- n -

• N() : BSpline
• N2() : AnalyticHolderExtensibleOptionEngine
• n_cubic_spline() : n_cubic_spline< X >
• n_cubic_splint() : n_cubic_splint< X >
• name() : Actual360::Impl, Actual364::Impl, Actual36525::Impl, Actual365Fixed::CA_Impl, Actual365Fixed::Impl, Actual365Fixed::NL_Impl, Actual366::Impl, ActualActual::AFB_Impl, ActualActual::ISDA_Impl, ActualActual::ISMA_Impl, ActualActual::Old_ISMA_Impl, Argentina::MervalImpl, AssetOrNothingPayoff, Australia::AsxImpl, Australia::SettlementImpl, Austria::ExchangeImpl, Austria::SettlementImpl, BasketPayoff, BespokeCalendar::Impl, Botswana::Impl, Brazil::ExchangeImpl, Brazil::SettlementImpl, Business252::Impl, Calendar::Impl, Calendar, Canada::SettlementImpl, Canada::TsxImpl, CashOrNothingPayoff, Chile::SseImpl, China::IbImpl, China::SseImpl, CommodityCurve, CommodityIndex, CommodityType, Currency, CzechRepublic::PseImpl, DayCounter::Impl, DayCounter, Denmark::Impl, DoubleStickyRatchetPayoff, EquityIndex, Finland::Impl, FloatingTypePayoff, ForwardTypePayoff, France::ExchangeImpl, France::SettlementImpl, GapPayoff, Germany::EurexImpl, Germany::EuwaxImpl, Germany::FrankfurtStockExchangeImpl, Germany::SettlementImpl, Germany::XetraImpl, HongKong::HkexImpl, Hungary::Impl, Iceland::IcexImpl, Index, India::NseImpl, Indonesia::BejImpl, InflationIndex, InterestRateIndex, InterpolatingCPICapFloorEngine, Israel::TelAvivImpl, Italy::ExchangeImpl, Italy::SettlementImpl, Japan::Impl, JointCalendar::Impl, Mexico::BmvImpl, NewZealand::Impl, Norway::Impl, NullCalendar::Impl, NullPayoff, OneDayCounter::Impl, PathPayoff, PaymentTerm, Payoff, PercentageStrikePayoff, PlainVanillaPayoff, Poland::Impl, RatchetMaxPayoff, RatchetMinPayoff, RatchetPayoff, Region, Romania::BVBImpl, Romania::PublicImpl, Russia::ExchangeImpl, Russia::SettlementImpl, SaudiArabia::TadawulImpl, SimpleDayCounter::Impl, Singapore::SgxImpl, Slovakia::BsseImpl, SouthAfrica::Impl, SouthKorea::KrxImpl, SouthKorea::SettlementImpl, StickyMaxPayoff, StickyMinPayoff, StickyPayoff, SuperFundPayoff, SuperSharePayoff, Sweden::Impl, Switzerland::Impl, Taiwan::TsecImpl, TARGET::Impl, Thailand::SetImpl, Thirty360::EU_Impl, Thirty360::ISDA_Impl, Thirty360::ISMA_Impl, Thirty360::IT_Impl, Thirty360::NASD_Impl, Thirty360::US_Impl, Thirty365::Impl, Turkey::Impl, Ukraine::UseImpl, UnitedKingdom::ExchangeImpl, UnitedKingdom::MetalsImpl, UnitedKingdom::SettlementImpl, UnitedStates::FederalReserveImpl, UnitedStates::GovernmentBondImpl, UnitedStates::LiborImpactImpl, UnitedStates::NercImpl, UnitedStates::NyseImpl, UnitedStates::SettlementImpl, UnitedStates::SofrImpl, UnitOfMeasure, VanillaForwardPayoff, WeekendsOnly::Impl
• names() : Basket, Pool
• nbEvalutions() : Default, MidPoint
• nD1() : BlackDeltaCalculator
• nD2() : BlackDeltaCalculator
• needsForecast() : ZeroInflationIndex
• neighbourhood() : FdmLinearOpLayout
• NelsonSiegelFitting() : NelsonSiegelFitting
• NeumannBC() : NeumannBC
• newGFunctionExactYield() : GFunctionFactory
• newGFunctionStandard() : GFunctionFactory
• newGFunctionWithShifts() : GFunctionFactory
• newSimulation() : BetaRisk, CatRisk, EventSet
• NewZealand() : NewZealand
• next() : BoxMullerGaussianRng< RNG >, ClaytonCopulaRng< RNG >, CLGaussianRng< RNG >, FarlieGumbelMorgensternCopulaRng< RNG >, FrankCopulaRng< RNG >, InverseCumulativeRng< RNG, IC >, KnuthUniformRng, LecuyerUniformRng, MersenneTwisterUniformRng, MultiPathGenerator< GSG >, PathGenerator< GSG >, PolarStudentTRng< URNG >, Ranlux64UniformRng< P, R >, Xoshiro256StarStarUniformRng, ZigguratGaussianRng< RNG >, ZigguratRng
