QuantLib: Class Members - Variables

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

### - b -

- blackDiscountCurve_ : CallableBond
- blackEngine_ : CallableBond
- blackVolQuote_ : CallableBond

### - c -

- callCsi_ : DigitalCoupon
- callDigitalPayoff_ : DigitalCoupon
- callLeftEps_ : DigitalCoupon
- callStrike_ : DigitalCoupon
- capletVol_ : CPICouponPricer , YoYInflationCouponPricer
- constrainAtZero_ : FittedBondDiscountCurve::FittingMethod
- constraint_ : Problem
- costFunction_ : FittedBondDiscountCurve::FittingMethod , Problem
- currentValue_ : Problem
- curve_ : FittedBondDiscountCurve::FittingMethod

### - e -

- eventTypes_ : DefaultProbKey

### - f -

- functionEvaluation_ : Problem
- functionValue_ : Problem

### - g -

- guessSolution_ : FittedBondDiscountCurve::FittingMethod

### - i -

- incomeDiscountCurve_ : Forward
- isCallATMIncluded_ : DigitalCoupon
- isCallCashOrNothing_ : DigitalCoupon
- isPutATMIncluded_ : DigitalCoupon
- isPutCashOrNothing_ : DigitalCoupon

### - l -

- lsp_ : LeastSquareFunction

### - m -

- maturityDate_ : Forward
- maxIterations_ : EndCriteria
- maxStationaryStateIterations_ : EndCriteria

### - n -

- nFactors_ : LatentModel< copulaPolicyImpl >
- nVariables_ : LatentModel< copulaPolicyImpl >

### - o -

- obligationCurrency_ : DefaultProbKey

### - p -

- protectionStart_ : CdsHelper
- putCsi_ : DigitalCoupon
- putDigitalPayoff_ : DigitalCoupon
- putLeftEps_ : DigitalCoupon
- putStrike_ : DigitalCoupon

### - q -

- qt_ : LineSearch

### - r -

- replicationType_ : DigitalCoupon
- rootEpsilon_ : EndCriteria

### - s -

- searchDirection_ : LineSearch
- seniority_ : DefaultProbKey
- solution_ : FittedBondDiscountCurve::FittingMethod
- succeed_ : LineSearch

### - u -

- underlyingIncome_ : Forward
- underlyingSpotValue_ : Forward

### - v -

- valueDate_ : Forward

### - x -

- xtd_ : LineSearch