- r -

• r() : DefaultableEquityJumpDiffusionModel
• RandomVariable() : RandomVariable
• randomvariable_output_pattern() : randomvariable_output_pattern
• randomvariable_output_size() : randomvariable_output_size
• RandomVariableStats() : RandomVariableStats
• rate() : CappedFlooredAverageBMACoupon, CappedFlooredAverageONIndexedCoupon, CappedFlooredCPICoupon, CappedFlooredOvernightIndexedCoupon, CappedFlooredYoYInflationCoupon, CashflowRow, CPICoupon, EquityCoupon, EquityMarginCoupon, EquityMarginCouponPricer, FixedRateFXLinkedNotionalCoupon, FloatingAnnuityCoupon, IndexedCoupon, NonStandardCappedFlooredYoYInflationCoupon, NonStandardYoYInflationCoupon, ScaledCoupon, StrippedCappedFlooredCPICoupon, StrippedCappedFlooredYoYInflationCoupon, YoYInflationCoupon, ZeroFixedCoupon
• rateComputationEndDate() : AverageONIndexedCoupon, OvernightIndexedCoupon
• rateComputationPeriod() : OptionletStripper
• rateComputationStartDate() : AverageONIndexedCoupon, OvernightIndexedCoupon
• rateCurve() : CreditCurve
• rateCutoff() : AverageOIS, AverageONIndexedCoupon, OvernightIndexedCoupon
• rates() : YoYInflationCurveObserverMoving< Interpolator >, YoYInflationCurveObserverStatic< Interpolator >, ZeroInflationCurveObserverMoving< Interpolator >, ZeroInflationCurveObserverStatic< Interpolator >
• rcc() : rcc
• rccrs() : rccrs
• realRate() : InfJyParameterization
• rebate() : RebatedExercise
• RebatedExercise() : RebatedExercise
• rebatePaymentDate() : RebatedExercise
• rebates() : RebatedExercise
• rebucketfixednumber() : MDD
• rebucketfixedstep() : MDD
• recalibrate() : ModelBuilder
• recCurrency() : CrossCcyBasisSwap, OvernightIndexedCrossCcyBasisSwap
• receiveFixed() : MakeAverageOIS, MakeFixedBMASwap
• recFrequency() : TenorBasisSwap
• recGearing() : CrossCcyBasisSwap
• recIndex() : CrossCcyBasisSwap, OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• recLeg() : OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• recLegBPS() : OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• recLegNPV() : OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• recNominal() : CrossCcyBasisSwap, OvernightIndexedCrossCcyBasisSwap
• recoveries() : ConstantLossLatentmodel< copulaPolicy >, ExtendedConstantLossLatentModel< copulaPolicy >, IndexCdsOptionBaseEngine
• recovery() : BlackCdsOptionEngine, CreditCurve
• recoveryProbabilities() : ExtendedConstantLossLatentModel< copulaPolicy >
• recoveryRate() : Basket, BondBasket, BondIndex, DiscountingRiskyBondEngine, SyntheticCDO
• recoveryRateGrids() : ExtendedConstantLossLatentModel< copulaPolicy >
• recoveryRates() : DiscountingRiskyBondEngineMultiState, MidPointCdsEngineMultiState
• recSchedule() : CrossCcyBasisSwap, OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• recSpread() : CrossCcyBasisSwap, OvernightIndexedCrossCcyBasisSwap, TenorBasisSwap
• redBlockDependencies() : ComputationGraph
• redBlockId() : ComputationGraph
• redBlockRanges() : ComputationGraph
• reducedDiscountBond() : CrossAssetModel, LgmVectorised, LinearGaussMarkovModel
• refData() : CreditCurve
• RefData() : CreditCurve::RefData
• refDate() : Basket
• referenceCurve() : SpreadedSurvivalProbabilityTermStructure
