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
  • ~
 

- n -

  • name() : Currency , CommodityType , PathPayoff , InterestRateIndex , GapPayoff , SuperFundPayoff , ForwardTypePayoff , SuperSharePayoff , DoubleStickyRatchetPayoff , Index , NullPayoff , RatchetPayoff , StickyPayoff , FloatingTypePayoff , RatchetMaxPayoff , RatchetMinPayoff , UnitOfMeasure , BMAIndex , PlainVanillaPayoff , StickyMaxPayoff , StickyMinPayoff , PercentageStrikePayoff , Payoff , Calendar , InflationIndex , AssetOrNothingPayoff , DayCounter , CashOrNothingPayoff
  • next() : KnuthUniformRng , LecuyerUniformRng , MersenneTwisterUniformRng , BoxMullerGaussianRng , CLGaussianRng , InverseCumulativeRng
  • nextCode() : IMM
  • nextCoupon() : Bond
  • nextDate() : IMM
  • nextInt32() : MersenneTwisterUniformRng
  • nextRandomizer() : RandomizedLDS
  • nextSequence() : RandomDefaultModel , InverseCumulativeRsg , RandomizedLDS , GaussianRandomDefaultModel
  • nextTimeStep() : MarketModelPathwiseMultiDeflatedCap , MarketModelPathwiseCoterminalSwaptionsDeflated , MarketModelPathwiseMultiCaplet , MarketModelPathwiseCoterminalSwaptionsNumericalDeflated , MarketModelPathwiseMultiProduct , MarketModelMultiProduct , SingleProductComposite , MultiStepSwaption , MultiProductComposite
  • nextWeekday() : Date
  • NonLinearLeastSquare() : NonLinearLeastSquare
  • notifier() : IndexManager
  • notifyObservers() : Observable
  • npv() : CashFlows
  • NPV() : Instrument
  • nthWeekday() : Date
  • numberOfBonds() : FittedBondDiscountCurve
  • numberOfIterations() : FittedBondDiscountCurve::FittingMethod
  • numericCode() : Currency
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