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:

### - i -

- IB : China
- ICEX : Iceland
- identity() : TridiagonalOperator
- idiosyncFctrs() : LatentModel< copulaPolicyImpl >
- IDX : Indonesia
- ImplicitCorrelation() : BaseCorrelationTermStructure< Interpolator2D_T >
- implicitCorrelation() : SyntheticCDO
- impliedHazardRate() : CreditDefaultSwap
- impliedRate() : InterestRate
- impliedVolatility() : BarrierOption , CalibrationHelper , CallableBond , CapFloor , DividendVanillaOption , DoubleBarrierOption , IrregularSwaption , Swaption , VanillaOption , YoYInflationCapFloor
- impliedYield() : Forward
- includeReferenceDateEvents() : Settings
- includeTodaysCashFlows() : Settings
- incomeDiscountCurve() : Forward
- incomeDiscountCurve_ : Forward
- index() : FloatingRateCoupon , InflationCoupon , TimeGrid
- indexFixing() : AverageBMACoupon , CPICoupon , FloatingRateCoupon , IborCoupon , InflationCoupon
- indexFixings() : AverageBMACoupon , OvernightIndexedCoupon
- indexObservation() : CPICoupon
- InflationIndex() : InflationIndex
- inflationLeg() : ZeroCouponInflationSwap
- init() : FittedBondDiscountCurve::FittingMethod , SpreadFittingMethod
- initialize() : InterpolatedYoYOptionletStripper< Interpolator1D > , Lattice , TreeLattice< Impl > , YoYOptionletStripper
- initialValues() : ExtOUWithJumpsProcess , G2ForwardProcess , G2Process , GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , KlugeExtOUProcess , LiborForwardModelProcess , StochasticProcess , StochasticProcessArray
- instance() : Singleton< T >
- instantaneousCovariance() : AbcdFunction
- instantaneousVariance() : AbcdFunction
- instantaneousVolatility() : AbcdFunction
- integral() : OneFactorCopula
- integratedExpectedValue() : LatentModel< copulaPolicyImpl >
- integration() : DefaultLatentModel< copulaPolicy > , SpotRecoveryLatentModel< copulaPolicy >
- InterestRate() : InterestRate
- InterestRateVolSurface() : InterestRateVolSurface
- interpolated() : InflationIndex
- InterpolatedYoYInflationCurve() : InterpolatedYoYInflationCurve< Interpolator >
- InterpolatedYoYOptionletVolatilityCurve() : InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >
- InterpolatedZeroInflationCurve() : InterpolatedZeroInflationCurve< Interpolator >
- interpolation() : CPICashFlow
- inverse() : Matrix
- inverse_transform() : FastFourierTransform
- InverseCumulativeBehrensFisher() : InverseCumulativeBehrensFisher
- inverseCumulativeDensity() : GaussianCopulaPolicy , LatentModel< copulaPolicyImpl > , TCopulaPolicy
- inverseCumulativeY() : GaussianCopulaPolicy , LatentModel< copulaPolicyImpl > , OneFactorCopula , OneFactorGaussianCopula , TCopulaPolicy
- inverseCumulativeZ() : GaussianCopulaPolicy , LatentModel< copulaPolicyImpl > , TCopulaPolicy
- isASXcode() : ASX
- isASXdate() : ASX
- isBusinessDay() : Calendar
- isCallATMIncluded_ : DigitalCoupon
- isCallCashOrNothing_ : DigitalCoupon
- isConsistent() : MultiplicativePriceSeasonality , Seasonality
- IsdaCdsEngine() : IsdaCdsEngine
- isECBcode() : ECB
- isECBdate() : ECB
- isEndOfMonth() : Calendar , Date
- isExpired() : Bond , CapFloor , CDO , CdsOption , CompositeInstrument , CPICapFloor , CreditDefaultSwap , EnergyFuture , EnergyVanillaSwap , FloatFloatSwaption , Forward , Instrument , IrregularSwaption , MultiAssetOption , NonstandardSwaption , NthToDefault , OneAssetOption , PathMultiAssetOption , RiskyBond , Stock , Swap , Swaption , SyntheticCDO , TwoAssetBarrierOption , VanillaStorageOption , VanillaSwingOption , VarianceOption , VarianceSwap , WriterExtensibleOption , YoYInflationCapFloor
- isHoliday() : Calendar
- isIMMcode() : IMM
- isIMMdate() : IMM
- isInArrears() : FloatingRateCoupon
- isLeap() : Date
- isOnTime() : DiscretizedAsset
- isPutATMIncluded_ : DigitalCoupon
- isPutCashOrNothing_ : DigitalCoupon
- isValid() : CompositeQuote< BinaryFunction > , DeltaVolQuote , DerivedQuote< UnaryFunction > , EurodollarFuturesImpliedStdDevQuote , ForwardSwapQuote , ForwardValueQuote , FuturesConvAdjustmentQuote , ImpliedStdDevQuote , LastFixingQuote , Quote , RecoveryRateQuote , RendistatoEquivalentSwapLengthQuote , RendistatoEquivalentSwapSpreadQuote , SimpleQuote
- isValidFixingDate() : BMAIndex , Index , InflationIndex , InterestRateIndex
- isValidQuoteDate() : CommodityIndex
- isWeekend() : Calendar
- iterationsNumber() : NonLinearLeastSquare
- itmAssetProbability() : BlackCalculator
- itmCashProbability() : BlackCalculator