• nextCashFlow() : BondFunctions, CashFlows
• nextCashFlowAmount() : BondFunctions, CashFlows
• nextCashFlowDate() : Bond, BondFunctions, CashFlows
• nextCode() : ASX, ECB, IMM
• nextCouponRate() : Bond, BondFunctions, CashFlows
• nextDate() : ASX, ECB, IMM, Schedule
• nextDates() : ECB
• nextGaussian() : ZigguratRng
• nextIndexReset() : LfmHullWhiteParameterization, LiborForwardModelProcess
• nextInt32() : MersenneTwisterUniformRng
• nextInt32Sequence() : Burley2020SobolRsg, RandomSequenceGenerator< RNG >, SobolRsg
• nextInt64() : Xoshiro256StarStarUniformRng
• nextIntSequence() : FaureRsg
• nextOrder() : PascalTriangle
• nextPath() : BetaRiskSimulation, BrownianGenerator, CatSimulation, EventSetSimulation, MarketModelVolProcess, MTBrownianGenerator, SobolBrownianGeneratorBase, SquareRootAndersen
• nextPrimeNumber() : PrimeNumbers
• nextRandomizer() : RandomizedLDS< LDS, PRS >
• nextReal() : IsotropicRandomWalk< Distribution, Engine >, MersenneTwisterUniformRng, Xoshiro256StarStarUniformRng, ZigguratGaussianRng< RNG >
• nextSample() : RandomDefaultLM< copulaPolicy, USNG >, RandomLossLM< copulaPolicy, USNG >
• nextSamples() : DoublingConvergenceSteps
• nextSequence() : Burley2020SobolBrownianBridgeRsg, Burley2020SobolBrownianGenerator, Burley2020SobolRsg, FaureRsg, GaussianRandomDefaultModel, HaltonRsg, InverseCumulativeRsg< USG, IC >, LatentModel< copulaPolicyImpl >::FactorSampler< USNG, bool >, LatticeRsg, RandomDefaultModel, RandomizedLDS< LDS, PRS >, RandomSequenceGenerator< RNG >, SobolBrownianBridgeRsg, SobolBrownianGenerator, SobolBrownianGeneratorBase, SobolRsg
• nextStep() : BermudanSwaptionExerciseValue, BrownianGenerator, ExerciseStrategy< State >, LongstaffSchwartzExerciseStrategy, MarketModelExerciseValue, MarketModelNodeDataProvider
• nextstep() : MarketModelVolProcess
• nextStep() : MTBrownianGenerator, NothingExerciseValue, ParametricExerciseAdapter, SobolBrownianGeneratorBase
• nextstep() : SquareRootAndersen
• nextStep() : SwapBasisSystem, SwapForwardBasisSystem, SwapRateTrigger, TriggeredSwapExercise
• nextTimeStep() : CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, ExerciseAdapter, MarketModelCashRebate, MarketModelMultiProduct, MarketModelPathwiseCashRebate, MarketModelPathwiseCoterminalSwaptionsDeflated, MarketModelPathwiseCoterminalSwaptionsNumericalDeflated, MarketModelPathwiseInverseFloater, MarketModelPathwiseMultiCaplet, MarketModelPathwiseMultiDeflatedCap, MarketModelPathwiseMultiDeflatedCaplet, MarketModelPathwiseMultiProduct, MarketModelPathwiseSwap, MultiProductComposite, MultiProductPathwiseWrapper, MultiStepCoinitialSwaps, MultiStepCoterminalSwaps, MultiStepCoterminalSwaptions, MultiStepForwards, MultiStepInverseFloater, MultiStepNothing, MultiStepOptionlets, MultiStepPeriodCapletSwaptions, MultiStepRatchet, MultiStepSwap, MultiStepSwaption, MultiStepTarn, OneStepCoinitialSwaps, OneStepCoterminalSwaps, OneStepForwards, OneStepOptionlets, SingleProductComposite
• nextWeekday() : Date
• NGNCurrency() : NGNCurrency
• NinePointLinearOp() : NinePointLinearOp
• NLGCurrency() : NLGCurrency
• NoArbSabr() : NoArbSabr
• NoArbSabrInterpolatedSmileSection() : NoArbSabrInterpolatedSmileSection
• NoArbSabrInterpolation() : NoArbSabrInterpolation
• NoArbSabrModel() : NoArbSabrModel
• NoArbSabrSmileSection() : NoArbSabrSmileSection
• NoConstraint() : NoConstraint
