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
  • ~
 

- 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
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