- s -

salvaging_ : CrossAssetModelBuilder
sameSourceLocationCutoff_ : Log
sameSourceLocationSince_ : Log
samples_ : CliquetOptionMcScriptEngine
savedCumulativePricingTime_ : Trade
savedNumberOfPricings_ : Trade
savingsTime_ : CommodityFutureConvention
scalars : Context
scaling_ : LgmData, LgmReversionTransformation
scalingFactor : EquityReferenceDatum::EquityData
schedule_ : BalanceGuaranteedSwap, CommoditySpreadOptionData::OptionStripData, LegData, ScriptedTradeEventData, TradeAction
scheduleData : CboReferenceDatum::CboStructure
scheduleData_ : BondTRS, CBO, CliquetOption, TRS::ReturnData
scheduleProductClass_ : ScriptedTrade, ScriptedTradeEngineBuilder
schedules_ : ScheduleBuilder, WorstOfBasketSwap
schedulesEligibleForCoarsening_ : ScriptedTradeScriptData
script_ : ScriptedInstrumentAmcCalculator, ScriptedInstrumentPricingEngine, ScriptedInstrumentPricingEngineCG, ScriptedTrade
scriptContext : ParserError
scriptCurrentLine : ParserError
scriptName_ : ScriptedTrade
scripts_ : ScriptLibraryData
seasonalityBaseDate_ : InflationCurveConfig
seasonalityFactors_ : InflationCurveConfig
seasonalityFrequency_ : InflationCurveConfig
secured_ : ConvertibleBondData::ConversionData::ExchangeableData
securities : FittedBondCurveCalibrationInfo
securityId : BondBuilder::Result
securityId_ : BGSTrancheData, BondData
securityID_ : BondPriceQuote, CPRQuote, SecuritySpec, SecuritySpreadQuote
securityLeg_ : BondRepo
securityLegData_ : BondRepo
securityMaturityDates : FittedBondCurveCalibrationInfo
securitySpreads_ : MarketImpl
seed : Model::McParams
seniorFee : CboReferenceDatum::CboStructure
seniorFee_ : CBO
seniority_ : BGSTrancheData, CdsQuote, HazardRateQuote, RecoveryRateQuote
sensis_ : ScriptedInstrumentPricingEngineCG
sensitivityDecomposition_ : IndexCreditDefaultSwap, IndexCreditDefaultSwapOption
sensitivityTemplate_ : ScriptedTradeEngineBuilder, Trade
sensitivityTemplateSet_ : Trade
sep_ : CSVFileReport
sequenceType : Model::McParams
setCalibrationInfo_ : LgmBuilder
settleDays_ : CapFloorVolatilityCurveConfig, InflationCapFloorVolatilityCurveConfig
settlement_ : BasketOption, CommodityOptionStrip, DoubleDigitalOption, ForwardBond, FxAverageForward, FxForward, FxSwap, OptionData, RainbowOption, Swap
settlementCalendar_ : Accumulator, CrossCcyBasisSwapConvention, CrossCcyFixFloatSwapConvention, GenericBarrierOption, TaRF
settlementConvention_ : Accumulator, CrossCcyFixFloatSwapConvention, GenericBarrierOption, TaRF
settlementCurrency_ : FxAverageForward
settlementDate_ : AsianOption, BasketVarianceSwap, BestEntryOption, EuropeanOptionBarrier, GenericBarrierOption, PairwiseVarSwap, PerformanceOption_01
settlementDates_ : Accumulator, Autocallable_01
settlementDays : BondReferenceDatum::BondData
settlementDays_ : BaseCorrelationCurveConfig, BondData, CdsConvention, CliquetOption, CrossCcyBasisSwapConvention, CrossCcyFixFloatSwapConvention, DepositConvention, IborIndexConvention, OvernightIndexConvention
settlementDirty_ : ForwardBond
settlementLag_ : Accumulator, GenericBarrierOption, TaRF
settlementMethod_ : OptionData, Swaption
settlementNotional_ : FxAverageForward
