- i -
- identity() : TridiagonalOperator
- impliedRate() : InterestRate
- impliedVolatility() : BarrierOption , VanillaOption , SingleAssetOption , CapFloor , CalibrationHelper , DividendVanillaOption , Swaption
- impliedYield() : Forward
- include() : ProjectedCostFunction
- incomeDiscountCurve() : Forward
- index() : FloatingRateCoupon , TimeGrid
- indexFixing() : AverageBMACoupon , FloatingRateCoupon , IborCoupon
- indexFixings() : AverageBMACoupon
- InflationSwap() : InflationSwap
- init() : FittedBondDiscountCurve::FittingMethod
- initialize() : TreeLattice , Lattice
- initialValues() : LiborForwardModelProcess , G2Process , G2ForwardProcess , HestonProcess , StochasticProcessArray , StochasticProcess
- instance() : Singleton
- instantaneousCovariance() : AbcdFunction
- instantaneousVariance() : AbcdFunction
- instantaneousVolatility() : AbcdFunction
- InterestRate() : InterestRate
- InterestRateVolSurface() : InterestRateVolSurface
- interpolated() : InflationIndex
- InterpolatedYoYInflationCurve() : InterpolatedYoYInflationCurve
- InterpolatedZeroInflationCurve() : InterpolatedZeroInflationCurve
- inverse() : Matrix
- irr() : CashFlows
- isBusinessDay() : Calendar
- isEndOfMonth() : Calendar , Date
- isExpired() : Forward , Instrument , OneAssetOption , Bond , CapFloor , CompositeInstrument , ZeroCouponInflationSwap , MultiAssetOption , YearOnYearInflationSwap , Stock , VarianceSwap , Swaption , Swap
- isHoliday() : Calendar
- isIMMcode() : IMM
- isIMMdate() : IMM
- isInArrears() : FloatingRateCoupon
- isLeap() : Date
- isOnTime() : DiscretizedAsset
- isValid() : CompositeQuote , EurodollarFuturesImpliedStdDevQuote , ImpliedStdDevQuote , DerivedQuote , FuturesConvAdjustmentQuote , Quote , SimpleQuote , ForwardSwapQuote , ForwardValueQuote
- isValidFixingDate() : Index , InflationIndex , BMAIndex , InterestRateIndex
- isWeekend() : Calendar
- iterationsNumber() : NonLinearLeastSquare
- itmAssetProbability() : BlackCalculator
- itmCashProbability() : BlackCalculator