- p -

• p() : BatesDoubleExpModel, NoArbSabrModel
• PagodaMultiPathPricer() : PagodaMultiPathPricer
• PagodaOption() : PagodaOption
• Parabolic() : Parabolic
• ParallelEvolver() : ParallelEvolver< Evolver >
• param() : LevyFlightDistribution
• param_type() : LevyFlightDistribution::param_type
• Parameter() : Parameter
• ParametricExerciseAdapter() : ParametricExerciseAdapter
• params() : CalibratedModel, LmCorrelationModel, LmVolatilityModel, Parameter
• parCoupon() : RiskyAssetSwap
• ParkinsonSigma() : ParkinsonSigma
• parse() : PeriodParser
• parseFormatted() : DateParser
• parseISO() : DateParser
• parseOnePeriod() : PeriodParser
• parSwap() : AssetSwap
• partialRollback() : DiscretizedAsset, Lattice, TreeLattice< Impl >, TsiveriotisFernandesLattice< T >
• PartialTimeBarrierOption() : PartialTimeBarrierOption
• ParticleSwarmOptimization() : ParticleSwarmOptimization
• PascalTriangle() : PascalTriangle
• pastFixing() : EquityIndex, InterestRateIndex, SwapSpreadIndex
• PastFixingsOnly() : PastFixingsOnly
• Path() : Path
• pathBasisSystem() : LsmBasisSystem
• pathGenerator() : MCBarrierEngine< RNG, S >, MCDiscreteAveragingAsianEngineBase< MC, RNG, S >, MCDoubleBarrierEngine< RNG, S >, MCEuropeanBasketEngine< RNG, S >, MCEverestEngine< RNG, S >, MCForwardVanillaEngine< MC, RNG, S >, MCHimalayaEngine< RNG, S >, MCHullWhiteCapFloorEngine< RNG, S >, MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S, RNG_Calibration >, MCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S >, MCLookbackEngine< I, RNG, S >, MCPagodaEngine< RNG, S >, MCPathBasketEngine< RNG, S >, MCPerformanceEngine< RNG, S >, McSimulation< MC, RNG, S >, MCVanillaEngine< MC, RNG, S, Inst >, MCVarianceSwapEngine< RNG, S >
• PathGenerator() : PathGenerator< GSG >
• PathInfo() : LongstaffSchwartzMultiPathPricer::PathInfo
• pathLength() : EarlyExerciseTraits< MultiPath >, EarlyExerciseTraits< Path >, LongstaffSchwartzMultiPathPricer::PathInfo
• PathMultiAssetOption() : PathMultiAssetOption
• pathNpv() : MonteCarloCatBondEngine
• pathPayoff() : PathMultiAssetOption
• pathPricer() : MCBarrierEngine< RNG, S >, MCDigitalEngine< RNG, S >, MCDiscreteArithmeticAPEngine< RNG, S >, MCDiscreteArithmeticAPHestonEngine< RNG, S, P >, MCDiscreteArithmeticASEngine< RNG, S >, MCDiscreteGeometricAPEngine< RNG, S >, MCDiscreteGeometricAPHestonEngine< RNG, S, P >, MCDoubleBarrierEngine< RNG, S >, MCEuropeanBasketEngine< RNG, S >, MCEuropeanEngine< RNG, S >, MCEuropeanGJRGARCHEngine< RNG, S >, MCEuropeanHestonEngine< RNG, S, P >, MCEverestEngine< RNG, S >, MCForwardEuropeanBSEngine< RNG, S >, MCForwardEuropeanHestonEngine< RNG, S, P >, MCHestonHullWhiteEngine< RNG, S >, MCHimalayaEngine< RNG, S >, MCHullWhiteCapFloorEngine< RNG, S >, MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S, RNG_Calibration >, MCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S >, MCLookbackEngine< I, RNG, S >, MCPagodaEngine< RNG, S >, MCPathBasketEngine< RNG, S >, MCPerformanceEngine< RNG, S >, McSimulation< MC, RNG, S >, MCVarianceSwapEngine< RNG, S >
• pathSize() : MultiPath
• PathwiseAccountingEngine() : PathwiseAccountingEngine
• PathwiseVegasAccountingEngine() : PathwiseVegasAccountingEngine
