Fully annotated reference manual - version 1.8.12
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savingsTime() :
CommodityFutureConvention
scaling() :
LgmData
,
LgmReversionTransformation
schedule() :
BalanceGuaranteedSwap
,
CommoditySpreadOptionData::OptionStripData
,
LegData
,
ScriptedTradeEventData
,
TradeAction
scheduleData() :
BondTRS
,
CliquetOption
ScheduleData() :
ScheduleData
scheduleData() :
TRS::ReturnData
ScheduleDates() :
ScheduleDates
ScheduleDerived() :
ScheduleDerived
scheduleProductClass() :
ScriptedTrade
,
ScriptedTradeEngineBuilder
ScheduleRules() :
ScheduleRules
schedulesEligibleForCoarsening() :
ScriptedTradeScriptData
script() :
ScriptedTrade
ScriptedInstrument() :
ScriptedInstrument
ScriptedInstrumentAmcCalculator() :
ScriptedInstrumentAmcCalculator
ScriptedInstrumentPricingEngine() :
ScriptedInstrumentPricingEngine
ScriptedInstrumentPricingEngineCG() :
ScriptedInstrumentPricingEngineCG
ScriptedTrade() :
ScriptedTrade
ScriptedTradeEngineBuilder() :
ScriptedTradeEngineBuilder
ScriptedTradeEventData() :
ScriptedTradeEventData
ScriptedTradeScriptData() :
ScriptedTradeScriptData
ScriptedTradeValueTypeData() :
ScriptedTradeValueTypeData
ScriptEngine() :
ScriptEngine
ScriptGrammar() :
ScriptGrammar
ScriptLibraryData() :
ScriptLibraryData
scriptName() :
ScriptedTrade
ScriptParser() :
ScriptParser
seasonalityBaseDate() :
InflationCurveConfig
seasonalityFactors() :
InflationCurveConfig
seasonalityFrequency() :
InflationCurveConfig
SeasonalityQuote() :
SeasonalityQuote
secured() :
ConvertibleBondData::ConversionData::ExchangeableData
Security() :
Security
securityConfig() :
CurveConfigurations
SecurityConfig() :
SecurityConfig
securityId() :
BGSTrancheData
,
BondData
securityID() :
BondPriceQuote
,
CPRQuote
,
SecuritySpec
,
SecuritySpreadQuote
SecuritySpec() :
SecuritySpec
securitySpread() :
DummyMarket
,
BondSpreadImplyMarket
,
FittedBondCurveHelperMarket
,
Market
,
MarketImpl
,
WrappedMarket
SecuritySpreadConvention() :
SecuritySpreadConvention
SecuritySpreadQuote() :
SecuritySpreadQuote
seniority() :
BGSTrancheData
,
CdsQuote
,
HazardRateQuote
,
RecoveryRateQuote
sensitivityDecomposition() :
CdoEngineBuilder
,
IndexCreditDefaultSwap
,
IndexCreditDefaultSwapEngineBuilder
,
IndexCreditDefaultSwapOption
,
IndexCreditDefaultSwapOptionEngineBuilder
sensitivityTemplate() :
ScriptedTradeEngineBuilder
,
Trade
SequenceNode() :
SequenceNode
serialize() :
AbsoluteStrike
,
AtmStrike
,
BaseCorrelationQuote
,
BaseStrike
,
BasisSwapQuote
,
BMASwapQuote
,
BondOptionQuote
,
BondOptionShiftQuote
,
BondPriceQuote
,
CapFloorQuote
,
CapFloorShiftQuote
,
CdsQuote
,
CommodityForwardQuote
,
CommodityOptionQuote
,
CommoditySpotQuote
,
CorrelationQuote
,
CPRQuote
,
CrossCcyBasisSwapQuote
,
CrossCcyFixFloatSwapQuote
,
DeltaStrike
,
DiscountQuote
,
EquityDividendYieldQuote
,
EquityForwardQuote
,
EquityOptionQuote
,
EquitySpotQuote
,
Expiry
,
ExpiryDate
,
ExpiryPeriod
,
Fixing
,
FRAQuote
,
FutureContinuationExpiry
,
FXForwardQuote
,
FXOptionQuote
,
FXSpotQuote
,
HazardRateQuote
,
ImmFraQuote
,
IndexCDSOptionQuote
,
InflationCapFloorQuote
,
Loader
,
MarketDatum
,
MMFutureQuote
,
MoneyMarketQuote
,
MoneynessStrike
,
OIFutureQuote
,
RecoveryRateQuote
,
SeasonalityQuote
,
SecuritySpreadQuote
,
SwapQuote
,
SwaptionQuote
,
SwaptionShiftQuote
,
TransitionProbabilityQuote
,