settlementType_ : Swaption
settlesAccrual_ : CdsConvention, CreditDefaultSwapData, CreditLinkedSwap, RiskParticipationAgreement, SyntheticCDO
shift_ : ScheduleDerived, ScriptedTradeEventData
shiftHorizon_ : LgmData
shortFixedConvention_ : TenorBasisTwoSwapConvention
shortFixedDayCounter_ : TenorBasisTwoSwapConvention
shortFixedFrequency_ : TenorBasisTwoSwapConvention
shortSwapIndex_ : HwBuilder, LgmBuilder
shortSwapIndexBase_ : GenericYieldVolatilityCurveConfig
sigmaTimes_ : EqBsData, FxBsData, HwModelData
sigmaType_ : CommoditySchwartzData, EqBsData, FxBsData, HwModelData
sigmaValue_ : CommoditySchwartzData
sigmaValues_ : EqBsData, FxBsData, HwModelData
simmBucket : EquityReferenceDatum::EquityData
simmProductClass_ : ScriptedTrade, ScriptedTradeEngineBuilder
simulationDates_ : BlackScholesBase, BlackScholesCGBase, BlackScholesModelBuilderBase, CamAmcCurrencySwapEngineBuilder, CamAmcFxForwardEngineBuilder, CamAmcFxOptionEngineBuilder, CamAmcMultiLegOptionEngineBuilder, CamAmcSwapEngineBuilder, FdBlackScholesBase, FdGaussianCam, LGMAmcSwaptionEngineBuilder, ModelCGImpl, ModelImpl, ScriptedTradeEngineBuilder
size : CurrencyVec, DaycounterVec, EventVec, IndexVec
sloppySimDates_ : GaussianCamCG, HwCG
slot : ComputationGraphBuilder::PayLogEntry
slots_ : PayLog
smileDelta_ : FXVolatilityCurveConfig
smileExtrapolation_ : FXVolatilityCurveConfig
smileInterpolation_ : FXVolatilityCurveConfig
smileOptionTenors_ : GenericYieldVolatilityCurveConfig
smileSpreads_ : GenericYieldVolatilityCurveConfig
smileUnderlyingTenors_ : GenericYieldVolatilityCurveConfig
sobolDirectionIntegers : Model::McParams
sobolOrdering : Model::McParams
soldAmount_ : FxEuropeanBarrierOption, FxForward, FxKIKOBarrierOption, FxOptionWithBarrier
soldCurrency_ : FxForward, FxSingleAssetDerivative
solution : FittedBondCurveCalibrationInfo
solver_ : FdBlackScholesBase, FdGaussianCam
solverConfig_ : CommodityVolatilityConfig, EquityVolatilityCurveConfig
sort : ScriptGrammar
sourceCcy_ : FXVolCurve
sourceCurrency_ : FXConvention
sourceCurveID_ : DefaultCurveConfig::Config
sourceSchedules_ : ScriptedTradeScriptData::NewScheduleData
spec_ : BaseCorrelationCurve, CapFloorVolCurve, CDSVolCurve, CommodityCurve, CommodityVolCurve, CorrelationCurve, DefaultCurve, EquityCurve, EquityVolCurve, FXVolCurve, InflationCapFloorVolCurve, InflationCurve, SwaptionVolCurve, YieldVolCurve
spot_ : BarrierOptionWrapper
spotCache_ : Market
spotCalendar_ : FXVolCurve, SecuritySpreadConvention, ZeroRateConvention
spotDays_ : CmsSpreadOptionConvention, CommodityForwardConvention, FXConvention, FXVolCurve
spotLag_ : AverageOisConvention, DefaultCurveConfig::Config, OisConvention, SecuritySpreadConvention, ZeroRateConvention
spotQuote_ : FxOptionWithBarrier
spotRateID_ : CrossCcyYieldCurveSegment
spotRelative_ : CommodityForwardConvention, FXConvention
spread : IborFallbackConfig::FallbackData
spread_ : BondYieldShiftedYieldCurveSegment, CommodityAveragePriceOption, CommodityDigitalAveragePriceOption, IborFallbackCurveSegment, Security
spreadDates_ : CMBLegData, CMSLegData, CMSSpreadLegData, CommodityFloatingLegData, DurationAdjustedCmsLegData, FloatingLegData, YoYLegData
