structure.">PiecewiseZeroInflationCurve</a>. <a href="class_quant_lib_1_1_yo_y_inflation_traits.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_unit_displaced_black_cap_floor_engine.html">YoYInflationUnitDisplacedBlackCapFloorEngine</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Unit Displaced Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer) <a href="class_quant_lib_1_1_yo_y_inflation_unit_displaced_black_cap_floor_engine.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_volatility_traits.html">YoYInflationVolatilityTraits</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">traits for inflation-volatility bootstrap <a href="class_quant_lib_1_1_yo_y_inflation_volatility_traits.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_helper.html">YoYOptionletHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Year-on-year inflation-volatility bootstrap helper. <a href="class_quant_lib_1_1_yo_y_optionlet_helper.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_stripper.html">YoYOptionletStripper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Interface for inflation cap stripping, i.e. from price surfaces. <a href="class_quant_lib_1_1_yo_y_optionlet_stripper.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_a_u_c_p_i.html">YYAUCPI</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Genuine year-on-year AU CPI (i.e. not a ratio) <a href="class_quant_lib_1_1_y_y_a_u_c_p_i.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_a_u_c_p_ir.html">YYAUCPIr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Fake year-on-year <a class="el" href="class_quant_lib_1_1_a_u_c_p_i.html" title="AU CPI index (either quarterly or annual)">AUCPI</a> (i.e. a ratio) <a href="class_quant_lib_1_1_y_y_a_u_c_p_ir.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_e_u_h_i_c_p.html">YYEUHICP</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Genuine year-on-year EU HICP (i.e. not a ratio of EU HICP) <a href="class_quant_lib_1_1_y_y_e_u_h_i_c_p.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_e_u_h_i_c_pr.html">YYEUHICPr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Fake year-on-year EU HICP (i.e. a ratio of EU HICP) <a href="class_quant_lib_1_1_y_y_e_u_h_i_c_pr.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_e_u_h_i_c_p_x_t.html">YYEUHICPXT</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Genuine year-on-year EU HICPXT. <a href="class_quant_lib_1_1_y_y_e_u_h_i_c_p_x_t.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_f_r_h_i_c_p.html">YYFRHICP</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Genuine year-on-year FR HICP (i.e. not a ratio) <a href="class_quant_lib_1_1_y_y_f_r_h_i_c_p.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_f_r_h_i_c_pr.html">YYFRHICPr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Fake year-on-year FR HICP (i.e. a ratio) <a href="class_quant_lib_1_1_y_y_f_r_h_i_c_pr.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_generic_c_p_i.html">YYGenericCPI</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Genuine year-on-year Generic CPI (i.e. not a ratio) <a href="class_quant_lib_1_1_y_y_generic_c_p_i.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_generic_c_p_ir.html">YYGenericCPIr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Fake year-on-year <a class="el" href="class_quant_lib_1_1_generic_c_p_i.html" title="Generic CPI index.">GenericCPI</a> (i.e. a ratio) <a href="class_quant_lib_1_1_y_y_generic_c_p_ir.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_u_k_r_p_i.html">YYUKRPI</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Genuine year-on-year UK RPI (i.e. not a ratio of UK RPI) <a href="class_quant_lib_1_1_y_y_u_k_r_p_i.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_u_k_r_p_ir.html">YYUKRPIr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Fake year-on-year UK RPI (i.e. a ratio of UK RPI) <a href="class_quant_lib_1_1_y_y_u_k_r_p_ir.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_u_s_c_p_i.html">YYUSCPI</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Genuine year-on-year US CPI (i.e. not a ratio of US CPI) <a href="class_quant_lib_1_1_y_y_u_s_c_p_i.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_u_s_c_p_ir.html">YYUSCPIr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Fake year-on-year US CPI (i.e. a ratio of US CPI) <a href="class_quant_lib_1_1_y_y_u_s_c_p_ir.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_z_a_c_p_i.html">YYZACPI</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Genuine year-on-year South African CPI (i.e. not a ratio of ZA CPI) <a href="class_quant_lib_1_1_y_y_z_a_c_p_i.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_y_y_z_a_c_p_ir.html">YYZACPIr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Fake year-on-year South African CPI (i.e. a ratio of ZA CPI) <a href="class_quant_lib_1_1_y_y_z_a_c_p_ir.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zabr.html">Zabr</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">no arbtrage sabr interpolation factory and traits <a href="class_quant_lib_1_1_zabr.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zabr_interpolation.html">ZabrInterpolation</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">zabr smile interpolation between discrete volatility points. <a href="class_quant_lib_1_1_zabr_interpolation.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_z_a_c_p_i.html">ZACPI</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">South African Comsumer Price Inflation <a class="el" href="class_quant_lib_1_1_index.html" title="purely virtual base class for indexes">Index</a>. <a href="class_quant_lib_1_1_z_a_c_p_i.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_z_a_r_currency.html">ZARCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">South-African rand. <a href="class_quant_lib_1_1_z_a_r_currency.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_z_a_region.html">ZARegion</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">South Africa as geographical/economic region. <a href="class_quant_lib_1_1_z_a_region.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_z_e_c_currency.html">ZECCurrency</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Zcash. <a href="class_quant_lib_1_1_z_e_c_currency.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_condition.html">ZeroCondition</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Zero exercise condition. <a href="class_quant_lib_1_1_zero_condition.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_bond.html">ZeroCouponBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">zero-coupon bond <a href="class_quant_lib_1_1_zero_coupon_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap.html">ZeroCouponInflationSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Zero-coupon inflation-indexed swap. <a href="class_quant_lib_1_1_zero_coupon_inflation_swap.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_inflation_swap_helper.html">ZeroCouponInflationSwapHelper</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Zero-coupon inflation-swap bootstrap helper. <a href="class_quant_lib_1_1_zero_coupon_inflation_swap_helper.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for zero inflation indices. <a href="class_quant_lib_1_1_zero_inflation_index.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_inflation_term_structure.html">ZeroInflationTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Interface for zero inflation term structures. <a href="class_quant_lib_1_1_zero_inflation_term_structure.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_inflation_traits.html">ZeroInflationTraits</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bootstrap traits to use for <a class="el" href="class_quant_lib_1_1_piecewise_zero_inflation_curve.html" title="Piecewise zero-inflation term structure.">PiecewiseZeroInflationCurve</a>. <a href="class_quant_lib_1_1_zero_inflation_traits.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html">ZeroSpreadedTermStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Term structure with an added spread on the zero yield rate. <a href="class_quant_lib_1_1_zero_spreaded_term_structure.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_zero_yield.html">ZeroYield</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Zero-curve traits. <a href="struct_quant_lib_1_1_zero_yield.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_yield_structure.html">ZeroYieldStructure</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Zero-yield term structure. <a href="class_quant_lib_1_1_zero_yield_structure.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zibor.html">Zibor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CHF ZIBOR rate <a href="class_quant_lib_1_1_zibor.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ziggurat_rng.html">ZigguratRng</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Ziggurat random-number generator. <a href="class_quant_lib_1_1_ziggurat_rng.html#details">More...</a><br /></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="typedef-members"></a>
Typedefs</h2></td></tr>
<tr class="memitem:afd0d2e08465e4b7e928c75416bd8dc4b"><td class="memItemLeft" align="right" valign="top"><a id="afd0d2e08465e4b7e928c75416bd8dc4b"></a>
typedef std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a></td></tr>
<tr class="memdesc:afd0d2e08465e4b7e928c75416bd8dc4b"><td class="mdescLeft"> </td><td class="mdescRight">Sequence of cash-flows. <br /></td></tr>
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<tr class="memitem:ac3629fe5ada451f373d22bf1b5359de9"><td class="memItemLeft" align="right" valign="top"><a id="ac3629fe5ada451f373d22bf1b5359de9"></a>
typedef TenorOptionletVTS::CorrelationStructure </td><td class="memItemRight" valign="bottom"><b>TenorOptionletVTSCorrelationStructure</b></td></tr>
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typedef std::map< std::string, boost::any > </td><td class="memItemRight" valign="bottom"><b>SecondaryCosts</b></td></tr>
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<tr class="memitem:ae10c41da1c908ce0d1346f65474b2d6d"><td class="memItemLeft" align="right" valign="top"><a id="ae10c41da1c908ce0d1346f65474b2d6d"></a>
typedef std::map< std::string, <a class="el" href="class_quant_lib_1_1_money.html">Money</a> > </td><td class="memItemRight" valign="bottom"><b>SecondaryCostAmounts</b></td></tr>
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<tr class="memitem:a5f8b4eb889a2912144e71eb20abd52f2"><td class="memItemLeft" align="right" valign="top"><a id="a5f8b4eb889a2912144e71eb20abd52f2"></a>
typedef std::vector< PricingError > </td><td class="memItemRight" valign="bottom"><b>PricingErrors</b></td></tr>
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typedef std::map< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>, ext::shared_ptr< CommodityCashFlow > > </td><td class="memItemRight" valign="bottom"><b>CommodityCashFlows</b></td></tr>
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typedef std::map< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>, EnergyDailyPosition > </td><td class="memItemRight" valign="bottom"><b>EnergyDailyPositions</b></td></tr>
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typedef std::map< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>, ExchangeContract > </td><td class="memItemRight" valign="bottom"><b>ExchangeContracts</b></td></tr>
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typedef std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_period.html">PricingPeriod</a> > > </td><td class="memItemRight" valign="bottom"><b>PricingPeriods</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_base_correlation_loss_model.html">BaseCorrelationLossModel</a>< <a class="el" href="class_quant_lib_1_1_gaussian_l_h_p_loss_model.html">GaussianLHPLossModel</a>, <a class="el" href="class_quant_lib_1_1_bilinear_interpolation.html">BilinearInterpolation</a> > </td><td class="memItemRight" valign="bottom"><b>GaussianLHPFlatBCLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_binomial_loss_model.html">BinomialLossModel</a>< <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">GaussianConstantLossLM</a> > </td><td class="memItemRight" valign="bottom"><b>GaussianBinomialLossModel</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_binomial_loss_model.html">BinomialLossModel</a>< <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">TConstantLossLM</a> > </td><td class="memItemRight" valign="bottom"><b>TBinomialLossModel</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel</a>< <a class="el" href="struct_quant_lib_1_1_gaussian_copula_policy.html">GaussianCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>GaussianConstantLossLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_constant_loss_latentmodel.html">ConstantLossLatentmodel</a>< <a class="el" href="class_quant_lib_1_1_t_copula_policy.html">TCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>TConstantLossLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel</a>< <a class="el" href="struct_quant_lib_1_1_gaussian_copula_policy.html">GaussianCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>GaussianDefProbLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_default_latent_model.html">DefaultLatentModel</a>< <a class="el" href="class_quant_lib_1_1_t_copula_policy.html">TCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>TDefProbLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_homogeneous_pool_loss_model.html">HomogeneousPoolLossModel</a>< <a class="el" href="struct_quant_lib_1_1_gaussian_copula_policy.html">GaussianCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>HomogGaussPoolLossModel</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_homogeneous_pool_loss_model.html">HomogeneousPoolLossModel</a>< <a class="el" href="class_quant_lib_1_1_t_copula_policy.html">TCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>HomogTPoolLossModel</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_inhomogeneous_pool_loss_model.html">InhomogeneousPoolLossModel</a>< <a class="el" href="struct_quant_lib_1_1_gaussian_copula_policy.html">GaussianCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>IHGaussPoolLossModel</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_inhomogeneous_pool_loss_model.html">InhomogeneousPoolLossModel</a>< <a class="el" href="class_quant_lib_1_1_t_copula_policy.html">TCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>IHStudentPoolLossModel</b></td></tr>
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typedef std::set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_default_event.html">DefaultEvent</a> >, <a class="el" href="struct_quant_lib_1_1earlier__than.html">earlier_than</a>< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_default_event.html">DefaultEvent</a> > > > </td><td class="memItemRight" valign="bottom"><b>DefaultEventSet</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_random_default_l_m.html">RandomDefaultLM</a>< <a class="el" href="struct_quant_lib_1_1_gaussian_copula_policy.html">GaussianCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>GaussianRandomDefaultLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_random_default_l_m.html">RandomDefaultLM</a>< <a class="el" href="class_quant_lib_1_1_t_copula_policy.html">TCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>TRandomDefaultLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_random_loss_l_m.html">RandomLossLM</a>< <a class="el" href="struct_quant_lib_1_1_gaussian_copula_policy.html">GaussianCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>GaussianRandomLossLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_random_loss_l_m.html">RandomLossLM</a>< <a class="el" href="class_quant_lib_1_1_t_copula_policy.html">TCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>TRandomLossLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_recursive_loss_model.html">RecursiveLossModel</a>< <a class="el" href="struct_quant_lib_1_1_gaussian_copula_policy.html">GaussianCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>RecursiveGaussLossModel</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_spot_recovery_latent_model.html">SpotRecoveryLatentModel</a>< <a class="el" href="struct_quant_lib_1_1_gaussian_copula_policy.html">GaussianCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>GaussianSpotLossLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_spot_recovery_latent_model.html">SpotRecoveryLatentModel</a>< <a class="el" href="class_quant_lib_1_1_t_copula_policy.html">TCopulaPolicy</a> > </td><td class="memItemRight" valign="bottom"><b>TSpotLossLM</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_hybrid_simulated_annealing.html">HybridSimulatedAnnealing</a>< <a class="el" href="class_quant_lib_1_1_sampler_gaussian.html">SamplerGaussian</a>, <a class="el" href="class_quant_lib_1_1_probability_boltzmann_downhill.html">ProbabilityBoltzmannDownhill</a>, TemperatureExponential, <a class="el" href="struct_quant_lib_1_1_reannealing_trivial.html">ReannealingTrivial</a> > </td><td class="memItemRight" valign="bottom"><b>GaussianSimulatedAnnealing</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_hybrid_simulated_annealing.html">HybridSimulatedAnnealing</a>< <a class="el" href="class_quant_lib_1_1_sampler_log_normal.html">SamplerLogNormal</a>, <a class="el" href="class_quant_lib_1_1_probability_boltzmann_downhill.html">ProbabilityBoltzmannDownhill</a>, TemperatureExponential, <a class="el" href="struct_quant_lib_1_1_reannealing_trivial.html">ReannealingTrivial</a> > </td><td class="memItemRight" valign="bottom"><b>LogNormalSimulatedAnnealing</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_hybrid_simulated_annealing.html">HybridSimulatedAnnealing</a>< <a class="el" href="class_quant_lib_1_1_sampler_mirror_gaussian.html">SamplerMirrorGaussian</a>, <a class="el" href="class_quant_lib_1_1_probability_boltzmann_downhill.html">ProbabilityBoltzmannDownhill</a>, TemperatureExponential, <a class="el" href="struct_quant_lib_1_1_reannealing_trivial.html">ReannealingTrivial</a> > </td><td class="memItemRight" valign="bottom"><b>MirrorGaussianSimulatedAnnealing</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_hybrid_simulated_annealing.html">HybridSimulatedAnnealing</a>< <a class="el" href="class_quant_lib_1_1_sampler_gaussian.html">SamplerGaussian</a>, <a class="el" href="class_quant_lib_1_1_probability_boltzmann_downhill.html">ProbabilityBoltzmannDownhill</a>, TemperatureExponential, <a class="el" href="class_quant_lib_1_1_reannealing_finite_differences.html">ReannealingFiniteDifferences</a> > </td><td class="memItemRight" valign="bottom"><b>GaussianSimulatedReAnnealing</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_hybrid_simulated_annealing.html">HybridSimulatedAnnealing</a>< <a class="el" href="class_quant_lib_1_1_sampler_very_fast_annealing.html">SamplerVeryFastAnnealing</a>, <a class="el" href="class_quant_lib_1_1_probability_boltzmann_downhill.html">ProbabilityBoltzmannDownhill</a>, <a class="el" href="class_quant_lib_1_1_temperature_very_fast_annealing.html">TemperatureVeryFastAnnealing</a>, <a class="el" href="struct_quant_lib_1_1_reannealing_trivial.html">ReannealingTrivial</a> > </td><td class="memItemRight" valign="bottom"><b>VeryFastSimulatedAnnealing</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_hybrid_simulated_annealing.html">HybridSimulatedAnnealing</a>< <a class="el" href="class_quant_lib_1_1_sampler_very_fast_annealing.html">SamplerVeryFastAnnealing</a>, <a class="el" href="class_quant_lib_1_1_probability_boltzmann_downhill.html">ProbabilityBoltzmannDownhill</a>, <a class="el" href="class_quant_lib_1_1_temperature_very_fast_annealing.html">TemperatureVeryFastAnnealing</a>, <a class="el" href="class_quant_lib_1_1_reannealing_finite_differences.html">ReannealingFiniteDifferences</a> > </td><td class="memItemRight" valign="bottom"><b>VeryFastSimulatedReAnnealing</b></td></tr>
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typedef SwaptionVolCube1x< SwaptionVolCubeNoArbSabrModel > </td><td class="memItemRight" valign="bottom"><b>SwaptionVolCube1a</b></td></tr>
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typedef std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_callability.html">Callability</a> > > </td><td class="memItemRight" valign="bottom"><b>CallabilitySchedule</b></td></tr>
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typedef std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_dividend.html">Dividend</a> > > </td><td class="memItemRight" valign="bottom"><b>DividendSchedule</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_bivariate_cumulative_normal_distribution_we04_d_p.html">BivariateCumulativeNormalDistributionWe04DP</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a634ad503143adf6d910cdec1629452da">BivariateCumulativeNormalDistribution</a></td></tr>
<tr class="memdesc:a634ad503143adf6d910cdec1629452da"><td class="mdescLeft"> </td><td class="mdescRight">default bivariate implementation <br /></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_normal_distribution.html">NormalDistribution</a> </td><td class="memItemRight" valign="bottom"><b>GaussianDistribution</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a> </td><td class="memItemRight" valign="bottom"><b>InvCumulativeNormalDistribution</b></td></tr>
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typedef detail::SplineGrid </td><td class="memItemRight" valign="bottom"><b>SplineGrid</b></td></tr>
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typedef boost::numeric::ublas::compressed_matrix< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>SparseMatrix</b></td></tr>
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typedef boost::numeric::ublas::matrix_reference< SparseMatrix > </td><td class="memItemRight" valign="bottom"><b>SparseMatrixReference</b></td></tr>
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<tr class="memitem:af791c06b3da1d5f4b90a19f3f423e75e"><td class="memItemLeft" align="right" valign="top">typedef GenericPseudoRandom< <a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a>, <a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a></td></tr>
<tr class="memdesc:af791c06b3da1d5f4b90a19f3f423e75e"><td class="mdescLeft"> </td><td class="mdescRight">default traits for pseudo-random number generation <a href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">More...</a><br /></td></tr>
<tr class="separator:af791c06b3da1d5f4b90a19f3f423e75e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1e36fdaadd8b132f4668953658415218"><td class="memItemLeft" align="right" valign="top">typedef GenericPseudoRandom< <a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a>, <a class="el" href="class_quant_lib_1_1_inverse_cumulative_poisson.html">InverseCumulativePoisson</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a1e36fdaadd8b132f4668953658415218">PoissonPseudoRandom</a></td></tr>
<tr class="memdesc:a1e36fdaadd8b132f4668953658415218"><td class="mdescLeft"> </td><td class="mdescRight">traits for Poisson-distributed pseudo-random number generation <a href="namespace_quant_lib.html#a1e36fdaadd8b132f4668953658415218">More...</a><br /></td></tr>
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typedef GenericLowDiscrepancy< <a class="el" href="class_quant_lib_1_1_sobol_rsg.html">SobolRsg</a>, <a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a7414d4223b100ac8cf4e43091980bdb1">LowDiscrepancy</a></td></tr>
