QuantLib: Class Members - Functions

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

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- earliestDate() : BootstrapHelper< TS >
- easterMonday() : Calendar::OrthodoxImpl , Calendar::WesternImpl
- effectiveCap() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon
- effectiveConvexity() : CallableBond
- effectiveDuration() : CallableBond
- effectiveFloor() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon
- elasticity() : BlackCalculator , BlackScholesCalculator
- elasticityForward() : BlackCalculator
- empty() : Array , Calendar , CommodityType , Currency , DayCounter , Handle< T > , TimeSeries< T, Container > , UnitOfMeasure
- enableExtrapolation() : Extrapolator
- endCriteria() : CalibratedModel
- EndCriteria() : EndCriteria
- endOfMonth() : Calendar , Date
- EquityFXVolSurface() : EquityFXVolSurface
- equivalentRate() : InterestRate
- Error() : Error
- error() : GeneralLinearLeastSquares
- errorEstimate() : GeneralStatistics , IncrementalStatistics , Instrument , McSimulation< MC, RNG, S >
- evaluationDate() : Settings
- eventSeniority() : DefaultEvent
- evolve() : BatesProcess , ExtendedBlackScholesMertonProcess , ExtOUWithJumpsProcess , GemanRoncoroniProcess , GeneralizedBlackScholesProcess , GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , KlugeExtOUProcess , LiborForwardModelProcess , StochasticProcess1D , StochasticProcess , StochasticProcessArray
- exchange() : ExchangeRate
- ExchangeRate() : ExchangeRate
- exCouponDate() : CashFlow , Coupon
- exitFlag() : NonLinearLeastSquare
- Exp() : Array
- expCondRecovery() : SpotRecoveryLatentModel< copulaPolicy >
- expectation() : ExtendedOrnsteinUhlenbeckProcess , G2ForwardProcess , G2Process , GeneralizedBlackScholesProcess , GeneralizedOrnsteinUhlenbeckProcess , GsrProcess , HullWhiteForwardProcess , HullWhiteProcess , MfStateProcess , OrnsteinUhlenbeckProcess , StochasticProcess1D , StochasticProcess , StochasticProcessArray
- expectationValue() : GeneralStatistics
- expectedDistribution() : BinomialLossModel< LLM >
- expectedLoss() : SpotRecoveryLatentModel< copulaPolicy >
- expectedRecovery() : ConstantLossModel< copulaPolicy > , DefaultLossModel , GaussianLHPLossModel , RandomDefaultLM< copulaPolicy, USNG >
- expectedShortfall() : Basket , BinomialLossModel< LLM > , DefaultLossModel , GaussianLHPLossModel , GenericRiskStatistics< S > , HomogeneousPoolLossModel< copulaPolicy > , InhomogeneousPoolLossModel< copulaPolicy > , RandomLM< derivedRandomLM, copulaPolicy, USNG > , RecursiveLossModel< copulaPolicy > , SaddlePointLossModel< CP >
- expectedTrancheLoss() : SyntheticCDO
- exposure() : Basket