spreadOnRec_ : TenorBasisSwapConvention
spreadQuote_ : BondSpreadImplyMarket, SecurityConfig
spreads_ : CMBLegData, CMSLegData, CMSSpreadLegData, CommodityFloatingLegData, DurationAdjustedCmsLegData, FloatingLegData, YoYLegData
spreadTenor_ : CrossCcyBasisSwapConvention
squaredPayoff_ : BasketVarianceSwap
ss_ : LoggerStream
stack_ : SafeStack< T >
start_ : EquityDoubleTouchOption, FxDoubleTouchOption, VarSwap
startDate_ : Accumulator, AmortizationData, BarrierOption, BarrierOptionWrapper, BaseCorrelationCurveConfig, CommodityAveragePriceOption, CommodityDigitalAveragePriceOption, CommoditySwaption, CPILegData, DefaultCurveConfig::Config, EquityDoubleTouchOption, EquityTouchOption, ForwardRateAgreement, FxDigitalBarrierOption, FxDoubleTouchOption, FxKIKOBarrierOption, FxTouchOption, ScheduleRules, SwapQuote, VarSwap, WindowBarrierOption
startDates_ : TimePeriod
startTenor_ : CommodityForwardQuote
startValue_ : CrCirData
stateGridPoints_ : FdGaussianCam
states_ : DefaultCurveConfig::Config
staticAnalyser_ : ScriptedTradeEngineBuilder
staticMesher_ : FdBlackScholesBase
step_ : OneDimSolverConfig
stickyCloseOutRunArrays_ : ScriptedInstrumentAmcCalculator
stickyCloseOutRunScalars_ : ScriptedInstrumentAmcCalculator
stickyCloseOutStates_ : ScriptedInstrumentAmcCalculator, ScriptedTradeScriptData
stockPrices_ : ConvertibleBondData::CallabilityData::MakeWholeData::ConversionRatioIncreaseData
stoppedParsingAt : ParserError
storedRegressionModel_ : BlackScholesBase, GaussianCam
strAdjustInfObsDates_ : InflationSwapConvention
strAdvanceCalendar_ : CommodityForwardConvention, FXConvention
strAtmType_ : FxOptionConvention
strAvailabilityLag_ : ZeroInflationIndexConvention
strBdc_ : CommodityFutureConvention
strBmaIndex_ : BMABasisSwapConvention
strBusinessDayConvention_ : IborIndexConvention
strBusinessDaysAfter_ : CommodityFutureConvention
strButterflyStyle_ : FxOptionConvention
strCalendar_ : CdsConvention, CmsSpreadOptionConvention, CommodityFutureConvention, DepositConvention, OptionPaymentData, TenorBasisTwoSwapConvention
strCalendarDaysBefore_ : CommodityFutureConvention
strCashSettlementDays_ : CreditDefaultSwapData
strCompounding_ : SecuritySpreadConvention, ZeroRateConvention
strCompoundingFrequency_ : SecuritySpreadConvention, ZeroRateConvention
strContractFrequency_ : CommodityFutureConvention
strConvention_ : DepositConvention, FXConvention, OptionPaymentData
strConventions_ : SwapIndexConvention
strCurrency_ : ZeroInflationIndexConvention
strDate_ : OptionExerciseData
strDates_ : OptionPaymentData
strDayCounter_ : CdsConvention, CmsSpreadOptionConvention, DepositConvention, IborIndexConvention, InflationSwapConvention, OvernightIndexConvention, SecuritySpreadConvention, ZeroRateConvention
strDayOfMonth_ : CommodityFutureConvention
strDeltaType_ : FxOptionConvention
stream_ : CSVReader
strEndOfMonth_ : FXConvention
strEom_ : CrossCcyBasisSwapConvention, CrossCcyFixFloatSwapConvention, DepositConvention, OisConvention, SecuritySpreadConvention, ZeroRateConvention
strExpiryCalendar_ : CommodityFutureConvention
