- i -
- identity() : TridiagonalOperator
- impliedRate() : InterestRate
- impliedVolatility() : CalibrationHelper, SingleAssetOption, OneAssetOption, CapFloor
- index() : TimeGrid
- indexFixing() : ParCoupon, IndexedCoupon, FloatingRateCoupon
- initialize() : NumericalMethod, Lattice
- initialValues() : StochasticProcess, StochasticProcessArray, LiborForwardModelProcess, HestonProcess
- instance() : Singleton
- InterestRate() : InterestRate
- irr() : Cashflows
- isBusinessDay() : Calendar
- isEndOfMonth() : Calendar
- isEOM() : Date
- isExpired() : Swaption, Swap, Stock, OneAssetOption, MultiAssetOption, CapFloor, Bond, Instrument
- isHoliday() : Calendar
- isIMMdate() : Date
- isLeap() : Date
- isOnTime() : DiscretizedAsset
- isValid() : Currency
- iterationNumber() : OptimizationMethod
- iterationsNumber() : NonLinearLeastSquare
- itmAssetProbability() : BlackFormula
- itmCashProbability() : BlackFormula
- itmProbability() : BlackModel