QuantLib: Class Members - Functions

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

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- gamma() : BlackCalculator , BlackScholesCalculator
- gammaForward() : BlackCalculator
- Gaussian1dJamshidianSwaptionEngine() : Gaussian1dJamshidianSwaptionEngine
- gaussianAverageShortfall() : GenericGaussianStatistics< Stat >
- gaussianDownsideDeviation() : GenericGaussianStatistics< Stat >
- gaussianDownsideVariance() : GenericGaussianStatistics< Stat >
- gaussianExpectedShortfall() : GenericGaussianStatistics< Stat >
- gaussianPercentile() : GenericGaussianStatistics< Stat >
- gaussianPolynomialIntegral() : Gaussian1dModel
- gaussianPotentialUpside() : GenericGaussianStatistics< Stat >
- GaussianQuadMultidimIntegrator() : GaussianQuadMultidimIntegrator
- gaussianRegret() : GenericGaussianStatistics< Stat >
- gaussianShiftedPolynomialIntegral() : Gaussian1dModel
- gaussianShortfall() : GenericGaussianStatistics< Stat >
- gaussianTopPercentile() : GenericGaussianStatistics< Stat >
- gaussianValueAtRisk() : GenericGaussianStatistics< Stat >
- gearing() : FloatingRateCoupon , YoYInflationCoupon
- get() : PascalTriangle , PrimeNumbers
- getHistory() : IndexManager
- getInitTraits() : GaussianCopulaPolicy , TCopulaPolicy
- gradient() : CostFunction , LeastSquareFunction , Problem
- gradientEvaluation() : Problem
- gradientNormValue() : Problem