strFixCalendar_ : InflationSwapConvention
strFixConvention_ : InflationSwapConvention
strFixedCalendar_ : AverageOisConvention, IRSwapConvention, OisConvention
strFixedConvention_ : AverageOisConvention, CrossCcyFixFloatSwapConvention, IRSwapConvention, OisConvention
strFixedCurrency_ : CrossCcyFixFloatSwapConvention
strFixedDayCounter_ : AverageOisConvention, CrossCcyFixFloatSwapConvention, IRSwapConvention, OisConvention
strFixedFrequency_ : AverageOisConvention, CrossCcyFixFloatSwapConvention, IRSwapConvention, OisConvention
strFixedPaymentConvention_ : AverageOisConvention, OisConvention
strFixedTenor_ : AverageOisConvention
strFixingCalendar_ : IborIndexConvention, OvernightIndexConvention
strFixingDays_ : CmsSpreadOptionConvention, CrossCcyBasisSwapConvention
strFlatFixingDays_ : CrossCcyBasisSwapConvention
strFlatIncludeSpread_ : CrossCcyBasisSwapConvention
strFlatIndex_ : CrossCcyBasisSwapConvention
strFlatIndexIsResettable_ : CrossCcyBasisSwapConvention
strFlatIsAveraged_ : CrossCcyBasisSwapConvention
strFlatLookback_ : CrossCcyBasisSwapConvention
strFlatPaymentLag_ : CrossCcyBasisSwapConvention
strFlatRateCutoff_ : CrossCcyBasisSwapConvention
strFlatTenor_ : CrossCcyBasisSwapConvention
strFloatFrequency_ : IRSwapConvention
strFloatIndexIsResettable_ : CrossCcyFixFloatSwapConvention
strForwardStart_ : CmsSpreadOptionConvention
strFrequency_ : CdsConvention, ZeroInflationIndexConvention
strictNotionalDates_ : LegData
strike_ : AbsoluteStrike, Accumulator, BasketVarianceSwap, BestEntryOption, BondOption, CapFloorQuote, CommodityAveragePriceOption, CommodityDigitalAveragePriceOption, CommodityDigitalOption, CommodityForward, CommodityOptionQuote, CommoditySpreadOptionData, CorrelationQuote, CpiCapFloor, CreditDefaultSwapOption, EquityDigitalOption, EquityForward, EquityOptionQuote, EquityOptionUnderlyingData, EuropeanOptionBarrier, ForwardRateAgreement, FxDigitalBarrierOption, FxDigitalOption, FXOptionQuote, GenericBarrierOption, IndexCDSOptionQuote, IndexCreditDefaultSwapOption, InflationCapFloorQuote, PerformanceOption_01, RainbowOption, RangeBound, SwaptionQuote, TradeStrike, VanillaOptionTrade, VarSwap, WindowBarrierOption, WorstOfBasketSwap, YoYCapFloor
strikeAdjustment_ : RangeBound
strikeCurrency_ : EquityForward, EquityOption
strikeDate_ : BestEntryOption
strikeDates_ : TaRF
strikeExtrapolation_ : VolatilitySurfaceConfig
strikeFactor_ : CDSVolatilityCurveConfig
strikeGridButterflyArbitrage : IrVolCalibrationInfo
strikeGridCallSpreadArbitrage : IrVolCalibrationInfo
strikeGridImpliedVolatility : IrVolCalibrationInfo
strikeGridProb : IrVolCalibrationInfo
strikeGridStrikes : IrVolCalibrationInfo
strikeIncluded_ : PerformanceOption_01
strikeInterpolation_ : CapFloorVolatilityCurveConfig, VolatilitySurfaceConfig
strikePrices_ : PerformanceOption_01
strikeReturn_ : EquityOutperformanceOption
strikes : IrVolCalibrationInfo
strikes_ : CapFloorVolatilityCurveConfig, InflationCapFloorVolatilityCurveConfig, ReportConfig, ScriptedTradeScriptData::CalibrationData, TaRF, VolatilityStrikeSurfaceConfig
strikeSpreadGridButterflyArbitrage : IrVolCalibrationInfo
