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