QuantLib

A free/open-source library for quantitative finance

Version 0.9.7


Getting started

  • Introduction
  • Project overview
  • Where to get QuantLib
  • Installation
  • Configuration
  • Usage
  • Version history
  • Additional resources
  • The QuantLib group
  • Copyright and license

Reference manual

  • Modules
  • Class Hierarchy
  • Compound List
  • File List
  • Compound Members
  • File Members
  • Todo List
  • Known Bugs
  • Caveats
  • Test Suite
  • Examples
  • All
  • Functions
  • Variables
  • Typedefs
  • Enumerations
  • Enumerator
  • a
  • b
  • c
  • d
  • e
  • f
  • g
  • h
  • i
  • j
  • k
  • l
  • m
  • n
  • o
  • p
  • r
  • s
  • t
  • u
  • v
  • w
  • x
  • y
  • z
  • ~
 

- p -

  • params() : CalibratedModel
  • parRate() : YieldTermStructure
  • partialRollback() : TreeLattice , TsiveriotisFernandesLattice , Lattice
  • percentile() : GeneralStatistics
  • perform() : NonLinearLeastSquare
  • performCalculations() : FixedRateBondForward , Forward , EnergyBasisSwap , Stock , YearOnYearInflationSwap , EnergyFuture , ZeroCouponInflationSwap , LazyObject , EnergyVanillaSwap , EurodollarFuturesImpliedStdDevQuote , ForwardSwapQuote , AbcdAtmVolCurve , FlatForward , SwaptionVolatilityMatrix , StrippedOptionletAdapter , ImpliedStdDevQuote , OptionletStripper1 , CapFloorTermVolCurve , Instrument , CapFloorTermVolSurface , ConvertibleBond , OptionletStripper2 , CompositeInstrument
  • postAdjustValues() : DiscretizedAsset
  • postAdjustValuesImpl() : DiscretizedAsset , DiscretizedOption
  • potentialUpside() : GenericRiskStatistics
  • preAdjustValues() : DiscretizedAsset
  • preAdjustValuesImpl() : DiscretizedAsset
  • presentValue() : TreeLattice , Lattice
  • previousCoupon() : Bond
  • primitive() : AbcdFunction
  • probabilities() : Basket
  • probabilityOfAtLeastNEvents() : LossDist
  • probabilityOfNEvents() : LossDist
  • Problem() : Problem
  • process() : OneFactorModel::ShortRateDynamics , TwoFactorModel::ShortRateDynamics
  • project() : ProjectedCostFunction
  • pseudoSqrt() : Matrix
  • putOptionRate() : DigitalCoupon
Documentation generated by Doxygen 1.5.7.1