- q -

• qualifier_ : BasketConstituent, BondOptionQuote, BondOptionShiftQuote, GenericYieldVolatilityCurveConfig, HwCG, IrModelData, LgmCG, SyntheticCDO
• qualifierLabel_ : GenericYieldVolatilityCurveConfig
• quantities_ : CommodityFixedLegData, CommodityFloatingLegData
• quantity_ : AsianOption, BondPositionData, BondPositionInstrumentWrapper, CommodityAveragePriceOption, CommodityForward, CommodityPositionData, CommodityPositionInstrumentWrapper::arguments, CommodityPositionInstrumentWrapper, EquityDigitalOption, EquityForward, EquityLegData, EquityOptionPositionData, EquityOptionPositionInstrumentWrapper::arguments, EquityOptionPositionInstrumentWrapper, EquityOptionWithBarrier, EquityPositionData, EquityPositionInstrumentWrapper::arguments, EquityPositionInstrumentWrapper, EuropeanOptionBarrier, GenericBarrierOption, Indexing, VanillaOptionTrade, WorstOfBasketSwap
• quantityDates_ : CommodityFixedLegData, CommodityFloatingLegData
• quantoCorrelationMultiplier_ : FdBlackScholesBase
• quantoSourceCcyIndex_ : FdBlackScholesBase
• quantoTargetCcyIndex_ : FdBlackScholesBase
• quote_ : ConstantVolatilityConfig, MarketDatum
• quoteCache_ : FXTriangulation
• quoteChar_ : CSVFileReport
• quoteCurrency_ : CommodityForwardQuote, CommodityOptionQuote, CommoditySpotQuote
• quoteIncludesIndexName_ : CapFloorVolatilityCurveConfig
• quoteIndex_ : InflationCapFloorVolatilityCurveConfig
• quoteName_ : BaseCorrelationCurveConfig, CDSVolatilityCurveConfig
• quotes_ : CurveConfig, EquityCurve, FXTriangulation, PriceSegment, VolatilityCurveConfig, YieldCurveSegment
• quoteSuffix_ : CommodityVolatilityConfig
• quoteTag_ : GenericYieldVolatilityCurveConfig, SwaptionQuote, SwaptionShiftQuote
• quoteType_ : CorrelationCurveConfig, InflationCapFloorVolatilityCurveConfig, MarketDatum, QuoteBasedVolatilityConfig