<tr class="memdesc:a7414d4223b100ac8cf4e43091980bdb1"><td class="mdescLeft"> </td><td class="mdescRight">default traits for low-discrepancy sequence generation <br /></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> </td><td class="memItemRight" valign="bottom"><b>SampledCurveSet</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_generic_gaussian_statistics.html">GenericGaussianStatistics</a>< <a class="el" href="class_quant_lib_1_1_general_statistics.html">GeneralStatistics</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#ad9913c35bfddbcbab5dea143847dde69">GaussianStatistics</a></td></tr>
<tr class="memdesc:ad9913c35bfddbcbab5dea143847dde69"><td class="mdescLeft"> </td><td class="mdescRight">default gaussian statistic tool <br /></td></tr>
<tr class="separator:ad9913c35bfddbcbab5dea143847dde69"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac6495e303a40cd0a73ecbb5cd904ca09"><td class="memItemLeft" align="right" valign="top">typedef <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">GenericRiskStatistics</a>< <a class="el" href="namespace_quant_lib.html#ad9913c35bfddbcbab5dea143847dde69">GaussianStatistics</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#ac6495e303a40cd0a73ecbb5cd904ca09">RiskStatistics</a></td></tr>
<tr class="memdesc:ac6495e303a40cd0a73ecbb5cd904ca09"><td class="mdescLeft"> </td><td class="mdescRight">default risk measures tool <a href="namespace_quant_lib.html#ac6495e303a40cd0a73ecbb5cd904ca09">More...</a><br /></td></tr>
<tr class="separator:ac6495e303a40cd0a73ecbb5cd904ca09"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3e0db17aa18a4d3e837a3a93e8bb6ad5"><td class="memItemLeft" align="right" valign="top">typedef <a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics</a>< <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a3e0db17aa18a4d3e837a3a93e8bb6ad5">SequenceStatistics</a></td></tr>
<tr class="memdesc:a3e0db17aa18a4d3e837a3a93e8bb6ad5"><td class="mdescLeft"> </td><td class="mdescRight">default multi-dimensional statistics tool <a href="namespace_quant_lib.html#a3e0db17aa18a4d3e837a3a93e8bb6ad5">More...</a><br /></td></tr>
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<tr class="memitem:aaf69a0dbffaf56cf9b4f27fc5b65ddb8"><td class="memItemLeft" align="right" valign="top"><a id="aaf69a0dbffaf56cf9b4f27fc5b65ddb8"></a>
typedef <a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics</a>< <a class="el" href="class_quant_lib_1_1_incremental_statistics.html">IncrementalStatistics</a> > </td><td class="memItemRight" valign="bottom"><b>SequenceStatisticsInc</b></td></tr>
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<tr class="memitem:a235b6c8805adaa743cc845aae9c05946"><td class="memItemLeft" align="right" valign="top">typedef <a class="el" href="namespace_quant_lib.html#ac6495e303a40cd0a73ecbb5cd904ca09">RiskStatistics</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a></td></tr>
<tr class="memdesc:a235b6c8805adaa743cc845aae9c05946"><td class="mdescLeft"> </td><td class="mdescRight">default statistics tool <a href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">More...</a><br /></td></tr>
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<tr class="memitem:ga99062cef45cec7825cfdf7b0f8e1344c"><td class="memItemLeft" align="right" valign="top">typedef PdeOperator< PdeBSM > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__findiff.html#ga99062cef45cec7825cfdf7b0f8e1344c">BSMTermOperator</a></td></tr>
<tr class="memdesc:ga99062cef45cec7825cfdf7b0f8e1344c"><td class="mdescLeft"> </td><td class="mdescRight">Black-Scholes-Merton differential operator. <a href="group__findiff.html#ga99062cef45cec7825cfdf7b0f8e1344c">More...</a><br /></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_finite_difference_model.html">FiniteDifferenceModel</a>< <a class="el" href="class_quant_lib_1_1_crank_nicolson.html">CrankNicolson</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a3d465a4eaa8e7a5bacebee4c6aeba2a7">StandardFiniteDifferenceModel</a></td></tr>
<tr class="memdesc:a3d465a4eaa8e7a5bacebee4c6aeba2a7"><td class="mdescLeft"> </td><td class="mdescRight">default choice for finite-difference model <br /></td></tr>
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<tr class="memitem:a6a3cd732084183774302d3d65a2162f1"><td class="memItemLeft" align="right" valign="top"><a id="a6a3cd732084183774302d3d65a2162f1"></a>
typedef <a class="el" href="class_quant_lib_1_1_finite_difference_model.html">FiniteDifferenceModel</a>< ParallelEvolver< <a class="el" href="class_quant_lib_1_1_crank_nicolson.html">CrankNicolson</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a6a3cd732084183774302d3d65a2162f1">StandardSystemFiniteDifferenceModel</a></td></tr>
<tr class="memdesc:a6a3cd732084183774302d3d65a2162f1"><td class="mdescLeft"> </td><td class="mdescRight">default choice for parallel finite-difference model <br /></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_step_condition.html">StepCondition</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a1a481730b77798735b31d2a815a5d242">StandardStepCondition</a></td></tr>
<tr class="memdesc:a1a481730b77798735b31d2a815a5d242"><td class="mdescLeft"> </td><td class="mdescRight">default choice for step condition <br /></td></tr>
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typedef PdeOperator< PdeShortRate > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__findiff.html#gab2342f59174f2223a9889acf4a86496a">OneFactorOperator</a></td></tr>
<tr class="memdesc:gab2342f59174f2223a9889acf4a86496a"><td class="mdescLeft"> </td><td class="mdescRight">Interest-rate single factor model differential operator. <br /></td></tr>
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typedef OperatorTraits< FdmLinearOp >::bc_set </td><td class="memItemRight" valign="bottom"><b>FdmBoundaryConditionSet</b></td></tr>
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typedef <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>ThreadKey</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper</a>< <a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html">DefaultProbabilityTermStructure</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a3ba2ddef23fb364651c7020b19392d1b">DefaultProbabilityHelper</a></td></tr>
<tr class="memdesc:a3ba2ddef23fb364651c7020b19392d1b"><td class="mdescLeft"> </td><td class="mdescRight">alias for default-probability bootstrap helpers <br /></td></tr>
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<tr class="memitem:abc07a9a46dcc81ecf7f68e83e62cde0c"><td class="memItemLeft" align="right" valign="top"><a id="abc07a9a46dcc81ecf7f68e83e62cde0c"></a>
typedef <a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html">RelativeDateBootstrapHelper</a>< <a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html">DefaultProbabilityTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>RelativeDateDefaultProbabilityHelper</b></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_interpolated_yo_y_inflation_curve.html">InterpolatedYoYInflationCurve</a>< <a class="el" href="class_quant_lib_1_1_linear.html">Linear</a> > </td><td class="memItemRight" valign="bottom"><b>YoYInflationCurve</b></td></tr>
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<tr class="memitem:a006acde0bf0abd6f2901522cd2daba1e"><td class="memItemLeft" align="right" valign="top"><a id="a006acde0bf0abd6f2901522cd2daba1e"></a>
typedef <a class="el" href="class_quant_lib_1_1_interpolated_zero_inflation_curve.html">InterpolatedZeroInflationCurve</a>< <a class="el" href="class_quant_lib_1_1_linear.html">Linear</a> > </td><td class="memItemRight" valign="bottom"><b>ZeroInflationCurve</b></td></tr>
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typedef SwaptionVolCube1x< SwaptionVolCubeSabrModel > </td><td class="memItemRight" valign="bottom"><b>SwaptionVolCube1</b></td></tr>
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<tr class="memitem:ga4e538c822f698ad1c21bbe52deb30d29"><td class="memItemLeft" align="right" valign="top">typedef <a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html">InterpolatedDiscountCurve</a>< <a class="el" href="class_quant_lib_1_1_log_linear.html">LogLinear</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#ga4e538c822f698ad1c21bbe52deb30d29">DiscountCurve</a></td></tr>
<tr class="memdesc:ga4e538c822f698ad1c21bbe52deb30d29"><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on log-linear interpolation of discount factors. <a href="group__yieldtermstructures.html#ga4e538c822f698ad1c21bbe52deb30d29">More...</a><br /></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_interpolated_forward_curve.html">InterpolatedForwardCurve</a>< <a class="el" href="class_quant_lib_1_1_backward_flat.html">BackwardFlat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#ga44c13ddc64513ecbc1c0955253af96c5">ForwardCurve</a></td></tr>
<tr class="memdesc:ga44c13ddc64513ecbc1c0955253af96c5"><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on flat interpolation of forward rates. <br /></td></tr>
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<tr class="memitem:ga6982bc0bd68b9cbea2a12266e8819e12"><td class="memItemLeft" align="right" valign="top">
typedef <a class="el" href="class_quant_lib_1_1_interpolated_piecewise_zero_spreaded_term_structure.html">InterpolatedPiecewiseZeroSpreadedTermStructure</a>< <a class="el" href="class_quant_lib_1_1_linear.html">Linear</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#ga6982bc0bd68b9cbea2a12266e8819e12">PiecewiseZeroSpreadedTermStructure</a></td></tr>
<tr class="memdesc:ga6982bc0bd68b9cbea2a12266e8819e12"><td class="mdescLeft"> </td><td class="mdescRight">Piecewise zero-spreaded yield curve based on linear interpolation of zero rates. <br /></td></tr>
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<tr class="memitem:a58bda8ea0240b7eae54d4a736a4fb23d"><td class="memItemLeft" align="right" valign="top"><a id="a58bda8ea0240b7eae54d4a736a4fb23d"></a>
typedef <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>RateHelper</b></td></tr>
<tr class="separator:a58bda8ea0240b7eae54d4a736a4fb23d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abcf7a30c4534a94e3433dac11c8444e4"><td class="memItemLeft" align="right" valign="top"><a id="abcf7a30c4534a94e3433dac11c8444e4"></a>
typedef <a class="el" href="class_quant_lib_1_1_relative_date_bootstrap_helper.html">RelativeDateBootstrapHelper</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>RelativeDateRateHelper</b></td></tr>
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<tr class="memitem:gab0fc9b631f36e7661b35642d67035aeb"><td class="memItemLeft" align="right" valign="top">
typedef <a class="el" href="class_quant_lib_1_1_interpolated_zero_curve.html">InterpolatedZeroCurve</a>< <a class="el" href="class_quant_lib_1_1_linear.html">Linear</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#gab0fc9b631f36e7661b35642d67035aeb">ZeroCurve</a></td></tr>
<tr class="memdesc:gab0fc9b631f36e7661b35642d67035aeb"><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on linear interpolation of zero yields. <br /></td></tr>
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typedef <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#ga91214837fb837828e91ce17de9eaa43c">Day</a></td></tr>
<tr class="memdesc:ga91214837fb837828e91ce17de9eaa43c"><td class="mdescLeft"> </td><td class="mdescRight">Day number. <br /></td></tr>
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<tr class="memitem:ga84dee895910074cbc7d936c86c1abf3d"><td class="memItemLeft" align="right" valign="top">
typedef <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#ga84dee895910074cbc7d936c86c1abf3d">Year</a></td></tr>
<tr class="memdesc:ga84dee895910074cbc7d936c86c1abf3d"><td class="mdescLeft"> </td><td class="mdescRight">Year number. <br /></td></tr>
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typedef QL_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a></td></tr>
<tr class="memdesc:gab9c87440c314438e51a899a03d2442d0"><td class="mdescLeft"> </td><td class="mdescRight">integer number <br /></td></tr>
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typedef QL_BIG_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ga4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a></td></tr>
<tr class="memdesc:ga4f0ecbbf99e41b6d69cd54871d5d2b9e"><td class="mdescLeft"> </td><td class="mdescRight">large integer number <br /></td></tr>
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typedef unsigned QL_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a></td></tr>
<tr class="memdesc:ga7e529c39c477ba1f5a22264d93e8457a"><td class="mdescLeft"> </td><td class="mdescRight">positive integer <br /></td></tr>
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typedef unsigned QL_BIG_INTEGER </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a></td></tr>
<tr class="memdesc:ae3df3f13e67885465f4e359b3bffa4e6"><td class="mdescLeft"> </td><td class="mdescRight">large positive integer <br /></td></tr>
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typedef QL_REAL </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a></td></tr>
<tr class="memdesc:ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78"><td class="mdescLeft"> </td><td class="mdescRight">real number <br /></td></tr>
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typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a></td></tr>
<tr class="memdesc:gaee215f8d421f6afcede0391fcffb5fe7"><td class="mdescLeft"> </td><td class="mdescRight">decimal number <br /></td></tr>
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typedef std::size_t </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a></td></tr>
<tr class="memdesc:gaf38bdb4c54463b1f456655efa95b5c77"><td class="mdescLeft"> </td><td class="mdescRight">size of a container <br /></td></tr>
<tr class="separator:gaf38bdb4c54463b1f456655efa95b5c77"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ga14fb8fca43a68f4168654e1f9f7e22f7"><td class="memItemLeft" align="right" valign="top">
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a></td></tr>
<tr class="memdesc:ga14fb8fca43a68f4168654e1f9f7e22f7"><td class="mdescLeft"> </td><td class="mdescRight">continuous quantity with 1-year units <br /></td></tr>
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typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a></td></tr>
<tr class="memdesc:ga642a971a0bcbbd2fb26c35e1a06e5761"><td class="mdescLeft"> </td><td class="mdescRight">discount factor between dates <br /></td></tr>
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typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a></td></tr>
<tr class="memdesc:gaede435af51236692b1107d7639581d39"><td class="mdescLeft"> </td><td class="mdescRight">interest rates <br /></td></tr>
<tr class="separator:gaede435af51236692b1107d7639581d39"><td class="memSeparator" colspan="2"> </td></tr>
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typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a></td></tr>
<tr class="memdesc:gae7427f4743503002b0c6eeeefae91a3d"><td class="mdescLeft"> </td><td class="mdescRight">spreads on interest rates <br /></td></tr>
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typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a></td></tr>
<tr class="memdesc:gaaa95ab7fe66935e3f7535413fad2a7d3"><td class="mdescLeft"> </td><td class="mdescRight">volatility <br /></td></tr>
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typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a></td></tr>
<tr class="memdesc:gad9817a6a21dfcb91429f0152c99d6313"><td class="mdescLeft"> </td><td class="mdescRight">probability <br /></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="enum-members"></a>
Enumerations</h2></td></tr>
<tr class="memitem:a2779d04b4839fd386b5c85bbb96aaf73"><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> { <br />
  <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73aebfbf7dc5cde0772efb1aa49712bd76b">Simple</a> = 0,
<a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73a7f3e11143ca01a7d20f92e11ad445e0c">Compounded</a> = 1,
<a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73a6cb140948cbeedb9f7182dd4027e5e37">Continuous</a> = 2,
<a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73ab261e0d57265bd864aeb690cedf336b8">SimpleThenCompounded</a>,
<br />
  <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73a0492c9d8f140b0c45064a78b1a5d19a5">CompoundedThenSimple</a>
<br />
}</td></tr>
<tr class="memdesc:a2779d04b4839fd386b5c85bbb96aaf73"><td class="mdescLeft"> </td><td class="mdescRight">Interest rate coumpounding rule. <a href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">More...</a><br /></td></tr>
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<tr class="memitem:a67b45b4a8252bded773b222c6f9428dc"><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a> { <br />
  <b>SecDom</b> = 0,
<b>SnrFor</b>,
<b>SubLT2</b>,
<b>JrSubT2</b>,
<br />
  <b>PrefT1</b>,
<b>NoSeniority</b>,
<b>SeniorSec</b> = SecDom,
<b>SeniorUnSec</b> = SnrFor,
<br />
  <b>SubTier1</b> = PrefT1,
<b>SubUpperTier2</b> = JrSubT2,
<b>SubLoweTier2</b> = SubLT2
<br />
}</td></tr>
<tr class="memdesc:a67b45b4a8252bded773b222c6f9428dc"><td class="mdescLeft"> </td><td class="mdescRight">Seniority of a bond. <a href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">More...</a><br /></td></tr>
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<tr class="memitem:ad00bead6ac43c0e0e6aec58f844f0395"><td class="memItemLeft" align="right" valign="top"><a id="ad00bead6ac43c0e0e6aec58f844f0395"></a>enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> { <b>OneSide</b>,
<b>Centered</b>
}</td></tr>
<tr class="memdesc:ad00bead6ac43c0e0e6aec58f844f0395"><td class="mdescLeft"> </td><td class="mdescRight">Finite differences calculation. <br /></td></tr>
<tr class="separator:ad00bead6ac43c0e0e6aec58f844f0395"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a482277e66af02c7d65679d7485095573"><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a482277e66af02c7d65679d7485095573">PriceType</a> { <br />
  <a class="el" href="namespace_quant_lib.html#a482277e66af02c7d65679d7485095573a615f8bcf184e05fd18bba131947c2ac0">Bid</a>,
<a class="el" href="namespace_quant_lib.html#a482277e66af02c7d65679d7485095573a1332fcc2ae1f5e4299e5b26724889400">Ask</a>,
<a class="el" href="namespace_quant_lib.html#a482277e66af02c7d65679d7485095573ac2a3856002491cf465725e8d1108f796">Last</a>,
<a class="el" href="namespace_quant_lib.html#a482277e66af02c7d65679d7485095573ab0d2fc8a61cc30fce240ad6df88447d4">Close</a>,
<br />
  <a class="el" href="namespace_quant_lib.html#a482277e66af02c7d65679d7485095573a66cc649b5e3124b4156729579dbfd188">Mid</a>,
<a class="el" href="namespace_quant_lib.html#a482277e66af02c7d65679d7485095573aab2843f3ae653897245b124f455f7466">MidEquivalent</a>,
<a class="el" href="namespace_quant_lib.html#a482277e66af02c7d65679d7485095573a1c6312365adafaf4b287d843bd9d842f">MidSafe</a>
<br />
}</td></tr>
<tr class="memdesc:a482277e66af02c7d65679d7485095573"><td class="mdescLeft"> </td><td class="mdescRight">Price types. <a href="namespace_quant_lib.html#a482277e66af02c7d65679d7485095573">More...</a><br /></td></tr>
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<tr class="memitem:a8b2aa10016abb1ffb6f55484a04a5143"><td class="memItemLeft" align="right" valign="top"><a id="a8b2aa10016abb1ffb6f55484a04a5143"></a>enum  </td><td class="memItemRight" valign="bottom"><b>VolatilityType</b> { <b>ShiftedLognormal</b>,
<b>Normal</b>
}</td></tr>
<tr class="separator:a8b2aa10016abb1ffb6f55484a04a5143"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:gaff46c5ae9385d20709bedade86edd368"><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> { <br />
  <a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>,
<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368a013e092c359f6031cc0563fd413ce707">ModifiedFollowing</a>,
<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ad5fb7521157d4d4a91012209d6c75847">Preceding</a>,
<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368aab4d046fac23bf67214cb5f3cf8387ee">ModifiedPreceding</a>,
<br />
  <a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368a5fb8b90b7fdf1a3a228fbbc083e64547">Unadjusted</a>,
<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368a2d22494a2c58eea6ad08d3d8b6a14a7d">HalfMonthModifiedFollowing</a>,
<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368a02bcbe686019f8ce26f3a1b282a8f2d1">Nearest</a>
<br />
}</td></tr>
<tr class="memdesc:gaff46c5ae9385d20709bedade86edd368"><td class="mdescLeft"> </td><td class="mdescRight">Business Day conventions. <a href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">More...</a><br /></td></tr>
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<tr class="memitem:a51033ff28c58a4dd772d61053b4f3bca"><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a51033ff28c58a4dd772d61053b4f3bca">JointCalendarRule</a> { <a class="el" href="namespace_quant_lib.html#a51033ff28c58a4dd772d61053b4f3bcaace2716211f162ba977b383f360af683e">JoinHolidays</a>,
<a class="el" href="namespace_quant_lib.html#a51033ff28c58a4dd772d61053b4f3bcaa925133cd0c258207022c40aa6a3425df">JoinBusinessDays</a>
}</td></tr>
<tr class="memdesc:a51033ff28c58a4dd772d61053b4f3bca"><td class="mdescLeft"> </td><td class="mdescRight">rules for joining calendars <a href="namespace_quant_lib.html#a51033ff28c58a4dd772d61053b4f3bca">More...</a><br /></td></tr>
<tr class="separator:a51033ff28c58a4dd772d61053b4f3bca"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:gae34b763987dcf60c6c619d327b8c9dbb"><td class="memItemLeft" align="right" valign="top"><a id="gae34b763987dcf60c6c619d327b8c9dbb"></a>enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#gae34b763987dcf60c6c619d327b8c9dbb">Month</a> { <br />
  <b>January</b> = 1,
<b>February</b> = 2,
<b>March</b> = 3,
<b>April</b> = 4,
<br />
  <b>May</b> = 5,
<b>June</b> = 6,
<b>July</b> = 7,
<b>August</b> = 8,
<br />
  <b>September</b> = 9,
<b>October</b> = 10,
<b>November</b> = 11,
<b>December</b> = 12,
<br />
  <b>Jan</b> = 1,
<b>Feb</b> = 2,
<b>Mar</b> = 3,
<b>Apr</b> = 4,
<br />
  <b>Jun</b> = 6,
<b>Jul</b> = 7,
<b>Aug</b> = 8,
<b>Sep</b> = 9,
<br />
  <b>Oct</b> = 10,
<b>Nov</b> = 11,
<b>Dec</b> = 12
<br />
}</td></tr>
<tr class="memdesc:gae34b763987dcf60c6c619d327b8c9dbb"><td class="mdescLeft"> </td><td class="mdescRight">Month names. <br /></td></tr>
<tr class="separator:gae34b763987dcf60c6c619d327b8c9dbb"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ga6d41db8ba0ea90d22df35889df452ada"><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> { <br />
  <a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaad7764a2ea2518891555bd395faffb4da">NoFrequency</a> = -1,
<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa96be73c339468e5d0d9aed7ccc384bcc">Once</a> = 0,
<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa508b18014c96e2d466c12b39d7f4e426">Annual</a> = 1,
<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaad1a5868a1c314bb7f6ab68e2fa182b2d">Semiannual</a> = 2,
<br />
  <a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaacb332c66d96dd68b145f78c14a704f5c">EveryFourthMonth</a> = 3,
<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaab4fce358383d1822f7596659e00b07f7">Quarterly</a> = 4,
<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa91a5f14e7e96afbf6429a2549d6896e8">Bimonthly</a> = 6,
<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa075d775ff1bb75474c994bd94e9629f4">Monthly</a> = 12,
<br />
  <a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa314730e6ae42badf810bc4ab9f3f376b">EveryFourthWeek</a> = 13,
<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa1b3b68c6c6974a8e343ea8d8b66c107f">Biweekly</a> = 26,
<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa39017ed07c435bd4b739cda6bf3e5a35">Weekly</a> = 52,
<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa6b15f8b55b10fefe6300b2f3bf60ad78">Daily</a> = 365,
<br />