YoYInflationSwapQuote
,
YyInflationCapFloorQuote
,
ZcInflationCapFloorQuote
,
ZcInflationSwapQuote
,
ZeroQuote
set() :
GlobalPseudoCurrencyMarketParameters
,
JSONMessage
,
ScriptLibraryStorage
setActualDate() :
Loader
setAdditionalData() :
Trade
setAdditionalField() :
Envelope
setAdditionalFxIndex() :
FixingDateGetter
setAutomaticExercise() :
OptionData
setBackoff() :
FileIO
setBasicUnderlyingNodeName() :
Underlying
setBondData() :
BondReferenceDatum
,
ConvertibleBondReferenceDatum
setBondName() :
BondUnderlying
setBootstrapConfig() :
CommodityCurveConfig
,
DefaultCurveConfig::Config
,
YieldCurveConfig
setCalendar() :
EquityCurveConfig
setCalibrate() :
ModelParameter
setCalibrationDone() :
EqBsBuilder
,
FxBsBuilder
,
InfDkBuilder
,
InfJyBuilder
setCallData() :
ConvertibleBondReferenceDatum
setCallPut() :
OptionData
setCboStructure() :
CboReferenceDatum
setConventions() :
InstrumentConventions
setConversionData() :
ConvertibleBondReferenceDatum
setCorrelations() :
CrossAssetModelData
setCoutLog() :
ProgressLogger
setCreditData() :
CreditReferenceDatum
setCurrency() :
EquityCurveConfig
,
TradeMonetary
,
TradeStrike
setDividendProtectionData() :
ConvertibleBondReferenceDatum
setEnvelope() :
Trade
setEquityData() :
EquityReferenceDatum
setEquityName() :
EquityUnderlying
setExerciseDates() :
OptionData
setFileLog() :
EventLogger
,
ProgressLogger
,
StructuredLogger
setFormatter() :
EventLogger
setId() :
MarketConfiguration
,
ReferenceDatum
setIndexFamily() :
CreditIndexReferenceDatum
setIndexStartDateHint() :
IndexCreditDefaultSwapData
,
SyntheticCDO
setIsdaTaxonomyFields() :
Accumulator
,
Autocallable_01
,
BasketOption
,
BasketVarianceSwap
,
BestEntryOption
,
EquitySwap
,
InflationSwap
,
PerformanceOption_01
,
RainbowOption
,
ScriptedTrade
,
Swap
,
WindowBarrierOption
,
WorstOfBasketSwap
setJyPricingEngine() :
CrossAssetModelBuilder
setLastRelevantDate() :
ScriptedTradeEngineBuilder
setLegBasedAdditionalData() :
Trade
setLongShort() :
OptionData
setMask() :
Log
setMaxBackoff() :
FileIO
setMaxLen() :
Log
setMaxRetries() :
FileIO
setName() :
Underlying
setNodeName() :
Underlying
,
XMLUtils
setNoticePeriod() :
OptionData
setNotionalAndCurrencies() :
VanillaOptionTrade
setNpvCurrencyConversion() :
BondPosition
,
BondPositionInstrumentWrapper
,
CommodityPosition
,
CommodityPositionInstrumentWrapper
,
EquityOptionPosition
,
EquityOptionPositionInstrumentWrapper
,
EquityPosition
,
EquityPositionInstrumentWrapper
setPaymentData() :
OptionData
setPayoffAtExpiry() :
OptionData
setPid() :
Log
setPriceSegments() :
CommodityCurveConfig
setProgressBarWidth() :
ConsoleLog
setPutData() :
ConvertibleBondReferenceDatum
setQuantities() :
CommodityFixedLegData
setQuotes() :
SecurityConfig
setRealRateReversion() :
InfJyData
setRealRateVolatility() :
InfJyData
setReinvestmentScalar() :
BondBasket
setRequireFixingStartDates() :
FixingDateGetter
setRootPath() :
Log
setSensitivityTemplate() :
Trade
setSettlement() :
OptionData
setStream() :
CSVReader
setStyle() :
OptionData
setTimes() :
ModelParameter
settleDays() :
CapFloorVolatilityCurveConfig
,
InflationCapFloorVolatilityCurveConfig
settlement() :
CommodityOptionStrip
,
ForwardBond
,
FxAverageForward
,
FxForward
,
FxSwap
,
OptionData
,
Swap
settlementCalendar() :
CrossCcyBasisSwapConvention
,
CrossCcyFixFloatSwapConvention
settlementConvention() :
