QuantLib: Namespace Members

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

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- All
- Functions
- Typedefs
- Enumerations
- Enumerator

- a
- b
- c
- d
- e
- f
- g
- h
- i
- j
- l
- m
- n
- o
- p
- q
- r
- s
- t
- u
- v
- w
- y
- z

Here is a list of all documented namespace members with links to the namespaces they belong to:

### - a -

- aggregateNPV() : QuantLib
- Annual : QuantLib
- Ask : QuantLib
- autocorrelations() : QuantLib
- autocovariances() : QuantLib

### - b -

- bachelierBlackFormula() : QuantLib
- bachelierBlackFormulaImpliedVol() : QuantLib
- bachelierBlackFormulaStdDevDerivative() : QuantLib
- Bid : QuantLib
- BigInteger : QuantLib
- BigNatural : QuantLib
- Bimonthly : QuantLib
- BivariateCumulativeNormalDistribution : QuantLib
- Biweekly : QuantLib
- blackFormula() : QuantLib
- blackFormulaCashItmProbability() : QuantLib
- blackFormulaImpliedStdDev() : QuantLib
- blackFormulaImpliedStdDevApproximation() : QuantLib
- blackFormulaImpliedStdDevChambers() : QuantLib
- blackFormulaStdDevDerivative() : QuantLib
- blackFormulaStdDevSecondDerivative() : QuantLib
- blackFormulaVolDerivative() : QuantLib
- blackScholesTheta() : QuantLib
- BSMTermOperator : QuantLib
- bucketAnalysis() : QuantLib
- BusinessDayConvention : QuantLib

### - c -

- checkCompatibility() : QuantLib
- checkIncreasingTimes() : QuantLib
- Close : QuantLib
- close() : QuantLib
- close_enough() : QuantLib
- Compounded : QuantLib
- Compounding : QuantLib
- Continuous : QuantLib
- convolutions() : QuantLib

### - d -

- Daily : QuantLib
- Day : QuantLib
- Decimal : QuantLib
- DefaultProbabilityHelper : QuantLib
- defaultThetaPerDay() : QuantLib
- DiscountCurve : QuantLib
- DiscountFactor : QuantLib
- DividendVector() : QuantLib

### - e -

- EveryFourthMonth : QuantLib
- EveryFourthWeek : QuantLib
- Expm() : QuantLib
- exponentialCorrelations() : QuantLib

### - f -

- factorReduction() : QuantLib
- Following : QuantLib
- ForwardCurve : QuantLib
- Frequency : QuantLib

### - g -

- GaussianStatistics : QuantLib
- genericEarlyExerciseOptimization() : QuantLib
- genericLongstaffSchwartzRegression() : QuantLib
- getCovariance() : QuantLib

### - h -

- HalfMonthModifiedFollowing : QuantLib

### - i -

- incompleteBetaFunction() : QuantLib
- incompleteGammaFunction() : QuantLib
- inflationPeriod() : QuantLib
- inflationYearFraction() : QuantLib
- Integer : QuantLib
- isInSubset() : QuantLib

### - j -

- JoinBusinessDays : QuantLib
- JoinHolidays : QuantLib
- JointCalendarRule : QuantLib

### - l -

- Last : QuantLib
- Leg : QuantLib
- LowDiscrepancy : QuantLib

### - m -

- makeIsdaConvMap() : QuantLib
- Mid : QuantLib
- MidEquivalent : QuantLib
- midEquivalent() : QuantLib
- MidSafe : QuantLib
- midSafe() : QuantLib
- ModifiedFollowing : QuantLib
- ModifiedPreceding : QuantLib
- moneyMarketMeasure() : QuantLib
- moneyMarketPlusMeasure() : QuantLib
- Month : QuantLib
- Monthly : QuantLib

### - n -

- Natural : QuantLib
- Nearest : QuantLib
- NoFrequency : QuantLib

### - o -

- Once : QuantLib
- OneFactorOperator : QuantLib
- operator==() : QuantLib
- OtherFrequency : QuantLib

### - p -

- parallelAnalysis() : QuantLib
- PeizerPrattMethod2Inversion() : QuantLib
- PiecewiseZeroSpreadedTermStructure : QuantLib
- PoissonPseudoRandom : QuantLib
- Preceding : QuantLib
- PriceType : QuantLib
- Probability : QuantLib
- PseudoRandom : QuantLib

### - q -

- qrDecomposition() : QuantLib
- qrSolve() : QuantLib
- Quarterly : QuantLib

### - r -

- Rate : QuantLib
- Real : QuantLib
- RiskStatistics : QuantLib

### - s -

- Semiannual : QuantLib
- Seniority : QuantLib
- SensitivityAnalysis : QuantLib
- SequenceStatistics : QuantLib
- Simple : QuantLib
- SimpleThenCompounded : QuantLib
- Size : QuantLib
- Spread : QuantLib
- StandardFiniteDifferenceModel : QuantLib
- StandardStepCondition : QuantLib
- StandardSystemFiniteDifferenceModel : QuantLib
- Statistics : QuantLib

### - t -

- terminalMeasure() : QuantLib
- Time : QuantLib
- TimeUnit : QuantLib
- triangularAnglesParametrization() : QuantLib
- triangularAnglesParametrizationRankThree() : QuantLib

### - u -

- Unadjusted : QuantLib

### - v -

- Volatility : QuantLib

### - w -

- Weekday : QuantLib
- Weekly : QuantLib

### - y -

- Year : QuantLib

### - z -

- ZeroCurve : QuantLib