  <a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaa3a3a2404bef8994b2dd567620f839ed7">OtherFrequency</a> = 999
<br />
}</td></tr>
<tr class="memdesc:ga6d41db8ba0ea90d22df35889df452ada"><td class="mdescLeft"> </td><td class="mdescRight">Frequency of events. <a href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">More...</a><br /></td></tr>
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<tr class="memitem:gadd9fe45e09605eee3e4a39c8a5c4476d"><td class="memItemLeft" align="right" valign="top"><a id="gadd9fe45e09605eee3e4a39c8a5c4476d"></a>enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#gadd9fe45e09605eee3e4a39c8a5c4476d">TimeUnit</a> { <br />
  <b>Days</b>,
<b>Weeks</b>,
<b>Months</b>,
<b>Years</b>,
<br />
  <b>Hours</b>,
<b>Minutes</b>,
<b>Seconds</b>,
<b>Milliseconds</b>,
<br />
  <b>Microseconds</b>
<br />
}</td></tr>
<tr class="memdesc:gadd9fe45e09605eee3e4a39c8a5c4476d"><td class="mdescLeft"> </td><td class="mdescRight">Units used to describe time periods. <br /></td></tr>
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<tr class="memitem:gaec3d5ec6653b2c392d449500b8f5cb3a"><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="group__datetime.html#gaec3d5ec6653b2c392d449500b8f5cb3a">Weekday</a> { <br />
  <b>Sunday</b> = 1,
<b>Monday</b> = 2,
<b>Tuesday</b> = 3,
<b>Wednesday</b> = 4,
<br />
  <b>Thursday</b> = 5,
<b>Friday</b> = 6,
<b>Saturday</b> = 7,
<b>Sun</b> = 1,
<br />
  <b>Mon</b> = 2,
<b>Tue</b> = 3,
<b>Wed</b> = 4,
<b>Thu</b> = 5,
<br />
  <b>Fri</b> = 6,
<b>Sat</b> = 7
<br />
}</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="func-members"></a>
Functions</h2></td></tr>
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template<typename InterestRateIndexType , typename FloatingCouponType , typename CappedFlooredCouponType > </td></tr>
<tr class="memitem:a1498be0d52e98d8ed45bde5afa32d6bf"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> </td><td class="memTemplItemRight" valign="bottom"><b>FloatingLeg</b> (const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &nominals, const ext::shared_ptr< InterestRateIndexType > &index, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &paymentDayCounter, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentAdj, const std::vector< <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> > &fixingDays, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &gearings, const std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > &spreads, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &caps, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &floors, bool isInArrears, bool isZero, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> paymentLag=0, <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> paymentCalendar=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), <a class="el" href="class_quant_lib_1_1_period.html">Period</a> exCouponPeriod=<a class="el" href="class_quant_lib_1_1_period.html">Period</a>(), <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> exCouponCalendar=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> exCouponAdjustment=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368a5fb8b90b7fdf1a3a228fbbc083e64547">Unadjusted</a>, bool exCouponEndOfMonth=false)</td></tr>
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<tr class="memitem:a02acb68032cb6fdf2808f945e40a97aa"><td class="memTemplParams" colspan="2"><a id="a02acb68032cb6fdf2808f945e40a97aa"></a>
template<typename InterestRateIndexType , typename FloatingCouponType , typename DigitalCouponType > </td></tr>
<tr class="memitem:a02acb68032cb6fdf2808f945e40a97aa"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> </td><td class="memTemplItemRight" valign="bottom"><b>FloatingDigitalLeg</b> (const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &nominals, const ext::shared_ptr< InterestRateIndexType > &index, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &paymentDayCounter, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentAdj, const std::vector< <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> > &fixingDays, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &gearings, const std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > &spreads, bool isInArrears, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &callStrikes, Position::Type callPosition, bool isCallATMIncluded, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &callDigitalPayoffs, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &putStrikes, Position::Type putPosition, bool isPutATMIncluded, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &putDigitalPayoffs, const ext::shared_ptr< DigitalReplication > &replication, bool nakedOption=false)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, GFunctionFactory::YieldCurveModel type)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>setCouponPricer</b> (const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &leg, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>setCouponPricers</b> (const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &leg, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > > &)</td></tr>
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<tr class="memitem:a7524b748e13e016bc3bcba2bc64d2ce6"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a7524b748e13e016bc3bcba2bc64d2ce6">setCouponPricers</a> (const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &leg, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>setCouponPricers</b> (const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &leg, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>setCouponPricers</b> (const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &leg, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &)</td></tr>
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std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_dividend.html">Dividend</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a6036376e805d614600477cd19e7bd2a0">DividendVector</a> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dividendDates, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &dividends)</td></tr>
<tr class="memdesc:a6036376e805d614600477cd19e7bd2a0"><td class="mdescLeft"> </td><td class="mdescRight">helper function building a sequence of fixed dividends <br /></td></tr>
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<tr class="memitem:aed8ae0fcc0d2f4706ac9535e5c465f14"><td class="memItemLeft" align="right" valign="top"><a id="aed8ae0fcc0d2f4706ac9535e5c465f14"></a>
void </td><td class="memItemRight" valign="bottom"><b>setCouponPricer</b> (const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &leg, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_inflation_coupon_pricer.html">InflationCouponPricer</a> > &)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c1, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c1, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c2)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, <a class="el" href="struct_quant_lib_1_1_double_barrier.html#a1d1cfd8ffb84e947f82999c682b666a7">DoubleBarrier::Type</a> type)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const SecondaryCostAmounts &secondaryCostAmounts)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const PricingError &error)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const PricingErrors &errors)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_commodity_curve.html">CommodityCurve</a> &c1, const <a class="el" href="class_quant_lib_1_1_commodity_curve.html">CommodityCurve</a> &c2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> &i1, const <a class="el" href="class_quant_lib_1_1_commodity_index.html">CommodityIndex</a> &i2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_commodity_type.html">CommodityType</a> &c1, const <a class="el" href="class_quant_lib_1_1_commodity_type.html">CommodityType</a> &c2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_commodity_type.html">CommodityType</a> &c1, const <a class="el" href="class_quant_lib_1_1_commodity_type.html">CommodityType</a> &c2)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const CommodityUnitCost &unitCost)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const PaymentTerm &c1, const PaymentTerm &c2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const PaymentTerm &c1, const PaymentTerm &c2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m1, const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m1, const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
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<a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> </td><td class="memItemRight" valign="bottom"><b>operator*</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m)</td></tr>
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<a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m1, const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator></b> (const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m1, const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator>=</b> (const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m1, const <a class="el" href="class_quant_lib_1_1_quantity.html">Quantity</a> &m2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a> &c1, const <a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a> &c2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a> &c1, const <a class="el" href="class_quant_lib_1_1_unit_of_measure.html">UnitOfMeasure</a> &c2)</td></tr>
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<tr class="memitem:a651914a43b45e390e00a4dfa3b990b8b"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a651914a43b45e390e00a4dfa3b990b8b">operator==</a> (const <a class="el" href="class_quant_lib_1_1_default_event.html">DefaultEvent</a> &lhs, const <a class="el" href="class_quant_lib_1_1_default_event.html">DefaultEvent</a> &rhs)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_default_event.html">DefaultEvent</a> &lhs, const <a class="el" href="class_quant_lib_1_1_default_event.html">DefaultEvent</a> &rhs)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> &lhs, const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> &rhs)</td></tr>
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<tr class="memitem:a0c621e4b0c7c55dd9d5d79171cc3764c"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a0c621e4b0c7c55dd9d5d79171cc3764c">operator==</a> (const <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> &lhs, const <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> &rhs)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator<</b> (const Loss &l1, const Loss &l2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator></b> (const Loss &l1, const Loss &l2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const Loss &l1, const Loss &l2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const Loss &l1, const Loss &l2)</td></tr>
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std::map< <a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#aed9f887c5bc09921236a10f1f80b534c">makeIsdaConvMap</a> ()</td></tr>
<tr class="memdesc:aed9f887c5bc09921236a10f1f80b534c"><td class="mdescLeft"> </td><td class="mdescRight">Helper function for conventional recoveries. Returns the ISDA. <br /></td></tr>
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<tr class="memitem:a4c6d0c0a6fcc70c64c86255afe13f35c"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a4c6d0c0a6fcc70c64c86255afe13f35c">Expm</a> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &M, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> t=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tol=<a class="el" href="group__limit_macros.html#ga4f2e6bcf6b19224bce1a5a6234286c17">QL_EPSILON</a>)</td></tr>
<tr class="memdesc:a4c6d0c0a6fcc70c64c86255afe13f35c"><td class="mdescLeft"> </td><td class="mdescRight">matrix exponential based on the ordinary differential equations method <a href="namespace_quant_lib.html#a4c6d0c0a6fcc70c64c86255afe13f35c">More...</a><br /></td></tr>
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<tr class="memitem:a8a5a1be983c64b32111b4f2f8ee4d0d4"><td class="memTemplParams" colspan="2">template<class M > </td></tr>
<tr class="memitem:a8a5a1be983c64b32111b4f2f8ee4d0d4"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a8a5a1be983c64b32111b4f2f8ee4d0d4">laplaceInterpolation</a> (M &A, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> relTol=1E-6)</td></tr>
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<tr class="memitem:aca8a871fe11f3ba77903c4a4393db874"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#aca8a871fe11f3ba77903c4a4393db874">moorePenroseInverse</a> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &A, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tol=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
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template<> </td></tr>
<tr class="memitem:a5bda7aff07baeb1e8b129d7e54d45fde"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">detail::DispArray</a> </td><td class="memTemplItemRight" valign="bottom"><b>GaussianQuadMultidimIntegrator::integrate< detail::DispArray ></b> (const ext::function< <a class="el" href="class_quant_lib_1_1_disposable.html">detail::DispArray</a>(const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &v1)> &f) const</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a0c277356fbdba31d3a62c61e8a3ce0dc">aggregateNPV</a> (const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > > &, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &quantities)</td></tr>
<tr class="memdesc:a0c277356fbdba31d3a62c61e8a3ce0dc"><td class="mdescLeft"> </td><td class="mdescRight">utility fuction for weighted sum of NPVs <br /></td></tr>
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<tr class="memitem:a639961839cab73e052975293c98c5990"><td class="memItemLeft" align="right" valign="top">std::pair< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a639961839cab73e052975293c98c5990">parallelAnalysis</a> (const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > > &, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > > &, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &quantities, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift=0.0001, <a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> type=Centered, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> referenceNpv=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
<tr class="memdesc:a639961839cab73e052975293c98c5990"><td class="mdescLeft"> </td><td class="mdescRight">parallel shift PV01 sensitivity analysis for a <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> vector <a href="namespace_quant_lib.html#a639961839cab73e052975293c98c5990">More...</a><br /></td></tr>
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<tr class="memitem:adead3394db1349f48e1dc5e7ad8b993d"><td class="memItemLeft" align="right" valign="top">std::pair< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#adead3394db1349f48e1dc5e7ad8b993d">parallelAnalysis</a> (const std::vector< std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > > > &, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > > &, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &quantities, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift=0.0001, <a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> type=Centered, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> referenceNpv=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
<tr class="memdesc:adead3394db1349f48e1dc5e7ad8b993d"><td class="mdescLeft"> </td><td class="mdescRight">parallel shift PV01 sensitivity analysis for a <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> matrix <a href="namespace_quant_lib.html#adead3394db1349f48e1dc5e7ad8b993d">More...</a><br /></td></tr>
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<tr class="memitem:a9aa248c2959cf5bbae347a0bf0a6435b"><td class="memItemLeft" align="right" valign="top">std::pair< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a9aa248c2959cf5bbae347a0bf0a6435b">bucketAnalysis</a> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > &quote, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > > &, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &quantities, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift=0.0001, <a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> type=Centered, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> referenceNpv=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
<tr class="memdesc:a9aa248c2959cf5bbae347a0bf0a6435b"><td class="mdescLeft"> </td><td class="mdescRight">(bucket) PV01 sensitivity analysis for a (single) <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> <a href="namespace_quant_lib.html#a9aa248c2959cf5bbae347a0bf0a6435b">More...</a><br /></td></tr>
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<tr class="memitem:afe07b1dd77a5889c1a072146fddf9f88"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#afe07b1dd77a5889c1a072146fddf9f88">bucketAnalysis</a> (std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &deltaVector, std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &gammaVector, std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &referenceValues, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > &quote, const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &parameters, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift=0.0001, <a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> type=Centered)</td></tr>
<tr class="memdesc:afe07b1dd77a5889c1a072146fddf9f88"><td class="mdescLeft"> </td><td class="mdescRight">(bucket) parameters' sensitivity analysis for a (single) <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> <a href="namespace_quant_lib.html#afe07b1dd77a5889c1a072146fddf9f88">More...</a><br /></td></tr>
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<tr class="memitem:a122456f69bc0b7b02861d3d016fcbcce"><td class="memItemLeft" align="right" valign="top">std::pair< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >, std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a122456f69bc0b7b02861d3d016fcbcce">bucketAnalysis</a> (const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > > &quotes, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > > &, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &quantities, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift=0.0001, <a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> type=Centered)</td></tr>
<tr class="memdesc:a122456f69bc0b7b02861d3d016fcbcce"><td class="mdescLeft"> </td><td class="mdescRight">bucket PV01 sensitivity analysis for a <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> vector <a href="namespace_quant_lib.html#a122456f69bc0b7b02861d3d016fcbcce">More...</a><br /></td></tr>
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<tr class="memitem:a973f11d563be3e401e0b0d76b7e7c369"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a973f11d563be3e401e0b0d76b7e7c369">bucketAnalysis</a> (std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > &deltaMatrix, std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > &gammaMatrix, const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > > &quotes, const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &parameters, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift=0.0001, <a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> type=Centered)</td></tr>
<tr class="memdesc:a973f11d563be3e401e0b0d76b7e7c369"><td class="mdescLeft"> </td><td class="mdescRight">bucket parameters' sensitivity analysis for a <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> vector <a href="namespace_quant_lib.html#a973f11d563be3e401e0b0d76b7e7c369">More...</a><br /></td></tr>
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<tr class="memitem:aa74774062dc5af622c9681d58281e6bf"><td class="memItemLeft" align="right" valign="top">std::pair< std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > >, std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#aa74774062dc5af622c9681d58281e6bf">bucketAnalysis</a> (const std::vector< std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > > > &, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > > &, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &quantities, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift=0.0001, <a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> type=Centered)</td></tr>
<tr class="memdesc:aa74774062dc5af622c9681d58281e6bf"><td class="mdescLeft"> </td><td class="mdescRight">bucket sensitivity analysis for a <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> matrix <a href="namespace_quant_lib.html#aa74774062dc5af622c9681d58281e6bf">More...</a><br /></td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, IrregularSwap::Type t)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, IrregularSettlement::Type type)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>CenteredGrid</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> center, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> dx, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>BoundedGrid</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMin, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMax, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>BoundedLogGrid</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMin, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> xMax, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> &r1, const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> &r2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> &r1, const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> &r2)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, Average::Type type)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, Barrier::Type type)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, CapFloor::Type)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, CPISwap::Type t)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, YoYInflationCapFloor::Type)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, Settlement::Type type)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, Settlement::Method method)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, VanillaSwap::Type t)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, YearOnYearInflationSwap::Type t)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>DotProduct</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>Norm2</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator*</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>Abs</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>Sqrt</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>Log</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>Exp</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>Pow</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &w)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &a)</td></tr>
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<tr class="memitem:a245c3846a62779b851f74f27cf9f2fc1"><td class="memTemplParams" colspan="2">template<typename ForwardIterator , typename OutputIterator > </td></tr>
<tr class="memitem:a245c3846a62779b851f74f27cf9f2fc1"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a245c3846a62779b851f74f27cf9f2fc1">convolutions</a> (ForwardIterator begin, ForwardIterator end, OutputIterator out, std::size_t maxLag)</td></tr>
<tr class="memdesc:a245c3846a62779b851f74f27cf9f2fc1"><td class="mdescLeft"> </td><td class="mdescRight">Convolutions of the input sequence. <a href="namespace_quant_lib.html#a245c3846a62779b851f74f27cf9f2fc1">More...</a><br /></td></tr>
