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:

### - r -

- rankReducedSqrt() : Matrix
- rate() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon , Coupon , DigitalCoupon , ExchangeRate , FixedRateCoupon , FloatingRateCoupon , InflationCoupon
- rebin() : TimeBasket
- recalculate() : LazyObject
- recoveryRate() : Basket , DefaultEvent
- recoveryValue() : RecoveryRateModel
- recoveryValueImpl() : ConstantRecoveryModel , RecoveryRateModel
- redemption() : Bond
- redemptions() : Bond
- refDate() : Basket
- referenceDate() : DriftTermStructure , FactorSpreadedHazardRateCurve , ForwardSpreadedTermStructure , InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator > , LocalVolCurve , LocalVolSurface , QuantoTermStructure , SabrVolSurface , SpreadedHazardRateCurve , SwaptionVolatilityCube , TermStructure , ZeroSpreadedTermStructure
- referencePeriodEnd() : Coupon
- referencePeriodStart() : Coupon
- registerWithObservables() : Observer
- regret() : GenericRiskStatistics< S >
- remainingAttachmentAmount() : Basket
- remainingDefaultKeys() : Basket
- remainingDetachmentAmount() : Basket
- remainingNames() : Basket
- remainingNotional() : Basket , SyntheticCDO
- remainingNotionals() : Basket
- remainingProbabilities() : Basket
- remainingSize() : Basket
- remainingTrancheNotional() : Basket
- removedHolidays() : Calendar
- removeHoliday() : Calendar
- replicationType_ : DigitalCoupon
- reserve() : GeneralStatistics
- reset() : DiscretizedAsset , DiscretizedDermanKaniDoubleBarrierOption , DiscretizedDiscountBond , DiscretizedDoubleBarrierOption , DiscretizedOption , GeneralStatistics , IncrementalStatistics , LevyFlightDistribution , MarketModelCashRebate , MarketModelComposite , MarketModelMultiProduct , MarketModelPathwiseCashRebate , MarketModelPathwiseCoterminalSwaptionsDeflated , MarketModelPathwiseCoterminalSwaptionsNumericalDeflated , MarketModelPathwiseInverseFloater , MarketModelPathwiseMultiCaplet , MarketModelPathwiseMultiDeflatedCap , MarketModelPathwiseMultiProduct , MarketModelPathwiseSwap , MultiProductPathwiseWrapper , MultiStepSwaption , Problem
- resetEvaluationDate() : Settings
- resetModel() : RecursiveLossModel< copulaPolicy > , SaddlePointLossModel< CP >
- residualNorm() : NonLinearLeastSquare
- result() : Instrument
- results() : NonLinearLeastSquare
- reverse_x_iterator : LexicographicalView< RandomAccessIterator >
- reverse_y_iterator : LexicographicalView< RandomAccessIterator >
- rho() : BlackCalculator
- RichardsonExtrapolation() : RichardsonExtrapolation
- RiskyBond() : RiskyBond
- rollback() : FiniteDifferenceModel< Evolver > , Lattice , TreeLattice< Impl > , TsiveriotisFernandesLattice< T >
- rootEpsilon_ : EndCriteria
- rounding() : Currency
- Rounding() : Rounding
- Rule : DateGeneration