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:

### - r -

- rankReducedSqrt() : Matrix
- rate() : CappedFlooredCoupon , Coupon , InflationCoupon , ExchangeRate , DigitalCoupon , CappedFlooredYoYInflationCoupon , FixedRateCoupon , FloatingRateCoupon
- rebin() : TimeBasket
- recalculate() : LazyObject
- recoveryRate() : DefaultEvent
- recoveryValue() : RecoveryRateModel
- recoveryValueImpl() : RecoveryRateModel , ConstantRecoveryModel
- RecursiveCdoEngine() : RecursiveCdoEngine< CDOEngine, copulaT >
- redemption() : Bond
- redemptions() : Bond
- referenceDate() : FactorSpreadedHazardRateCurve , SpreadedHazardRateCurve , SabrVolSurface , TermStructure , LocalVolCurve , LocalVolSurface , SwaptionVolatilityCube , DriftTermStructure , ForwardSpreadedTermStructure , PiecewiseZeroSpreadedTermStructure , QuantoTermStructure , ZeroSpreadedTermStructure
- referencePeriodEnd() : Coupon
- referencePeriodStart() : Coupon
- regret() : GenericRiskStatistics< S >
- remainingAttachmentRatio() : Basket
- remainingDetachmentRatio() : Basket
- remainingNames() : Basket
- remainingNotional() : Basket , SyntheticCDO
- remainingNotionals() : Basket
- removeHoliday() : Calendar
- replicationType_ : DigitalCoupon
- reserve() : GeneralStatistics
- reset() : Problem , MarketModelPathwiseCoterminalSwaptionsNumericalDeflated , MarketModelPathwiseMultiDeflatedCap , DiscretizedDiscountBond , MarketModelPathwiseCoterminalSwaptionsDeflated , MarketModelPathwiseInverseFloater , MarketModelPathwiseSwap , MarketModelPathwiseCashRebate , DiscretizedAsset , MultiProductPathwiseWrapper , MarketModelComposite , DiscretizedOption , GeneralStatistics , IncrementalStatistics , MarketModelMultiProduct , MultiStepSwaption , MarketModelCashRebate , MarketModelPathwiseMultiCaplet , MarketModelPathwiseMultiProduct
- resetEvaluationDate() : Settings
- residualNorm() : NonLinearLeastSquare
- result() : Instrument
- results() : NonLinearLeastSquare
- reverse_x_iterator : LexicographicalView< RandomAccessIterator >
- reverse_y_iterator : LexicographicalView< RandomAccessIterator >
- rho() : BlackCalculator
- rollback() : FiniteDifferenceModel< Evolver > , Lattice , TreeLattice< Impl > , TsiveriotisFernandesLattice< T > , FiniteDifferenceModel< Evolver >
- rootEpsilon_ : EndCriteria
- rounding() : Currency
- Rounding() : Rounding
- Rule : DateGeneration