strikeSpreadGridCallSpreadArbitrage : IrVolCalibrationInfo
strikeSpreadGridImpliedVolatility : IrVolCalibrationInfo
strikeSpreadGridProb : IrVolCalibrationInfo
strikeSpreadGridStrikes : IrVolCalibrationInfo
strikeSpreads : IrVolCalibrationInfo
strikeSpreads_ : ReportConfig
strikeType_ : CDSVolatilityCurveConfig, CDSVolCurve, CreditDefaultSwapOption, IndexCreditDefaultSwapOption
strIncludeSpread_ : CrossCcyBasisSwapConvention, TenorBasisSwapConvention
strIndex_ : AverageOisConvention, CrossCcyFixFloatSwapConvention, FraConvention, FutureConvention, InflationSwapConvention, IRSwapConvention, OisConvention
strInfCalendar_ : InflationSwapConvention
strInfConvention_ : InflationSwapConvention
strInterpolated_ : InflationSwapConvention
strIsAveraged_ : CrossCcyBasisSwapConvention
strIsResettable_ : CrossCcyBasisSwapConvention, CrossCcyFixFloatSwapConvention
strLag_ : OptionPaymentData
strLastPeriodDayCounter_ : CdsConvention
strLiborIndex_ : BMABasisSwapConvention
strLongFixedConvention_ : TenorBasisTwoSwapConvention
strLongFixedDayCounter_ : TenorBasisTwoSwapConvention
strLongFixedFrequency_ : TenorBasisTwoSwapConvention
strLongIndex_ : TenorBasisTwoSwapConvention
strLongMinusShort_ : TenorBasisTwoSwapConvention
strLongTermAtmType_ : FxOptionConvention
strLongTermDeltaType_ : FxOptionConvention
strLookback_ : CrossCcyBasisSwapConvention
strNth_ : CommodityFutureConvention
strObservationLag_ : InflationSwapConvention
strOffPeakHours_ : CommodityFutureConvention::OffPeakPowerIndexData
strOffsetDays_ : CommodityFutureConvention
strOneContractMonth_ : CommodityFutureConvention
strOnTenor_ : AverageOisConvention
strOptionBdc_ : CommodityFutureConvention
strOptionContractFrequency_ : CommodityFutureConvention
strOptionExpiryDay_ : CommodityFutureConvention
strOptionExpiryOffset_ : CommodityFutureConvention
strOptionNth_ : CommodityFutureConvention
strOptionWeekday_ : CommodityFutureConvention
strPayFrequency_ : TenorBasisSwapConvention
strPayIndex_ : TenorBasisSwapConvention
strPaymentCal_ : OisConvention
strPaymentConvention_ : CdsConvention
strPaymentLag_ : CrossCcyBasisSwapConvention, OisConvention
strPaysAtDefaultTime_ : CdsConvention
strPeakCalendar_ : CommodityFutureConvention::OffPeakPowerIndexData
strPeriod_ : CommodityFutureConvention::AveragingData
strPointsFactor_ : CommodityForwardConvention, FXConvention
strPrice_ : OptionExerciseData
strPricingCalendar_ : CommodityFutureConvention::AveragingData
strRateCutoff_ : AverageOisConvention, CrossCcyBasisSwapConvention
strReceiveFrequency_ : TenorBasisSwapConvention
strReceiveIndex_ : TenorBasisSwapConvention
strRelativeTo_ : OptionPaymentData
strRiskReversalInFavorOf_ : FxOptionConvention
strRollConvention_ : CmsSpreadOptionConvention, CrossCcyBasisSwapConvention, SecuritySpreadConvention, ZeroRateConvention
strRule_ : CdsConvention, OisConvention
strSettlementCalendar_ : CrossCcyBasisSwapConvention, CrossCcyFixFloatSwapConvention
strSettlementConvention_ : CrossCcyFixFloatSwapConvention
strSettlementDays_ : CdsConvention, CrossCcyBasisSwapConvention, CrossCcyFixFloatSwapConvention, DepositConvention
