Class Members - Functions

### A free/open-source library for quantitative finance

### - e -

- earliestDate() : BootstrapHelper< TS >
- easterMonday() : Calendar::WesternImpl , Calendar::OrthodoxImpl
- effectiveCap() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon
- effectiveFloor() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon
- elasticity() : BlackCalculator , BlackScholesCalculator
- elasticityForward() : BlackCalculator
- empty() : Calendar , DayCounter , TimeSeries< T, Container > , Currency , CommodityType , UnitOfMeasure , Handle< T > , Array
- enableExtrapolation() : Extrapolator
- EndCriteria() : EndCriteria
- endCriteria() : CalibratedModel
- endOfMonth() : Calendar , Date
- EquityFXVolSurface() : EquityFXVolSurface
- equivalentRate() : InterestRate
- Error() : Error
- error() : GeneralLinearLeastSquares
- errorEstimate() : Instrument , GeneralStatistics , IncrementalStatistics , McSimulation< MC, RNG, S >
- evaluationDate() : Settings
- eventSeniority() : DefaultEvent
- evolve() : HybridHestonHullWhiteProcess , ExtendedBlackScholesMertonProcess , GemanRoncoroniProcess , KlugeExtOUProcess , LiborForwardModelProcess , GeneralizedBlackScholesProcess , GJRGARCHProcess , StochasticProcess1D , HestonProcess , ExtOUWithJumpsProcess , StochasticProcessArray , StochasticProcess , BatesProcess
- exchange() : ExchangeRate
- ExchangeRate() : ExchangeRate
- exitFlag() : NonLinearLeastSquare
- Exp() : Array
- expectation() : StochasticProcess1D , GeneralizedBlackScholesProcess , G2ForwardProcess , OrnsteinUhlenbeckProcess , ExtendedOrnsteinUhlenbeckProcess , StochasticProcessArray , StochasticProcess , HullWhiteProcess , G2Process , HullWhiteForwardProcess , GeneralizedOrnsteinUhlenbeckProcess
- expectationValue() : GeneralStatistics
- expectedShortfall() : GenericRiskStatistics< S >
- expectedTrancheLoss() : SyntheticCDO