- 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< Impl >
, Lattice
, InterpolatedYoYOptionletStripper< Interpolator1D >
, YoYOptionletStripper
- initialValues()
: LiborForwardModelProcess
, G2Process
, G2ForwardProcess
, GJRGARCHProcess
, HestonProcess
, HybridHestonHullWhiteProcess
, StochasticProcessArray
, StochasticProcess
- instance()
: Singleton< T >
- instantaneousCovariance()
: AbcdFunction
- instantaneousVariance()
: AbcdFunction
- instantaneousVolatility()
: AbcdFunction
- integral()
: OneFactorCopula
- InterestRate()
: InterestRate
- InterestRateVolSurface()
: InterestRateVolSurface
- interpolated()
: InflationIndex
- InterpolatedYoYInflationCurve()
: InterpolatedYoYInflationCurve< Interpolator >
- InterpolatedYoYOptionletVolatilityCurve()
: InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >
- InterpolatedZeroInflationCurve()
: InterpolatedZeroInflationCurve< Interpolator >
- inverse()
: Matrix
- inverse_transform()
: FastFourierTransform
- inverseCumulativeY()
: OneFactorCopula
, OneFactorGaussianCopula
- isBusinessDay()
: Calendar
- isConsistent()
: MultiplicativePriceSeasonality
, Seasonality
- isECBcode()
: ECB
- isECBdate()
: ECB
- isEndOfMonth()
: Calendar
, Date
- isExpired()
: Forward
, EnergyFuture
, EnergyVanillaSwap
, Stock
, CdsOption
, Instrument
, NthToDefault
, VarianceSwap
, RiskyBond
, MultiAssetOption
, PathMultiAssetOption
, CreditDefaultSwap
, OneAssetOption
, SyntheticCDO
, CapFloor
, CompositeInstrument
, YoYInflationCapFloor
, Bond
, Swap
, VarianceOption
, CDO
, Swaption
- isHoliday()
: Calendar
- isIMMcode()
: IMM
- isIMMdate()
: IMM
- isInArrears()
: FloatingRateCoupon
- isLeap()
: Date
- isOnTime()
: DiscretizedAsset
- isValid()
: DerivedQuote< UnaryFunction >
, FuturesConvAdjustmentQuote
, DeltaVolQuote
, RendistatoEquivalentSwapSpreadQuote
, RendistatoEquivalentSwapLengthQuote
, ForwardValueQuote
, CompositeQuote< BinaryFunction >
, ForwardSwapQuote
, LastFixingQuote
, Quote
, RecoveryRateQuote
, ImpliedStdDevQuote
, EurodollarFuturesImpliedStdDevQuote
, SimpleQuote
- isValidFixingDate()
: InterestRateIndex
, BMAIndex
, InflationIndex
, Index
- isValidQuoteDate()
: CommodityIndex
- isWeekend()
: Calendar
- iterationsNumber()
: NonLinearLeastSquare
- itmAssetProbability()
: BlackCalculator
- itmCashProbability()
: BlackCalculator