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:

### - p -

- Parabolic : CubicInterpolation
- param() : LevyFlightDistribution
- params() : CalibratedModel
- partialRollback() : Lattice , TreeLattice< Impl > , TsiveriotisFernandesLattice< T >
- percentile() : BinomialLossModel< LLM > , DefaultLossModel , GaussianLHPLossModel , GeneralStatistics , HomogeneousPoolLossModel< copulaPolicy > , InhomogeneousPoolLossModel< copulaPolicy > , RandomLM< derivedRandomLM, copulaPolicy, USNG > , RecursiveLossModel< copulaPolicy > , SaddlePointLossModel< CP >
- percentileAndInterval() : RandomLM< derivedRandomLM, copulaPolicy, USNG >
- perform() : NonLinearLeastSquare
- performCalculations() : AbcdAtmVolCurve , AndreasenHugeVolatilityInterpl , BlackCalibrationHelper , CapFloorTermVolCurve , CapFloorTermVolSurface , CompositeInstrument , ConvertibleBond , EnergyBasisSwap , EnergyFuture , EnergyVanillaSwap , EurodollarFuturesImpliedStdDevQuote , FixedRateBondForward , Forward , ForwardRateAgreement , ForwardSwapQuote , Gaussian1dModel , Gsr , HestonModelHelper , HestonSLVMCModel , ImpliedStdDevQuote , Instrument , LazyObject , MarkovFunctional , OptionletStripper1 , OptionletStripper2 , RandomLM< derivedRandomLM, copulaPolicy, USNG > , RiskyBond , Stock , StrippedOptionletAdapter , SwaptionVolatilityCube , SwaptionVolatilityMatrix
- Periodic : CubicInterpolation
- PiecewiseDefaultCurve() : PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
- PiecewiseYieldCurve() : PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >
- PiecewiseYoYInflationCurve() : PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
- PiecewiseZeroInflationCurve() : PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
- pillarDate() : BootstrapHelper< TS >
- Polynomial2DSpline() : Polynomial2DSpline
- pool() : Basket
- postAdjustValues() : DiscretizedAsset
- postAdjustValuesImpl() : DiscretizedAsset , DiscretizedDermanKaniDoubleBarrierOption , DiscretizedDoubleBarrierOption , DiscretizedOption
- potentialUpside() : GenericRiskStatistics< S >
- preAdjustValues() : DiscretizedAsset
- preAdjustValuesImpl() : DiscretizedAsset
- presentValue() : Lattice , TreeLattice< Impl >
- previousCashFlow() : CashFlows
- previousCouponRate() : Bond
- Price : Callability
- price() : CPICapFloorTermPriceSurface
- primitive() : AbcdFunction , AbcdMathFunction , PolynomialFunction
- probabilities() : Basket
- probabilityOfAtLeastNEvents() : LossDist
- probabilityOfNEvents() : LossDist
- probAtLeastNEvents() : Basket , ConstantLossModel< copulaPolicy > , DefaultLatentModel< copulaPolicy > , DefaultLossModel , RandomLM< derivedRandomLM, copulaPolicy, USNG >
- probDensityCond() : SaddlePointLossModel< CP >
- Problem() : Problem
- problemValues() : CalibratedModel
- probOfDefault() : DefaultLatentModel< copulaPolicy >
- probOverLoss() : Basket , DefaultLossModel , GaussianLHPLossModel , SaddlePointLossModel< CP >
- probOverLossCond() : SaddlePointLossModel< CP >
- probOverLossPortfCond() : SaddlePointLossModel< CP >
- probsBeingNthEvent() : Basket , DefaultLossModel , RandomLM< derivedRandomLM, copulaPolicy, USNG >
- process() : OneFactorModel::ShortRateDynamics , TwoFactorModel::ShortRateDynamics
- protectionEndDate() : CreditDefaultSwap
- protectionStart_ : CdsHelper
- protectionStartDate() : CreditDefaultSwap
- PSE : CzechRepublic
- pseudoSqrt() : Matrix
- Public : Romania
- putCsi_ : DigitalCoupon
- putDigitalPayoff_ : DigitalCoupon
- putLeftEps_ : DigitalCoupon
- putOptionRate() : DigitalCoupon
- putStrike_ : DigitalCoupon