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<tr class="memitem:acc182ba96f5a4b6694a484644a170138"><td class="memTemplParams" colspan="2">template<typename ForwardIterator , typename OutputIterator > </td></tr>
<tr class="memitem:acc182ba96f5a4b6694a484644a170138"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#acc182ba96f5a4b6694a484644a170138">autocovariances</a> (ForwardIterator begin, ForwardIterator end, OutputIterator out, std::size_t maxLag)</td></tr>
<tr class="memdesc:acc182ba96f5a4b6694a484644a170138"><td class="mdescLeft"> </td><td class="mdescRight">Unbiased auto-covariances. <a href="namespace_quant_lib.html#acc182ba96f5a4b6694a484644a170138">More...</a><br /></td></tr>
<tr class="separator:acc182ba96f5a4b6694a484644a170138"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8bbb988f5dd3e9995c89b28a7648fc7c"><td class="memTemplParams" colspan="2">template<typename ForwardIterator , typename OutputIterator > </td></tr>
<tr class="memitem:a8bbb988f5dd3e9995c89b28a7648fc7c"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a8bbb988f5dd3e9995c89b28a7648fc7c">autocovariances</a> (ForwardIterator begin, ForwardIterator end, OutputIterator out, std::size_t maxLag, bool reuse)</td></tr>
<tr class="memdesc:a8bbb988f5dd3e9995c89b28a7648fc7c"><td class="mdescLeft"> </td><td class="mdescRight">Unbiased auto-covariances. <a href="namespace_quant_lib.html#a8bbb988f5dd3e9995c89b28a7648fc7c">More...</a><br /></td></tr>
<tr class="separator:a8bbb988f5dd3e9995c89b28a7648fc7c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5de9385f3e863dab5a3dfeca592217e8"><td class="memTemplParams" colspan="2">template<typename ForwardIterator , typename OutputIterator > </td></tr>
<tr class="memitem:a5de9385f3e863dab5a3dfeca592217e8"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a5de9385f3e863dab5a3dfeca592217e8">autocorrelations</a> (ForwardIterator begin, ForwardIterator end, OutputIterator out, std::size_t maxLag)</td></tr>
<tr class="memdesc:a5de9385f3e863dab5a3dfeca592217e8"><td class="mdescLeft"> </td><td class="mdescRight">Unbiased auto-correlations. <a href="namespace_quant_lib.html#a5de9385f3e863dab5a3dfeca592217e8">More...</a><br /></td></tr>
<tr class="separator:a5de9385f3e863dab5a3dfeca592217e8"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a53c1a019b8cae87b9b3f14e173ac6e02"><td class="memTemplParams" colspan="2">template<typename ForwardIterator , typename OutputIterator > </td></tr>
<tr class="memitem:a53c1a019b8cae87b9b3f14e173ac6e02"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a53c1a019b8cae87b9b3f14e173ac6e02">autocorrelations</a> (ForwardIterator begin, ForwardIterator end, OutputIterator out, std::size_t maxLag, bool reuse)</td></tr>
<tr class="memdesc:a53c1a019b8cae87b9b3f14e173ac6e02"><td class="mdescLeft"> </td><td class="mdescRight">Unbiased auto-correlations. <a href="namespace_quant_lib.html#a53c1a019b8cae87b9b3f14e173ac6e02">More...</a><br /></td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>betaFunction</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> w)</td></tr>
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<tr class="memitem:ad312f53c6545d21eb874d5c4973b301c"><td class="memItemLeft" align="right" valign="top"><a id="ad312f53c6545d21eb874d5c4973b301c"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>betaContinuedFraction</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1e-16, <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> maxIteration=100)</td></tr>
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<tr class="memitem:acb4e789b7691d44e068177242951f60d"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#acb4e789b7691d44e068177242951f60d">incompleteBetaFunction</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1e-16, <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> maxIteration=100)</td></tr>
<tr class="memdesc:acb4e789b7691d44e068177242951f60d"><td class="mdescLeft"> </td><td class="mdescRight">Incomplete Beta function. <a href="namespace_quant_lib.html#acb4e789b7691d44e068177242951f60d">More...</a><br /></td></tr>
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<tr class="memitem:af15a738561f9fd7dc06464e53565ceaf"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#af15a738561f9fd7dc06464e53565ceaf">close</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y)</td></tr>
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<tr class="memitem:a885b5ac14ebcc897af83d9820a5666e7"><td class="memItemLeft" align="right" valign="top"><a id="a885b5ac14ebcc897af83d9820a5666e7"></a>
bool </td><td class="memItemRight" valign="bottom"><b>close</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> n)</td></tr>
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<tr class="memitem:af17c543744da94317594800da5f90858"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#af17c543744da94317594800da5f90858">close_enough</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y)</td></tr>
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<tr class="memitem:aa8234e5e45ad71c7ec3258e79ddabf3f"><td class="memItemLeft" align="right" valign="top"><a id="aa8234e5e45ad71c7ec3258e79ddabf3f"></a>
bool </td><td class="memItemRight" valign="bottom"><b>close_enough</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> n)</td></tr>
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<tr class="memitem:a99b7b63adcb316e1b0a6f663af7b6c59"><td class="memItemLeft" align="right" valign="top"><a id="a99b7b63adcb316e1b0a6f663af7b6c59"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>binomialCoefficientLn</b> (<a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> n, <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> k)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>binomialCoefficient</b> (<a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> n, <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> k)</td></tr>
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<tr class="memitem:a621aa667c15b1ef7ae745b3464051687"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a621aa667c15b1ef7ae745b3464051687">PeizerPrattMethod2Inversion</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z, <a class="el" href="namespace_quant_lib.html#ae3df3f13e67885465f4e359b3bffa4e6">BigNatural</a> n)</td></tr>
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template<class F , class R > </td></tr>
<tr class="memitem:a6e8726ce90789536cd62f634524a2e43"><td class="memTemplItemLeft" align="right" valign="top">clipped_function< F, R > </td><td class="memTemplItemRight" valign="bottom"><b>clip</b> (const F &f, const R &r)</td></tr>
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template<class F , class G > </td></tr>
<tr class="memitem:adee767f0d94874477c517ca7842c5aa3"><td class="memTemplItemLeft" align="right" valign="top">composed_function< F, G > </td><td class="memTemplItemRight" valign="bottom"><b>compose</b> (const F &f, const G &g)</td></tr>
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template<class F , class G , class H > </td></tr>
<tr class="memitem:aad90f97005221863c8220f912a6c526f"><td class="memTemplItemLeft" align="right" valign="top">binary_compose3_function< F, G, H > </td><td class="memTemplItemRight" valign="bottom"><b>compose3</b> (const F &f, const G &g, const H &h)</td></tr>
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<tr class="memitem:a1b2ef8d55ddefed5acfde5b5bdf6fae7"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a1b2ef8d55ddefed5acfde5b5bdf6fae7">incompleteGammaFunction</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-13, <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> maxIteration=100)</td></tr>
<tr class="memdesc:a1b2ef8d55ddefed5acfde5b5bdf6fae7"><td class="mdescLeft"> </td><td class="mdescRight">Incomplete Gamma function. <a href="namespace_quant_lib.html#a1b2ef8d55ddefed5acfde5b5bdf6fae7">More...</a><br /></td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>incompleteGammaFunctionSeriesRepr</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-13, <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> maxIteration=100)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>incompleteGammaFunctionContinuedFractionRepr</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-13, <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> maxIteration=100)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m1, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m1, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator*</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m1, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>transpose</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>outerProduct</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v1, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v2)</td></tr>
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template<class Iterator1 , class Iterator2 > </td></tr>
<tr class="memitem:a0bfc50a4883ab76b8fa9c57d3464260a"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memTemplItemRight" valign="bottom"><b>outerProduct</b> (Iterator1 v1begin, Iterator1 v1end, Iterator2 v2begin, Iterator2 v2end)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m1, <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m2)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &m)</td></tr>
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<tr class="memitem:a69fa3a3441bfaf12a2fcaec7c1e86eaa"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a69fa3a3441bfaf12a2fcaec7c1e86eaa">factorReduction</a> (<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> mtrx, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> maxIters=25)</td></tr>
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<tr class="memitem:a58b333f8bf3456b41910e27408364cb8"><td class="memTemplParams" colspan="2">template<class DataIterator > </td></tr>
<tr class="memitem:a58b333f8bf3456b41910e27408364cb8"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a58b333f8bf3456b41910e27408364cb8">getCovariance</a> (DataIterator stdDevBegin, DataIterator stdDevEnd, const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &corr, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance=1.0e-12)</td></tr>
<tr class="memdesc:a58b333f8bf3456b41910e27408364cb8"><td class="mdescLeft"> </td><td class="mdescRight">Calculation of covariance from correlation and standard deviations. <a href="namespace_quant_lib.html#a58b333f8bf3456b41910e27408364cb8">More...</a><br /></td></tr>
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<tr class="memitem:a4bd7ed79d89776220b85b18ca4811d0c"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a4bd7ed79d89776220b85b18ca4811d0c">qrDecomposition</a> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &A, <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &q, <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &r, bool pivot=true)</td></tr>
<tr class="memdesc:a4bd7ed79d89776220b85b18ca4811d0c"><td class="mdescLeft"> </td><td class="mdescRight">QR decompoisition. <a href="namespace_quant_lib.html#a4bd7ed79d89776220b85b18ca4811d0c">More...</a><br /></td></tr>
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<tr class="memitem:a6cce3d14729eaee0d0b19c7eaa6e2d44"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a6cce3d14729eaee0d0b19c7eaa6e2d44">qrSolve</a> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &a, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &b, bool pivot=true, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &d=<a class="el" href="class_quant_lib_1_1_array.html">Array</a>())</td></tr>
<tr class="memdesc:a6cce3d14729eaee0d0b19c7eaa6e2d44"><td class="mdescLeft"> </td><td class="mdescRight">QR Solve. <a href="namespace_quant_lib.html#a6cce3d14729eaee0d0b19c7eaa6e2d44">More...</a><br /></td></tr>
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<tr class="memitem:a93815c1c29ab54eb3715c1605f54785e"><td class="memItemLeft" align="right" valign="top"><a id="a93815c1c29ab54eb3715c1605f54785e"></a>
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>prod</b> (const SparseMatrix &A, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x)</td></tr>
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<tr class="memitem:a52def572a89962ab3a038f28841ec103"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a52def572a89962ab3a038f28841ec103">triangularAnglesParametrization</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &angles, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> matrixSize, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> rank)</td></tr>
<tr class="memdesc:a52def572a89962ab3a038f28841ec103"><td class="mdescLeft"> </td><td class="mdescRight">Returns the Triangular Angles Parametrized correlation matrix. <a href="namespace_quant_lib.html#a52def572a89962ab3a038f28841ec103">More...</a><br /></td></tr>
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<tr class="memitem:a71e0a1765dd8fee1c47cc07c328c7667"><td class="memItemLeft" align="right" valign="top"><a id="a71e0a1765dd8fee1c47cc07c328c7667"></a>
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>lmmTriangularAnglesParametrization</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &angles, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> matrixSize, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> rank)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>triangularAnglesParametrizationUnconstrained</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> matrixSize, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> rank)</td></tr>
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<tr class="memitem:af68d0c0545d43454de7e6d75db483d01"><td class="memItemLeft" align="right" valign="top"><a id="af68d0c0545d43454de7e6d75db483d01"></a>
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>lmmTriangularAnglesParametrizationUnconstrained</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> matrixSize, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> rank)</td></tr>
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<tr class="memitem:af4d593feec2a416a13f0189ea5f82d61"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#af4d593feec2a416a13f0189ea5f82d61">triangularAnglesParametrizationRankThree</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> t0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> epsilon, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nbRows)</td></tr>
<tr class="memdesc:af4d593feec2a416a13f0189ea5f82d61"><td class="mdescLeft"> </td><td class="mdescRight">Returns the rank reduced Triangular Angles Parametrized correlation matrix. <a href="namespace_quant_lib.html#af4d593feec2a416a13f0189ea5f82d61">More...</a><br /></td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>triangularAnglesParametrizationRankThreeVectorial</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &parameters, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> nbRows)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>modifiedBesselFunction_i</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>modifiedBesselFunction_k</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>modifiedBesselFunction_i_exponentiallyWeighted</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>modifiedBesselFunction_k_exponentiallyWeighted</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x)</td></tr>
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std::complex< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>modifiedBesselFunction_i</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, const std::complex< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &z)</td></tr>
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std::complex< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>modifiedBesselFunction_k</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, const std::complex< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &z)</td></tr>
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std::complex< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>modifiedBesselFunction_i_exponentiallyWeighted</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, const std::complex< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &z)</td></tr>
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std::complex< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>modifiedBesselFunction_k_exponentiallyWeighted</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, const std::complex< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &z)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, EndCriteria::Type ecType)</td></tr>
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std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>sphereCylinderOptimizerClosest</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> r, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> s, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z2, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z3, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> maxIterations, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> finalWeight=1.0)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> &, <a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> &)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const <a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> &a)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &, <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D1, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D1, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator*</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D)</td></tr>
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<tr class="memitem:a39c360e785b7704c8c22db8cee784f17"><td class="memItemLeft" align="right" valign="top"><a id="a39c360e785b7704c8c22db8cee784f17"></a>
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
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<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &D, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a)</td></tr>
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<tr class="memitem:a1eb8f30fb584a6d2b39c7ea348e2a48e"><td class="memItemLeft" align="right" valign="top"><a id="a1eb8f30fb584a6d2b39c7ea348e2a48e"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a1eb8f30fb584a6d2b39c7ea348e2a48e">genericLongstaffSchwartzRegression</a> (std::vector< std::vector< NodeData > > &simulationData, std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > &basisCoefficients)</td></tr>
<tr class="memdesc:a1eb8f30fb584a6d2b39c7ea348e2a48e"><td class="mdescLeft"> </td><td class="mdescRight">returns the biased estimate obtained while regressing <br /></td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a5461676d8c9c5f75aa942b4ee80872fe">genericEarlyExerciseOptimization</a> (std::vector< std::vector< NodeData > > &simulationData, const ParametricExercise &exercise, std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > &parameters, const <a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a> &endCriteria, <a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> &method)</td></tr>
<tr class="memdesc:a5461676d8c9c5f75aa942b4ee80872fe"><td class="mdescLeft"> </td><td class="mdescRight">returns the biased estimate obtained while optimizing <br /></td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>collectNodeData</b> (<a class="el" href="class_quant_lib_1_1_market_model_evolver.html">MarketModelEvolver</a> &evolver, <a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a> &product, MarketModelNodeDataProvider &dataProvider, MarketModelExerciseValue &rebate, MarketModelExerciseValue &control, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> numberOfPaths, std::vector< std::vector< NodeData > > &collectedData)</td></tr>
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<tr class="memitem:ae3d0d604273fcf7f1b46fc0121f6366b"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#ae3d0d604273fcf7f1b46fc0121f6366b">exponentialCorrelations</a> (const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &rateTimes, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> longTermCorr=0.5, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta=0.2, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> gamma=1.0, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t=0.0)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>forwardsFromDiscountRatios</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> firstValidIndex, const std::vector< <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > &ds, const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &taus, std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &fwds)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>coterminalFromDiscountRatios</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> firstValidIndex, const std::vector< <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > &ds, const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &taus, std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &cotSwapRates, std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &cotSwapAnnuities)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>constantMaturityFromDiscountRatios</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> spanningForwards, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> firstValidIndex, const std::vector< <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> > &ds, const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &taus, std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &cotSwapRates, std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &cotSwapAnnuities)</td></tr>
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<tr class="memitem:a79655859f6ff3c7cbe88730ecec8cb1a"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a79655859f6ff3c7cbe88730ecec8cb1a">checkCompatibility</a> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, const std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > &numeraires)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>isInTerminalMeasure</b> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, const std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > &numeraires)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>isInMoneyMarketPlusMeasure</b> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, const std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > &numeraires, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> offset=1)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>isInMoneyMarketMeasure</b> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, const std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > &numeraires)</td></tr>
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std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a7a052d7e8b1ba11b9f8a902c26abab68">terminalMeasure</a> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution)</td></tr>
<tr class="memdesc:a7a052d7e8b1ba11b9f8a902c26abab68"><td class="mdescLeft"> </td><td class="mdescRight">Terminal measure: the last bond is used as numeraire. <br /></td></tr>
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<tr class="memitem:ad8166e579e6a250c125541ad9e170172"><td class="memItemLeft" align="right" valign="top">std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#ad8166e579e6a250c125541ad9e170172">moneyMarketPlusMeasure</a> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> offset=1)</td></tr>
