- p -

• p() : DefaultableEquityJumpDiffusionModel, PiecewiseConstantHelper1, PiecewiseConstantHelper2
• p1() : PiecewiseConstantHelper3
• p2() : PiecewiseConstantHelper3
• P2_() : P2_< E1, E2 >
• P3_() : P3_< E1, E2, E3 >
• P4_() : P4_< E1, E2, E3, E4 >
• P5_() : P5_< E1, E2, E3, E4, E5 >
• PairwiseVarianceSwap() : PairwiseVarianceSwap
• PairwiseVarianceSwapEngine() : PairwiseVarianceSwapEngine
• parameter() : CirppConstantParametrization< TS >, CirppConstantWithFellerParametrization< TS >, CommoditySchwartzParametrization, EqBsConstantParametrization, EqBsPiecewiseConstantParametrization, FxBsConstantParametrization, FxBsPiecewiseConstantParametrization, InfJyParameterization, Lgm1fConstantParametrization< TS >, Lgm1fPiecewiseConstantHullWhiteAdaptor< TS >, Lgm1fPiecewiseConstantParametrization< TS >, Lgm1fPiecewiseLinearParametrization< TS >, Parametrization
• parameterTimes() : EqBsPiecewiseConstantParametrization, FxBsPiecewiseConstantParametrization, InfJyParameterization, Lgm1fPiecewiseConstantHullWhiteAdaptor< TS >, Lgm1fPiecewiseConstantParametrization< TS >, Lgm1fPiecewiseLinearParametrization< TS >, Parametrization
• parameterValues() : Parametrization
• ParametricVolatility() : ParametricVolatility
• parametricVolatility() : SabrStrippedOptionletAdapter< TimeInterpolator >, SwaptionSabrCube
• ParametricVolatilitySmileSection() : ParametricVolatilitySmileSection
• parametrization() : CommoditySchwartzModel, CrCirpp, HwModel, LgmVectorised, LinearGaussMarkovModel
• Parametrization() : Parametrization
• parametrizationBase() : CommodityModel, CommoditySchwartzModel, FxBsModel, FxModel, HwModel, IrModel, LinearGaussMarkovModel
• parametrizations() : CrossAssetModel
• params() : NormalSABRWrapper, LinkableCalibratedModel
• partialRollback() : TsiveriotisFernandesLattice< T >
• participationRate() : RiskParticipationAgreement, RiskParticipationAgreementTLock
• pastFixing() : BMAIndexWrapper, BondIndex, CommodityBasisFutureIndex, CommodityIndex, CompoEquityIndex, EqFxIndexBase, EquityIndex2, FallbackIborIndex, FallbackOvernightIndex, FormulaBasedIndex, FxIndex, GenericIborIndex, IborIndexWithFixingOverride, OffPeakPowerIndex, OvernightIndexWithFixingOverride
• pathBasisSystem() : RandomVariableLsmBasisSystem
• payAtMaturity() : CommodityIndexedAverageLeg, CommodityIndexedLeg
• payBondCashFlowsImmediately() : BondTRS
• payCcy() : CommodityForward, FxForward
• payCurrency() : CrossCcyBasisSwap, OvernightIndexedCrossCcyBasisSwap
• payCurrency1() : FxForward
• payDate() : FxForward
• payer() : MultiLegOption, RiskParticipationAgreementTLock
• payFrequency() : TenorBasisSwap
• payGearing() : CrossCcyBasisSwap
• payIndex() : CrossCcyBasisSwap, OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• payLeg() : OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• payLegBPS() : OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• payLegNPV() : OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• Payment() : Payment
• paymentConvention() : BalanceGuaranteedSwap, FlexiSwap
• paymentCurrency() : FormulaBasedCoupon
• paymentDate() : CashSettledEuropeanOption, CommodityForward, RiskParticipationAgreementTLock
• paymentDates() : BondTRS
• PaymentDiscountingEngine() : PaymentDiscountingEngine
