QuantLib: Class Members - Functions

A free/open-source library for quantitative finance Reference manual - version 1.6

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### - s -

- sampleAccumulator() : McSimulation< MC, RNG, S >
- samples() : GeneralStatistics , IncrementalStatistics
- Schedule() : Schedule
- searchDirection() : LineSearch
- seasonalityBaseDate() : MultiplicativePriceSeasonality
- seasonalityFactor() : MultiplicativePriceSeasonality
- secondDerivativeAtCenter() : SampledCurve
- semiDeviation() : GenericRiskStatistics< S >
- semiVariance() : GenericRiskStatistics< S >
- setConstraintType() : ConstrainedEvolver , LogNormalFwdRateEulerConstrained
- setHistory() : IndexManager
- setLossModel() : Basket
- setLowerBound() : Solver1D< Impl >
- setMaxEvaluations() : Solver1D< Impl >
- setPricingEngine() : Instrument
- setSeasonality() : InflationTermStructure
- setSingleRedemption() : Bond
- setTermStructure() : BootstrapHelper< TS > , YearOnYearInflationSwapHelper , YoYOptionletHelper , ZeroCouponInflationSwapHelper
- setThisConstraint() : ConstrainedEvolver , LogNormalFwdRateEulerConstrained
- setTime() : BoundaryCondition< Operator > , DirichletBC , NeumannBC
- settledLoss() : Basket
- settlementDays() : DriftTermStructure , ForwardSpreadedTermStructure , ImpliedTermStructure , InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator > , QuantoTermStructure , SabrVolSurface , SwaptionVolatilityCube , TermStructure , ZeroSpreadedTermStructure
- settlementValue() : Bond
- setupArguments() : AssetSwap , BarrierOption , Bond , CallableBond , CallableFixedRateBond , CapFloor , CdsOption , CliquetOption , CompoundOption , ContinuousAveragingAsianOption , ContinuousFixedLookbackOption , ContinuousFloatingLookbackOption , ContinuousPartialFixedLookbackOption , ContinuousPartialFloatingLookbackOption , CPICapFloor , CPISwap , CreditDefaultSwap , DiscreteAveragingAsianOption , DividendBarrierOption , DividendVanillaOption , DoubleBarrierOption , EnergyCommodity , FloatFloatSwap , FloatFloatSwaption , ForwardVanillaOption , HimalayaOption , Instrument , IrregularSwap , IrregularSwaption , MargrabeOption , MultiAssetOption , NonstandardSwap , NonstandardSwaption , NthToDefault , Option , PagodaOption , PathMultiAssetOption , SimpleChooserOption , Swap , Swaption , SyntheticCDO , TwoAssetBarrierOption , VanillaStorageOption , VanillaSwap , VanillaSwingOption , VarianceOption , VarianceSwap , WriterExtensibleOption , YearOnYearInflationSwap , YoYInflationCapFloor , ZeroCouponInflationSwap
- setupExpired() : Bond , CreditDefaultSwap , Instrument , MultiAssetOption , OneAssetOption , PathMultiAssetOption , RiskyBond , Swap , VarianceSwap
- setupModels() : BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >
- setUpperBound() : Solver1D< Impl >
- setValue() : RecoveryRateQuote , SimpleQuote
- shift() : SwaptionVolatilityCube , SwaptionVolatilityMatrix , SwaptionVolatilityStructure
- shortfall() : GenericRiskStatistics< S >
- shortRate() : BlackKarasinski::Dynamics , CoxIngersollRoss::Dynamics , ExtendedCoxIngersollRoss::Dynamics , HullWhite::Dynamics , OneFactorModel::ShortRateDynamics , Vasicek::Dynamics
- ShortRateTree() : OneFactorModel::ShortRateTree , TwoFactorModel::ShortRateTree
- shortTermVolatility() : AbcdFunction
- Simplex() : Simplex
- SimulatedAnnealing() : SimulatedAnnealing< RNG >
- size() : Array , Basket , ExtOUWithJumpsProcess , FittedBondDiscountCurve::FittingMethod , G2ForwardProcess , G2Process , GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , KlugeExtOUProcess , LeastSquareProblem , LiborForwardModelProcess , StochasticProcess , StochasticProcessArray , TimeSeries< T, Container >
- skewness() : GeneralStatistics , IncrementalStatistics
- skipTo() : SobolRsg
- smileSection() : BlackVolSurface , OptionletVolatilityStructure , SwaptionVolatilityStructure
- smileSectionImpl() : CallableBondConstantVolatility , CallableBondVolatilityStructure , ConstantOptionletVolatility , OptionletVolatilityStructure , StrippedOptionletAdapter
- SobolRsg() : SobolRsg
- solution() : FittedBondDiscountCurve::FittingMethod
- solve() : Solver1D< Impl >
- solveFor() : TridiagonalOperator
- SOR() : TridiagonalOperator
- sort() : GeneralStatistics
- source() : ExchangeRate
- splitESFLevel() : DefaultLossModel
- splitVaRAndError() : RandomLM< derivedRandomLM, copulaPolicy, USNG >
- splitVaRLevel() : DefaultLossModel , RandomLM< derivedRandomLM, copulaPolicy, USNG > , SaddlePointLossModel< CP >
- spotIncome() : FixedRateBondForward , Forward
- spotValue() : FixedRateBondForward , Forward
- spread() : CPICoupon , FloatingRateCoupon , YoYInflationCoupon
- Sqrt() : Array
- standardDeviation() : GeneralStatistics , IncrementalStatistics
- standardDeviations() : CovarianceDecomposition
- standardErrors() : GeneralLinearLeastSquares
- stdDeviation() : ExtendedOrnsteinUhlenbeckProcess , G2ForwardProcess , G2Process , GemanRoncoroniProcess , GeneralizedOrnsteinUhlenbeckProcess , GsrProcess , HullWhiteForwardProcess , HullWhiteProcess , MfStateProcess , OrnsteinUhlenbeckProcess , StochasticProcess1D , StochasticProcess , StochasticProcessArray
- strike() : CPICapFloor
- strikeSensitivity() : BlackCalculator
- subtract() : CompositeInstrument
- survivalProbability() : DefaultProbabilityTermStructure
- survivalProbabilityImpl() : DefaultDensityStructure , DefaultProbabilityTermStructure , HazardRateStructure , InterpolatedDefaultDensityCurve< Interpolator > , InterpolatedHazardRateCurve< Interpolator > , InterpolatedSurvivalProbabilityCurve< Interpolator >
- swap() : Array , Clone< T > , Matrix
- Swap() : Swap
- swapLength() : SwaptionVolatilityStructure
- SwaptionVolatilityMatrix() : SwaptionVolatilityMatrix
- SwaptionVolatilityStructure() : SwaptionVolatilityStructure
- symbol() : Currency
- SymmetricSchurDecomposition() : SymmetricSchurDecomposition
- SyntheticCDO() : SyntheticCDO