- p -
- params() : CalibratedModel
- parRate() : YieldTermStructure
- partialRollback() : TreeLattice , TsiveriotisFernandesLattice , Lattice
- percentile() : GeneralStatistics
- perform() : NonLinearLeastSquare
- performCalculations() : CompositeInstrument , FixedRateBondForward , EnergyBasisSwap , Forward , Stock , EnergyFuture , LazyObject , EurodollarFuturesImpliedStdDevQuote , EnergyVanillaSwap , ForwardSwapQuote , ImpliedStdDevQuote , RiskyBond , CapFloorTermVolCurve , CapFloorTermVolSurface , AbcdAtmVolCurve , OptionletStripper1 , SwaptionVolatilityMatrix , OptionletStripper2 , Instrument , StrippedOptionletAdapter , ConvertibleBond
- Polynomial2DSpline() : Polynomial2DSpline
- postAdjustValues() : DiscretizedAsset
- postAdjustValuesImpl() : DiscretizedAsset , DiscretizedOption
- potentialUpside() : GenericRiskStatistics
- preAdjustValues() : DiscretizedAsset
- preAdjustValuesImpl() : DiscretizedAsset
- presentValue() : Lattice , TreeLattice
- previousCashFlow() : CashFlows
- previousCouponRate() : Bond
- primitive() : AbcdFunction
- probabilities() : Basket
- probabilityOfAtLeastNEvents() : LossDist
- probabilityOfNEvents() : LossDist
- Problem() : Problem
- process() : TwoFactorModel::ShortRateDynamics , OneFactorModel::ShortRateDynamics
- project() : ProjectedCostFunction
- protectionEndDate() : CreditDefaultSwap
- protectionStartDate() : CreditDefaultSwap
- pseudoSqrt() : Matrix
- putOptionRate() : DigitalCoupon