• paymentTiming() : CommodityIndexedAverageLeg, CommodityIndexedLeg
• payNominal() : CrossCcyBasisSwap, OvernightIndexedCrossCcyBasisSwap
• payoffLimit() : PairwiseVarianceSwap
• paySchedule() : CrossCcyBasisSwap, OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• paySpread() : CrossCcyBasisSwap, OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• payTotalReturnLeg() : BondTRS
• PDE_method() : KienitzLawsonSwayneSabrPdeDensity
• peakCalendar() : OffPeakPowerIndex
• peakIndex() : OffPeakPowerIndex
• percentile() : Basket, DefaultLossModel, GaussianLHPLossModel, HomogeneousPoolLossModel< copulaPolicy >, InhomogeneousPoolLossModel< copulaPolicy >, PoolLossModel< CopulaPolicy >
• percentilePortfolioLossFraction() : GaussianLHPLossModel
• performCalculations() : ApoFutureSurface, Basket, BlackVarianceCurve3, BlackVarianceSurfaceMoneyness, BlackVolatilitySurfaceBFRR, CapFloorTermVolSurface, CapFloorTermVolSurfaceExact, CapFloorTermVolSurfaceSparse< InterpolatorStrike, InterpolatorExpiry >, CappedFlooredAverageBMACoupon, CappedFlooredAverageONIndexedCoupon, CappedFlooredOvernightIndexedCoupon, CmsCapHelper, CommodityAverageBasisPriceCurve< Interpolator >, CommodityBasisPriceCurve< Interpolator >, CommodityBasisPriceCurveWrapper, CommodityIndexedAverageCashFlow, CommodityIndexedCashFlow, CompoEquityIndex, ConvertibleBond, CPIPriceVolatilitySurface< InterpolatorStrike, InterpolatorTime >, CreditVolCurve, DatedStrippedOptionlet, DatedStrippedOptionletAdapter, DefaultableEquityJumpDiffusionModelBuilder, EquityForwardCurveStripper, FloatingAnnuityCoupon, FloatingRateFXLinkedNotionalCoupon, FutureOptionHelper, FxEqOptionHelper, InterpolatedBaseCorrelationTermStructure< Interpolator >, InterpolatedCapFloorTermVolCurve< Interpolator >, InterpolatedCorrelationCurve< Interpolator >, InterpolatedCPIVolatilitySurface< Interpolator2D >, InterpolatedDiscountCurve2, InterpolatedPriceCurve< Interpolator >, InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >, InterpolatingCreditVolCurve, KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D >, MultiCcyCompositeInstrument, NullInstrument, OptionletStripper1, OptionletStripper2, OptionletStripperWithAtm< TimeInterpolator, SmileInterpolator >, OptionSurfaceStripper, PiecewiseAtmOptionletCurve< Interpolator, Bootstrap >, PiecewiseOptionletCurve< Interpolator, Bootstrap >, PiecewiseOptionletStripper< Interpolator, Bootstrap >, PiecewisePriceCurve< Interpolator, Bootstrap >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, SabrStrippedOptionletAdapter< TimeInterpolator >, SpreadedBaseCorrelationCurve, SpreadedBlackVolatilityCurve, SpreadedBlackVolatilitySurfaceMoneyness, SpreadedCorrelationCurve, SpreadedCPIVolatilitySurface, SpreadedCreditVolCurve, SpreadedDiscountCurve, SpreadedOptionletVolatility2, SpreadedPriceTermStructure, SpreadedSurvivalProbabilityTermStructure, SpreadedSwaptionVolatility, SpreadedYoYInflationCurve, SpreadedYoYVolatilitySurface, SpreadedZeroInflationCurve, StrippedCPIVolatilitySurface< Interpolator2D >, StrippedOptionletAdapter2, StrippedOptionletAdapter< TimeInterpolator, SmileInterpolator >, StrippedYoYInflationOptionletVol, SurvivalProbabilityCurve< Interpolator >, SwaptionSabrCube, SwaptionVolCube2, YoYInflationCurveObserverMoving< Interpolator >, YoYInflationCurveObserverStatic< Interpolator >, YoYInflationOptionletVolStripper, ZeroInflationCurveObserverMoving< Interpolator >, ZeroInflationCurveObserverStatic< Interpolator >
