Class Members - Functions

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

### - c -

- calculate() : Instrument , LazyObject , McSimulation< MC, RNG, S >
- calculateNotionalsFromCashflows() : Bond
- calendar() : SabrVolSurface , QuantoTermStructure , ZeroSpreadedTermStructure , TermStructure
- Calendar() : Calendar
- calendar() : LocalVolCurve , SwaptionVolatilityCube , FactorSpreadedHazardRateCurve , DriftTermStructure , ForwardSpreadedTermStructure , SpreadedHazardRateCurve , ImpliedTermStructure , PiecewiseZeroSpreadedTermStructure
- calibrate() : CalibratedModel
- calibrationError() : CalibrationHelper
- callability() : CallableBond
- CallableBondVolatilityStructure() : CallableBondVolatilityStructure
- callOptionRate() : DigitalCoupon
- cap() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon
- CapFloorTermVolatilityStructure() : CapFloorTermVolatilityStructure
- CapFloorTermVolCurve() : CapFloorTermVolCurve
- CapFloorTermVolSurface() : CapFloorTermVolSurface
- cashflows() : Bond
- CDO() : CDO
- chain() : ExchangeRate
- checkMaxIterations() : EndCriteria
- checkMoments() : OneFactorCopula
- checkPricerImpl() : CPICoupon , InflationCoupon , YoYInflationCoupon
- checkRange() : TermStructure , InflationTermStructure
- checkStationaryFunctionAccuracy() : EndCriteria
- checkStationaryFunctionValue() : EndCriteria
- checkStationaryPoint() : EndCriteria
- checkStrike() : VolatilityTermStructure
- checkZeroGradientNorm() : EndCriteria
- CholeskyDecomposition() : Matrix
- cleanForwardPrice() : FixedRateBondForward
- cleanPrice() : Bond
- clear() : ExchangeRateManager
- clearFixings() : Index
- clearHistories() : IndexManager
- clearHistory() : IndexManager
- clone() : Libor , IborIndex , SwapIndex , ImpliedVolatilityHelper , MarketModelMultiProduct , MarketModelPathwiseMultiProduct , MultiProductComposite , MarketModelCashRebate , MultiProductPathwiseWrapper , MultiStepSwaption , MarketModelPathwiseMultiCaplet , MarketModelPathwiseMultiDeflatedCap , MarketModelPathwiseCashRebate , MarketModelPathwiseInverseFloater , MarketModelPathwiseSwap , MarketModelPathwiseCoterminalSwaptionsDeflated , MarketModelPathwiseCoterminalSwaptionsNumericalDeflated , SingleProductComposite , FittedBondDiscountCurve::FittingMethod , ExponentialSplinesFitting , NelsonSiegelFitting , SvenssonFitting , CubicBSplinesFitting , SimplePolynomialFitting
- close() : Quantity , Money
- close_enough() : Money , Quantity
- closestIndex() : TimeGrid
- closestTime() : TimeGrid
- code() : CommodityType , Currency , UnitOfMeasure , ECB , IMM
- CommodityType() : CommodityType
- compoundFactor() : InterestRate
- compute() : LMMDriftCalculator , CMSMMDriftCalculator , LMMNormalDriftCalculator , SMMDriftCalculator
- computePlain() : LMMNormalDriftCalculator , LMMDriftCalculator
- computeReduced() : LMMDriftCalculator , LMMNormalDriftCalculator
- conditionalProbability() : OneFactorCopula
- ConstantCapFloorTermVolatility() : ConstantCapFloorTermVolatility
- ConstantCPIVolatility() : ConstantCPIVolatility
- ConstantOptionletVolatility() : ConstantOptionletVolatility
- ConstantSwaptionVolatility() : ConstantSwaptionVolatility
- ConstantYoYOptionletVolatility() : ConstantYoYOptionletVolatility
- constraint() : Problem
- containsDefaultType() : DefaultType
- conventionalRecovery() : RecoveryRateQuote
- conventionalSpread() : CreditDefaultSwap
- convertDates() : CallableBondVolatilityStructure
- convexity() : CashFlows
- convexityAdjustment() : AverageBMACoupon , CappedFlooredCoupon , FloatingRateCoupon , DigitalCoupon
- convexityAdjustmentImpl() : FloatingRateCoupon
- convexityBias() : HullWhite
- correlation() : OneFactorCopula , TwoFactorModel::ShortRateDynamics , GenericSequenceStatistics< StatisticsType >
- correlationMatrix() : CovarianceDecomposition
- costFunction() : Problem
- Coupon() : Coupon
- couponLegBPS() : CreditDefaultSwap
- covariance() : GenericSequenceStatistics< StatisticsType > , StochasticProcessArray , LiborForwardModelProcess , AbcdFunction , G2Process , EulerDiscretization , StochasticProcess , EndEulerDiscretization , G2ForwardProcess
- CovarianceDecomposition() : CovarianceDecomposition
- cpiIndex() : CPICoupon
- CPIVolatilitySurface() : CPIVolatilitySurface
- CreditDefaultSwap() : CreditDefaultSwap
- CubicInterpolation() : CubicInterpolation
- cumulatedLoss() : Basket
- cumulativeY() : OneFactorCopula , OneFactorGaussianCopula
- cumulativeZ() : OneFactorStudentCopula , OneFactorStudentGaussianCopula , OneFactorGaussianCopula , OneFactorGaussianStudentCopula , OneFactorCopula
- Currency() : Currency
- currency() : DefaultEvent
- currentLink() : Handle< T >
- currentValue() : Problem