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<tr class="memitem:af24aad2f8747c6408f6eb603b82d3189"><td class="memItemLeft" align="right" valign="top">std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#af24aad2f8747c6408f6eb603b82d3189">moneyMarketMeasure</a> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &)</td></tr>
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template<class Traits , class Interpolator > </td></tr>
<tr class="memitem:aa392d4df5e8caa301ef84c12043230ff"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>historicalForwardRatesAnalysis</b> (<a class="el" href="namespace_quant_lib.html#a3e0db17aa18a4d3e837a3a93e8bb6ad5">SequenceStatistics</a> &statistics, std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &skippedDates, std::vector< std::string > &skippedDatesErrorMessage, std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &failedDates, std::vector< std::string > &failedDatesErrorMessage, std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > &fixingPeriods, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &step, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > &fwdIndex, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &initialGap, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &horizon, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > > &iborIndexes, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > > &swapIndexes, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &yieldCurveDayCounter, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> yieldCurveAccuracy=1.0e-12, const Interpolator &i=Interpolator())</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>historicalRatesAnalysis</b> (<a class="el" href="namespace_quant_lib.html#a3e0db17aa18a4d3e837a3a93e8bb6ad5">SequenceStatistics</a> &statistics, std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &skippedDates, std::vector< std::string > &skippedDatesErrorMessage, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &step, const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > > &indexes)</td></tr>
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std::vector< <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > </td><td class="memItemRight" valign="bottom"><b>rateVolDifferences</b> (const <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a> &marketModel1, const <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a> &marketModel2)</td></tr>
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std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > </td><td class="memItemRight" valign="bottom"><b>rateInstVolDifferences</b> (const <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a> &marketModel1, const <a class="el" href="class_quant_lib_1_1_market_model.html">MarketModel</a> &marketModel2, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index)</td></tr>
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std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>coterminalSwapPseudoRoots</b> (const PiecewiseConstantCorrelation &, const std::vector< ext::shared_ptr< PiecewiseConstantVariance > > &, const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &)</td></tr>
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<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>capletSwaptionPeriodicCalibration</b> (const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> &evolution, const ext::shared_ptr< PiecewiseConstantCorrelation > &corr, VolatilityInterpolationSpecifier &displacedSwapVariances, const std::vector< <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > &capletVols, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a> > &cs, <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> displacement, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> caplet0Swaption1Priority, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> numberOfFactors, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> period, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> max1dIterations, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance1d, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> maxUnperiodicIterations, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> toleranceUnperiodic, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> maxPeriodIterations, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> periodTolerance, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &deformationSize, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &totalSwaptionError, std::vector< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > &swapCovariancePseudoRoots, std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &finalScales, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> &iterationsDone, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &errorImprovement, <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &modelSwaptionVolsMatrix)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>mergeTimes</b> (const std::vector< std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > > &times, std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &mergedTimes, std::vector< std::valarray< bool > > &isPresent)</td></tr>
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<tr class="memitem:a31c249efdc699edbc48571eef8fee228"><td class="memItemLeft" align="right" valign="top">std::valarray< bool > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a31c249efdc699edbc48571eef8fee228">isInSubset</a> (const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &set, const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &subset)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#adaec03e4bf77affd2d6ed2c2d7c34df3">checkIncreasingTimes</a> (const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times)</td></tr>
<tr class="memdesc:adaec03e4bf77affd2d6ed2c2d7c34df3"><td class="mdescLeft"> </td><td class="mdescRight">check for strictly increasing times, first time greater than zero <br /></td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>checkIncreasingTimesAndCalculateTaus</b> (const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times, std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &taus)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const MarkovFunctional::ModelOutputs &m)</td></tr>
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<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m1, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m2)</td></tr>
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<tr class="memitem:abf45e273b8b5d16198d8b32f0a3e816d"><td class="memItemLeft" align="right" valign="top"><a id="abf45e273b8b5d16198d8b32f0a3e816d"></a>
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m1, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m2)</td></tr>
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<tr class="memitem:aeef3750715f2a49fda9ff5c5a8579eb6"><td class="memItemLeft" align="right" valign="top"><a id="aeef3750715f2a49fda9ff5c5a8579eb6"></a>
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m, <a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> x)</td></tr>
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<tr class="memitem:abc6b812c339425308553ae1d33e56037"><td class="memItemLeft" align="right" valign="top"><a id="abc6b812c339425308553ae1d33e56037"></a>
<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator*</b> (<a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> x, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m)</td></tr>
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<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m, <a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> x)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m1, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator></b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m1, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator>=</b> (const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m1, const <a class="el" href="class_quant_lib_1_1_money.html">Money</a> &m2)</td></tr>
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<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator*</b> (<a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> value, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c)</td></tr>
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<a class="el" href="class_quant_lib_1_1_money.html">Money</a> </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &c, <a class="el" href="group__types.html#gaee215f8d421f6afcede0391fcffb5fe7">Decimal</a> value)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, Option::Type type)</td></tr>
<tr class="separator:a31020f0f02e0b231baf9d6c6b21288be"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a76e0e83aca05e374a7c24dc0f3440167"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a76e0e83aca05e374a7c24dc0f3440167">midEquivalent</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> bid, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> ask, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> last, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="namespace_quant_lib.html#af15a738561f9fd7dc06464e53565ceaf">close</a>)</td></tr>
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<tr class="memitem:a3e0029a63101e53ba81fb8468ef02c70"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a3e0029a63101e53ba81fb8468ef02c70">midSafe</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> bid, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> ask)</td></tr>
<tr class="separator:a3e0029a63101e53ba81fb8468ef02c70"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a037cb3dc74e405197f9fc6d94e395c97"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a037cb3dc74e405197f9fc6d94e395c97">blackFormula</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
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<tr class="memitem:a40e77fd510253821366d8f01813961ea"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a40e77fd510253821366d8f01813961ea">blackFormula</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
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<tr class="memitem:acbf8140a72009419ca42933ad4dcc592"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#acbf8140a72009419ca42933ad4dcc592">blackFormulaForwardDerivative</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
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<tr class="memitem:a834fa5c42a4bf4ff56d1c4c9f85f859c"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a834fa5c42a4bf4ff56d1c4c9f85f859c">blackFormulaForwardDerivative</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
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<tr class="memitem:a9805f157cb0daaa2f7d0275c6f4ddc31"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a9805f157cb0daaa2f7d0275c6f4ddc31">blackFormulaImpliedStdDevApproximation</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
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<tr class="memitem:a717c4d0ad47e838fe8831d9b5202b624"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a717c4d0ad47e838fe8831d9b5202b624">blackFormulaImpliedStdDevApproximation</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
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<tr class="memitem:a27311d3f99b850e05a9e9d18fb2eafc9"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a27311d3f99b850e05a9e9d18fb2eafc9">blackFormulaImpliedStdDevChambers</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackAtmPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:a27311d3f99b850e05a9e9d18fb2eafc9"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa8616235ac01e9f0001de9fe1a4a9c08"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#aa8616235ac01e9f0001de9fe1a4a9c08">blackFormulaImpliedStdDevChambers</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackAtmPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:aa8616235ac01e9f0001de9fe1a4a9c08"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4a6b5b316084b0c959b0e71826445083"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a4a6b5b316084b0c959b0e71826445083">blackFormulaImpliedStdDevApproximationRS</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:a4a6b5b316084b0c959b0e71826445083"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aba9907c5ceca4be627dfc54edce7bd52"><td class="memItemLeft" align="right" valign="top"><a id="aba9907c5ceca4be627dfc54edce7bd52"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>blackFormulaImpliedStdDevApproximationRS</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:aba9907c5ceca4be627dfc54edce7bd52"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0662f243ee7c209af851f676108ab3f6"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a0662f243ee7c209af851f676108ab3f6">blackFormulaImpliedStdDev</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-6, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> maxIterations=100)</td></tr>
<tr class="separator:a0662f243ee7c209af851f676108ab3f6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5879472064377c0399f2743b7509791d"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a5879472064377c0399f2743b7509791d">blackFormulaImpliedStdDev</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-6, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> maxIterations=100)</td></tr>
<tr class="separator:a5879472064377c0399f2743b7509791d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acbe19f9c4c8447d92e3c102e0ca22682"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#acbe19f9c4c8447d92e3c102e0ca22682">blackFormulaImpliedStdDevLiRS</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> omega=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-6, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> maxIterations=100)</td></tr>
<tr class="separator:acbe19f9c4c8447d92e3c102e0ca22682"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adaa445266c1b25386ffb54f15846c899"><td class="memItemLeft" align="right" valign="top"><a id="adaa445266c1b25386ffb54f15846c899"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>blackFormulaImpliedStdDevLiRS</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> blackPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> omega=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-6, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> maxIterations=100)</td></tr>
<tr class="separator:adaa445266c1b25386ffb54f15846c899"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5b840a4f9b69d3bd40cc0d81461aca48"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a5b840a4f9b69d3bd40cc0d81461aca48">blackFormulaCashItmProbability</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:a5b840a4f9b69d3bd40cc0d81461aca48"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac8ad32a096932e128acf658aa5bb784c"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#ac8ad32a096932e128acf658aa5bb784c">blackFormulaCashItmProbability</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:ac8ad32a096932e128acf658aa5bb784c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aded56395dfade046455ea9e522907ac8"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#aded56395dfade046455ea9e522907ac8">blackFormulaAssetItmProbability</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:aded56395dfade046455ea9e522907ac8"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad3514fe09955560084e60ffefdefaf20"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#ad3514fe09955560084e60ffefdefaf20">blackFormulaAssetItmProbability</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:ad3514fe09955560084e60ffefdefaf20"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3b993e69914c23498ada3d5534e006c8"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a3b993e69914c23498ada3d5534e006c8">blackFormulaStdDevDerivative</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:a3b993e69914c23498ada3d5534e006c8"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a59c0e95451c9d95ee505878e3b02e204"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a59c0e95451c9d95ee505878e3b02e204">blackFormulaVolDerivative</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> expiry, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:a59c0e95451c9d95ee505878e3b02e204"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aab7ed37496b4fcc5435c4e3fdca0b147"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#aab7ed37496b4fcc5435c4e3fdca0b147">blackFormulaStdDevDerivative</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:aab7ed37496b4fcc5435c4e3fdca0b147"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a08213dc39b37fb4f769eb6b0bc926a26"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a08213dc39b37fb4f769eb6b0bc926a26">blackFormulaStdDevSecondDerivative</a> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement)</td></tr>
<tr class="separator:a08213dc39b37fb4f769eb6b0bc926a26"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a74b924503d5d5580eab22cec71a483c2"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a74b924503d5d5580eab22cec71a483c2">blackFormulaStdDevSecondDerivative</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
<tr class="separator:a74b924503d5d5580eab22cec71a483c2"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a95f45251367e5da2e0abc4086f7200a6"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a95f45251367e5da2e0abc4086f7200a6">bachelierBlackFormula</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0)</td></tr>
<tr class="separator:a95f45251367e5da2e0abc4086f7200a6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4c3d2642e055ad2cbb525d64f34eb66c"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a4c3d2642e055ad2cbb525d64f34eb66c">bachelierBlackFormula</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0)</td></tr>
<tr class="separator:a4c3d2642e055ad2cbb525d64f34eb66c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a530f849da5d76f86bac09d305953c6dd"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a530f849da5d76f86bac09d305953c6dd">bachelierBlackFormulaForwardDerivative</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0)</td></tr>
<tr class="separator:a530f849da5d76f86bac09d305953c6dd"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aac1215f18eef6beee614211b1d961d45"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#aac1215f18eef6beee614211b1d961d45">bachelierBlackFormulaForwardDerivative</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0)</td></tr>
<tr class="separator:aac1215f18eef6beee614211b1d961d45"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4d40507f6862df3573bcee6d41b3ec55"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a4d40507f6862df3573bcee6d41b3ec55">bachelierBlackFormulaImpliedVol</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tte, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> bachelierPrice, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0)</td></tr>
<tr class="separator:a4d40507f6862df3573bcee6d41b3ec55"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3b8b4d469775756468f0ff6faf82e222"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a3b8b4d469775756468f0ff6faf82e222">bachelierBlackFormulaStdDevDerivative</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0)</td></tr>
<tr class="separator:a3b8b4d469775756468f0ff6faf82e222"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aaea7ecccf94dfad6046f9a00b4eed1a1"><td class="memItemLeft" align="right" valign="top"><a id="aaea7ecccf94dfad6046f9a00b4eed1a1"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>bachelierBlackFormulaStdDevDerivative</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> discount=1.0)</td></tr>
<tr class="separator:aaea7ecccf94dfad6046f9a00b4eed1a1"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5fbb16dedf55b757c6e3ad61de8bbf3"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#ac5fbb16dedf55b757c6e3ad61de8bbf3">bachelierBlackFormulaAssetItmProbability</a> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev)</td></tr>
<tr class="separator:ac5fbb16dedf55b757c6e3ad61de8bbf3"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a613e17a80528ae030f37a76336c542d6"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a613e17a80528ae030f37a76336c542d6">bachelierBlackFormulaAssetItmProbability</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > &payoff, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> forward, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> stdDev)</td></tr>
<tr class="separator:a613e17a80528ae030f37a76336c542d6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acb79679af7eab3edf224ae8b275f2da0"><td class="memItemLeft" align="right" valign="top"><a id="acb79679af7eab3edf224ae8b275f2da0"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#acb79679af7eab3edf224ae8b275f2da0">blackScholesTheta</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> value, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> delta, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> gamma)</td></tr>
<tr class="memdesc:acb79679af7eab3edf224ae8b275f2da0"><td class="mdescLeft"> </td><td class="mdescRight">default theta calculation for Black-Scholes options <br /></td></tr>
<tr class="separator:acb79679af7eab3edf224ae8b275f2da0"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5f882297b62534f22ed087be61e7e3a9"><td class="memItemLeft" align="right" valign="top"><a id="a5f882297b62534f22ed087be61e7e3a9"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a5f882297b62534f22ed087be61e7e3a9">defaultThetaPerDay</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> theta)</td></tr>
<tr class="memdesc:a5f882297b62534f22ed087be61e7e3a9"><td class="mdescLeft"> </td><td class="mdescRight">default theta-per-day calculation <br /></td></tr>
<tr class="separator:a5f882297b62534f22ed087be61e7e3a9"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8aa35d16e1121d3d32a17e01f3eeddbd"><td class="memTemplParams" colspan="2"><a id="a8aa35d16e1121d3d32a17e01f3eeddbd"></a>
template<class BinaryFunction > </td></tr>
<tr class="memitem:a8aa35d16e1121d3d32a17e01f3eeddbd"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_composite_quote.html">CompositeQuote</a>< BinaryFunction > </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a8aa35d16e1121d3d32a17e01f3eeddbd">makeCompositeQuote</a> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &element1, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &element2, const BinaryFunction &f)</td></tr>
<tr class="memdesc:a8aa35d16e1121d3d32a17e01f3eeddbd"><td class="mdescLeft"> </td><td class="mdescRight">creator method <br /></td></tr>
<tr class="separator:a8aa35d16e1121d3d32a17e01f3eeddbd"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8c4485b33bd1577f7e7836ef83ab6dc3"><td class="memTemplParams" colspan="2"><a id="a8c4485b33bd1577f7e7836ef83ab6dc3"></a>
template<class UnaryFunction > </td></tr>
<tr class="memitem:a8c4485b33bd1577f7e7836ef83ab6dc3"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_derived_quote.html">DerivedQuote</a>< UnaryFunction > </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#a8c4485b33bd1577f7e7836ef83ab6dc3">makeDerivedQuote</a> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &element, const UnaryFunction &f)</td></tr>
<tr class="memdesc:a8c4485b33bd1577f7e7836ef83ab6dc3"><td class="mdescLeft"> </td><td class="mdescRight">creator method <br /></td></tr>
<tr class="separator:a8c4485b33bd1577f7e7836ef83ab6dc3"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa075c9bfcdb6c9425bb87fe722d7fa5f"><td class="memItemLeft" align="right" valign="top"><a id="aa075c9bfcdb6c9425bb87fe722d7fa5f"></a>
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, Pillar::Choice type)</td></tr>
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<tr class="memitem:af288fc51f4a00da404b30b965c344341"><td class="memItemLeft" align="right" valign="top"><a id="af288fc51f4a00da404b30b965c344341"></a>
