QuantLib: Class Members

A free/open-source library for quantitative finance Reference manual - version 1.12

Here is a list of all documented class members with links to the class documentation for each member:

### - v -

- valuationDate() : Instrument
- value() : CompositeQuote< BinaryFunction > , CostFunction , DeltaVolQuote , DerivedQuote< UnaryFunction > , EurodollarFuturesImpliedStdDevQuote , ForwardSwapQuote , ForwardValueQuote , FuturesConvAdjustmentQuote , ImpliedStdDevQuote , LastFixingQuote , LeastSquareFunction , McSimulation< MC, RNG, S > , ObservableValue< T > , Problem , ProjectedCostFunction , Quote , RecoveryRateQuote , RendistatoEquivalentSwapLengthQuote , RendistatoEquivalentSwapSpreadQuote , SimpleQuote
- valueAndGradient() : CostFunction , LeastSquareFunction , Problem
- valueAtCenter() : SampledCurve
- valueAtRisk() : GenericRiskStatistics< S >
- valueDate_ : Forward
- valueDates() : OvernightIndexedCoupon
- values() : CostFunction , LeastSquareFunction , Problem , ProjectedCostFunction , TimeSeries< T, Container >
- valuesAndJacobian() : CostFunction
- valueWithSamples() : McSimulation< MC, RNG, S >
- VannaVolgaInterpolation() : VannaVolgaInterpolation
- variable() : BlackKarasinski::Dynamics , CoxIngersollRoss::Dynamics , ExtendedCoxIngersollRoss::Dynamics , HullWhite::Dynamics , OneFactorModel::ShortRateDynamics , Vasicek::Dynamics
- variance() : AbcdFunction , EndEulerDiscretization , EulerDiscretization , ExtendedOrnsteinUhlenbeckProcess , GeneralizedBlackScholesProcess , GeneralizedOrnsteinUhlenbeckProcess , GeneralStatistics , GsrProcess , HullWhiteForwardProcess , HullWhiteProcess , IncrementalStatistics , MfStateProcess , OrnsteinUhlenbeckProcess , StochasticProcess1D
- variances() : CovarianceDecomposition
- vega() : BlackCalculator
- volatility() : AbcdFunction , CalibrationHelper , CallableBondVolatilityStructure , CapFloorTermVolatilityStructure , CPIVolatilitySurface , OptionletVolatilityStructure , SwaptionVolatilityStructure , YoYOptionletVolatilitySurface
- volatilityImpl() : CallableBondConstantVolatility , CallableBondVolatilityStructure , CapFloorTermVolatilityStructure , CapFloorTermVolCurve , CapFloorTermVolSurface , ConstantCapFloorTermVolatility , ConstantOptionletVolatility , ConstantYoYOptionletVolatility , CPIVolatilitySurface , InterpolatedYoYOptionletVolatilityCurve< Interpolator1D > , KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D > , OptionletVolatilityStructure , StrippedOptionletAdapter , YoYOptionletVolatilitySurface
- VolatilityTermStructure() : VolatilityTermStructure
- volatilityType() : CalibrationHelper , ConstantSwaptionVolatility , SwaptionVolatilityCube , SwaptionVolatilityMatrix , SwaptionVolatilityStructure