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
  • q
  • r
  • s
  • t
  • u
  • v
  • w
  • x
  • y
  • z
  • ~
Here is a list of all documented class members with links to the class documentation for each member:

- u -

  • underlyingIncome_ : Forward
  • underlyingSpotValue_ : Forward
  • underlyingSwap() : SwapIndex
  • unfreeze() : LazyObject
  • UnitOfMeasure() : UnitOfMeasure
  • unitType() : UnitOfMeasure
  • Up : Rounding
  • update() : FittedBondDiscountCurve , CmsMarket , SmileSection , StrippedOptionletAdapter , CapFloorTermVolSurface , CapFloorTermVolCurve , PiecewiseZeroInflationCurve , PiecewiseYoYInflationCurve , PiecewiseDefaultCurve , BootstrapHelper , TermStructure , StochasticProcess , LastFixingQuote , FuturesConvAdjustmentQuote , ForwardValueQuote , PiecewiseZeroSpreadedTermStructure , DerivedQuote , CompositeQuote , HybridHestonHullWhiteProcess , GeneralizedBlackScholesProcess , AnalyticHestonHullWhiteEngine , LatticeShortRateModelEngine , GenericEngine , CappedFlooredCoupon , LazyObject , CalibratedModel , CalibrationHelper , ExtendedDiscountCurve , Claim , InterestRateIndex , SabrVolSurface , ForwardSwapQuote , ExtendedBlackVarianceSurface , ExtendedBlackVarianceCurve , AbcdAtmVolCurve , FlatForward , FloatingRateCoupon , DigitalCoupon , InflationIndex , FloatingRateCouponPricer , PiecewiseYieldCurve , Observer , RelativeDateRateHelper , CommodityIndex
  • updateScenarioLoss() : Basket
  • USE : Ukraine
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