QuantLib: Class Members - Functions

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

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### - f -

- factors() : BatesProcess , CumulativeBehrensFisher , ExtOUWithJumpsProcess , HestonProcess , KlugeExtOUProcess , LiborForwardModelProcess , StochasticProcess
- factorWeights() : LatentModel< copulaPolicyImpl >
- fairSpread() : CreditDefaultSwap
- fairUpfront() : CreditDefaultSwap
- fetchResults() : AssetSwap , Bond , CPICapFloor , CPISwap , CreditDefaultSwap , EnergyCommodity , FloatFloatSwap , ForwardVanillaOption , Instrument , IrregularSwap , MargrabeOption , MultiAssetOption , NonstandardSwap , NthToDefault , OneAssetOption , QuantoBarrierOption , QuantoDoubleBarrierOption , QuantoForwardVanillaOption , QuantoVanillaOption , Swap , SyntheticCDO , VanillaSwap , VarianceSwap , YearOnYearInflationSwap , ZeroCouponInflationSwap
- findSaddle() : SaddlePointLossModel< CP >
- finiteDifferenceEpsilon() : CostFunction
- firstDate() : TimeSeries< T, Container >
- firstDerivativeAtCenter() : SampledCurve
- fitResults() : FittedBondDiscountCurve
- FittedBondDiscountCurve() : FittedBondDiscountCurve
- FittingMethod() : FittedBondDiscountCurve::FittingMethod
- fixedLeg() : ZeroCouponInflationSwap
- fixedRate() : CPICoupon , ZeroCouponInflationSwap
- FixedRateBond() : FixedRateBond
- FixedRateBondForward() : FixedRateBondForward
- fixing() : Index , InflationIndex , InterestRateIndex , YoYInflationIndex , ZeroInflationIndex
- fixingCalendar() : Index , InflationIndex , InterestRateIndex
- fixingDate() : AverageBMACoupon , FloatingRateCoupon , InflationCoupon , OvernightIndexedCoupon
- fixingDates() : AverageBMACoupon , OvernightIndexedCoupon
- fixingDays() : FloatingRateCoupon , InflationCoupon
- fixingSchedule() : BMAIndex
- floor() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon
- forecastFixing() : BMAIndex , IborIndex , InterestRateIndex , SwapIndex , SwapSpreadIndex
- format() : Currency
- ForwardFlatInterpolation() : ForwardFlatInterpolation
- forwardImpl() : ForwardRateStructure , ForwardSpreadedTermStructure , InterpolatedForwardCurve< Interpolator > , ZeroSpreadedTermStructure
- forwardingTermStructure() : IborIndex
- forwardPrice() : FixedRateBondForward
- forwardRate() : YieldTermStructure
- forwardValue() : Forward
- fractionsPerUnit() : Currency
- fractionSymbol() : Currency
- freeze() : LazyObject
- front() : Path
- functionEvaluation() : Problem
- functionValue() : Problem