• referenceDate() : AdjustedDefaultCurve, AtmAdjustedSmileSection, BlackInvertedVolTermStructure, BlackMonotoneVarVolTermStructure, BlackTriangulationATMVolTermStructure, BlackVarianceSurfaceSparse, BlackVolatilityConstantSpread, BlackVolatilitySurfaceProxy, BlackVolatilityWithATM, BlackVolFromCreditVolWrapper, BondYieldShiftedCurveTermStructure, CirppImpliedDefaultTermStructure, CreditVolCurveWrapper, CrossAssetModelImpliedEqVolTermStructure, CrossAssetModelImpliedFxVolTermStructure, DatedStrippedOptionlet, DatedStrippedOptionletBase, DiscountRatioModifiedCurve, HazardSpreadedDefaultTermStructure, IborFallbackCurve, InterpolatedDiscountCurve2, LgmImpliedDefaultTermStructure, LgmImpliedYieldTermStructure, LgmImpliedYtsFwdFwdCorrected, ModelImpliedPriceTermStructure, ModelImpliedYieldTermStructure, ModelImpliedYtsFwdFwdCorrected, MultiSectionDefaultCurve, NegativeCorrelationTermStructure, OptionInterpolatorBase, OptionPriceSurface, OvernightFallbackCurve, PriceTermStructureAdapter, ProxyCreditVolCurve, ProxyOptionletVolatility, ProxySwaptionVolatility, SpreadedBlackVolatilityCurve, SpreadedBlackVolatilitySurfaceMoneyness, SpreadedCorrelationCurve, SpreadedCPIVolatilitySurface, SpreadedCreditVolCurve, SpreadedDiscountCurve, SpreadedOptionletVolatility2, SpreadedPriceTermStructure, SpreadedSurvivalProbabilityTermStructure, SpreadedSwaptionVolatility, SpreadedYoYInflationCurve, SpreadedYoYVolatilitySurface, SpreadedZeroInflationCurve, StaticallyCorrectedYieldTermStructure, SwaptionVolatilityConstantSpread, SwaptionVolCubeWithATM, TermInterpolatedDefaultCurve, WeightedYieldTermStructure, YieldPlusDefaultYieldTermStructure, YoYInflationModelTermStructure, ZeroInflationModelTermStructure
• referencedTranche() : BalanceGuaranteedSwap
• referenceRate() : RiskParticipationAgreementTLock
• referenceTime() : CirppImpliedDefaultTermStructure, CrossAssetModelImpliedEqVolTermStructure, CrossAssetModelImpliedFxVolTermStructure, LgmImpliedDefaultTermStructure, LgmImpliedYieldTermStructure, LgmImpliedYtsFwdFwdCorrected, ModelImpliedPriceTermStructure, ModelImpliedYieldTermStructure, ModelImpliedYtsFwdFwdCorrected
• registerBondCashflow() : FdConvertibleBondEvents
• registerCall() : FdConvertibleBondEvents
• registerConversion() : FdConvertibleBondEvents
• registerConversionRatio() : FdConvertibleBondEvents
• registerConversionReset() : FdConvertibleBondEvents
• registerDividendProtection() : FdConvertibleBondEvents
• registerMakeWhole() : FdConvertibleBondEvents
• registerMandatoryConversion() : FdConvertibleBondEvents
• registerPut() : FdConvertibleBondEvents
• registerWithMarket() : IndexCdsOptionBaseEngine
• registerWithMarketData() : CapFloorTermVolSurfaceExact, InterpolatedCapFloorTermVolCurve< Interpolator >, StrippedYoYInflationOptionletVol
• registration() : CrossCurrencyPriceTermStructure
• RegressionModel() : McMultiLegBaseEngine::RegressionModel
• reinvestmentScalar() : BondBasket
• relative() : BondIndex
• relaxed() : CirppConstantWithFellerParametrization< TS >
• releaseFrameworks() : ComputeEnvironment
• remainingAttachmentAmount() : Basket
• remainingDefaultKeys() : Basket
• remainingDetachmentAmount() : Basket
• remainingNames() : Basket
• remainingNotional() : Basket, SyntheticCDO
• remainingNotionals() : Basket
• remainingProbabilities() : Basket
• remainingSize() : Basket
• remainingTrancheNotional() : Basket
• repoCurve() : DiscountingBondRepoEngine
• RepresentativeFxOptionMatcher() : RepresentativeFxOptionMatcher
