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:

### - 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 >
- Eurex : Germany
- Euwax : Germany
- evaluationDate() : Settings
- eventSeniority() : DefaultEvent
- eventTypes_ : DefaultProbKey
- evolve() : GemanRoncoroniProcess , StochasticProcess1D , ExtendedBlackScholesMertonProcess , ExtOUWithJumpsProcess , KlugeExtOUProcess , LiborForwardModelProcess , BatesProcess , GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , StochasticProcessArray , StochasticProcess , GeneralizedBlackScholesProcess
- exchange() : ExchangeRate
- Exchange : Brazil , Italy , UnitedKingdom
- ExchangeRate() : ExchangeRate
- exitFlag() : NonLinearLeastSquare
- Exp() : Array
- expectation() : GeneralizedBlackScholesProcess , ExtendedOrnsteinUhlenbeckProcess , StochasticProcessArray , StochasticProcess1D , HullWhiteProcess , GeneralizedOrnsteinUhlenbeckProcess , HullWhiteForwardProcess , StochasticProcess , OrnsteinUhlenbeckProcess , G2Process , G2ForwardProcess
- expectationValue() : GeneralStatistics
- expectedShortfall() : GenericRiskStatistics< S >
- expectedTrancheLoss() : SyntheticCDO