CrossCcyFixFloatSwapConvention
settlementCurrency() :
FxAverageForward
settlementDate() :
AsianOption
settlementDays() :
BaseCorrelationCurveConfig
,
BondData
,
CdsConvention
,
CliquetOption
,
CrossCcyBasisSwapConvention
,
CrossCcyFixFloatSwapConvention
,
DepositConvention
,
IborIndexConvention
,
OvernightIndexConvention
settlementDirty() :
ForwardBond
settlementMethod() :
OptionData
settlementNotional() :
FxAverageForward
settlesAccrual() :
CdsConvention
,
CreditDefaultSwapData
,
RiskParticipationAgreement
,
SyntheticCDO
setType() :
ReferenceDatum
,
Underlying
setUnderlyings() :
IndexReferenceDatum
setUnderlyingTradeType() :
FailedTrade
setupArguments() :
CommodityPositionInstrumentWrapper
,
EquityOptionPositionInstrumentWrapper
,
EquityPositionInstrumentWrapper
,
TRSWrapper
,
ScriptedInstrument
setupBlackScholesProcesses() :
ScriptedTradeEngineBuilder
setupCalibrationStrikes() :
ScriptedTradeEngineBuilder
setupCorrelations() :
ScriptedTradeEngineBuilder
setupDatesAndTimes() :
BlackScholesModelBuilderBase
,
CommodityApoModelBuilder
setupExpired() :
CommodityPositionInstrumentWrapper
,
EquityPositionInstrumentWrapper
setupIrReversions() :
ScriptedTradeEngineBuilder
setupParams() :
InfJyBuilder
setValidFrom() :
ReferenceDatum
setValue() :
TradeMonetary
,
TradeStrike
setValues() :
ModelParameter
setWeight() :
Underlying
setWidth() :
ConsoleLog
shift() :
ScheduleDerived
,
ScriptedTradeEventData
shiftHorizon() :
LgmData
shiftQuote() :
CapFloorVolCurve
shortFixedConvention() :
TenorBasisTwoSwapConvention
shortFixedDayCounter() :
TenorBasisTwoSwapConvention
shortFixedFrequency() :
TenorBasisTwoSwapConvention
shortIndex() :
TenorBasisTwoSwapConvention
shortSwapIndexBase() :
DummyMarket
,
GenericYieldVolatilityCurveConfig
,
Market
,
MarketImpl
,
WrappedMarket
sigmaParamType() :
CommoditySchwartzData
,
EqBsData
,
FxBsData
sigmaTimes() :
EqBsData
,
FxBsData
,
HwModelData
sigmaType() :
HwModelData
sigmaValue() :
CommoditySchwartzData
sigmaValues() :
EqBsData
,
FxBsData
,
HwModelData
SimmCreditQualifierMapping() :
SimmCreditQualifierMapping
simmProductClass() :
ScriptedTrade
,
ScriptedTradeEngineBuilder
SimpleProgressBar() :
SimpleProgressBar
SimpleYieldCurveSegment() :
SimpleYieldCurveSegment
simulatePath() :
ScriptedInstrumentAmcCalculator
SingleBarrierOptionWrapper() :
SingleBarrierOptionWrapper
size() :
BlackScholesBase
,
CompositeTrade
,
DateGrid
,
GaussianCam
,
GaussianCamCG
,
Model
,
ModelCG
,
PayLog
,
Portfolio
,
RequiredFixings::FixingDates
,
SafeStack< T >
SizeOpNode() :
SizeOpNode
sizeToInt() :
PlainInMemoryReport
smileDelta() :
FXVolatilityCurveConfig
smileExtrapolation() :
FXVolatilityCurveConfig
smileInterpolation() :
FXVolatilityCurveConfig
smileOptionTenors() :
GenericYieldVolatilityCurveConfig
smileSpreads() :
GenericYieldVolatilityCurveConfig
smileUnderlyingTenors() :
GenericYieldVolatilityCurveConfig
soldAmount() :
FxEuropeanBarrierOption
,
FxForward
,
FxKIKOBarrierOption
,
FxOption
,
FxOptionWithBarrier
soldCurrency() :
FxForward
,
FxOption
,
FxSingleAssetDerivative
solverConfig() :
CommodityVolatilityConfig
,
EquityVolatilityCurveConfig
SortNode() :
SortNode
source() :
Log
sourceCurrency() :
FXConvention
sourceCurveID() :
DefaultCurveConfig::Config
sourceSchedules() :
ScriptedTradeScriptData::NewScheduleData
spec() :
BaseCorrelationCurve
,
CapFloorVolCurve
,
CDSVolCurve
