QuantLib: Class Members

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

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- a
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Here is a list of all documented class members with links to the class documentation for each member:

### - c -

- calculate() : Instrument , LazyObject , McSimulation< MC, RNG, S >
- calculateNotionalsFromCashflows() : Bond
- Calendar() : Calendar
- calendar() : DriftTermStructure , FactorSpreadedHazardRateCurve , ForwardSpreadedTermStructure , ImpliedTermStructure , InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator > , LocalVolCurve , QuantoTermStructure , SabrVolSurface , SpreadedHazardRateCurve , SwaptionVolatilityCube , TermStructure , ZeroSpreadedTermStructure
- calibrate() : CalibratedModel , MarkovFunctional
- calibrate_r2() : Garch11
- calibrationError() : CalibrationHelper
- callability() : CallableBond
- CallableBondVolatilityStructure() : CallableBondVolatilityStructure
- callCsi_ : DigitalCoupon
- callDigitalPayoff_ : DigitalCoupon
- callLeftEps_ : DigitalCoupon
- callOptionRate() : DigitalCoupon
- callStrike_ : DigitalCoupon
- cap() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon
- CapFloorTermVolatilityStructure() : CapFloorTermVolatilityStructure
- CapFloorTermVolCurve() : CapFloorTermVolCurve
- CapFloorTermVolSurface() : CapFloorTermVolSurface
- capletVol_ : CPICouponPricer , YoYInflationCouponPricer
- cashflows() : Bond
- CDO() : CDO
- CDS : DateGeneration
- Ceiling : Rounding
- chain() : ExchangeRate
- checkMaxIterations() : EndCriteria
- checkMoments() : OneFactorCopula
- checkPricerImpl() : CPICoupon , InflationCoupon , YoYInflationCoupon
- checkRange() : TermStructure
- checkStationaryFunctionAccuracy() : EndCriteria
- checkStationaryFunctionValue() : EndCriteria
- checkStationaryPoint() : EndCriteria
- checkStrike() : VolatilityTermStructure
- checkZeroGradientNorm() : EndCriteria
- CholeskyDecomposition() : Matrix
- claim() : Basket
- cleanForwardPrice() : FixedRateBondForward
- cleanPrice() : Bond
- clear() : ExchangeRateManager
- clearFixings() : Index
- clearHistories() : IndexManager
- clearHistory() : IndexManager
- clone() : CubicBSplinesFitting , ImpliedVolatilityHelper , ExponentialSplinesFitting , FittedBondDiscountCurve::FittingMethod , IborIndex , Libor , MarketModelCashRebate , MarketModelMultiProduct , MarketModelPathwiseCashRebate , MarketModelPathwiseCoterminalSwaptionsDeflated , MarketModelPathwiseCoterminalSwaptionsNumericalDeflated , MarketModelPathwiseInverseFloater , MarketModelPathwiseMultiCaplet , MarketModelPathwiseMultiDeflatedCap , MarketModelPathwiseMultiProduct , MarketModelPathwiseSwap , MultiProductComposite , MultiProductPathwiseWrapper , MultiStepSwaption , NelsonSiegelFitting , SimplePolynomialFitting , SingleProductComposite , SvenssonFitting , SwapIndex
- close() : Money , Quantity
- close_enough() : Money , Quantity
- Closest : Rounding
- closestIndex() : TimeGrid
- closestTime() : TimeGrid
- code() : ASX , CommodityType , Currency , ECB , IMM , UnitOfMeasure
- CommodityType() : CommodityType
- compoundFactor() : InterestRate
- compute() : CMSMMDriftCalculator , LMMDriftCalculator , LMMNormalDriftCalculator , SMMDriftCalculator
- computePlain() : LMMDriftCalculator , LMMNormalDriftCalculator
- computeReduced() : LMMDriftCalculator , LMMNormalDriftCalculator
- conditionalDefaultProbability() : DefaultLatentModel< copulaPolicy >
- conditionalDefaultProbabilityInvP() : DefaultLatentModel< copulaPolicy >
- conditionalProbability() : OneFactorCopula
- conditionalProbAtLeastNEvents() : DefaultLatentModel< copulaPolicy >
- conditionalRecovery() : SpotRecoveryLatentModel< copulaPolicy >
- condProbProduct() : DefaultLatentModel< copulaPolicy >
- ConstantCapFloorTermVolatility() : ConstantCapFloorTermVolatility
- ConstantCPIVolatility() : ConstantCPIVolatility
- ConstantOptionletVolatility() : ConstantOptionletVolatility
- ConstantSwaptionVolatility() : ConstantSwaptionVolatility
- ConstantYoYOptionletVolatility() : ConstantYoYOptionletVolatility
- constrainAtZero_ : FittedBondDiscountCurve::FittingMethod
- constraint() : Problem
- constraint_ : Problem
- containsDefaultType() : DefaultType
- conventionalRecovery() : RecoveryRateQuote
- conventionalSpread() : CreditDefaultSwap
- ConversionType : Money , Quantity
- convertDates() : CallableBondVolatilityStructure
- convexity() : CashFlows
- convexityAdjustment() : AverageBMACoupon , CappedFlooredCoupon , DigitalCoupon , FloatingRateCoupon
- convexityAdjustmentImpl() : FloatingRateCoupon
- convexityBias() : HullWhite
- correlation() : GenericSequenceStatistics< StatisticsType > , OneFactorCopula , TwoFactorModel::ShortRateDynamics
- correlationMatrix() : CovarianceDecomposition
- correlationSize() : BaseCorrelationTermStructure< Interpolator2D_T > , CorrelationTermStructure
- CorrelationTermStructure() : CorrelationTermStructure
- costFunction() : Problem
- costFunction_ : FittedBondDiscountCurve::FittingMethod , Problem
- Coupon() : Coupon
- couponLegBPS() : CreditDefaultSwap
- covariance() : AbcdFunction , EndEulerDiscretization , EulerDiscretization , G2ForwardProcess , G2Process , GenericSequenceStatistics< StatisticsType > , LiborForwardModelProcess , StochasticProcess , StochasticProcessArray
- CovarianceDecomposition() : CovarianceDecomposition
- cpiIndex() : CPICoupon
- CPIVolatilitySurface() : CPIVolatilitySurface
- CreditDefaultSwap() : CreditDefaultSwap
- CubicInterpolation() : CubicInterpolation
- CumGen0234DerivCond() : SaddlePointLossModel< CP >
- CumGen02DerivCond() : SaddlePointLossModel< CP >
- CumGen1stDerivativeCond() : SaddlePointLossModel< CP >
- CumGen2ndDerivativeCond() : SaddlePointLossModel< CP >
- CumulantGenerating() : SaddlePointLossModel< CP >
- CumulantGeneratingCond() : SaddlePointLossModel< CP >
- cumulatedLoss() : Basket
- CumulativeBehrensFisher() : CumulativeBehrensFisher
- cumulativeY() : GaussianCopulaPolicy , LatentModel< copulaPolicyImpl > , OneFactorCopula , OneFactorGaussianCopula , TCopulaPolicy
- cumulativeZ() : GaussianCopulaPolicy , LatentModel< copulaPolicyImpl > , OneFactorCopula , OneFactorGaussianCopula , OneFactorGaussianStudentCopula , OneFactorStudentCopula , OneFactorStudentGaussianCopula , TCopulaPolicy
- Currency() : Currency
- currency() : DefaultEvent
- currentLink() : Handle< T >
- currentValue() : Problem
- currentValue_ : Problem
- curve_ : FittedBondDiscountCurve::FittingMethod