std::pair< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#af288fc51f4a00da404b30b965c344341">inflationPeriod</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a>)</td></tr>
<tr class="memdesc:af288fc51f4a00da404b30b965c344341"><td class="mdescLeft"> </td><td class="mdescRight">utility function giving the inflation period for a given date <br /></td></tr>
<tr class="separator:af288fc51f4a00da404b30b965c344341"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af1fcc60e404d4ba1a22c0ba747df483a"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#af1fcc60e404d4ba1a22c0ba747df483a">inflationYearFraction</a> (<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a>, bool indexIsInterpolated, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &)</td></tr>
<tr class="separator:af1fcc60e404d4ba1a22c0ba747df483a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a775b67f9531bc1321671aae1e44694bd"><td class="memItemLeft" align="right" valign="top"><a id="a775b67f9531bc1321671aae1e44694bd"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>abcdBlackVolatility</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> u, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> a, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> b, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> c, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> d)</td></tr>
<tr class="separator:a775b67f9531bc1321671aae1e44694bd"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac0b1c87d676ac44d7378fff08458f2a4"><td class="memItemLeft" align="right" valign="top"><a id="ac0b1c87d676ac44d7378fff08458f2a4"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>unsafeSabrVolatility</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> forward, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> expiryTime, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho)</td></tr>
<tr class="separator:ac0b1c87d676ac44d7378fff08458f2a4"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a77cf0667184a82d0ce256de9ffec0ba5"><td class="memItemLeft" align="right" valign="top"><a id="a77cf0667184a82d0ce256de9ffec0ba5"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>unsafeShiftedSabrVolatility</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> forward, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> expiryTime, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift)</td></tr>
<tr class="separator:a77cf0667184a82d0ce256de9ffec0ba5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab45dc9962b122b5e3600cce6afed7a44"><td class="memItemLeft" align="right" valign="top"><a id="ab45dc9962b122b5e3600cce6afed7a44"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>sabrVolatility</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> forward, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> expiryTime, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>shiftedSabrVolatility</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> forward, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> expiryTime, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift)</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>sabrFlochKennedyVolatility</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> forward, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> expiryTime, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>validateSabrParameters</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> alpha, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nu, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rho)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const VolatilityType &t)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &c1, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &c2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &c1, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &c2)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &c)</td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html#a4c0b362accace7d0490c5ededaef9a2e">Date::serial_type</a> </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
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<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>daysBetween</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator<</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator<=</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator></b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator>=</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &d1, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &d2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &d1, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &d2)</td></tr>
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std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &out, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &d)</td></tr>
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template<typename T > </td></tr>
<tr class="memitem:a26a1ae8ba98b630db20bbf8e3cb84dfc"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memTemplItemRight" valign="bottom"><b>operator*</b> (T n, <a class="el" href="group__datetime.html#gadd9fe45e09605eee3e4a39c8a5c4476d">TimeUnit</a> units)</td></tr>
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template<typename T > </td></tr>
<tr class="memitem:a6f649f42e064b47f3124c6c31f539dc5"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memTemplItemRight" valign="bottom"><b>operator*</b> (<a class="el" href="group__datetime.html#gadd9fe45e09605eee3e4a39c8a5c4476d">TimeUnit</a> units, T n)</td></tr>
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<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p)</td></tr>
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<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>operator*</b> (<a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> n, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p)</td></tr>
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<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p, <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> n)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator==</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p1, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p1, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator></b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p1, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator<=</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p1, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p2)</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>operator>=</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p1, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &p2)</td></tr>
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template<class T > </td></tr>
<tr class="memitem:a82aa20efbe64a05e1492de61bd4ab949"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_clone.html">Clone</a>< T > &t, <a class="el" href="class_quant_lib_1_1_clone.html">Clone</a>< T > &u)</td></tr>
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<tr class="memitem:aeeede252613581547b33f79c5ebb8968"><td class="memItemLeft" align="right" valign="top">std::size_t </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#aeeede252613581547b33f79c5ebb8968">compiledBoostVersion</a> ()</td></tr>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="var-members"></a>
Variables</h2></td></tr>
<tr class="memitem:affa840b594bad2615a1da7160c6ab5c1"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED typedef <a class="el" href="class_quant_lib_1_1_curve_dependent_step_condition.html">CurveDependentStepCondition</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#affa840b594bad2615a1da7160c6ab5c1">StandardCurveDependentStepCondition</a></td></tr>
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<tr class="memitem:abd7aed6c494490524554c595400db80b"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED typedef FdmOrnsteinUhlenbeckOp </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#abd7aed6c494490524554c595400db80b">FdmOrnsteinUhlenbackOp</a></td></tr>
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<tr class="memitem:ae43f029a393703f19733851757f06ee5"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED typedef <a class="el" href="class_quant_lib_1_1_calibration_helper.html">CalibrationHelper</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html#ae43f029a393703f19733851757f06ee5">CalibrationHelperBase</a></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>abstract base class implementation specifies how to decide volatility structure for additional synthetic rates which are interleaved</p>
<p>Classes for computing derivative of the map taking rates one step to the next with respect to a change in the pseudo-root. We do it both numerically and analytically to provide an easy test of the analytic method. This is useful for pathwise vegas.</p>
<p>Evolution is log Euler.</p>
<p>One is tested against the other in MarketModelTest::testPathwiseVegas</p>
<p>In order to compute market vegas, we need a class that gives the derivative of a swaption implied vol against changes in pseudo-root elements. This is that class.</p>
<p>This is tested in the pathwise vegas routine in MarketModels.cpp</p>
<p>When bumping vols, bumping every pseudo-root element individually seems excessive so we need to couple some together. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#af791c06b3da1d5f4b90a19f3f423e75e">◆ </a></span>PseudoRandom</h2>
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<td class="memname">typedef GenericPseudoRandom<<a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a>, <a class="el" href="class_quant_lib_1_1_inverse_cumulative_normal.html">InverseCumulativeNormal</a>> <a class="el" href="namespace_quant_lib.html#af791c06b3da1d5f4b90a19f3f423e75e">PseudoRandom</a></td>
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<p>default traits for pseudo-random number generation </p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000064">Tests:</a></b></dt><dd>a sequence generator is generated and tested by comparing samples against known good values. </dd></dl>
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<td class="memname">typedef GenericPseudoRandom<<a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a>, <a class="el" href="class_quant_lib_1_1_inverse_cumulative_poisson.html">InverseCumulativePoisson</a>> <a class="el" href="namespace_quant_lib.html#a1e36fdaadd8b132f4668953658415218">PoissonPseudoRandom</a></td>
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<p>traits for Poisson-distributed pseudo-random number generation </p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000065">Tests:</a></b></dt><dd>sequence generators are generated and tested by comparing samples against known good values. </dd></dl>
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<td class="memname">typedef <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html">GenericRiskStatistics</a><<a class="el" href="namespace_quant_lib.html#ad9913c35bfddbcbab5dea143847dde69">GaussianStatistics</a>> <a class="el" href="namespace_quant_lib.html#ac6495e303a40cd0a73ecbb5cd904ca09">RiskStatistics</a></td>
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<p>default risk measures tool </p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000078">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd></dl>
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<td class="memname">typedef <a class="el" href="class_quant_lib_1_1_generic_sequence_statistics.html">GenericSequenceStatistics</a><<a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a>> <a class="el" href="namespace_quant_lib.html#a3e0db17aa18a4d3e837a3a93e8bb6ad5">SequenceStatistics</a></td>
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<p>default multi-dimensional statistics tool </p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000080">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd></dl>
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<td class="memname">typedef <a class="el" href="namespace_quant_lib.html#ac6495e303a40cd0a73ecbb5cd904ca09">RiskStatistics</a> <a class="el" href="namespace_quant_lib.html#a235b6c8805adaa743cc845aae9c05946">Statistics</a></td>
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<p>default statistics tool </p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000081">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking them against numerical calculations. </dd></dl>
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<h2 class="groupheader">Enumeration Type Documentation</h2>
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<td class="memname">enum <a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a></td>
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<p>Interest rate coumpounding rule. </p>
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<tr><th colspan="2">Enumerator</th></tr><tr><td class="fieldname"><a id="a2779d04b4839fd386b5c85bbb96aaf73aebfbf7dc5cde0772efb1aa49712bd76b"></a>Simple </td><td class="fielddoc"><p>\( 1+rt \) </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a67b45b4a8252bded773b222c6f9428dc">◆ </a></span>Seniority</h2>
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<td class="memname">enum <a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a></td>
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<p>Seniority of a bond. </p>
<p>They are also ISDA tier/seniorities used for CDS conventional spreads. </p>
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<td class="memname">enum <a class="el" href="namespace_quant_lib.html#a482277e66af02c7d65679d7485095573">PriceType</a></td>
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<p>Price types. </p>
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<tr><th colspan="2">Enumerator</th></tr><tr><td class="fieldname"><a id="a482277e66af02c7d65679d7485095573a615f8bcf184e05fd18bba131947c2ac0"></a>Bid </td><td class="fielddoc"><p>Bid price. </p>
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<td class="memname">enum <a class="el" href="namespace_quant_lib.html#a51033ff28c58a4dd772d61053b4f3bca">JointCalendarRule</a></td>
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<p>rules for joining calendars </p>
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<tr><th colspan="2">Enumerator</th></tr><tr><td class="fieldname"><a id="a51033ff28c58a4dd772d61053b4f3bcaace2716211f162ba977b383f360af683e"></a>JoinHolidays </td><td class="fielddoc"><p>A date is a holiday for the joint calendar if it is a holiday for any of the given calendars </p>
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<h2 class="groupheader">Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#a7524b748e13e016bc3bcba2bc64d2ce6">◆ </a></span>setCouponPricers()</h2>
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<td class="memname">void QuantLib::setCouponPricers </td>
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<td class="paramtype">const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> & </td>
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<p>set the first matching pricer (if any) to each coupon of the leg </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a651914a43b45e390e00a4dfa3b990b8b">◆ </a></span>operator==() <span class="overload">[1/2]</span></h2>
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<td class="memname">bool QuantLib::operator== </td>
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<p>Two credit events are the same independently of their settlement member data. This has the side effect of overwritting different settlements from the same credit event when, say, inserting in a map. But on the other hand one given event can only have one settlement. This means we can not have two restructuring events on a bond on the same date. </p>
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<td class="memname">bool QuantLib::operator== </td>
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<p>Equality is the criteria for indexing the curves. This depends only on the atomic types and not on idiosincracies of derived type as mentioned in the functional documentation (specific event characteristics are relevant to credit event matching but not to the probability meaning). operator== is also used to remove duplicates in some containers. This ensures we do not have two equal events (despite having different characteristics) in those containers. This makes sense, theres no logic in having two <a class="el" href="class_quant_lib_1_1_failure_to_pay.html" title="Failure to Pay atomic event type.">FailureToPay</a> in a contract even if they have different characteristics. </p>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a>> QuantLib::Expm </td>
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<p>matrix exponential based on the ordinary differential equations method </p>
<p>References:</p>
<p>C. Moler; C. Van Loan, 1978, Nineteen Dubious Ways to Compute the Exponential of a <a class="el" href="class_quant_lib_1_1_matrix.html" title="Matrix used in linear algebra.">Matrix</a> <a href="http://xa.yimg.com/kq/groups/22199541/1399635765/name/moler-nineteen.pdf">http://xa.yimg.com/kq/groups/22199541/1399635765/name/moler-nineteen.pdf</a> returns the matrix exponential exp(t*M) </p>
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<td class="memname">void QuantLib::laplaceInterpolation </td>
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<p>reference: Numerical Recipes, 3rd edition, ch. 3.8 two dimensional reconstruction of missing (i.e. null) values using laplace interpolation assuming an equidistant grid </p>
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<h2 class="memtitle"><span class="permalink"><a href="#aca8a871fe11f3ba77903c4a4393db874">◆ </a></span>moorePenroseInverse()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a>> QuantLib::moorePenroseInverse </td>
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<p>Reference: <a href="http://de.mathworks.com/help/matlab/ref/pinv.html">http://de.mathworks.com/help/matlab/ref/pinv.html</a> <a href="https://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_pseudoinverse">https://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_pseudoinverse</a> </p>
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<td class="memname">std::pair<<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>> QuantLib::parallelAnalysis </td>
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<td class="paramtype"><a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> </td>
<td class="paramname"><em>type</em> = <code>Centered</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>referenceNpv</em> = <code><a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
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<p>parallel shift PV01 sensitivity analysis for a <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> vector </p>
<p>returns a pair of first and second derivative values calculated as prescribed by SensitivityAnalysis. Second derivative might not be available depending on SensitivityAnalysis value.</p>
<p>Empty quantities vector is considered as unit vector. The same if the vector is just one single element equal to one.</p>
<p>All SimpleQuotes are tweaked together in a parallel fashion. </p>
</div>
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<a id="adead3394db1349f48e1dc5e7ad8b993d"></a>
<h2 class="memtitle"><span class="permalink"><a href="#adead3394db1349f48e1dc5e7ad8b993d">◆ </a></span>parallelAnalysis() <span class="overload">[2/2]</span></h2>
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<td class="memname">std::pair<<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>> QuantLib::parallelAnalysis </td>
<td>(</td>
<td class="paramtype">const std::vector< std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > > > & </td>
<td class="paramname">, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > > & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>quantities</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>shift</em> = <code>0.0001</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> </td>
<td class="paramname"><em>type</em> = <code>Centered</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>referenceNpv</em> = <code><a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >()</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<p>parallel shift PV01 sensitivity analysis for a <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> matrix </p>
<p>returns a pair of first and second derivative values calculated as prescribed by SensitivityAnalysis. Second derivative might not be available depending on SensitivityAnalysis value.</p>
<p>Empty quantities vector is considered as unit vector. The same if the vector is of size one.</p>
<p>All SimpleQuotes are tweaked together in a parallel fashion. </p>
</div>
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<a id="a9aa248c2959cf5bbae347a0bf0a6435b"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a9aa248c2959cf5bbae347a0bf0a6435b">◆ </a></span>bucketAnalysis() <span class="overload">[1/5]</span></h2>
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<td class="memname">std::pair<<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>> QuantLib::bucketAnalysis </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > & </td>
<td class="paramname"><em>quote</em>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > > & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>quantities</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>shift</em> = <code>0.0001</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> </td>
<td class="paramname"><em>type</em> = <code>Centered</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>referenceNpv</em> = <code><a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >()</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<p>(bucket) PV01 sensitivity analysis for a (single) <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> </p>
<p>returns a pair of first and second derivative values calculated as prescribed by SensitivityAnalysis. Second derivative might not be available depending on SensitivityAnalysis value.</p>
<p>Empty quantities vector is considered as unit vector. The same if the vector is of size one. </p>
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<a id="afe07b1dd77a5889c1a072146fddf9f88"></a>
<h2 class="memtitle"><span class="permalink"><a href="#afe07b1dd77a5889c1a072146fddf9f88">◆ </a></span>bucketAnalysis() <span class="overload">[2/5]</span></h2>
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<td class="memname">void QuantLib::bucketAnalysis </td>
<td>(</td>
<td class="paramtype">std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>deltaVector</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>gammaVector</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>referenceValues</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > & </td>
<td class="paramname"><em>quote</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > & </td>
<td class="paramname"><em>parameters</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>shift</em> = <code>0.0001</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> </td>
<td class="paramname"><em>type</em> = <code>Centered</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<p>(bucket) parameters' sensitivity analysis for a (single) <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> </p>
