A free/open-source library for quantitative finance
Reference manual - version 1.12
- p -
params() :
CalibratedModel
partialRollback() :
Lattice
,
TreeLattice< Impl >
,
TsiveriotisFernandesLattice< T >
percentile() :
BinomialLossModel< LLM >
,
DefaultLossModel
,
GaussianLHPLossModel
,
GeneralStatistics
,
HomogeneousPoolLossModel< copulaPolicy >
,
InhomogeneousPoolLossModel< copulaPolicy >
,
RandomLM< derivedRandomLM, copulaPolicy, USNG >
,
RecursiveLossModel< copulaPolicy >
,
SaddlePointLossModel< CP >
percentileAndInterval() :
RandomLM< derivedRandomLM, copulaPolicy, USNG >
perform() :
NonLinearLeastSquare
performCalculations() :
AbcdAtmVolCurve
,
AndreasenHugeVolatilityInterpl
,
CalibrationHelper
,
CapFloorTermVolCurve
,
CapFloorTermVolSurface
,
CompositeInstrument
,
ConvertibleBond
,
EnergyBasisSwap
,
EnergyFuture
,
EnergyVanillaSwap
,
EurodollarFuturesImpliedStdDevQuote
,
FixedRateBondForward
,
Forward
,
ForwardSwapQuote
,
Gaussian1dModel
,
Gsr
,
HestonModelHelper
,
HestonSLVMCModel
,
ImpliedStdDevQuote
,
Instrument
,
LazyObject
,
MarkovFunctional
,
OptionletStripper1
,
OptionletStripper2
,
RandomLM< derivedRandomLM, copulaPolicy, USNG >
,
RiskyBond
,
Stock
,
StrippedOptionletAdapter
,
SwaptionVolatilityCube
,
SwaptionVolatilityMatrix
pillarDate() :
BootstrapHelper< TS >
Polynomial2DSpline() :
Polynomial2DSpline
pool() :
Basket
postAdjustValues() :
DiscretizedAsset
postAdjustValuesImpl() :
DiscretizedAsset
,
DiscretizedDermanKaniDoubleBarrierOption
,
DiscretizedDoubleBarrierOption
,
DiscretizedOption
potentialUpside() :
GenericRiskStatistics< S >
Pow() :
Array
preAdjustValues() :
DiscretizedAsset
preAdjustValuesImpl() :
DiscretizedAsset
presentValue() :
Lattice
,
TreeLattice< Impl >
previousCashFlow() :
CashFlows
previousCouponRate() :
Bond
price() :
CPICapFloorTermPriceSurface
primitive() :
AbcdFunction
,
AbcdMathFunction
,
PolynomialFunction
probabilities() :
Basket
probabilityOfAtLeastNEvents() :
LossDist
probabilityOfNEvents() :
LossDist
probAtLeastNEvents() :
Basket
,
ConstantLossModel< copulaPolicy >
,
DefaultLatentModel< copulaPolicy >
,
DefaultLossModel
,
RandomLM< derivedRandomLM, copulaPolicy, USNG >
probDensityCond() :
SaddlePointLossModel< CP >
Problem() :
Problem
problemValues() :
CalibratedModel
probOfDefault() :
DefaultLatentModel< copulaPolicy >
probOverLoss() :
Basket
,
DefaultLossModel
,
GaussianLHPLossModel
,
SaddlePointLossModel< CP >
probOverLossCond() :
SaddlePointLossModel< CP >
probOverLossPortfCond() :
SaddlePointLossModel< CP >
probsBeingNthEvent() :
Basket
,
DefaultLossModel
,
RandomLM< derivedRandomLM, copulaPolicy, USNG >
process() :
OneFactorModel::ShortRateDynamics
,
TwoFactorModel::ShortRateDynamics
protectionEndDate() :
CreditDefaultSwap
protectionStartDate() :
CreditDefaultSwap
pseudoSqrt() :
Matrix
putOptionRate() :
DigitalCoupon
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