- s -
- sampleAccumulator() : McPricer , McSimulation
- samples() : GeneralStatistics , IncrementalStatistics
- searchDirection() : LineSearch
- secondDerivativeAtCenter() : SampledCurve
- semiDeviation() : GenericRiskStatistics
- semiVariance() : GenericRiskStatistics
- setConstraintType() : ConstrainedEvolver
- setHistory() : IndexManager
- setLowerBound() : Solver1D
- setMaxEvaluations() : Solver1D
- setPricingEngine() : Instrument
- setTermStructure() : RateHelper
- setThisConstraint() : ConstrainedEvolver
- setTime() : BoundaryCondition
- settlementDate() : ForwardRateAgreement
- setupArguments() : Instrument
- setupExpired() : Instrument
- setUpperBound() : Solver1D
- setValue() : SimpleQuote
- shortfall() : GenericRiskStatistics
- shortRate() : OneFactorModel::ShortRateDynamics
- ShortRateTree() : OneFactorModel::ShortRateTree , TwoFactorModel::ShortRateTree
- shortTermValue() : AbcdFunction
- shortTermVolatility() : Abcd
- Simplex() : Simplex
- size() : TimeSeries , Array , LeastSquareProblem , StochasticProcess
- skewness() : GeneralStatistics , IncrementalStatistics
- skipTo() : SobolRsg
- smileSectionImpl() : SwaptionVolatilityMatrix , SwaptionVolatilityStructure
- SobolRsg() : SobolRsg
- solve() : Solver1D
- solveFor() : TridiagonalOperator
- SOR() : TridiagonalOperator
- sort() : GeneralStatistics
- source() : ExchangeRate
- spotIncome() : FixedRateBondForward , Forward , ForwardRateAgreement
- spotValue() : ForwardRateAgreement , FixedRateBondForward , Forward
- spread() : FloatingRateCoupon
- Sqrt() : Array
- standardDeviation() : GeneralStatistics , IncrementalStatistics
- standardDeviations() : CovarianceDecomposition
- stdDeviation() : StochasticProcess1D , StochasticProcess
- strikeSensitivity() : BlackCalculator
- subtract() : CompositeInstrument
- Swap() : Swap
- swap() : Array , Matrix , Clone
- SwaptionVolatilityMatrix() : SwaptionVolatilityMatrix
- SwaptionVolatilityStructure() : SwaptionVolatilityStructure
- symbol() : Currency
- SymmetricSchurDecomposition() : SymmetricSchurDecomposition