QuantLib: Class Members - Functions

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

### - l -

- l2() : FittedBondDiscountCurve::FittingMethod
- lastDate() : TimeSeries< T, Container >
- lastFunctionValue() : LineSearch
- lastGradient() : LineSearch
- lastGradientNorm2() : LineSearch
- lastValue() : NonLinearLeastSquare
- lastX() : LineSearch
- LatentModel() : LatentModel< copulaPolicyImpl >
- latentRRVarValue() : SpotRecoveryLatentModel< copulaPolicy >
- latentVariableCorrel() : LatentModel< copulaPolicyImpl >
- latentVarValue() : LatentModel< copulaPolicyImpl >
- latestDate() : BootstrapHelper< TS >
- latestRelevantDate() : BootstrapHelper< TS >
- LeastSquareFunction() : LeastSquareFunction
- LecuyerUniformRng() : LecuyerUniformRng
- leverageFactor() : SyntheticCDO
- LevyFlightDistribution() : LevyFlightDistribution
- LexicographicalView() : LexicographicalView< RandomAccessIterator >
- LinearFlatInterpolation() : LinearFlatInterpolation
- LinearInterpolation() : LinearInterpolation
- LineSearch() : LineSearch
- liveList() : Basket
- localVolImpl() : LocalVolCurve , LocalVolSurface , LocalVolTermStructure
- LocalVolTermStructure() : LocalVolTermStructure
- locate() : SwaptionVolatilityMatrix
- LogCubicInterpolation() : LogCubicInterpolation
- LogLinearInterpolation() : LogLinearInterpolation
- LogMixedLinearCubicInterpolation() : LogMixedLinearCubicInterpolation
- longTermValue() : AbcdMathFunction
- longTermVolatility() : AbcdFunction
- lookup() : ExchangeRateManager
- lossDistribution() : Basket , BinomialLossModel< LLM > , DefaultLossModel , RandomLM< derivedRandomLM, copulaPolicy, USNG > , RecursiveLossModel< copulaPolicy > , SaddlePointLossModel< CP >
- lossPoints() : BinomialLossModel< LLM >
- lossProbability() : BinomialLossModel< LLM >
- lowerBound() : Constraint::Impl