QuantLib: Class Members

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

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

### - n -

- name() : AssetOrNothingPayoff , BMAIndex , Calendar , CashOrNothingPayoff , CommodityType , Currency , DayCounter , DoubleStickyRatchetPayoff , FloatingTypePayoff , ForwardTypePayoff , GapPayoff , Index , InflationIndex , InterestRateIndex , NullPayoff , PathPayoff , Payoff , PercentageStrikePayoff , PlainVanillaPayoff , RatchetMaxPayoff , RatchetMinPayoff , RatchetPayoff , StickyMaxPayoff , StickyMinPayoff , StickyPayoff , SuperFundPayoff , SuperSharePayoff , UnitOfMeasure
- names() : Basket
- NERC : UnitedStates
- next() : BoxMullerGaussianRng< RNG > , CLGaussianRng< RNG > , InverseCumulativeRng< RNG, IC > , KnuthUniformRng , LecuyerUniformRng , MersenneTwisterUniformRng , PolarStudentTRng< URNG >
- nextCashFlow() : CashFlows
- nextCode() : ASX , ECB , IMM
- nextCouponRate() : Bond
- nextDate() : ASX , ECB , IMM
- nextDates() : ECB
- nextInt32() : MersenneTwisterUniformRng
- nextRandomizer() : RandomizedLDS< LDS, PRS >
- nextReal() : MersenneTwisterUniformRng
- nextSequence() : GaussianRandomDefaultModel , InverseCumulativeRsg< USG, IC > , LatentModel< copulaPolicyImpl >::FactorSampler< USNG, bool > , RandomDefaultModel , RandomizedLDS< LDS, PRS >
- nextTimeStep() : MarketModelCashRebate , MarketModelMultiProduct , MarketModelPathwiseCashRebate , MarketModelPathwiseCoterminalSwaptionsDeflated , MarketModelPathwiseCoterminalSwaptionsNumericalDeflated , MarketModelPathwiseInverseFloater , MarketModelPathwiseMultiCaplet , MarketModelPathwiseMultiDeflatedCap , MarketModelPathwiseMultiProduct , MarketModelPathwiseSwap , MultiProductComposite , MultiProductPathwiseWrapper , MultiStepSwaption , SingleProductComposite
- nextWeekday() : Date
- nFactors_ : LatentModel< copulaPolicyImpl >
- NoConversion : Money , Quantity
- nominal() : CPICapFloorTermPriceSurface
- None : Rounding
- NonLinearLeastSquare() : NonLinearLeastSquare
- NotAKnot : CubicInterpolation
- notifier() : IndexManager
- notifyObservers() : Observable
- notional() : Basket
- notionals() : Basket
- npv() : CashFlows
- NPV() : Instrument
- npvbps() : CashFlows
- NSE : India
- NthToDefault() : NthToDefault
- nthWeekday() : Date
- numberOfBonds() : FittedBondDiscountCurve
- numberOfIterations() : FittedBondDiscountCurve::FittingMethod
- numericCode() : Currency
- numFactors() : GaussianCopulaPolicy , LatentModel< copulaPolicyImpl > , TCopulaPolicy
- numTotalFactors() : LatentModel< copulaPolicyImpl >
- nVariables_ : LatentModel< copulaPolicyImpl >
- NYSE : UnitedStates