strSettlesAccrual_ : CdsConvention
strShortFixedConvention_ : TenorBasisTwoSwapConvention
strShortFixedDayCounter_ : TenorBasisTwoSwapConvention
strShortFixedFrequency_ : TenorBasisTwoSwapConvention
strShortIndex_ : TenorBasisTwoSwapConvention
strSourceCurrency_ : FXConvention
strSpotCalendar_ : SecuritySpreadConvention, ZeroRateConvention
strSpotDays_ : CmsSpreadOptionConvention, CommodityForwardConvention, FXConvention
strSpotLag_ : AverageOisConvention, OisConvention, SecuritySpreadConvention, ZeroRateConvention
strSpotRelative_ : CommodityForwardConvention, FXConvention
strSpreadIndex_ : CrossCcyBasisSwapConvention
strSpreadOnRec_ : TenorBasisSwapConvention
strSpreadTenor_ : CrossCcyBasisSwapConvention
strSubPeriodsCouponType_ : IRSwapConvention, TenorBasisSwapConvention
strSwapTenor_ : CmsSpreadOptionConvention
strSwitchTenor_ : FxOptionConvention
strTargetCurrency_ : FXConvention
strTenorCalendar_ : SecuritySpreadConvention, ZeroRateConvention
strType_ : PriceSegment
structureId_ : CBO
strUpfrontSettlementDays_ : CdsConvention
strWeekday_ : CommodityFutureConvention
style_ : BarrierData, CommodityOptionStrip, OptionData
styleDates_ : ConvertibleBondData::CallabilityData, ConvertibleBondData::ConversionData
styles_ : ConvertibleBondData::CallabilityData, ConvertibleBondData::ConversionData
subBuilders_ : CrossAssetModelBuilder
subordinatedFee : CboReferenceDatum::CboStructure
subordinatedFee_ : CBO
subPeriodsCouponType_ : IRSwapConvention, TenorBasisSwapConvention
subtractInflationNominal_ : CPILegData
subtractInflationNominalCoupons_ : CPILegData
subtractNotional_ : ZeroCouponFixedLegData
subType : BondReferenceDatum::BondData
subType_ : BondData
success_ : ScriptParser
successor : CreditReferenceDatum::CreditData
successorImplementationDate : CreditReferenceDatum::CreditData
surface_ : InflationCapFloorVolCurve
svts_ : HwBuilder, LgmBuilder
swap_ : BalanceGuaranteedSwap, CallableSwap, CreditDefaultSwap, CreditDefaultSwapOption, FlexiSwap, IndexCreditDefaultSwap, IndexCreditDefaultSwapOption
swapIndex1_ : CMSSpreadLegData
swapIndex2_ : CMSSpreadLegData
swapIndex_ : CMSLegData, DurationAdjustedCmsLegData, HwBuilder, LgmBuilder
swapIndexBase_ : AnalyticBlackRiskParticipationAgreementEngine, GenericYieldVolatilityCurveConfig
swapIndices_ : MarketImpl
swapQuotes_ : InflationCurveConfig
swapTenor_ : CmsSpreadOptionConvention
swaption_ : CallableSwap
swaptionActive_ : HwBuilder, LgmBuilder
swaptionBasket_ : HwBuilder, LgmBuilder
swaptionBasketRefDate_ : HwBuilder, LgmBuilder
swaptionBaskets_ : CrossAssetModelBuilder
swaptionBasketVols_ : HwBuilder, LgmBuilder
swaptionCalibrationErrors_ : CrossAssetModelBuilder
swaptionCurves_ : MarketImpl
swaptionExpiries_ : HwBuilder, LgmBuilder
swaptionIndexBases_ : MarketImpl
swaptionMaturities_ : CrossAssetModelBuilder, HwBuilder, LgmBuilder
swaptionStrike_ : HwBuilder, LgmBuilder
swaptionVol_ : CorrelationCurveConfig
swaptionVolCache_ : HwBuilder, LgmBuilder
switchDate : IborFallbackConfig::FallbackData
switchTenor : FxEqCommVolCalibrationInfo
switchTenor_ : FxOptionConvention, FXVolCurve