Class Members - Functions

### A free/open-source library for quantitative finance

### - t -

- target() : ExchangeRate
- targetAndValue() : LeastSquareProblem
- targetValueAndGradient() : LeastSquareProblem
- TermStructure() : TermStructure
- test() : Constraint::Impl
- theta() : BlackCalculator , BlackScholesCalculator
- thetaPerDay() : BlackCalculator , BlackScholesCalculator
- time() : HybridHestonHullWhiteProcess , Merton76Process , StochasticProcessArray , StochasticProcess , Path , GeneralizedBlackScholesProcess , GJRGARCHProcess , HestonProcess
- timeFromBase() : CPIVolatilitySurface , YoYOptionletVolatilitySurface
- timeFromReference() : TermStructure
- TimeGrid() : TimeGrid
- timeGrid() : Path
- TimeSeries() : TimeSeries< T, Container >
- timeSeries() : Index
- todaysDate() : Date
- topPercentile() : GeneralStatistics
- totalVariance() : CPIVolatilitySurface , YoYOptionletVolatilitySurface
- trancheNotional() : Basket
- transform() : FastFourierTransform , BrownianBridge
- transpose() : Matrix
- tree() : HullWhite , BlackKarasinski , CoxIngersollRoss , ExtendedCoxIngersollRoss , OneFactorModel , TwoFactorModel , GeneralizedHullWhite
- triangulationCurrency() : Currency
- triangulationUnitOfMeasure() : UnitOfMeasure
- type() : ExchangeRate , BMASwap , ZeroCouponInflationSwap