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:

### - 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
- callCsi_ : DigitalCoupon
- callDigitalPayoff_ : DigitalCoupon
- callLeftEps_ : DigitalCoupon
- callOptionRate() : DigitalCoupon
- callStrike_ : DigitalCoupon
- cap() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon
- CapFloorTermVolatilityStructure() : CapFloorTermVolatilityStructure
- CapFloorTermVolCurve() : CapFloorTermVolCurve
- CapFloorTermVolSurface() : CapFloorTermVolSurface
- capletVol_ : CPICouponPricer , YoYInflationCouponPricer
- cashflows() : Bond
- CDO() : CDO
- CDS : DateGeneration
- Ceiling : Rounding
- 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() : Quantity , Money
- Closest : Rounding
- closestIndex() : TimeGrid
- closestTime() : TimeGrid
- code() : IMM , Currency , CommodityType , UnitOfMeasure , ECB
- CommodityType() : CommodityType
- compoundFactor() : InterestRate
- compute() : CMSMMDriftCalculator , LMMDriftCalculator , LMMNormalDriftCalculator , SMMDriftCalculator
- computePlain() : LMMDriftCalculator , LMMNormalDriftCalculator
- computeReduced() : LMMDriftCalculator , LMMNormalDriftCalculator
- conditionalProbability() : OneFactorCopula
- ConstantCapFloorTermVolatility() : ConstantCapFloorTermVolatility
- ConstantCPIVolatility() : ConstantCPIVolatility
- ConstantOptionletVolatility() : ConstantOptionletVolatility
- ConstantSwaptionVolatility() : ConstantSwaptionVolatility
- ConstantYoYOptionletVolatility() : ConstantYoYOptionletVolatility
- constrainAtZero_ : FittedBondDiscountCurve::FittingMethod
- constraint() : Problem
- constraint_ : Problem
- containsDefaultType() : DefaultType
- conventionalRecovery() : RecoveryRateQuote
- conventionalSpread() : CreditDefaultSwap
- ConversionType : Money , Quantity
- convertDates() : CallableBondVolatilityStructure
- convexity() : CashFlows
- convexityAdjustment() : AverageBMACoupon , FloatingRateCoupon , DigitalCoupon , CappedFlooredCoupon
- convexityAdjustmentImpl() : FloatingRateCoupon
- convexityBias() : HullWhite
- correlation() : GenericSequenceStatistics< StatisticsType > , OneFactorCopula , TwoFactorModel::ShortRateDynamics
- correlationMatrix() : CovarianceDecomposition
- costFunction() : Problem
- costFunction_ : Problem , FittedBondDiscountCurve::FittingMethod
- Coupon() : Coupon
- couponLegBPS() : CreditDefaultSwap
- covariance() : LiborForwardModelProcess , EndEulerDiscretization , GenericSequenceStatistics< StatisticsType > , StochasticProcess , G2ForwardProcess , AbcdFunction , G2Process , StochasticProcessArray , AbcdFunction , EulerDiscretization
- CovarianceDecomposition() : CovarianceDecomposition
- cpiIndex() : CPICoupon
- CPIVolatilitySurface() : CPIVolatilitySurface
- CreditDefaultSwap() : CreditDefaultSwap
- CubicInterpolation() : CubicInterpolation
- cumulatedLoss() : Basket
- cumulativeY() : OneFactorGaussianCopula , OneFactorCopula
- cumulativeZ() : OneFactorStudentGaussianCopula , OneFactorGaussianCopula , OneFactorStudentCopula , OneFactorCopula , OneFactorGaussianStudentCopula
- Currency() : Currency
- currency() : DefaultEvent
- currentLink() : Handle< T >
- currentValue() : Problem
- currentValue_ : Problem
- curve_ : FittedBondDiscountCurve::FittingMethod