Fully annotated reference manual - version 1.8.12
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rate :
CashFlowResults
,
Dividend
rate_ :
CashflowRow
,
EquityIndex2
,
YoYSwapHelper
,
ZeroFixedCoupon
rateComputationEndDate_ :
AverageONIndexedCoupon
,
OvernightIndexedCoupon
rateComputationPeriod_ :
MakeOISCapFloor
,
OISCapFloorHelper
,
OptionletStripper
rateComputationStartDate_ :
AverageONIndexedCoupon
,
OvernightIndexedCoupon
rateCurve_ :
CPILeg
,
CreditCurve
,
NonStandardYoYInflationLeg
,
yoyInflationLeg
,
YoYSwapHelper
rateCutoff_ :
AverageOIS
,
AverageOISRateHelper
,
AverageONIndexedCoupon
,
AverageONLeg
,
CrossCcyBasisSwapHelper
,
MakeAverageOIS
,
OvernightIndexedCoupon
,
OvernightLeg
rateEstimate_ :
MCGaussianFormulaBasedCouponPricer
rawQuote_ :
CapFloorHelper
,
OISCapFloorHelper
rd_ :
FxSmileSection
rdm_ :
MonteCarloCBOEngine
realisedFep :
IndexCdsOption::arguments
realisedFep_ :
IndexCdsOption
realRate_ :
InfJyParameterization
rebatePaymentCalendar_ :
RebatedExercise
rebatePaymentConvention_ :
RebatedExercise
rebates_ :
RebatedExercise
rebatesAccrual_ :
MakeCreditDefaultSwap
rebateSettlementPeriod_ :
RebatedExercise
recCurrency_ :
CrossCcyBasisSwap
,
OvernightIndexedCrossCcyBasisSwap
receiveDomestic_ :
CrossCcyBasisMtMResetSwap
receiveFixed_ :
CrossCcyFixFloatMtMResetSwap
receiveIndex_ :
TenorBasisSwapHelper
recFixingDays_ :
CrossCcyBasisSwap
recFrequency_ :
TenorBasisSwap
,
TenorBasisSwapHelper
recGearing_ :
CrossCcyBasisSwap
recIncludeSpread_ :
CrossCcyBasisSwap
recIndex_ :
CrossCcyBasisSwap
,
OICCBSHelper
,
OvernightIndexedCrossCcyBasisSwap
,
TenorBasisSwap
recIndexCalendar_ :
TenorBasisSwap
recIsAveraged_ :
CrossCcyBasisSwap
recLookback_ :
CrossCcyBasisSwap
recNominal_ :
CrossCcyBasisSwap
,
OvernightIndexedCrossCcyBasisSwap
recoveries_ :
BondBasket
,
ConstantLossLatentmodel< copulaPolicy >
,
ExtendedConstantLossLatentModel< copulaPolicy >
,
IndexCdsOptionBaseEngine
recovery_ :
BlackCdsOptionEngine
,
CreditCurve
,
FdmDefaultableEquityJumpDiffusionOp
recoveryProbabilities_ :
ExtendedConstantLossLatentModel< copulaPolicy >
recoveryRate :
SyntheticCDO::arguments
recoveryRate_ :
AnalyticLgmCdsOptionEngine
,
BinomialConvertibleEngine< T >
,
BlackBondOptionEngine
,
BondIndex
,
DiscountingRiskyBondEngine
,
FdDefaultableEquityJumpDiffusionConvertibleBondEngine
,
MidPointIndexCdsEngine
,
MultiSectionDefaultCurve
,
SyntheticCDO
recoveryRates_ :
DiscountingRiskyBondEngineMultiState
,
ExtendedConstantLossLatentModel< copulaPolicy >
,
MidPointCdsEngineMultiState
,
MultiSectionDefaultCurve
recoveryTerm_ :
FdmDefaultableEquityJumpDiffusionOp
recPaymentLag_ :
CrossCcyBasisSwap
recRateCutoff_ :
CrossCcyBasisSwap
recSchedule_ :
CrossCcyBasisSwap
,
OvernightIndexedCrossCcyBasisSwap
