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