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:

### - i -

- ICEX : Iceland
- identity() : TridiagonalOperator
- IDX : Indonesia
- impliedHazardRate() : CreditDefaultSwap
- impliedRate() : InterestRate
- impliedVolatility() : BarrierOption , CapFloor , DividendVanillaOption , YoYInflationCapFloor , Swaption , VanillaOption , CallableBond , CalibrationHelper
- impliedYield() : Forward
- include() : ProjectedCostFunction
- includeReferenceDateEvents() : Settings
- includeTodaysCashFlows() : Settings
- incomeDiscountCurve() : Forward
- incomeDiscountCurve_ : Forward
- index() : FloatingRateCoupon , InflationCoupon , TimeGrid
- indexFixing() : AverageBMACoupon , CPICoupon , FloatingRateCoupon , IborCoupon , InflationCoupon
- indexFixings() : AverageBMACoupon , OvernightIndexedCoupon
- indexObservation() : CPICoupon
- InflationIndex() : InflationIndex
- inflationLeg() : ZeroCouponInflationSwap
- init() : FittedBondDiscountCurve::FittingMethod
- initialize() : InterpolatedYoYOptionletStripper< Interpolator1D > , YoYOptionletStripper , TreeLattice< Impl > , Lattice
- initialValues() : ExtOUWithJumpsProcess , KlugeExtOUProcess , LiborForwardModelProcess , G2Process , G2ForwardProcess , GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , StochasticProcessArray , StochasticProcess
- instance() : Singleton< T >
- instantaneousCovariance() : AbcdFunction
- instantaneousVariance() : AbcdFunction
- instantaneousVolatility() : AbcdFunction
- integral() : OneFactorCopula
- InterestRate() : InterestRate
- InterestRateVolSurface() : InterestRateVolSurface
- interpolated() : InflationIndex
- InterpolatedYoYInflationCurve() : InterpolatedYoYInflationCurve< Interpolator >
- InterpolatedYoYOptionletVolatilityCurve() : InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >
- InterpolatedZeroInflationCurve() : InterpolatedZeroInflationCurve< Interpolator >
- interpolation() : CPICashFlow
- inverse() : Matrix
- inverse_transform() : FastFourierTransform
- inverseCumulativeY() : OneFactorCopula , OneFactorGaussianCopula
- isBusinessDay() : Calendar
- isCallATMIncluded_ : DigitalCoupon
- isCallCashOrNothing_ : DigitalCoupon
- isConsistent() : Seasonality , MultiplicativePriceSeasonality
- isECBcode() : ECB
- isECBdate() : ECB
- isEndOfMonth() : Calendar , Date
- isExpired() : VarianceSwap , Bond , Swap , WriterExtensibleOption , EnergyFuture , EnergyVanillaSwap , CDO , Swaption , CdsOption , NthToDefault , RiskyBond , CreditDefaultSwap , CapFloor , Instrument , OneAssetOption , CompositeInstrument , PathMultiAssetOption , VarianceOption , CPICapFloor , Forward , YoYInflationCapFloor , MultiAssetOption , Stock , VanillaSwingOption , SyntheticCDO , VanillaStorageOption
- isHoliday() : Calendar
- isIMMcode() : IMM
- isIMMdate() : IMM
- isInArrears() : FloatingRateCoupon
- isLeap() : Date
- isOnTime() : DiscretizedAsset
- isPutATMIncluded_ : DigitalCoupon
- isPutCashOrNothing_ : DigitalCoupon
- isValid() : RecoveryRateQuote , EurodollarFuturesImpliedStdDevQuote , ImpliedStdDevQuote , RendistatoEquivalentSwapSpreadQuote , FuturesConvAdjustmentQuote , ForwardSwapQuote , DerivedQuote< UnaryFunction > , RendistatoEquivalentSwapLengthQuote , LastFixingQuote , ForwardValueQuote , SimpleQuote , Quote , DeltaVolQuote , CompositeQuote< BinaryFunction >
- isValidFixingDate() : InterestRateIndex , BMAIndex , InflationIndex , Index
- isValidQuoteDate() : CommodityIndex
- isWeekend() : Calendar
- iterationsNumber() : NonLinearLeastSquare
- itmAssetProbability() : BlackCalculator
- itmCashProbability() : BlackCalculator