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:

### - o -

- obligationCurrency_ : DefaultProbKey
- observationInterpolation() : CPICoupon
- observationLag() : CPICapFloorTermPriceSurface , InflationTermStructure , InflationCoupon , CPIVolatilitySurface , YoYOptionletVolatilitySurface
- OldCDS : DateGeneration
- operator boost::shared_ptr< Observable >() : Handle< T >
- operator T() : ObservableValue< T >
- operator!=() : Region , Money , Calendar , Date , DayCounter , Period , Handle< T > , Currency , CommodityType , Quantity , UnitOfMeasure
- operator()() : ArmijoLineSearch , EndCriteria , LineSearch , Rounding , AbcdFunction
- operator*() : Matrix , Money , Period , Quantity , Array
- operator+() : Date , Quantity , Array , Matrix , Money , Period
- operator++() : Date
- operator+=() : Matrix , Date
- operator-() : Array , Matrix , Money , Date , Period , Date , Quantity , Array
- operator--() : Date
- operator-=() : Date
- operator/() : Quantity , Array , Matrix , Money , Period
- operator<() : Handle< T > , Quantity , Date , Period , Money
- operator<<() : Array , Currency , Replication , CommodityType , UnitOfMeasure , InterestRate , Period , Matrix , Money , Option , Date , DateGeneration , DayCounter , Calendar
- operator<=() : Period , Quantity , Date , Money
- operator=() : Observable
- operator==() : Currency , DayCounter , Period , CommodityType , Date , Calendar , UnitOfMeasure , Region , Quantity , Handle< T > , Money
- operator>() : Date , Money , Quantity , Period
- operator>=() : Quantity , Money , Date , Period
- operator[]() : Array , Path , TimeSeries< T, Container >
- optionDateFromTenor() : CallableBondVolatilityStructure , InterestRateVolSurface , VolatilityTermStructure
- optionlet() : CapFloor , YoYInflationCapFloor
- optionletImpl() : YoYInflationBachelierCapFloorEngine , YoYInflationBlackCapFloorEngine , YoYInflationUnitDisplacedBlackCapFloorEngine , YoYInflationCapFloorEngine
- optionletPrice() : YoYInflationCouponPricer , CPICouponPricer
- optionletPriceImp() : CPICouponPricer , YoYInflationCouponPricer , BlackYoYInflationCouponPricer , UnitDisplacedBlackYoYInflationCouponPricer , BachelierYoYInflationCouponPricer
- OptionletVolatilityStructure() : OptionletVolatilityStructure
- Ordering : SobolBrownianGenerator
- outerProduct() : Matrix
- output_size() : FastFourierTransform