QuantLib 0.3.11
Getting started
Reference manual
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- rankReducedSqrt()
: Matrix
- rate()
: ExchangeRate, FloatingRateCoupon, FixedRateCoupon, Coupon
- rebin()
: TimeBasket
- recalculate()
: LazyObject
- referenceDate()
: LocalVolSurface, LocalVolCurve, ZeroSpreadedTermStructure, QuantoTermStructure, ForwardSpreadedTermStructure, DriftTermStructure, TermStructure
- regret()
: GenericRiskStatistics
- removeHoliday()
: Calendar
- reset()
: IncrementalStatistics, GeneralStatistics, DiscretizedOption, DiscretizedDiscountBond, DiscretizedAsset
- residualNorm()
: NonLinearLeastSquare
- results()
: NonLinearLeastSquare
- rollback()
: NumericalMethod, Lattice, FiniteDifferenceModel
- Rounding()
: Rounding
- rounding()
: Currency
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