- b -

• b_ : LinearAnnuityMapping, LinearAnnuityMappingBuilder, LognormalCmsSpreadPricer, PiecewiseConstantHelper1, PiecewiseConstantHelper2, PiecewiseConstantHelper3
• barrierLevel : CommodityAveragePriceOption::arguments
• barrierLevel_ : CommodityAveragePriceOption
• barrierStyle : CommodityAveragePriceOption::arguments
• barrierStyle_ : CommodityAveragePriceOption
• barrierType : CommodityAveragePriceOption::arguments
• barrierType_ : CommodityAveragePriceOption
• base_ : AtmAdjustedSmileSection, SpreadedSmileSection2, SpreadedSwaptionVolatility
• baseAtmLevel_ : AtmAdjustedSmileSection, SpreadedSmileSection2
• baseCalendar_ : AmendedCalendar::Impl
• baseCcy_ : BondBasket
• baseCPI_ : AnalyticDkCpiCapFloorEngine, CPILeg, StrippedCPIVolatilitySurface< Interpolator2D >::ObjectiveFunction
• baseCurrency_ : McMultiLegBaseEngine::MultiLegBaseAmcCalculator
• baseCurrencyYts_ : CrossCurrencyPriceTermStructure
• baseCurve_ : DiscountRatioModifiedCurve, SpreadedBaseCorrelationCurve, SpreadedCreditVolCurve
• baseDate_ : CPILeg, OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >, YoYInflationCurveObserverMoving< Interpolator >, ZeroInflationCurveObserverMoving< Interpolator >
• baseExpCalc_ : ApoFutureSurface
• baseFec_ : CommodityBasisFutureIndex, CommodityBasisPriceTermStructure
• baseIndex_ : CommodityBasisFutureIndex, CommodityBasisPriceTermStructure, ProxyOptionletVolatility
• baseIsAveraging_ : CommodityBasisFutureIndex
• baseLeg_ : CommodityAverageBasisPriceCurve< Interpolator >, CommodityBasisPriceCurve< Interpolator >
• basePriceTs_ : CrossCurrencyPriceTermStructure
• baseRateComputationPeriod_ : ProxyOptionletVolatility
• baseShortSwapIndexBase_ : ProxySwaptionVolatility, SpreadedSwaptionVolatility
• baseSwapIndexBase_ : ProxySwaptionVolatility, SpreadedSwaptionVolatility
• baseVol_ : ProxyOptionletVolatility, ProxySwaptionVolatility, SpreadedCPIVolatilitySurface, SpreadedOptionletVolatility2, SpreadedYoYVolatilitySurface
• basisData_ : CommodityAverageBasisPriceCurve< Interpolator >, CommodityBasisPriceCurve< Interpolator >
• basisFec_ : CommodityBasisFutureIndex, CommodityBasisPriceTermStructure
• basisFns_ : McMultiLegBaseEngine::RegressionModel
• basisInterpolation_ : CommodityAverageBasisPriceCurve< Interpolator >, CommodityBasisPriceCurve< Interpolator >
• basisTimes_ : CommodityAverageBasisPriceCurve< Interpolator >, CommodityBasisPriceCurve< Interpolator >
• basisValues_ : CommodityAverageBasisPriceCurve< Interpolator >, CommodityBasisPriceCurve< Interpolator >
• basket : CBO::arguments, SyntheticCDO::arguments
• basket_ : CBO, DefaultLatentModel< copulaPolicy >, DefaultLossModel, SyntheticCDO
• basketNotional : PairwiseVarianceSwap::arguments
• basketNotional_ : Basket, PairwiseVarianceSwap
• basketStrike : PairwiseVarianceSwap::arguments
• basketStrike_ : PairwiseVarianceSwap
• basketValue : CBO::results
• basketValue_ : CBO
• basketValueStd : CBO::results
• basketValueStd_ : CBO
• basketVariance : PairwiseVarianceSwap::results
• basketVariance_ : PairwiseVarianceSwap
• bcts_ : BaseCorrelationQuote
• bdc_ : BaseCorrelationTermStructure
• belongsToUnderlyingMaxTime_ : NumericLgmMultiLegOptionEngineBase::CashflowInfo
• bestMemberEver_ : DifferentialEvolution_MT
• beta_ : CommodityAveragePriceOptionBaseEngine, CommoditySpreadOptionAnalyticalEngine, CommoditySwaptionBaseEngine, GaussianLHPLossModel, KienitzLawsonSwayneSabrPdeDensity, SabrParametricVolatility
