- u -

• unaryPayoff_ : CommodityOptionStrip
• underflow_ : AmortizationData
• underlying1_ : DoubleDigitalOption, EquityOutperformanceOption
• underlying2_ : DoubleDigitalOption, EquityOutperformanceOption
• underlying3_ : DoubleDigitalOption
• underlying4_ : DoubleDigitalOption
• underlying_ : Accumulator, AsianOption, Autocallable_01, BestEntryOption, BondOption, CapFloorQuote, CliquetOption, CliquetOptionMcScriptEngine, DigitalCMSLegData, DigitalCMSSpreadLegData, EquityFutureOption, EquityOptionUnderlyingData, RiskParticipationAgreement, Swaption, TaRF, TRS, TRSWrapper::arguments, TRSWrapper, UnderlyingBuilder, VarSwap, WindowBarrierOption
• underlyingCcy_ : CliquetOptionMcScriptEngine
• underlyingCurrency_ : VanillaOptionTrade
• underlyingData_ : BondBasketReferenceDatum, MultiLegOption
• underlyingDerivativeId_ : TRS
• underlyingIndex_ : TRSWrapper::arguments, TRSWrapper
• underlyingIndexCurrency_ : CurrencyHedgedEquityIndexDecomposition
• underlyingIndexName_ : CurrencyHedgedEquityIndexReferenceDatum
• underlyingIndicesCache_ : Portfolio
• underlyingInstruments_ : OptionWrapper
• underlyingLabel_ : GenericYieldVolatilityCurveConfig
• underlyingMultiplier_ : TRSWrapper::arguments, TRSWrapper
• underlyingName_ : CdsQuote, HazardRateQuote, RecoveryRateQuote
• underlyingNotionals_ : PairwiseVarSwap
• underlyingPaths_ : BlackScholesBase, BlackScholesCGBase, GaussianCam, GaussianCamCG
• underlyingPathsCgVersion_ : BlackScholesCGBase, GaussianCamCG
• underlyingPathsTraining_ : BlackScholesBase, GaussianCam
• underlyingRefData_ : CurrencyHedgedEquityIndexDecomposition
• underlyings_ : BasketOption, BasketVarianceSwap, BondPositionData, CommodityPositionData, EquityOptionPositionData, EquityPositionData, GenericBarrierOption, PairwiseVarSwap, PerformanceOption_01, RainbowOption, WorstOfBasketSwap
• underlyingStrikes_ : PairwiseVarSwap
• underlyingTenors : IrVolCalibrationInfo
• underlyingTenors_ : GenericYieldVolatilityCurveConfig, ReportConfig
• underlyingTradeType_ : FailedTrade
• underlyingValues_ : FdBlackScholesBase
• undMultiplier_ : OptionWrapper
• uniqueKeys_ : NettingSetManager
• unitCcy_ : FXForwardQuote, FXOptionQuote, FXSpotQuote, FXSpotSpec, FXVolatilityCurveSpec
• unparsed_ : Conventions, CurveConfigurations
• unrealisedQuantity_ : CommodityFloatingLegData
• updateCounter_ : SimpleProgressBar
• upfrontDate_ : CreditDefaultSwapData, SyntheticCDO
• upfrontFee_ : CreditDefaultSwapData, SyntheticCDO
• upfrontSettlementDays_ : CdsConvention
• upperBarrier_ : ConvertibleBondData::ConversionData::MandatoryConversionData::PepsData
• upperBound_ : OneDimSolverConfig
• upperConversionRatio_ : ConvertibleBondData::ConversionData::MandatoryConversionData::PepsData
• useAd_ : ScriptedTradeEngineBuilder
• useBusinessDays_ : CommodityFloatingLegData, CommodityFutureConvention::AveragingData
• useCachedSensis_ : ScriptedInstrumentPricingEngineCG
• useCg_ : ScriptedTradeEngineBuilder
• used_ : Conventions
• useDirtyPrices_ : BondTRS
• useDoublePrecisionForExternalCalculation_ : ScriptedInstrumentPricingEngineCG, ScriptedTradeEngineBuilder
• useExternalComputeDevice_ : ScriptedTradeEngineBuilder
• useExternalComputeFramework_ : ScriptedInstrumentPricingEngineCG
• useFixedFundingLegNotional_ : TRSWrapper::arguments
• useLastAvailableFixingAsBaseDate_ : InflationCurveConfig
• useLastAvailableFixingDate_ : InflationCapFloorVolatilityCurveConfig
• useMarketYoyCurve_ : InflationCapFloorVolCurve
• usePrefixes_ : Wildcard
• useRfrCurveInSimulationMarket_ : IborFallbackConfig
• useRfrCurveInTodaysMarket_ : IborFallbackConfig
• useSensitivitySimplification_ : SyntheticCDO