QuantLib: Class Members - Functions

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

### - a -

- a() : AbcdMathFunction
- AbcdAtmVolCurve() : AbcdAtmVolCurve
- AbcdInterpolation() : AbcdInterpolation
- accrualDays() : Coupon
- accrualEndDate() : Coupon
- accrualPeriod() : Coupon
- accrualStartDate() : Coupon
- accruedAmount() : Bond , BTP , CCTEU , Coupon , FixedRateCoupon , FloatingRateCoupon , InflationCoupon
- accruedDays() : Coupon
- accruedPeriod() : Coupon
- add() : CompositeInstrument , ExchangeRateManager , GeneralStatistics , IncrementalStatistics
- addedHolidays() : Calendar
- addFixing() : Index , InflationIndex
- addFixings() : Index
- addHoliday() : Calendar
- additionalResults() : Instrument
- addRedemptionsToCashflows() : Bond
- addSequence() : GeneralStatistics , IncrementalStatistics
- addWeekend() : BespokeCalendar
- adjust() : Calendar
- adjustedFixing() : CPICoupon , FloatingRateCoupon
- adjustValues() : DiscretizedAsset
- advance() : Calendar
- after() : Schedule
- allFactorCumulInverter() : LatentModel< copulaPolicyImpl >
- allowsExtrapolation() : Extrapolator
- allowsNativeFixings() : Index , SwapSpreadIndex
- alpha() : LevyFlightDistribution
- alwaysForwardNotifications() : LazyObject
- AmericanCondition() : AmericanCondition
- AmortizingFixedRateBond() : AmortizingFixedRateBond
- amount() : CashFlow , CPICashFlow , Dividend , FixedDividend , FixedRateCoupon , FloatingRateCoupon , FractionalDividend , IndexedCashFlow , InflationCoupon , SimpleCashFlow
- AnalyticCapFloorEngine() : AnalyticCapFloorEngine
- AnalyticEuropeanEngine() : AnalyticEuropeanEngine
- anchorEvaluationDate() : Settings
- appliesToSeniority() : ConstantRecoveryModel , RecoveryRateModel
- apply() : GeneralizedBlackScholesProcess , GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , LiborForwardModelProcess , Merton76Process , StochasticProcess1D , StochasticProcess , StochasticProcessArray
- applyAfterApplying() : BoundaryCondition< Operator >
- applyAfterSolving() : BoundaryCondition< Operator >
- applyBeforeApplying() : BoundaryCondition< Operator > , DirichletBC , NeumannBC
- applyBeforeSolving() : BoundaryCondition< Operator >
- applyTo() : TridiagonalOperator
- ArmijoLineSearch() : ArmijoLineSearch
- Array() : Array
- asOptionlet() : MakeCapFloor , MakeYoYInflationCapFloor
- atmForwardVariance() : EquityFXVolSurface
- atmForwardVol() : EquityFXVolSurface
- atmRate() : CashFlows
- atmVariance() : BlackAtmVolCurve
- atmVarianceImpl() : AbcdAtmVolCurve , BlackAtmVolCurve , BlackVolSurface
- atmVol() : BlackAtmVolCurve
- atmVolImpl() : AbcdAtmVolCurve , BlackAtmVolCurve , BlackVolSurface
- atmYoYSwapTimeRates() : YoYCapFloorTermPriceSurface
- attachmentAmount() : Basket
- attachmentRatio() : Basket
- availabilityLag() : InflationIndex
- averageLoss() : BinomialLossModel< LLM >
- averageShortfall() : GenericRiskStatistics< S >