- r -
- rankReducedSqrt() : Matrix
- rate() : CappedFlooredCoupon , DigitalCoupon , FixedRateCoupon , Coupon , FloatingRateCoupon , ExchangeRate
- rebin() : TimeBasket
- recalculate() : LazyObject
- redemption() : Bond
- redemptions() : Bond
- referenceDate() : SwaptionVolatilityCube , DriftTermStructure , ForwardSpreadedTermStructure , PiecewiseZeroSpreadedTermStructure , QuantoTermStructure , ZeroSpreadedTermStructure , SabrVolSurface , TermStructure , LocalVolCurve , LocalVolSurface
- referencePeriodEnd() : Coupon
- referencePeriodStart() : Coupon
- regret() : GenericRiskStatistics
- RelinkableHandle() : RelinkableHandle
- remainingAttachmentRatio() : Basket
- remainingDetachmentRatio() : Basket
- remainingNames() : Basket
- remainingNotional() : Basket , SyntheticCDO
- remainingNotionals() : Basket
- removeHoliday() : Calendar
- reset() : MarketModelPathwiseCoterminalSwaptionsDeflated , DiscretizedAsset , DiscretizedDiscountBond , MarketModelPathwiseMultiCaplet , MarketModelPathwiseCoterminalSwaptionsNumericalDeflated , MultiStepSwaption , MarketModelComposite , Problem , IncrementalStatistics , GeneralStatistics , MarketModelPathwiseMultiProduct , MarketModelPathwiseMultiDeflatedCap , DiscretizedOption , MarketModelMultiProduct
- residualNorm() : NonLinearLeastSquare
- result() : Instrument
- results() : NonLinearLeastSquare
- rho() : BlackCalculator
- rollback() : FiniteDifferenceModel , TreeLattice , TsiveriotisFernandesLattice , Lattice , FiniteDifferenceModel
- rounding() : Currency
- Rounding() : Rounding