- i -
- identity() : TridiagonalOperator
- impliedHazardRate() : CreditDefaultSwap
- impliedRate() : InterestRate
- impliedVolatility() : DividendVanillaOption , YoYInflationCapFloor , CallableBond , Swaption , VanillaOption , BarrierOption , CalibrationHelper , CapFloor
- impliedYield() : Forward
- include() : ProjectedCostFunction
- includeReferenceDateCashFlows() : Settings
- includeTodaysCashFlows() : Settings
- incomeDiscountCurve() : Forward
- index() : FloatingRateCoupon , InflationCoupon , TimeGrid
- indexFixing() : AverageBMACoupon , FloatingRateCoupon , IborCoupon , InflationCoupon
- indexFixings() : AverageBMACoupon , OvernightIndexedCoupon
- InflationIndex() : InflationIndex
- inflationLeg() : ZeroCouponInflationSwap
- init() : FittedBondDiscountCurve::FittingMethod
- initialize() : TreeLattice , Lattice , InterpolatedYoYOptionletStripper , YoYOptionletStripper
- initialValues() : LiborForwardModelProcess , G2Process , G2ForwardProcess , GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , StochasticProcessArray , StochasticProcess
- instance() : Singleton
- instantaneousCovariance() : AbcdFunction
- instantaneousVariance() : AbcdFunction
- instantaneousVolatility() : AbcdFunction
- integral() : OneFactorCopula
- InterestRate() : InterestRate
- InterestRateVolSurface() : InterestRateVolSurface
- interpolated() : InflationIndex
- InterpolatedYoYInflationCurve() : InterpolatedYoYInflationCurve
- InterpolatedYoYOptionletVolatilityCurve() : InterpolatedYoYOptionletVolatilityCurve
- InterpolatedZeroInflationCurve() : InterpolatedZeroInflationCurve
- inverse() : Matrix
- inverse_transform() : FastFourierTransform
- inverseCumulativeY() : OneFactorCopula , OneFactorGaussianCopula
- isBusinessDay() : Calendar
- isConsistent() : MultiplicativePriceSeasonality , Seasonality
- isECBcode() : ECB
- isECBdate() : ECB
- isEndOfMonth() : Calendar , Date
- isExpired() : Stock , CDO , EnergyFuture , EnergyVanillaSwap , CdsOption , NthToDefault , Bond , YoYInflationCapFloor , RiskyBond , PathMultiAssetOption , VarianceOption , Forward , CapFloor , CompositeInstrument , CreditDefaultSwap , Instrument , Swap , VarianceSwap , SyntheticCDO , MultiAssetOption , OneAssetOption , Swaption
- isHoliday() : Calendar
- isIMMcode() : IMM
- isIMMdate() : IMM
- isInArrears() : FloatingRateCoupon
- isLeap() : Date
- isOnTime() : DiscretizedAsset
- isValid() : RecoveryRateQuote , Quote , ForwardSwapQuote , EurodollarFuturesImpliedStdDevQuote , FuturesConvAdjustmentQuote , ForwardValueQuote , ImpliedStdDevQuote , CompositeQuote , LastFixingQuote , DerivedQuote , SimpleQuote
- isValidFixingDate() : Index , BMAIndex , InflationIndex , InterestRateIndex
- isValidQuoteDate() : CommodityIndex
- isWeekend() : Calendar
- iterationsNumber() : NonLinearLeastSquare
- itmAssetProbability() : BlackCalculator
- itmCashProbability() : BlackCalculator