• nodes() : ChebyshevInterpolation, CommodityCurve, InterpolatedAffineHazardRateCurve< Interpolator >, InterpolatedDefaultDensityCurve< Interpolator >, InterpolatedDiscountCurve< Interpolator >, InterpolatedForwardCurve< Interpolator >, InterpolatedHazardRateCurve< Interpolator >, InterpolatedSimpleZeroCurve< Interpolator >, InterpolatedSurvivalProbabilityCurve< Interpolator >, InterpolatedYoYInflationCurve< Interpolator >, InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >, InterpolatedZeroCurve< Interpolator >, InterpolatedZeroInflationCurve< Interpolator >, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
• NoExceptLocalVolSurface() : NoExceptLocalVolSurface
• NOKCurrency() : NOKCurrency
• nominal() : ArithmeticAverageOIS, BMASwap, CashFlows, CDO, Coupon, CPICapFloor, CPICapFloorTermPriceSurface, CPISwap, EquityTotalReturnSwap, FixedVsFloatingSwap, FractionalDividend, NthToDefault, RiskyAssetSwap, YearOnYearInflationSwap, ZeroCouponInflationSwap
• nominal1() : FloatFloatSwap
• nominal2() : FloatFloatSwap
• nominals() : ArithmeticAverageOIS, CDO, FixedVsFloatingSwap
• nominalTermStructure() : CPICouponPricer, YoYInflationCapFloorEngine, YoYInflationCouponPricer
• nonCentralChiSquaredParams() : SquareRootCLVModel
• NonCentralCumulativeChiSquareDistribution() : NonCentralCumulativeChiSquareDistribution
• NonCentralCumulativeChiSquareSankaranApprox() : NonCentralCumulativeChiSquareSankaranApprox
• NonhomogeneousBoundaryConstraint() : NonhomogeneousBoundaryConstraint
• NonLinearLeastSquare() : NonLinearLeastSquare
• nonParRepayment() : AssetSwap
• NonstandardSwap() : NonstandardSwap
• NonstandardSwaption() : NonstandardSwaption
• Norm2() : Array
• norm2() : SVD
• NormalCLVModel() : NormalCLVModel
• NormalDistribution() : NormalDistribution
• NormalFwdRatePc() : NormalFwdRatePc
• normalize() : Distribution, Period
• normalized() : Period
• normalVolatility() : ZabrModel
• normalVolatilityHelper() : ZabrModel
• normF() : ZigguratGaussianRng< RNG >
• normR() : ZigguratGaussianRng< RNG >
• normX() : ZigguratGaussianRng< RNG >
• NorthAmericaCorpDefaultKey() : NorthAmericaCorpDefaultKey
• Norway() : Norway
• NothingExerciseValue() : NothingExerciseValue
• notifier() : IndexManager
• notifyObservers() : Observable
• notional() : Basket, Bond, CreditDefaultSwap, IndexedCashFlow, VarianceOption, VarianceSwap
• NotionalPath() : NotionalPath
• notionalRate() : NotionalPath
• NotionalRisk() : NotionalRisk
• notionals() : Basket, Bond
• NPRCurrency() : NPRCurrency
• NPV() : BasketGeneratingEngine::MatchHelper
• npv() : CashFlows
• NPV() : Instrument
• npv() : MonteCarloCatBondEngine
• npvbps() : CashFlows
• npvDateDiscount() : Swap
• npvs() : Gaussian1dFloatFloatSwaptionEngine
• nStates() : FdmVPPStartLimitStepCondition, FdmVPPStepCondition
• NthOrderDerivativeOp() : NthOrderDerivativeOp
• NthToDefault() : NthToDefault
• nthWeekday() : Date
• nu() : BatesModel, BatesProcess, NoArbSabrInterpolatedSmileSection, NoArbSabrInterpolation, NoArbSabrModel, SabrInterpolatedSmileSection, SABRInterpolation, SabrSmileSection, VarianceGammaModel, VarianceGammaProcess, ZabrInterpolatedSmileSection< Evaluation >, ZabrInterpolation< Evaluation >, ZabrModel
• nuDown() : BatesDoubleExpModel
• Null() : Null< T >, Null< Array >, Null< Date >, Null< IntervalPrice >
• null_checker() : null_checker< T >
• NullCalendar() : NullCalendar
• NullCommodityType() : NullCommodityType
• NullParameter() : NullParameter
• nullValue() : FloatingPointNull< false >, FloatingPointNull< true >
• numberBumps() : VegaBumpCollection
• numberOfAssets() : AdaptedPathPayoff::ValuationData
• numberOfBonds() : FittedBondDiscountCurve
• numberOfData() : MarketModelBasisSystem, MarketModelNodeDataProvider, MarketModelParametricExercise
