Class Members

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

Here is a list of all documented class members with links to the class documentation for each member:

### - g -

- gamma() : BlackCalculator , BlackScholesCalculator
- gammaForward() : BlackCalculator
- gaussianAverageShortfall() : GenericGaussianStatistics< Stat >
- gaussianDownsideDeviation() : GenericGaussianStatistics< Stat >
- gaussianDownsideVariance() : GenericGaussianStatistics< Stat >
- gaussianExpectedShortfall() : GenericGaussianStatistics< Stat >
- gaussianPercentile() : GenericGaussianStatistics< Stat >
- gaussianPotentialUpside() : GenericGaussianStatistics< Stat >
- GaussianRecursiveCdoEngine() : GaussianRecursiveCdoEngine< CDOEngine >
- gaussianRegret() : GenericGaussianStatistics< Stat >
- gaussianShortfall() : GenericGaussianStatistics< Stat >
- gaussianTopPercentile() : GenericGaussianStatistics< Stat >
- gaussianValueAtRisk() : GenericGaussianStatistics< Stat >
- gearing() : YoYInflationCoupon , FloatingRateCoupon
- get() : PrimeNumbers
- getHistory() : IndexManager
- GovernmentBond : UnitedStates
- gradient() : LeastSquareFunction , CostFunction , Problem
- gradientEvaluation() : Problem
- gradientNormValue() : Problem
- guessSolution_ : FittedBondDiscountCurve::FittingMethod