<p>returns a vector (one element for each paramet) of pair of first and second derivative values calculated as prescribed by SensitivityAnalysis. Second derivative might not be available depending on SensitivityAnalysis value.</p>
<p>Empty quantities vector is considered as unit vector. The same if the vector is of size one. </p>
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<a id="a122456f69bc0b7b02861d3d016fcbcce"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a122456f69bc0b7b02861d3d016fcbcce">◆ </a></span>bucketAnalysis() <span class="overload">[3/5]</span></h2>
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<td class="memname">std::pair<std::vector<<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>>, std::vector<<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>> > QuantLib::bucketAnalysis </td>
<td>(</td>
<td class="paramtype">const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > > & </td>
<td class="paramname"><em>quotes</em>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > > & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>quantities</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>shift</em> = <code>0.0001</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> </td>
<td class="paramname"><em>type</em> = <code>Centered</code> </td>
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<td>)</td>
<td></td><td></td>
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<p>bucket PV01 sensitivity analysis for a <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> vector </p>
<p>returns a pair of first and second derivative vectors calculated as prescribed by SensitivityAnalysis. Second derivative might not be available depending on SensitivityAnalysis value.</p>
<p>Empty quantities vector is considered as unit vector. The same if the vector is of size one.</p>
<p>The (bucket) SimpleQuotes are tweaked one by one separately. </p>
</div>
</div>
<a id="a973f11d563be3e401e0b0d76b7e7c369"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a973f11d563be3e401e0b0d76b7e7c369">◆ </a></span>bucketAnalysis() <span class="overload">[4/5]</span></h2>
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<td class="memname">void QuantLib::bucketAnalysis </td>
<td>(</td>
<td class="paramtype">std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > & </td>
<td class="paramname"><em>deltaMatrix</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">std::vector< std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > & </td>
<td class="paramname"><em>gammaMatrix</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > > & </td>
<td class="paramname"><em>quotes</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > & </td>
<td class="paramname"><em>parameters</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>shift</em> = <code>0.0001</code>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> </td>
<td class="paramname"><em>type</em> = <code>Centered</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<p>bucket parameters' sensitivity analysis for a <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> vector </p>
<p>returns a vector (one element for each paramet) of pair of first and second derivative vectors calculated as prescribed by SensitivityAnalysis. Second derivative might not be available depending on SensitivityAnalysis value.</p>
<p>Empty quantities vector is considered as unit vector. The same if the vector is of size one.</p>
<p>The (bucket) SimpleQuotes are tweaked one by one separately. </p>
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<a id="aa74774062dc5af622c9681d58281e6bf"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aa74774062dc5af622c9681d58281e6bf">◆ </a></span>bucketAnalysis() <span class="overload">[5/5]</span></h2>
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<td class="memname">std::pair<std::vector<std::vector<<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>> >, std::vector<std::vector<<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>> > > QuantLib::bucketAnalysis </td>
<td>(</td>
<td class="paramtype">const std::vector< std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_simple_quote.html">SimpleQuote</a> > > > & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a> > > & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>quantities</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>shift</em> = <code>0.0001</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#ad00bead6ac43c0e0e6aec58f844f0395">SensitivityAnalysis</a> </td>
<td class="paramname"><em>type</em> = <code>Centered</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<p>bucket sensitivity analysis for a <a class="el" href="class_quant_lib_1_1_simple_quote.html" title="market element returning a stored value">SimpleQuote</a> matrix </p>
<p>returns a pair of first and second derivative metrices calculated as prescribed by SensitivityAnalysis. Second derivative might not be available depending on SensitivityAnalysis value.</p>
<p>Empty quantities vector is considered as unit vector. The same if the vector is of size one.</p>
<p>The (bucket) SimpleQuotes are tweaked one by one separately. </p>
</div>
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<a id="a245c3846a62779b851f74f27cf9f2fc1"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a245c3846a62779b851f74f27cf9f2fc1">◆ </a></span>convolutions()</h2>
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<td class="memname">void QuantLib::convolutions </td>
<td>(</td>
<td class="paramtype">ForwardIterator </td>
<td class="paramname"><em>begin</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">ForwardIterator </td>
<td class="paramname"><em>end</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">OutputIterator </td>
<td class="paramname"><em>out</em>, </td>
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<td></td>
<td class="paramtype">std::size_t </td>
<td class="paramname"><em>maxLag</em> </td>
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<p>Convolutions of the input sequence. </p>
<p>Calculates x[0]*x[n]+x[1]*x[n+1]+x[2]*x[n+2]+... for n = 0,1,...,maxLag via FFT.</p>
<dl class="section pre"><dt>Precondition</dt><dd>The size of the output sequence must be maxLag + 1 </dd></dl>
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<a id="acc182ba96f5a4b6694a484644a170138"></a>
<h2 class="memtitle"><span class="permalink"><a href="#acc182ba96f5a4b6694a484644a170138">◆ </a></span>autocovariances() <span class="overload">[1/2]</span></h2>
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<td class="memname">void QuantLib::autocovariances </td>
<td>(</td>
<td class="paramtype">ForwardIterator </td>
<td class="paramname"><em>begin</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">ForwardIterator </td>
<td class="paramname"><em>end</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">OutputIterator </td>
<td class="paramname"><em>out</em>, </td>
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<td></td>
<td class="paramtype">std::size_t </td>
<td class="paramname"><em>maxLag</em> </td>
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<td>)</td>
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<p>Unbiased auto-covariances. </p>
<p>Results are calculated via FFT.</p>
<dl class="section pre"><dt>Precondition</dt><dd>Input data are supposed to be centered (i.e., zero mean). </dd>
<dd>
The size of the output sequence must be maxLag + 1 </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a8bbb988f5dd3e9995c89b28a7648fc7c">◆ </a></span>autocovariances() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::autocovariances </td>
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<p>Unbiased auto-covariances. </p>
<p>Results are calculated via FFT.</p>
<p>This overload accepts non-centered data, removes the mean and returns it as a result. The centered sequence is written back into the input sequence if the reuse parameter is true.</p>
<dl class="section pre"><dt>Precondition</dt><dd>The size of the output sequence must be maxLag + 1 </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a5de9385f3e863dab5a3dfeca592217e8">◆ </a></span>autocorrelations() <span class="overload">[1/2]</span></h2>
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<td class="memname">void QuantLib::autocorrelations </td>
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<p>Unbiased auto-correlations. </p>
<p>Results are calculated via FFT. The first element of the output is the unbiased sample variance.</p>
<dl class="section pre"><dt>Precondition</dt><dd>Input data are supposed to be centered (i.e., zero mean). </dd>
<dd>
The size of the output sequence must be maxLag + 1 </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a53c1a019b8cae87b9b3f14e173ac6e02">◆ </a></span>autocorrelations() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::autocorrelations </td>
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<p>Unbiased auto-correlations. </p>
<p>Results are calculated via FFT. The first element of the output is the unbiased sample variance.</p>
<p>This overload accepts non-centered data, removes the mean and returns it as a result. The centered sequence is written back into the input sequence if the reuse parameter is true.</p>
<dl class="section pre"><dt>Precondition</dt><dd>The size of the output sequence must be maxLag + 1 </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#acb4e789b7691d44e068177242951f60d">◆ </a></span>incompleteBetaFunction()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::incompleteBetaFunction </td>
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<p>Incomplete Beta function. </p>
<p>Incomplete Beta function</p>
<p>The implementation of the algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6 </p>
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<h2 class="memtitle"><span class="permalink"><a href="#af15a738561f9fd7dc06464e53565ceaf">◆ </a></span>close()</h2>
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<td class="memname">bool close </td>
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<p>Follows somewhat the advice of Knuth on checking for floating-point equality. The closeness relationship is: </p><p class="formulaDsp">
\[ \mathrm{close}(x,y,n) \equiv |x-y| \leq \varepsilon |x| \wedge |x-y| \leq \varepsilon |y| \]
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<p> where \( \varepsilon \) is \( n \) times the machine accuracy; \( n \) equals 42 if not given. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#af17c543744da94317594800da5f90858">◆ </a></span>close_enough()</h2>
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<td class="memname">bool close_enough </td>
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<p>Follows somewhat the advice of Knuth on checking for floating-point equality. The closeness relationship is: </p><p class="formulaDsp">
\[ \mathrm{close}(x,y,n) \equiv |x-y| \leq \varepsilon |x| \vee |x-y| \leq \varepsilon |y| \]
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<p> where \( \varepsilon \) is \( n \) times the machine accuracy; \( n \) equals 42 if not given. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a621aa667c15b1ef7ae745b3464051687">◆ </a></span>PeizerPrattMethod2Inversion()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::PeizerPrattMethod2Inversion </td>
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<p>Given an odd integer n and a real number z it returns p such that: 1 - <a class="el" href="class_quant_lib_1_1_cumulative_binomial_distribution.html" title="Cumulative binomial distribution function.">CumulativeBinomialDistribution</a>((n-1)/2, n, p) = CumulativeNormalDistribution(z)</p>
<dl class="section pre"><dt>Precondition</dt><dd>n must be odd </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a1b2ef8d55ddefed5acfde5b5bdf6fae7">◆ </a></span>incompleteGammaFunction()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::incompleteGammaFunction </td>
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<td class="paramname"><em>x</em>, </td>
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<p>Incomplete Gamma function. </p>
<p>Incomplete Gamma function</p>
<p>The implementation of the algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6 </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a69fa3a3441bfaf12a2fcaec7c1e86eaa">◆ </a></span>factorReduction()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><std::vector<<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>> > QuantLib::factorReduction </td>
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<p>Iterative procedure to compute a correlation matrix reduction to a single factor dependence vector by minimizing the residuals.</p>
<p>It assumes that such a reduction is possible, notice that if the dependence can not be reduced to one factor the correlation factors might be above 1.</p>
<p>The matrix passed is destroyed.</p>
<p>See for instance: "Modern Factor Analysis", Harry H. Harman, University Of Chicago Press, 1976. Chapter 9 is relevant to this context. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a58b333f8bf3456b41910e27408364cb8">◆ </a></span>getCovariance()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a>> QuantLib::getCovariance </td>
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<p>Calculation of covariance from correlation and standard deviations. </p>
<p>Combines the correlation matrix and the vector of standard deviations to return the covariance matrix.</p>
<p>Note that only the symmetric part of the correlation matrix is used. Also it is assumed that the diagonal member of the correlation matrix equals one.</p>
<dl class="section pre"><dt>Precondition</dt><dd>The correlation matrix must be symmetric with the diagonal members equal to one.</dd></dl>
<dl class="test"><dt><b><a class="el" href="test.html#_test000052">Tests:</a></b></dt><dd>tested on know values and cross checked with <a class="el" href="class_quant_lib_1_1_covariance_decomposition.html" title="Covariance decomposition into correlation and variances.">CovarianceDecomposition</a> </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a4bd7ed79d89776220b85b18ca4811d0c">◆ </a></span>qrDecomposition()</h2>
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<p>QR decompoisition. </p>
<p>This implementation is based on MINPACK (<a href="http://www.netlib.org/minpack">http://www.netlib.org/minpack</a>, <a href="http://www.netlib.org/cephes/linalg.tgz">http://www.netlib.org/cephes/linalg.tgz</a>)</p>
<p>This subroutine uses householder transformations with column pivoting (optional) to compute a qr factorization of the m by n matrix A. That is, qrfac determines an orthogonal matrix q, a permutation matrix p, and an upper trapezoidal matrix r with diagonal elements of nonincreasing magnitude, such that A*p = q*r.</p>
<p>Return value ipvt is an integer array of length n, which defines the permutation matrix p such that A*p = q*r. Column j of p is column ipvt(j) of the identity matrix.</p>
<p>See lmdiff.cpp for further details. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a6cce3d14729eaee0d0b19c7eaa6e2d44">◆ </a></span>qrSolve()</h2>
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<p>QR Solve. </p>
<p>This implementation is based on MINPACK (<a href="http://www.netlib.org/minpack">http://www.netlib.org/minpack</a>, <a href="http://www.netlib.org/cephes/linalg.tgz">http://www.netlib.org/cephes/linalg.tgz</a>)</p>
<p>Given an m by n matrix A, an n by n diagonal matrix d, and an m-vector b, the problem is to determine an x which solves the system</p>
<p>A*x = b , d*x = 0 ,</p>
<p>in the least squares sense.</p>
<p>d is an input array of length n which must contain the diagonal elements of the matrix d.</p>
<p>See lmdiff.cpp for further details. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a52def572a89962ab3a038f28841ec103">◆ </a></span>triangularAnglesParametrization()</h2>
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<td class="paramname"><em>matrixSize</em>, </td>
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<td class="paramname"><em>rank</em> </td>
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<p>Returns the Triangular Angles Parametrized correlation matrix. </p>
<p>The matrix \( m \) is filled with values corresponding to angles given in the \( angles \) vector. See equation (24) in "Parameterizing correlations: a geometric interpretation" by Francesco Rapisarda, Damiano Brigo, Fabio Mercurio</p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000057">Tests:</a></b></dt><dd><ul>
<li>the correctness of the results is tested by reproducing known good data.</li>
<li>the correctness of the results is tested by checking returned values against numerical calculations. </li>
</ul>
</dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#af4d593feec2a416a13f0189ea5f82d61">◆ </a></span>triangularAnglesParametrizationRankThree()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a>> QuantLib::triangularAnglesParametrizationRankThree </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>alpha</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>t0</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>epsilon</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>nbRows</em> </td>
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<p>Returns the rank reduced Triangular Angles Parametrized correlation matrix. </p>
<p>The matrix \( m \) is filled with values corresponding to angles corresponding to the 3D spherical spiral parameterized by \( alpha \), \( t0 \), \( epsilon \) values. See equation (32) in "Parameterizing correlations: a geometric interpretation" by Francesco Rapisarda, Damiano Brigo, Fabio Mercurio</p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000058">Tests:</a></b></dt><dd><ul>
<li>the correctness of the results is tested by reproducing known good data.</li>
<li>the correctness of the results is tested by checking returned values against numerical calculations. </li>
</ul>
</dd></dl>
</div>
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<h2 class="memtitle"><span class="permalink"><a href="#ae3d0d604273fcf7f1b46fc0121f6366b">◆ </a></span>exponentialCorrelations()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a>> QuantLib::exponentialCorrelations </td>
<td>(</td>
<td class="paramtype">const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td>
<td class="paramname"><em>rateTimes</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>longTermCorr</em> = <code>0.5</code>, </td>
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<td class="paramname"><em>beta</em> = <code>0.2</code>, </td>
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<td class="paramname"><em>gamma</em> = <code>1.0</code>, </td>
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<td class="paramname"><em>t</em> = <code>0.0</code> </td>
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<p>Exponential correlation L = long term correlation beta = exponential decay of correlation between far away forward rates gamma = exponent for time to go t = time dependence </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a79655859f6ff3c7cbe88730ecec8cb1a">◆ </a></span>checkCompatibility()</h2>
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<td class="memname">void QuantLib::checkCompatibility </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> & </td>
<td class="paramname"><em>evolution</em>, </td>
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<td class="paramtype">const std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > & </td>
<td class="paramname"><em>numeraires</em> </td>
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<p>Check that there is one numeraire for each evolution time. Each numeraire must be an index amongst the rate times so it ranges from 0 to n. Each numeraire must not have expired before the end of the step. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#ad8166e579e6a250c125541ad9e170172">◆ </a></span>moneyMarketPlusMeasure()</h2>
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<td class="memname">std::vector<<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>> QuantLib::moneyMarketPlusMeasure </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> & </td>
<td class="paramname">, </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>offset</em> = <code>1</code> </td>
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<p>Offsetted discretely compounded money market account measure: for each step the offset-th unexpired bond is used as numeraire. When offset=0 the result is the usual discretely compounded money market account measure </p>
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<h2 class="memtitle"><span class="permalink"><a href="#af24aad2f8747c6408f6eb603b82d3189">◆ </a></span>moneyMarketMeasure()</h2>
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<td class="memname">std::vector<<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>> QuantLib::moneyMarketMeasure </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> & </td>
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<p>Discretely compounded money market account measure: for each step the first unexpired bond is used as numeraire. </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_market_models_8cpp-example.html#a7">MarketModels.cpp</a>.</dd>
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<h2 class="memtitle"><span class="permalink"><a href="#a31c249efdc699edbc48571eef8fee228">◆ </a></span>isInSubset()</h2>
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<td class="memname">std::valarray<bool> QuantLib::isInSubset </td>
<td>(</td>
<td class="paramtype">const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td>
<td class="paramname"><em>set</em>, </td>
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<td class="paramtype">const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td>
<td class="paramname"><em>subset</em> </td>
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<p>Look for elements of a set in a subset. Returns a vector of booleans such that: element set[i] present/not present in subset.</p>
<dl class="section pre"><dt>Precondition</dt><dd>both vectors must be strictly increasing. </dd></dl>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_market_models_8cpp-example.html#a20">MarketModels.cpp</a>.</dd>
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<h2 class="memtitle"><span class="permalink"><a href="#a76e0e83aca05e374a7c24dc0f3440167">◆ </a></span>midEquivalent()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::midEquivalent </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>bid</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>ask</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>last</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>close</em> </td>
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<p>return the MidEquivalent price, i.e. the mid if available, or a suitable substitute if the proper mid is not available </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a3e0029a63101e53ba81fb8468ef02c70">◆ </a></span>midSafe()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::midSafe </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>bid</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>ask</em> </td>
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<p>return the MidSafe price, i.e. the mid only if both bid and ask prices are available </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a037cb3dc74e405197f9fc6d94e395c97">◆ </a></span>blackFormula() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormula </td>
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<td class="paramname"><em>optionType</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