• betaInterpolation_ : SabrParametricVolatility
• bf_ : FxBlackVolatilitySurface, VannaVolgaSmileSection
• bfCurve_ : FxBlackVolatilitySurface
• bfQuotes_ : BlackVolatilitySurfaceBFRR
• bidAskAdjustment_ : BondIndex
• bins_ : MonteCarloCBOEngine
• biphi_ : GaussianLHPLossModel
• blackEngine_ : CdsOptionHelper
• blackVol_ : CdsOptionHelper
• bma_ : BMAIndexWrapper
• bmaCalendar_ : MakeFixedBMASwap
• bmaConvention_ : MakeFixedBMASwap
• bmaDayCount_ : MakeFixedBMASwap
• bmaEndOfMonth_ : MakeFixedBMASwap
• bmaFirstDate_ : MakeFixedBMASwap
• bmaIndex_ : MakeFixedBMASwap
• bmaLegTenor_ : MakeFixedBMASwap
• bmaNextToLastDate_ : MakeFixedBMASwap
• bmaRule_ : MakeFixedBMASwap
• bmaTerminationDateConvention_ : MakeFixedBMASwap
• bond : Ascot::arguments, RiskParticipationAgreementTLock::arguments
• bond_ : Ascot, BondIndex, ConstantMaturityBondIndex, ConvertibleBond::option, RiskParticipationAgreementTLock
• bondCashflow_ : FdConvertibleBondEvents
• bondCurrency : BondTRS::arguments
• bondCurrency_ : BondTRS
• bondDefaultCurve_ : DiscountingForwardBondEngine
• bondFinalRedemption_ : FdConvertibleBondEvents
• bondIndex : BondTRS::arguments
• bondIndex_ : BondTRS, BondTRSLeg, CmbCoupon
• bondIndices_ : CmbLeg
• bondIssueDateFallback_ : BondIndex
• bondNotional : BondTRS::arguments, ForwardBond::arguments, RiskParticipationAgreementTLock::arguments
• bondNotional_ : BondTRS, BondTRSLeg, ForwardBond, RiskParticipationAgreementTLock
• bondQuantity : Ascot::arguments
• bondQuantity_ : Ascot
• bondRecoveryRate_ : DiscountingForwardBondEngine
• bondReferenceYieldCurve_ : DiscountingForwardBondEngine
• bondSpread_ : BondYieldShiftedCurveTermStructure, DiscountingForwardBondEngine
• bondStartDate_ : ConstantMaturityBondIndex
• bootstrap_ : PiecewiseAtmOptionletCurve< Interpolator, Bootstrap >, PiecewiseOptionletCurve< Interpolator, Bootstrap >, PiecewiseOptionletStripper< Interpolator, Bootstrap >, PiecewisePriceCurve< Interpolator, Bootstrap >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
• bootstrapMode_ : DefaultableEquityJumpDiffusionModelBuilder
• bounds : GeneralisedReplicatingVarianceSwapEngine::VarSwapSettings
• bps_ : NpvDeltaGammaCalculator
• brent_ : OptionSurfaceStripper
• brlCdiIndex_ : BRLCdiRateHelper, DatedBRLCdiRateHelper
• brownians_ : CrossAssetModel
• bsp_ : AnalyticCashSettledEuropeanEngine
• bucketing_ : LossModelConditionalDist< CopulaPolicy >
• buckets_ : BucketedDistribution, Bucketing
• bucketTimes_ : DiscountingCurrencySwapEngineDeltaGamma, DiscountingFxForwardEngineDeltaGamma, DiscountingSwapEngineDeltaGamma
• bucketTimesDeltaGamma_ : AnalyticEuropeanEngineDeltaGamma, BlackStyleSwaptionEngineDeltaGamma< Spec >
• bucketTimesVega_ : AnalyticEuropeanEngineDeltaGamma
• bucketTimesVegaOpt_ : BlackStyleSwaptionEngineDeltaGamma< Spec >
• bucketTimesVegaUnd_ : BlackStyleSwaptionEngineDeltaGamma< Spec >
• bufferedPaths_ : ProjectedBufferedMultiPathGenerator, ProjectedBufferedMultiPathGeneratorFactory
• businessDayConvention_ : DatedStrippedOptionlet, StrippedYoYInflationOptionletVol
• businessOffPeak_ : AverageOffPeakPowerHelper
• butterflyArbitrage_ : CarrMadanMarginalProbability, CarrMadanMarginalProbabilitySafeStrikes, CarrMadanSurface
• butterflyIsBrokerStyle_ : BlackVolatilitySurfaceBFRR