- u -

• u_ : AnalyticLgmSwaptionEngine
• underflow_ : FloatingAnnuityCoupon
• underlying : BondOption::arguments, CashSettledEuropeanOption::arguments, ForwardBond::arguments, RiskParticipationAgreement::arguments
• underlying_ : BondOption, CappedFlooredAverageBMACoupon, CappedFlooredAverageONIndexedCoupon, CappedFlooredCPICashFlow, CappedFlooredCPICoupon, CappedFlooredOvernightIndexedCoupon, CashSettledEuropeanOption, FixedRateFXLinkedNotionalCoupon, FloatingRateFXLinkedNotionalCoupon, ForwardBond, NonStandardCappedFlooredYoYInflationCoupon, RepresentativeSwaptionMatcher, RiskParticipationAgreement, ScaledCashFlow, StrippedCappedFlooredCPICashFlow, StrippedCappedFlooredCPICoupon, StrippedCappedFlooredYoYInflationCoupon
• underlyingCcys : RiskParticipationAgreement::arguments
• underlyingCcys_ : RiskParticipationAgreement
• underlyingCoupon_ : ScaledCoupon
• underlyingEngine_ : AnalyticCashSettledEuropeanEngine
• underlyingFxCorrelation_ : BlackIborQuantoCouponPricer
• underlyingIncome : ForwardBond::results
• underlyingIncome_ : ForwardBond
• underlyingLeg_ : IndexedCouponLeg, StrippedCappedFlooredCPICouponLeg, StrippedCappedFlooredYoYInflationCouponLeg
• underlyingLength : ParametricVolatility::MarketSmile
• underlyingLength_ : BlackVolFromCreditVolWrapper
• underlyingLengths_ : SabrParametricVolatility
• underlyingLengthsForInterpolation_ : SabrParametricVolatility
• underlyingMaturity : RiskParticipationAgreement::arguments
• underlyingMaturity_ : RiskParticipationAgreement
• underlyingName_ : CommodityIndex
• underlyingNotionals : IndexCreditDefaultSwap::arguments
• underlyingNotionals_ : IndexCreditDefaultSwap
• underlyingNpv : MultiLegOption::results
• underlyingNpv_ : BlackMultiLegOptionEngineBase, MultiLegOption, NumericLgmMultiLegOptionEngineBase
• underlyingPayer : RiskParticipationAgreement::arguments
• underlyingPayer_ : RiskParticipationAgreement
• underlyingProbability_ : MidPointIndexCdsEngine
• underlyingRecoveryRate_ : MidPointIndexCdsEngine
• underlyingReferenceCurve_ : BlackBondOptionEngine
• underlyingSpotValue : ForwardBond::results
• underlyingSpotValue_ : ForwardBond
• underlyingValue : FlexiSwap::results, GenericSwaption::results
• underlyingValue_ : FlexiSwap, GenericSwaption
• uniformBuckets_ : Bucketing
• unique_currencies_ : BondBasket
• unrealisedQuantity_ : CommodityIndexedAverageCashFlow, CommodityIndexedAverageLeg
• updated_ : MarketObserver
• updatesDeferred_ : SavedObservableSettings
• updatesEnabled_ : SavedObservableSettings
• upfrontDate_ : SyntheticCDO
• upfrontPayment : SyntheticCDO::arguments
• upfrontPayment_ : SyntheticCDO
• upfrontPremiumValue : SyntheticCDO::results
• upfrontPremiumValue_ : SyntheticCDO
• upfrontRate : SyntheticCDO::arguments
• upfrontRate_ : MakeCreditDefaultSwap, SyntheticCDO
• upperBound : Solver1DOptions
• upperBound_ : Bucketing, DifferentialEvolution_MT
• upperIntegrationBound_ : DurationAdjustedCmsCouponTsrPricer
• upperStrikeConstExtrap_ : CapFloorTermVolSurfaceSparse< InterpolatorStrike, InterpolatorExpiry >, CPIPriceVolatilitySurface< InterpolatorStrike, InterpolatorTime >, OptionInterpolator2d< InterpolatorStrike, InterpolatorExpiry >, OptionSurfaceStripper
• upperVolBound : CPIPriceVolatilitySurfaceDefaultValues, StrippedCPIVolSurfaceDefaultValues
• upperVolBound_ : CPIPriceVolatilitySurface< InterpolatorStrike, InterpolatorTime >, StrippedCPIVolatilitySurface< Interpolator2D >
• useAtmReferenceCorrsOnly_ : SpreadedCorrelationCurve
• useAtmReferenceVolsOnly_ : SpreadedBlackVolatilityCurve
• useBusinessDays_ : CommodityIndexedAverageCashFlow, CommodityIndexedAverageLeg
• useDoublePrecision : ComputeContext::Settings
• useFloor_ : StrippedCPIVolatilitySurface< Interpolator2D >::ObjectiveFunction
• useFutureExpiryDate_ : CommodityIndexedCashFlow, CommodityIndexedLeg
• useFuturePrice_ : CommodityCashFlow, CommodityIndexedAverageLeg, CommodityIndexedLeg
• useLastAvailableFixingAsBaseDate_ : PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
• useMaxError_ : NormalSABR
• useQuadrature_ : PoolLossModel< CopulaPolicy >
• useQuote_ : FxIndex
• useRfrCurve_ : FallbackOvernightIndex
• useSobol_ : MCGaussianFormulaBasedCouponPricer
• useStochasticRecovery_ : PoolLossModel< CopulaPolicy >
• useUnderlyingCurves_ : MidPointIndexCdsEngine
• useUnderlyingIborIndex_ : RepresentativeSwaptionMatcher