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<p>Black 1976 formula </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000124">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity) </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a40e77fd510253821366d8f01813961ea">◆ </a></span>blackFormula() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormula </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
<td class="paramname"><em>payoff</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
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<p>Black 1976 formula </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000125">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity) </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#acbf8140a72009419ca42933ad4dcc592">◆ </a></span>blackFormulaForwardDerivative() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaForwardDerivative </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
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<p>Black 1976 model forward derivative </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000126">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity) </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a834fa5c42a4bf4ff56d1c4c9f85f859c">◆ </a></span>blackFormulaForwardDerivative() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaForwardDerivative </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 model forward derivative </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000127">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity) </dd></dl>
</div>
</div>
<a id="a9805f157cb0daaa2f7d0275c6f4ddc31"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a9805f157cb0daaa2f7d0275c6f4ddc31">◆ </a></span>blackFormulaImpliedStdDevApproximation() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDevApproximation </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>blackPrice</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Approximated Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity).</p>
<p>It is calculated using Brenner and Subrahmanyan (1988) and Feinstein (1988) approximation for at-the-money forward option, with the extended moneyness approximation by Corrado and Miller (1996) </p>
</div>
</div>
<a id="a717c4d0ad47e838fe8831d9b5202b624"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a717c4d0ad47e838fe8831d9b5202b624">◆ </a></span>blackFormulaImpliedStdDevApproximation() <span class="overload">[2/2]</span></h2>
<div class="memitem">
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<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDevApproximation </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
<td class="paramname"><em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>blackPrice</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Approximated Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity).</p>
<p>It is calculated using Brenner and Subrahmanyan (1988) and Feinstein (1988) approximation for at-the-money forward option, with the extended moneyness approximation by Corrado and Miller (1996) </p>
</div>
</div>
<a id="a27311d3f99b850e05a9e9d18fb2eafc9"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a27311d3f99b850e05a9e9d18fb2eafc9">◆ </a></span>blackFormulaImpliedStdDevChambers() <span class="overload">[1/2]</span></h2>
<div class="memitem">
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<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDevChambers </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>blackPrice</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>blackAtmPrice</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Approximated Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity).</p>
<p>It is calculated following "An improved approach to computing
implied volatility", Chambers, Nawalkha, The Financial Review, 2001, 89-100. The atm option price must be known to use this method. </p>
</div>
</div>
<a id="aa8616235ac01e9f0001de9fe1a4a9c08"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aa8616235ac01e9f0001de9fe1a4a9c08">◆ </a></span>blackFormulaImpliedStdDevChambers() <span class="overload">[2/2]</span></h2>
<div class="memitem">
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDevChambers </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
<td class="paramname"><em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>blackPrice</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>blackAtmPrice</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Approximated Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity).</p>
<p>It is calculated following "An improved approach to computing
implied volatility", Chambers, Nawalkha, The Financial Review, 2001, 89-100. The atm option price must be known to use this method. </p>
</div>
</div>
<a id="a4a6b5b316084b0c959b0e71826445083"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a4a6b5b316084b0c959b0e71826445083">◆ </a></span>blackFormulaImpliedStdDevApproximationRS()</h2>
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<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDevApproximationRS </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>blackPrice</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Approximated Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity).</p>
<p>It is calculated using</p>
<p>"An Explicit Implicit Volatility Formula" R. Radoicic, D. Stefanica, <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2908494">https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2908494</a></p>
<p>"Tighter Bounds for Implied Volatility", J. Gatheral, I. Matic, R. Radoicic, D. Stefanica <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2922742">https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2922742</a> </p>
</div>
</div>
<a id="a0662f243ee7c209af851f676108ab3f6"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a0662f243ee7c209af851f676108ab3f6">◆ </a></span>blackFormulaImpliedStdDev() <span class="overload">[1/2]</span></h2>
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<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDev </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>blackPrice</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>guess</em> = <code><a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em> = <code>1.0e-6</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td>
<td class="paramname"><em>maxIterations</em> = <code>100</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity) </p>
</div>
</div>
<a id="a5879472064377c0399f2743b7509791d"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a5879472064377c0399f2743b7509791d">◆ </a></span>blackFormulaImpliedStdDev() <span class="overload">[2/2]</span></h2>
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDev </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
<td class="paramname"><em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>blackPrice</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>guess</em> = <code><a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em> = <code>1.0e-6</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td>
<td class="paramname"><em>maxIterations</em> = <code>100</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity) </p>
</div>
</div>
<a id="acbe19f9c4c8447d92e3c102e0ca22682"></a>
<h2 class="memtitle"><span class="permalink"><a href="#acbe19f9c4c8447d92e3c102e0ca22682">◆ </a></span>blackFormulaImpliedStdDevLiRS()</h2>
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaImpliedStdDevLiRS </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>blackPrice</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>guess</em> = <code><a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>omega</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em> = <code>1.0e-6</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td>
<td class="paramname"><em>maxIterations</em> = <code>100</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 implied standard deviation, i.e. volatility*sqrt(timeToMaturity)</p>
<p>"An Adaptive Successive Over-relaxation Method for Computing the
Black-Scholes Implied Volatility" M. Li, <a href="http://mpra.ub.uni-muenchen.de/6867/">http://mpra.ub.uni-muenchen.de/6867/</a></p>
<p>Starting point of the iteration is calculated based on</p>
<p>"An Explicit Implicit Volatility Formula" R. Radoicic, D. Stefanica, <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2908494">https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2908494</a> </p>
</div>
</div>
<a id="a5b840a4f9b69d3bd40cc0d81461aca48"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a5b840a4f9b69d3bd40cc0d81461aca48">◆ </a></span>blackFormulaCashItmProbability() <span class="overload">[1/2]</span></h2>
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<table class="memname">
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaCashItmProbability </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 probability of being in the money (in the bond martingale measure), i.e. N(d2). It is a risk-neutral probability, not the real world one. </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000128">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity) </dd></dl>
</div>
</div>
<a id="ac8ad32a096932e128acf658aa5bb784c"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ac8ad32a096932e128acf658aa5bb784c">◆ </a></span>blackFormulaCashItmProbability() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaCashItmProbability </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
<td class="paramname"><em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 probability of being in the money (in the bond martingale measure), i.e. N(d2). It is a risk-neutral probability, not the real world one. </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000129">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity) </dd></dl>
</div>
</div>
<a id="aded56395dfade046455ea9e522907ac8"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aded56395dfade046455ea9e522907ac8">◆ </a></span>blackFormulaAssetItmProbability() <span class="overload">[1/2]</span></h2>
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<table class="memname">
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaAssetItmProbability </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 probability of being in the money in the asset martingale measure, i.e. N(d1). It is a risk-neutral probability, not the real world one. </p>
</div>
</div>
<a id="ad3514fe09955560084e60ffefdefaf20"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ad3514fe09955560084e60ffefdefaf20">◆ </a></span>blackFormulaAssetItmProbability() <span class="overload">[2/2]</span></h2>
<div class="memitem">
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<table class="memname">
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaAssetItmProbability </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
<td class="paramname"><em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 probability of being in the money in the asset martingale measure, i.e. N(d1). It is a risk-neutral probability, not the real world one. </p>
</div>
</div>
<a id="a3b993e69914c23498ada3d5534e006c8"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a3b993e69914c23498ada3d5534e006c8">◆ </a></span>blackFormulaStdDevDerivative() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaStdDevDerivative </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 formula for standard deviation derivative </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000130">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity), and it returns the derivative with respect to the standard deviation. If T is the time to maturity Black vega would be blackStdDevDerivative(strike, forward, stdDev)*sqrt(T) </dd></dl>
</div>
</div>
<a id="a59c0e95451c9d95ee505878e3b02e204"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a59c0e95451c9d95ee505878e3b02e204">◆ </a></span>blackFormulaVolDerivative()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaVolDerivative </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>expiry</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 formula for derivative with respect to implied vol, this is basically the vega, but if you want 1% change multiply by 1% </p>
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<a id="aab7ed37496b4fcc5435c4e3fdca0b147"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aab7ed37496b4fcc5435c4e3fdca0b147">◆ </a></span>blackFormulaStdDevDerivative() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaStdDevDerivative </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
<td class="paramname"><em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 formula for standard deviation derivative </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000131">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity), and it returns the derivative with respect to the standard deviation. If T is the time to maturity Black vega would be blackStdDevDerivative(strike, forward, stdDev)*sqrt(T) </dd></dl>
</div>
</div>
<a id="a08213dc39b37fb4f769eb6b0bc926a26"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a08213dc39b37fb4f769eb6b0bc926a26">◆ </a></span>blackFormulaStdDevSecondDerivative() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaStdDevSecondDerivative </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>displacement</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Black 1976 formula for second derivative by standard deviation </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000132">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity), and it returns the derivative with respect to the standard deviation. </dd></dl>
</div>
</div>
<a id="a74b924503d5d5580eab22cec71a483c2"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a74b924503d5d5580eab22cec71a483c2">◆ </a></span>blackFormulaStdDevSecondDerivative() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::blackFormulaStdDevSecondDerivative </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
<td class="paramname"><em>payoff</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code>, </td>
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<td class="paramname"><em>displacement</em> = <code>0.0</code> </td>
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<p>Black 1976 formula for second derivative by standard deviation </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000133">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity), and it returns the derivative with respect to the standard deviation. </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a95f45251367e5da2e0abc4086f7200a6">◆ </a></span>bachelierBlackFormula() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::bachelierBlackFormula </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code> </td>
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<p>Black style formula when forward is normal rather than log-normal. This is essentially the model of Bachelier.</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000134">Warning:</a></b></dt><dd>Bachelier model needs absolute volatility, not percentage volatility. Standard deviation is absoluteVolatility*sqrt(timeToMaturity) </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a4c3d2642e055ad2cbb525d64f34eb66c">◆ </a></span>bachelierBlackFormula() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::bachelierBlackFormula </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
<td class="paramname"><em>payoff</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code> </td>
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<p>Black style formula when forward is normal rather than log-normal. This is essentially the model of Bachelier.</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000135">Warning:</a></b></dt><dd>Bachelier model needs absolute volatility, not percentage volatility. Standard deviation is absoluteVolatility*sqrt(timeToMaturity) </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a530f849da5d76f86bac09d305953c6dd">◆ </a></span>bachelierBlackFormulaForwardDerivative() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::bachelierBlackFormulaForwardDerivative </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code> </td>
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<p>Bachelier Black model forward derivative.</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000136">Warning:</a></b></dt><dd>Bachelier model needs absolute volatility, not percentage volatility. Standard deviation is absoluteVolatility*sqrt(timeToMaturity) </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#aac1215f18eef6beee614211b1d961d45">◆ </a></span>bachelierBlackFormulaForwardDerivative() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::bachelierBlackFormulaForwardDerivative </td>
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<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
<td class="paramname"><em>payoff</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code> </td>
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<p>Bachelier Black model forward derivative.</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000137">Warning:</a></b></dt><dd>Bachelier model needs absolute volatility, not percentage volatility. Standard deviation is absoluteVolatility*sqrt(timeToMaturity) </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a4d40507f6862df3573bcee6d41b3ec55">◆ </a></span>bachelierBlackFormulaImpliedVol()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::bachelierBlackFormulaImpliedVol </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>tte</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>bachelierPrice</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code> </td>
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<p>Approximated Bachelier implied volatility</p>
<p>It is calculated using the analytic implied volatility approximation of J. Choi, K Kim and M. Kwak (2009), “Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion”, Applied Math. Finance, 16(3), pp. 261-268. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a3b8b4d469775756468f0ff6faf82e222">◆ </a></span>bachelierBlackFormulaStdDevDerivative()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::bachelierBlackFormulaStdDevDerivative </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>forward</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>stdDev</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>discount</em> = <code>1.0</code> </td>
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<p>Bachelier formula for standard deviation derivative </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000138">Warning:</a></b></dt><dd>instead of volatility it uses standard deviation, i.e. volatility*sqrt(timeToMaturity), and it returns the derivative with respect to the standard deviation. If T is the time to maturity Black vega would be blackStdDevDerivative(strike, forward, stdDev)*sqrt(T) </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#ac5fbb16dedf55b757c6e3ad61de8bbf3">◆ </a></span>bachelierBlackFormulaAssetItmProbability() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::bachelierBlackFormulaAssetItmProbability </td>
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<td class="paramtype">Option::Type </td>
<td class="paramname"><em>optionType</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
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<td class="paramname"><em>stdDev</em> </td>
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<p>Bachelier formula for probability of being in the money in the asset martingale measure, i.e. N(d). It is a risk-neutral probability, not the real world one. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a613e17a80528ae030f37a76336c542d6">◆ </a></span>bachelierBlackFormulaAssetItmProbability() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> QuantLib::bachelierBlackFormulaAssetItmProbability </td>
<td>(</td>
<td class="paramtype">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html">PlainVanillaPayoff</a> > & </td>
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<td class="paramname"><em>forward</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
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<p>Bachelier formula for of being in the money in the asset martingale measure, i.e. N(d). It is a risk-neutral probability, not the real world one. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#af1fcc60e404d4ba1a22c0ba747df483a">◆ </a></span>inflationYearFraction()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> QuantLib::inflationYearFraction </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> </td>
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<p>utility function giving the time between two dates depending on index frequency and interpolation, and a day counter </p>
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<h2 class="memtitle"><span class="permalink"><a href="#aeeede252613581547b33f79c5ebb8968">◆ </a></span>compiledBoostVersion()</h2>
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<td class="memname">std::size_t QuantLib::compiledBoostVersion </td>
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<p>Returns the version of boost that the <a class="el" href="namespace_quant_lib.html">QuantLib</a> library was built with Use to check that client code is using a consistent version of boost. Using <a class="el" href="namespace_quant_lib.html">QuantLib</a> header files compiled with a different version of boost than the library itself may result in undefined behaviour </p>
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<h2 class="groupheader">Variable Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#affa840b594bad2615a1da7160c6ab5c1">◆ </a></span>StandardCurveDependentStepCondition</h2>
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<td class="memname">QL_DEPRECATED typedef <a class="el" href="class_quant_lib_1_1_curve_dependent_step_condition.html">CurveDependentStepCondition</a><<a class="el" href="class_quant_lib_1_1_array.html">Array</a>> StandardCurveDependentStepCondition</td>
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<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000009">Deprecated:</a></b></dt><dd>Inherit from StandardStepCondition directly. Deprecated in version 1.19. </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#abd7aed6c494490524554c595400db80b">◆ </a></span>FdmOrnsteinUhlenbackOp</h2>
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<td class="memname">QL_DEPRECATED typedef FdmOrnsteinUhlenbeckOp FdmOrnsteinUhlenbackOp</td>
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<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000010">Deprecated:</a></b></dt><dd>Renamed to FdmOrnsteinUhlenbeckOp. Deprecated in version 1.17. </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#ae43f029a393703f19733851757f06ee5">◆ </a></span>CalibrationHelperBase</h2>
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<td class="memname">QL_DEPRECATED typedef <a class="el" href="class_quant_lib_1_1_calibration_helper.html">CalibrationHelper</a> CalibrationHelperBase</td>
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<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000013">Deprecated:</a></b></dt><dd>Renamed to <a class="el" href="class_quant_lib_1_1_calibration_helper.html" title="abstract base class for calibration helpers">CalibrationHelper</a>. Deprecated in version 1.18. </dd></dl>
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