• representativeSwaption() : RepresentativeSwaptionMatcher
• RepresentativeSwaptionMatcher() : RepresentativeSwaptionMatcher
• requiredSimulationTime() : NumericLgmMultiLegOptionEngineBase::CashflowInfo
• requiresRecalibration() : DefaultableEquityJumpDiffusionModelBuilder, ModelBuilder
• reset() : BalanceGuaranteedSwap::results, CBO::results, CdsOption::results, ComputeEnvironment, ConvertibleBond2::results, CrossCcyBasisMtMResetSwap::results, CrossCcyBasisSwap::results, CrossCcyFixFloatMtMResetSwap::results, CrossCcyFixFloatSwap::results, CrossCcySwap::results, CurrencySwap::results, Deposit::results, DiscretizedConvertible, FixedBMASwap::results, FlexiSwap::results, ForwardBond::results, FxForward::results, GenericSwaption::results, IndexCdsOption::results, McEngineStats, MultiLegOption::results, MultiPathGeneratorBase, MultiPathGeneratorBurley2020Sobol, MultiPathGeneratorBurley2020SobolBrownianBridge, MultiPathGeneratorMersenneTwister, MultiPathGeneratorSobol, MultiPathGeneratorSobolBrownianBridge, MultiPathVariateGeneratorBase, MultiPathVariateGeneratorBurley2020Sobol, MultiPathVariateGeneratorBurley2020SobolBrownianBridge, MultiPathVariateGeneratorMersenneTwister, MultiPathVariateGeneratorSobol, MultiPathVariateGeneratorSobolBrownianBridge, OutperformanceOption::results, OvernightIndexedCrossCcyBasisSwap::results, PairwiseVarianceSwap::results, Payment::results, Problem_MT, ProjectedBufferedMultiPathGenerator, ProjectedVariateMultiPathGenerator, RandomVariableStats, RiskParticipationAgreement::results, RiskParticipationAgreementTLock::results, SyntheticCDO::results, TenorBasisSwap::results
• resetBasket() : DefaultLatentModel< copulaPolicy >
• resetCache() : CrossAssetStateProcess::ExactDiscretization, CrossAssetStateProcess, IrLgm1fStateProcess
• resetModel() : ConstantLossModel< copulaPolicy >, DefaultLossModel, ExtendedConstantLossModel< copulaPolicy >, GaussianLHPLossModel, HomogeneousPoolLossModel< copulaPolicy >, InhomogeneousPoolLossModel< copulaPolicy >, PoolLossModel< CopulaPolicy >
• resetSize() : Filter, RandomVariable
• returnLeg() : BondTRS
• returnType() : EquityCoupon
• rfrIndex() : FallbackIborIndex, FallbackOvernightIndex, IborFallbackCurve, OvernightFallbackCurve, TermRateIndex
• rho() : AnalyticOutperformanceOptionEngine, CommodityAveragePriceOptionBaseEngine, CommoditySpreadOptionAnalyticalEngine, CommoditySwaptionBaseEngine, KienitzLawsonSwayneSabrPdeDensity, LognormalCmsSpreadPricer, NormalSABRInterpolation, SabrParametricVolatility
• RiskParticipationAgreement() : RiskParticipationAgreement
• RiskParticipationAgreementTLock() : RiskParticipationAgreementTLock
• riskReversalInFavorOf() : BlackVolatilitySurfaceBFRR
• riskyAnnuity() : CdsOption, IndexCdsOption
• rll() : rll
• rls() : rls
• rmsError() : NormalSABRInterpolation
• rollback() : LgmBackwardSolver, LgmConvolutionSolver2, LgmConvolutionSolver, LgmFdSolver, TsiveriotisFernandesLattice< T >
• rotateArray() : DifferentialEvolution_MT
• rrQuotes() : BlackVolatilitySurfaceBFRR
• rss() : rss
• RUBKeyRate() : RUBKeyRate
• rule() : BaseCorrelationTermStructure
• RussiaModified() : RussiaModified
• rxcrs() : rxcrs
• rxl() : rxl
• rxs() : rxs
• rxx() : rxx
• rxy() : rxy
• ryl() : ryl
• rys() : rys
• ryy() : ryy
• rzcrs() : rzcrs
• rzl() : rzl
• rzs() : rzs
• rzx() : rzx
• rzy() : rzy
• rzz() : rzz