- i -
- identity() : TridiagonalOperator
- impliedRate() : InterestRate
- impliedVolatility() : CapFloor , SingleAssetOption , CalibrationHelper , OneAssetOption , Swaption
- impliedYield() : Forward
- include() : ProjectedCostFunction
- incomeDiscountCurve() : Forward
- index() : TimeGrid , FloatingRateCoupon
- indexFixing() : FloatingRateCoupon
- initialize() : Lattice
- initialValues() : StochasticProcess
- instance() : Singleton
- instantaneousCovariance() : Abcd
- instantaneousVariance() : Abcd
- instantaneousVolatility() : Abcd
- InterestRate() : InterestRate
- inverse() : Matrix
- irr() : CashFlows
- isBusinessDay() : Calendar
- isEndOfMonth() : Calendar , Date
- isExpired() : Forward , ForwardRateAgreement , Instrument
- isHoliday() : Calendar
- isIMMcode() : IMM
- isIMMdate() : IMM
- isLeap() : Date
- isOnTime() : DiscretizedAsset
- isValidFixingDate() : Index
- isWeekend() : Calendar
- iterationsNumber() : NonLinearLeastSquare
- itmAssetProbability() : BlackCalculator
- itmCashProbability() : BlackCalculator