• Period() : DKCPI, ESCPI, SECPI
• periodQuantity() : CommodityCashFlow, CommodityIndexedAverageCashFlow, CommodityIndexedCashFlow
• Peru() : Peru
• Philippines() : Philippines
• PHPPhiref() : PHPPhiref
• physicallySettled() : CommodityForward
• pIdx() : CrossAssetModel
• PiecewiseAtmOptionletCurve() : PiecewiseAtmOptionletCurve< Interpolator, Bootstrap >
• PiecewiseConstantHelper1() : PiecewiseConstantHelper1
• PiecewiseConstantHelper11() : PiecewiseConstantHelper11
• PiecewiseConstantHelper2() : PiecewiseConstantHelper2
• PiecewiseConstantHelper3() : PiecewiseConstantHelper3
• PiecewiseOptionletCurve() : PiecewiseOptionletCurve< Interpolator, Bootstrap >
• PiecewiseOptionletStripper() : PiecewiseOptionletStripper< Interpolator, Bootstrap >
• PiecewisePriceCurve() : PiecewisePriceCurve< Interpolator, Bootstrap >
• PiecewiseZeroInflationCurve() : PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
• pillarDates() : CommodityAverageBasisPriceCurve< Interpolator >, CommodityBasisPriceCurve< Interpolator >, CommodityBasisPriceCurveWrapper, CrossCurrencyPriceTermStructure, InterpolatedPriceCurve< Interpolator >, ModelImpliedPriceTermStructure, PiecewisePriceCurve< Interpolator, Bootstrap >, PriceTermStructure, SpreadedPriceTermStructure
• pL() : KienitzLawsonSwayneSabrPdeDensity
• PLNPolonia() : PLNPolonia
• points() : BucketedDistribution
• pool() : Basket, BondBasket
• PoolLossModel() : PoolLossModel< CopulaPolicy >
• populateDates() : OptionletStripper
• populateDatesFromTenors() : InterpolatedPriceCurve< Interpolator >
• populateOneStrike() : StrippedOptionletAdapter< TimeInterpolator, SmileInterpolator >
• populateVolMatrix() : BlackVarianceSurfaceStdDevs
• position() : CommodityForward, PairwiseVarianceSwap
• postAdjustValuesImpl() : DiscretizedConvertible
• pR() : KienitzLawsonSwayneSabrPdeDensity
• preconditioner() : FdmBlackScholesOp, FdmDefaultableEquityJumpDiffusionFokkerPlanckOp, FdmDefaultableEquityJumpDiffusionOp, FdmLgmOp
• predecessors() : ComputationGraph
• preferredOutputQuoteType() : SabrParametricVolatility
• premiumLegNPV() : SyntheticCDO
• premiumValue() : SyntheticCDO
• previousNominal() : FloatingAnnuityCoupon
• price() : FloatingAnnuityCoupon, InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >, OptionPriceSurface, PriceTermStructure
• priceAsHistoricalFixing() : CommodityBasisPriceTermStructure
• priceAtExercise() : CashSettledEuropeanOption
• priceCurve() : CommodityIndex, CommoditySchwartzParametrization, FutureOptionHelper, PriceTermStructureAdapter
• PriceError() : OptionSurfaceStripper::PriceError
• priceFromPutCallParity() : CPIPriceVolatilitySurface< InterpolatorStrike, InterpolatorTime >
• priceImpl() : CommodityAverageBasisPriceCurve< Interpolator >, CommodityBasisPriceCurve< Interpolator >, CommodityBasisPriceCurveWrapper, CrossCurrencyPriceTermStructure, InterpolatedPriceCurve< Interpolator >, ModelImpliedPriceTermStructure, PiecewisePriceCurve< Interpolator, Bootstrap >, PriceTermStructure, SpreadedPriceTermStructure
• priceQuoteBaseValue() : BondIndex