,
CommodityCurve
,
CommodityVolCurve
,
CorrelationCurve
,
DefaultCurve
,
EquityCurve
,
EquityVolCurve
,
FXVolCurve
,
InflationCapFloorVolCurve
,
InflationCurve
,
SwaptionVolCurve
,
YieldVolCurve
spotCalendar() :
SecuritySpreadConvention
,
ZeroRateConvention
spotDays() :
CmsSpreadOptionConvention
,
CommodityForwardConvention
,
FXConvention
spotLag() :
AverageOisConvention
,
DefaultCurveConfig::Config
,
OisConvention
,
SecuritySpreadConvention
,
ZeroRateConvention
spotQuote() :
BarrierOption
,
EquityOptionWithBarrier
,
FxOptionWithBarrier
spotRateID() :
CrossCcyYieldCurveSegment
spotRelative() :
CommodityForwardConvention
,
FXConvention
spread() :
CommodityAveragePriceOption
,
CommodityDigitalAveragePriceOption
,
IborFallbackCurveSegment
,
Security
spreadDates() :
CMBLegData
,
CMSLegData
,
CMSSpreadLegData
,
CommodityFloatingLegData
,
DurationAdjustedCmsLegData
,
FloatingLegData
,
YoYLegData
spreadIndex() :
CrossCcyBasisSwapConvention
spreadIndexName() :
CrossCcyBasisSwapConvention
spreadOnRec() :
TenorBasisSwapConvention
spreadQuote() :
BondSpreadImplyMarket
,
SecurityConfig
spreads() :
CMBLegData
,
CMSLegData
,
CMSSpreadLegData
,
CommodityFloatingLegData
,
DurationAdjustedCmsLegData
,
FloatingLegData
,
YoYLegData
spreadTenor() :
CrossCcyBasisSwapConvention
startDate() :
AmortizationData
,
BarrierOption
,
BaseCorrelationCurveConfig
,
CommodityAveragePriceOption
,
CommodityDigitalAveragePriceOption
,
CPILegData
,
DefaultCurveConfig::Config
,
EquityDoubleTouchOption
,
EquityTouchOption
,
FxDigitalBarrierOption
,
FxDoubleTouchOption
,
FxKIKOBarrierOption
,
FxTouchOption
,
ScheduleRules
,
SwapQuote
,
VarSwap
startDates() :
TimePeriod
startTenor() :
CommodityForwardQuote
startValue() :
CrCirData
states() :
DefaultCurveConfig::Config
StaticAnalyser() :
StaticAnalyser
StderrLogger() :
StderrLogger
step() :
OneDimSolverConfig
stickyCloseOutStates() :
ScriptedTradeScriptData
stockPrices() :
ConvertibleBondData::CallabilityData::MakeWholeData::ConversionRatioIncreaseData
strAdvanceCalendar() :
CommodityForwardConvention
strictNotionalDates() :
LegData
strike() :
AbsoluteStrike
,
AsianOption
,
BarrierOption
,
BondOption
,
CapFloorQuote
,
CommodityAveragePriceOption
,
CommodityDigitalAveragePriceOption
,
CommodityForward
,
CommodityOptionQuote
,
CommoditySpreadOption
,
CommoditySpreadOptionData
,
CorrelationQuote
,
CpiCapFloor
,
CreditDefaultSwapOption
,
EquityDigitalOption
,
EquityForward
,
EquityOptionQuote
,
EquityOptionUnderlyingData
,
EquityOptionWithBarrier
,
FxDigitalBarrierOption
,
FxDigitalOption
,
FxEuropeanBarrierOption
,
FXOptionQuote
,
FxOptionWithBarrier
,
IndexCDSOptionQuote
,
IndexCreditDefaultSwapOption
,
InflationCapFloorQuote
,
PairwiseVarSwap
,
RangeBound
,
SwaptionQuote
,
VanillaOptionTrade
,
VarSwap
,
YoYCapFloor
strikeAdjustment() :
RangeBound
strikeCurrency() :
EquityForward
,
EquityOption
strikeExtrapolation() :
VolatilitySurfaceConfig
strikeFactor() :
CDSVolatilityCurveConfig
strikeInterpolation() :
CapFloorVolatilityCurveConfig
,
VolatilitySurfaceConfig
strikePrice() :
TradeStrike
strikeReturn() :
EquityOutperformanceOption
strikes() :
CapFloorVolatilityCurveConfig
,
InflationCapFloorVolatilityCurveConfig
,
ReportConfig
,
ScriptedTradeScriptData::CalibrationData
,
VolatilityStrikeSurfaceConfig
strikeSpreads() :
ReportConfig
strikeType() :
