QuantLib: Class Members

A free/open-source library for quantitative finance Reference manual - version 1.20

Here is a list of all documented class members with links to the class documentation for each member:

### - u -

- underlyingIncome_ : Forward
- underlyingSpotValue_ : Forward
- underlyingSwap() : OvernightIndexedSwapIndex , SwapIndex
- unfreeze() : LazyObject
- UnitDisplacedBlackYoYInflationCouponPricer() : UnitDisplacedBlackYoYInflationCouponPricer
- UnitOfMeasure() : UnitOfMeasure
- unitType() : UnitOfMeasure
- Up : Rounding
- update() : AbcdAtmVolCurve , AnalyticHestonHullWhiteEngine , BaseCorrelationTermStructure< Interpolator2D_T > , Basket , BootstrapHelper< TS > , CalibratedModel , CapFloorTermVolCurve , CapFloorTermVolSurface , CappedFlooredCoupon , CappedFlooredYoYInflationCoupon , CdsHelper , Claim , CmsMarket , CommodityIndex , CompositeQuote< BinaryFunction > , ConstantRecoveryModel , COSHestonEngine , DefaultLatentModel< copulaPolicy > , DefaultProbabilityTermStructure , DeltaVolQuote , DerivedQuote< UnaryFunction > , DigitalCoupon , ExtendedBlackVarianceCurve , ExtendedBlackVarianceSurface , FdHestonHullWhiteVanillaEngine , FittedBondDiscountCurve , FlatForward , FloatingRateCoupon , FloatingRateCouponPricer , ForwardSpreadedTermStructure , ForwardSwapQuote , ForwardValueQuote , FuturesConvAdjustmentQuote , GaussianLHPLossModel , GeneralizedBlackScholesProcess , GenericEngine< ArgumentsType, ResultsType > , Gsr , HybridHestonHullWhiteProcess , IndexedCashFlow , InflationCoupon , InflationCouponPricer , InflationIndex , InterestRateIndex , InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator > , LastFixingQuote , LatentModel< copulaPolicyImpl > , LatticeShortRateModelEngine< Arguments, Results > , LazyObject , MarkovFunctional , Observer , PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > , PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > , PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > , PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > , PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > , RandomDefaultModel , RandomLM< derivedRandomLM, copulaPolicy, USNG > , RelativeDateBootstrapHelper< TS > , SabrVolSurface , SmileSection , StochasticProcess , StrippedOptionletAdapter , TermStructure , YieldTermStructure , ZeroSpreadedTermStructure
- UpfrontCdsHelper() : UpfrontCdsHelper
- upperBound() : Constraint::Impl
- USE : Ukraine
- useCleanPrice() : BondHelper
- usingAtParCoupons() : IborCoupon