• priceQuoteMethod() : BondIndex
• pricer() : EquityCoupon, EquityMarginCoupon
• prices() : CommodityAverageBasisPriceCurve< Interpolator >, CommodityBasisPriceCurve< Interpolator >, InterpolatedPriceCurve< Interpolator >, PiecewisePriceCurve< Interpolator, Bootstrap >
• pricesFailedToConvert() : CPIPriceVolatilitySurface< InterpolatorStrike, InterpolatorTime >
• priceStrikeCalculate() : BlackIndexCdsOptionEngine
• PriceTermStructure() : PriceTermStructure
• PriceTermStructureAdapter() : PriceTermStructureAdapter
• pricingDate() : CommodityIndexedCashFlow
• PrimeIndex() : PrimeIndex
• primitive() : ConstantInterpolation::ConstantInterpolationImpl, LogInterpolationImpl< I1, I2, Interpolator >, QuadraticInterpolationImpl< I1, I2 >, FlatExtrapolation::FlatExtrapolationImpl
• principalWaterfall() : MonteCarloCBOEngine
• print() : MDD
• priorExpiry() : FutureExpiryCalculator
• PrivateConstraint() : LinkableCalibratedModel::PrivateConstraint
• probabilities() : Basket, BucketedDistribution, IndexCdsOptionBaseEngine
• probability() : BlackCdsOptionEngine, DiscreteDistribution, HullWhiteBucketing
• probabilitymatch() : MDD
• probAtLeastNEvents() : Basket, ConstantLossModel< copulaPolicy >, DefaultLatentModel< copulaPolicy >, DefaultLossModel, ExtendedConstantLossModel< copulaPolicy >
• Problem_MT() : Problem_MT
• problemValues() : LinkableCalibratedModel
• probOfDefault() : DefaultLatentModel< copulaPolicy >
• probOverLoss() : Basket, DefaultLossModel, GaussianLHPLossModel
• probsBeingNthEvent() : Basket, DefaultLossModel
• process() : CommodityOptionSurfaceStripper, EquityOptionSurfaceStripper, OptionSurfaceStripper
• processBondCashflows() : FdConvertibleBondEvents
• processConversionAndDivProtData() : FdConvertibleBondEvents
• processes() : BlackScholesModelWrapper
• processExerciseData() : FdConvertibleBondEvents
• processHelper() : FdmBlackScholesMesher
• processIborCoupon() : NpvDeltaGammaCalculator
• processMakeWholeData() : FdConvertibleBondEvents
• processMandatoryConversionData() : FdConvertibleBondEvents
• ProjectedBufferedMultiPathGenerator() : ProjectedBufferedMultiPathGenerator
• ProjectedBufferedMultiPathGeneratorFactory() : ProjectedBufferedMultiPathGeneratorFactory
• ProjectedVariateMultiPathGenerator() : ProjectedVariateMultiPathGenerator
• ProjectedVariatePathGeneratorFactory() : ProjectedVariatePathGeneratorFactory
• protectionEnd() : RiskParticipationAgreement, RiskParticipationAgreementTLock
• protectionFee() : RiskParticipationAgreement, RiskParticipationAgreementTLock
• protectionFeeCcys() : RiskParticipationAgreement, RiskParticipationAgreementTLock
• protectionFeePayer() : RiskParticipationAgreement, RiskParticipationAgreementTLock
• protectionLegNPV() : SyntheticCDO
• protectionStart() : RiskParticipationAgreement, RiskParticipationAgreementTLock
• protectionValue() : SyntheticCDO
• ProxyCreditVolCurve() : ProxyCreditVolCurve
• proxyIndex() : BlackVolatilitySurfaceProxy
• ProxyOptionletVolatility() : ProxyOptionletVolatility
• proxySurface() : BlackVolatilitySurfaceProxy
• ProxySwaptionVolatility() : ProxySwaptionVolatility
• PseudoParameter() : PseudoParameter
• putPrices() : KienitzLawsonSwayneSabrPdeDensity
• pv() : NumericLgmMultiLegOptionEngineBase::CashflowInfo