CDSVolatilityCurveConfig
,
CreditDefaultSwapOption
,
IndexCreditDefaultSwapOption
strikeYield() :
TradeStrike
StrikeYield() :
TradeStrike::StrikeYield
StructuredConfigurationErrorMessage() :
StructuredConfigurationErrorMessage
StructuredConfigurationWarningMessage() :
StructuredConfigurationWarningMessage
StructuredCurveErrorMessage() :
StructuredCurveErrorMessage
StructuredCurveWarningMessage() :
StructuredCurveWarningMessage
StructuredLogger() :
StructuredLogger
StructuredLoggingErrorMessage() :
StructuredLoggingErrorMessage
StructuredMessage() :
StructuredMessage
StructuredModelErrorMessage() :
StructuredModelErrorMessage
StructuredModelWarningMessage() :
StructuredModelWarningMessage
StructuredTradeErrorMessage() :
StructuredTradeErrorMessage
StructuredTradeWarningMessage() :
StructuredTradeWarningMessage
style() :
BarrierData
,
CommodityOptionStrip
,
OptionData
styleDates() :
ConvertibleBondData::CallabilityData
,
ConvertibleBondData::ConversionData
styles() :
ConvertibleBondData::CallabilityData
,
ConvertibleBondData::ConversionData
subName() :
BaseCorrelationCurveSpec
,
CapFloorVolatilityCurveSpec
,
CDSVolatilityCurveSpec
,
CommodityCurveSpec
,
CommodityVolatilityCurveSpec
,
CorrelationCurveSpec
,
CurveSpec
,
DefaultCurveSpec
,
EquityCurveSpec
,
EquityVolatilityCurveSpec
,
FXSpotSpec
,
FXVolatilityCurveSpec
,
InflationCapFloorVolatilityCurveSpec
,
InflationCurveSpec
,
SecuritySpec
,
SwaptionVolatilityCurveSpec
,
YieldCurveSpec
,
YieldVolatilityCurveSpec
subPeriodsCouponType() :
IRSwapConvention
,
TenorBasisSwapConvention
subtractInflationNominal() :
CPILegData
subtractInflationNominalCoupons() :
CPILegData
subtractNotional() :
ZeroCouponFixedLegData
subType() :
BondData
success() :
ScriptParser
swap() :
BalanceGuaranteedSwap
,
CallableSwap
,
CreditDefaultSwap
,
CreditDefaultSwapOption
,
FlexiSwap
,
IndexCreditDefaultSwap
,
IndexCreditDefaultSwapOption
,
SafeStack< T >
Swap() :
Swap
SwapEngineBuilder() :
SwapEngineBuilder
SwapEngineBuilderBase() :
SwapEngineBuilderBase
SwapEngineBuilderDeltaGamma() :
SwapEngineBuilderDeltaGamma
SwapEngineBuilderOptimised() :
SwapEngineBuilderOptimised
swapIndex() :
DummyMarket
,
CMSLegData
,
DurationAdjustedCmsLegData
,
Market
,
MarketImpl
,
WrappedMarket
swapIndex1() :
CMSSpreadLegData
swapIndex2() :
CMSSpreadLegData
swapIndexBase() :
DummyMarket
,
GenericYieldVolatilityCurveConfig
,
Market
,
MarketImpl
,
WrappedMarket
swapIndexBases() :
MarketImpl
SwapIndexConvention() :
SwapIndexConvention
SwapQuote() :
SwapQuote
swapQuotes() :
InflationCurveConfig
swapTenor() :
CmsSpreadOptionConvention
swaption() :
CallableSwap
Swaption() :
Swaption
swaptionBasket() :
HwBuilder
,
LgmBuilder
swaptionCalibrationErrors() :
CrossAssetModelBuilder
SwaptionEngineBuilder() :
SwaptionEngineBuilder
SwaptionQuote() :
SwaptionQuote
SwaptionShiftQuote() :
SwaptionShiftQuote
swaptionVol() :
DummyMarket
,
Market
,
MarketImpl
,
WrappedMarket
swaptionVolatility() :
CorrelationCurveConfig
SwaptionVolatilityCurveConfig() :
SwaptionVolatilityCurveConfig
SwaptionVolatilityCurveSpec() :
SwaptionVolatilityCurveSpec
SwaptionVolCurve() :
SwaptionVolCurve
swaptionVolCurveConfig() :
CurveConfigurations
switchOff() :
ConsoleLog
,
Log
switchOn() :
ConsoleLog
,
Log
switchTenor() :
FxOptionConvention
SyntheticCDO() :
SyntheticCDO
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