• numberOfEvaluations() : AnalyticHestonEngine::Integration, AnalyticHestonEngine, AnalyticHestonEngine::OptimalAlpha, AnalyticPTDHestonEngine, Integrator
• numberOfExercises() : BermudanSwaptionExerciseValue, MarketModelExerciseValue, MarketModelNodeDataProvider, NothingExerciseValue, SwapBasisSystem, SwapForwardBasisSystem, TriggeredSwapExercise
• numberOfFactors() : AbcdVol, BrownianGenerator, CotSwapToFwdAdapter, FlatVol, FwdPeriodAdapter, FwdToCotSwapAdapter, MarketModel, MTBrownianGenerator, PseudoRootFacade, SobolBrownianGeneratorBase
• numberOfFunctions() : MarketModelBasisSystem, SwapBasisSystem, SwapForwardBasisSystem
• numberOfIterations() : CrankNicolsonScheme, FittedBondDiscountCurve::FittingMethod, ImplicitEulerScheme, TrBDF2Scheme< TrapezoidalScheme >
• numberOfLegs() : Swap
• numberOfParameters() : ParametricExercise, TriggeredSwapExercise
• numberOfProducts() : CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, ExerciseAdapter, MarketModelCashRebate, MarketModelMultiProduct, MarketModelPathwiseCashRebate, MarketModelPathwiseCoterminalSwaptionsDeflated, MarketModelPathwiseCoterminalSwaptionsNumericalDeflated, MarketModelPathwiseInverseFloater, MarketModelPathwiseMultiCaplet, MarketModelPathwiseMultiDeflatedCap, MarketModelPathwiseMultiDeflatedCaplet, MarketModelPathwiseMultiProduct, MarketModelPathwiseSwap, MultiProductComposite, MultiProductPathwiseWrapper, MultiStepCoinitialSwaps, MultiStepCoterminalSwaps, MultiStepCoterminalSwaptions, MultiStepForwards, MultiStepInverseFloater, MultiStepNothing, MultiStepOptionlets, MultiStepPeriodCapletSwaptions, MultiStepRatchet, MultiStepSwap, MultiStepSwaption, MultiStepTarn, OneStepCoinitialSwaps, OneStepCoterminalSwaps, OneStepForwards, OneStepOptionlets, SingleProductComposite
• numberOfRates() : AbcdVol, CotSwapFromFwdCorrelation, CotSwapToFwdAdapter, CurveState, EvolutionDescription, ExponentialForwardCorrelation, FlatVol, FwdPeriodAdapter, FwdToCotSwapAdapter, MarketModel, PiecewiseConstantCorrelation, PseudoRootFacade, TimeHomogeneousForwardCorrelation
• numberOfSteps() : AbcdVol, BrownianGenerator, CotSwapToFwdAdapter, EvolutionDescription, FlatVol, FwdPeriodAdapter, FwdToCotSwapAdapter, MarketModel, MTBrownianGenerator, PseudoRootFacade, SobolBrownianGeneratorBase
• numberOfTimes() : AdaptedPathPayoff::ValuationData
• numberOfVariables() : ParametricExercise, TriggeredSwapExercise
• numberStateVariables() : MarketModelVolProcess, SquareRootAndersen
• numberSteps() : MarketModelVolProcess, SquareRootAndersen
• numberValidVectors() : OrthogonalProjections
• numeraire() : Gaussian1dModel, HybridHestonHullWhiteProcess, JointStochasticProcess
• numeraireArray() : MarkovFunctional
• numeraireBonds() : MarketModelDiscounter
• numeraireDate() : MarkovFunctional
• numeraireImpl() : Gaussian1dModel, Gsr, MarkovFunctional
• numeraires() : LogNormalCmSwapRatePc, LogNormalCotSwapRatePc, LogNormalFwdRateBalland, LogNormalFwdRateEuler, LogNormalFwdRateEulerConstrained, LogNormalFwdRateiBalland, LogNormalFwdRateIpc, LogNormalFwdRatePc, MarketModelEvolver, NormalFwdRatePc, SVDDFwdRatePc
• numeraireTime() : Gsr, MarkovFunctional
• NumericalDifferentiation() : NumericalDifferentiation
• numericalForward() : NoArbSabrModel
• NumericalImpl() : TermStructureFittingParameter::NumericalImpl
• numericCode() : Currency
• NumericHaganPricer() : NumericHaganPricer
• numFactors() : GaussianCopulaPolicy, LatentModel< copulaPolicyImpl >, TCopulaPolicy
• numTotalFactors() : LatentModel< copulaPolicyImpl >
• nuUp() : BatesDoubleExpModel
• NZDCurrency() : NZDCurrency
• NZDLibor() : NZDLibor
• Nzocr() : Nzocr