,
TenorBasisSwap
recSpread :
CrossCcyBasisSwap::arguments
,
OvernightIndexedCrossCcyBasisSwap::arguments
recSpread_ :
CrossCcyBasisSwap
,
OvernightIndexedCrossCcyBasisSwap
,
TenorBasisSwap
recTenor_ :
OICCBSHelper
redBlockDependencies_ :
ComputationGraph
redBlockId_ :
ComputationGraph
redBlockRange_ :
ComputationGraph
refData_ :
CreditCurve
refDate_ :
Basket
reference :
FdConvertibleBondEvents::ConversionResetData
referenceCorrelation_ :
SpreadedCorrelationCurve
referenceCurve_ :
BinomialConvertibleEngine< T >
,
SpreadedDiscountCurve
,
SpreadedPriceTermStructure
,
SpreadedSurvivalProbabilityTermStructure
,
SpreadedYoYInflationCurve
,
SpreadedZeroInflationCurve
referenceDate_ :
CirppImpliedDefaultTermStructure
,
CrossAssetModelImpliedEqVolTermStructure
,
CrossAssetModelImpliedFxVolTermStructure
,
DatedStrippedOptionlet
,
LgmImpliedDefaultTermStructure
,
LgmImpliedYieldTermStructure
,
ModelImpliedPriceTermStructure
,
ModelImpliedYieldTermStructure
,
OptionInterpolatorBase
,
YoYInflationModelTermStructure
,
ZeroInflationModelTermStructure
referencedTranche :
BalanceGuaranteedSwap::arguments
referencedTranche_ :
BalanceGuaranteedSwap
referenceRate :
RiskParticipationAgreementTLock::arguments
referenceRate_ :
RiskParticipationAgreementTLock
referenceType :
ConvertibleBond2::ConversionResetData
referenceVol_ :
SpreadedBlackVolatilityCurve
,
SpreadedBlackVolatilitySurfaceMoneyness
registeredBondCashflows_ :
FdConvertibleBondEvents
registeredCallData_ :
FdConvertibleBondEvents
registeredConversionData_ :
FdConvertibleBondEvents
registeredConversionRatioData_ :
FdConvertibleBondEvents
registeredConversionResetData_ :
FdConvertibleBondEvents
registeredDividendProtectionData_ :
FdConvertibleBondEvents
registeredMakeWholeData_ :
FdConvertibleBondEvents
registeredMandatoryConversionData_ :
FdConvertibleBondEvents
registeredPutData_ :
FdConvertibleBondEvents
regModelContinuationValue_ :
McMultiLegBaseEngine::MultiLegBaseAmcCalculator
regModelOption_ :
McMultiLegBaseEngine::MultiLegBaseAmcCalculator
regModelUndDirty_ :
McMultiLegBaseEngine::MultiLegBaseAmcCalculator
regModelUndExInto_ :
McMultiLegBaseEngine::MultiLegBaseAmcCalculator
regressionCoeffs_ :
McMultiLegBaseEngine::RegressionModel
regressionOrder :
ComputeContext::Settings
regressionVarianceCutoff_ :
McMultiLegBaseEngine::RegressionModel
,
McMultiLegBaseEngine
regressorModel_ :
McMultiLegBaseEngine
regressorTimesModelIndices_ :
McMultiLegBaseEngine::RegressionModel
reinvestmentEndDate_ :
BondBasket
reinvestmentScalar_ :
BondBasket
relative_ :
BondIndex
relativeTime_ :
CirppImpliedDefaultTermStructure
,
CrossAssetModelImpliedEqVolTermStructure
,
CrossAssetModelImpliedFxVolTermStructure
,
LgmImpliedDefaultTermStructure
,
LgmImpliedYieldTermStructure
,
ModelImpliedPriceTermStructure
,
ModelImpliedYieldTermStructure
,
YoYInflationModelTermStructure
,
ZeroInflationModelTermStructure
relaxed_ :
CirppConstantWithFellerParametrization< TS >
remainingBasket_ :
CBO::engine
remainingNotional :
SyntheticCDO::results
remainingNotional_ :
SyntheticCDO
repoCurve_ :
DiscountingBondRepoEngine
requiredPoints :
Constant
,
CubicFlat
,
HermiteFlat
,
LinearFlat
,
LogLinearFlat
,
LogQuadratic
,
Quadratic
requireMonotoneVariance_ :
BlackVarianceCurve3
resetActive :
FdConvertibleBondEvents::ConversionResetData
resetDate :
ConvertibleBond2::ConversionResetData
resetsOnFloatLeg_ :
CrossCcyFixFloatMtMResetSwap
,
CrossCcyFixFloatMtMResetSwapHelper
resetToSpecificValue :
FdConvertibleBondEvents::ConversionResetData
residuals_ :
StabilisedGLLS
resultUnderlyingNpv_ :
McMultiLegBaseEngine
resultValue_ :
McMultiLegBaseEngine::MultiLegBaseAmcCalculator
,
McMultiLegBaseEngine
returnLeg :
BondTRS::arguments
returnLeg_ :
BondTRS
returnType_ :
EquityCoupon
,
EquityCouponPricer
,
EquityLeg
reversion_ :
LinearAnnuityMappingBuilder
,
RepresentativeSwaptionMatcher
rf_ :
FxSmileSection
rfrIndex_ :
FallbackIborIndex
,
FallbackOvernightIndex
,
IborFallbackCurve
,
OvernightFallbackCurve
,
TermRateIndex
rho_ :
BlackTriangulationATMVolTermStructure
,
CommoditySpreadOptionAnalyticalEngine
,
CrossAssetModel
,
KienitzLawsonSwayneSabrPdeDensity
,
NormalSABR
,
NormalSabrSmileSection
,
SabrParametricVolatility
rhoInterpolation_ :
SabrParametricVolatility
rhoIsFixed_ :
NormalSABR
rightType_ :
CubicFlat
rightValue_ :
CubicFlat
riskfree_ :
DynamicBlackVolTermStructure< mode >
riskReversalInFavorOf_ :
BlackVolatilitySurfaceBFRR
riskyAnnuity :
CdsOption::results
,
IndexCdsOption::results
riskyAnnuity_ :
CdsOption
,
IndexCdsOption
rmse :
LgmCalibrationInfo
rng_ :
DifferentialEvolution_MT
rngSeed :
ComputeContext::Settings
rngSequenceType :
ComputeContext::Settings
rollConvention_ :
CrossCcyBasisMtMResetSwapHelper
,
CrossCcyBasisSwapHelper
rollDown_ :
StaticallyCorrectedYieldTermStructure
rows_ :
CashflowTable
rr_ :
FxBlackVolatilitySurface
,
VannaVolgaSmileSection
,
YieldPlusDefaultYieldTermStructure
rrCurve_ :
FxBlackVolatilitySurface
rrQuotes_ :
BlackVolatilitySurfaceBFRR
,
GaussianLHPLossModel
rsg_ :
MultiPathVariateGeneratorBurley2020Sobol
,
MultiPathVariateGeneratorMersenneTwister
,
MultiPathVariateGeneratorSobol
rTS_ :
FdmBlackScholesOp
,
FdmQuantoHelper
rule :
CreditCurve::RefData
rule_ :
BaseCorrelationTermStructure
,
DatedOISRateHelper
,
MakeCreditDefaultSwap
,
MakeOISCapFloor
,
OISRateHelper
runningRate :
SyntheticCDO::arguments
runningRate_ :
SyntheticCDO
runningSpread :
CreditCurve::RefData
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