• PathwiseVegasOuterAccountingEngine() : PathwiseVegasOuterAccountingEngine
• payBondCoupon() : AssetSwap
• payCurrency() : EnergySwap
• payDate() : CPICapFloor
• payer() : Swap
• payIndex() : EnergyBasisSwap
• paymentCalendar() : EquityTotalReturnSwap, YearOnYearInflationSwap
• paymentCashFlows() : EnergySwap
• paymentConvention() : EquityTotalReturnSwap, FixedVsFloatingSwap, NonstandardSwap, YearOnYearInflationSwap
• paymentConvention1() : FloatFloatSwap
• paymentConvention2() : FloatFloatSwap
• paymentDate() : EventPaymentOffset, NoOffset, PricingPeriod
• paymentDelay() : EquityTotalReturnSwap
• paymentDiscountFactor() : CommodityCashFlow
• paymentFrequency() : OvernightIndexedSwap
• PaymentTerm() : PaymentTerm
• payoff() : AmericanBasketPathPricer, AmericanPathPricer, Option, VarianceOption
• payoff2() : WriterExtensibleOption
• payoffAtExpiry() : EarlyExercise
• payoffDaughter() : AnalyticCompoundOptionEngine
• payoffMother() : AnalyticCompoundOptionEngine
• payReceive() : EnergyVanillaSwap
• paysAtDefaultTime() : CreditDefaultSwap
• PdeBSM() : PdeBSM
• PdeConstantCoeff() : PdeConstantCoeff< PdeClass >
• PdeOperator() : PdeOperator< PdeClass >
• pdf() : BSMRNDCalculator, CEVRNDCalculator, GBSMRNDCalculator, HestonProcess, HestonRNDCalculator, LocalVolRNDCalculator, RiskNeutralDensityCalculator, SquareRootProcessRNDCalculator, ZigguratGaussianRng< RNG >
• PEHCurrency() : PEHCurrency
• PEICurrency() : PEICurrency
• PenaltyFunction() : PenaltyFunction< Curve >
• PENCurrency() : PENCurrency
• percent_holder() : percent_holder
• PercentageStrikePayoff() : PercentageStrikePayoff
• percentile() : Basket, BinomialLossModel< LLM >, DefaultLossModel, GaussianLHPLossModel, GeneralStatistics, GenericSequenceStatistics< StatisticsType >, HomogeneousPoolLossModel< copulaPolicy >, InhomogeneousPoolLossModel< copulaPolicy >, RandomLM< derivedRandomLM, copulaPolicy, USNG >, RecursiveLossModel< copulaPolicy >, SaddlePointLossModel< CP >
• percentileAndInterval() : RandomLM< derivedRandomLM, copulaPolicy, USNG >
• percentilePortfolioLossFraction() : GaussianLHPLossModel
• perform() : NonLinearLeastSquare
• PerformanceOptionPathPricer() : PerformanceOptionPathPricer
• performCalculations() : AbcdAtmVolCurve, AndreasenHugeVolatilityInterpl, Basket, BlackCalibrationHelper, BondForward, CapFloorTermVolCurve, CapFloorTermVolSurface, CapHelper, CappedFlooredCoupon, CashFlow, CDO, CmsMarket, CompositeInstrument, DigitalCoupon, EnergyBasisSwap, EnergyFuture, EnergyVanillaSwap, EurodollarFuturesImpliedStdDevQuote, Fdm1DimSolver, Fdm2dBlackScholesSolver, Fdm2DimSolver, Fdm3DimSolver, FdmBatesSolver, FdmBlackScholesSolver, FdmCIRSolver, FdmExtOUJumpSolver, FdmG2Solver, FdmHestonHullWhiteSolver, FdmHestonSolver, FdmHullWhiteSolver, FdmKlugeExtOUSolver< N >, FdmNdimSolver< N >, FdmSimple2dBSSolver, FdmSimple2dExtOUSolver, FdmSimple3dExtOUJumpSolver, FittedBondDiscountCurve, FixedRateCoupon, FlatForward, FloatingRateCoupon, Forward, ForwardRateAgreement, ForwardSwapQuote, Gaussian1dModel, Gsr, HestonModelHelper, HestonSLVFDMModel, HestonSLVMCModel, ImpliedStdDevQuote, IndexedCashFlow, InflationCoupon, Instrument, InterpolatedCPICapFloorTermPriceSurface< Interpolator2D >, InterpolatedSmileSection< Interpolator >, InterpolatedSwaptionVolatilityCube, InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >, KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D >, LazyObject, LocalVolRNDCalculator, MarkovFunctional, NoArbSabrInterpolatedSmileSection, NormalCLVModel, OneFactorGaussianCopula, OneFactorGaussianStudentCopula, OneFactorStudentCopula, OneFactorStudentGaussianCopula, OptionletStripper1, OptionletStripper2, OvernightIndexFuture, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >, PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, RandomLM< derivedRandomLM, copulaPolicy, USNG >, RendistatoCalculator, RiskyAssetSwap, RiskyAssetSwapOption, SabrInterpolatedSmileSection, SabrVolSurface, SquareRootCLVModel, Stock, StrippedCappedFlooredCoupon, StrippedOptionlet, StrippedOptionletAdapter, SviInterpolatedSmileSection, SwaptionHelper, SwaptionVolatilityCube, SwaptionVolatilityDiscrete, SwaptionVolatilityMatrix, XabrSwaptionVolatilityCube< Model >, ZabrInterpolatedSmileSection< Evaluation >, ZeroInflationCashFlow
• performChecks() : CTSMMCapletCalibration
• performSimulations() : RandomLM< derivedRandomLM, copulaPolicy, USNG >
• Period() : Period
• PerturbativeBarrierOptionEngine() : PerturbativeBarrierOptionEngine
• Phi() : AnalyticContinuousGeometricAveragePriceAsianHestonEngine, AnalyticDiscreteGeometricAveragePriceAsianHestonEngine
• phi() : D0Interpolator
• PHPCurrency() : PHPCurrency
• PiecewiseConstantAbcdVariance() : PiecewiseConstantAbcdVariance
• PiecewiseConstantParameter() : PiecewiseConstantParameter
• PiecewiseDefaultCurve() : PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
• PiecewiseIntegral() : PiecewiseIntegral
• PiecewiseTimeDependentHestonModel() : PiecewiseTimeDependentHestonModel
• PiecewiseYieldCurve() : PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >
• PiecewiseYoYInflationCurve() : PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
• PiecewiseYoYOptionletVolatilityCurve() : PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits >
• PiecewiseZeroInflationCurve() : PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
• pillarDate() : BootstrapHelper< TS >
• PKRCurrency() : PKRCurrency
• PlackettCopula() : PlackettCopula
• PlainVanillaPayoff() : PlainVanillaPayoff
• PLNCurrency() : PLNCurrency
• Point() : Point< X, Y >, Point< base_data_table, EmptyRes >, Point< Real, EmptyArg >, Point< Real, EmptyRes >, Point< Size, EmptyDim >
• points() : XabrSwaptionVolatilityCube< Model >::Cube
• PoissonDistribution() : PoissonDistribution
• Poland() : Poland
• PolarStudentTRng() : PolarStudentTRng< URNG >
• polynCharactT() : CumulativeBehrensFisher
• Polynomial2DSpline() : Polynomial2DSpline
• Polynomial2DSplineImpl() : Polynomial2DSplineImpl< I1, I2, M >
• PolynomialFunction() : PolynomialFunction
• pool() : Basket
• Pool() : Pool
• position() : VarianceSwap
• PositiveConstraint() : PositiveConstraint
• possibleCashFlowTimes() : BermudanSwaptionExerciseValue, CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, ExerciseAdapter, MarketModelCashRebate, MarketModelComposite, MarketModelExerciseValue, MarketModelMultiProduct, MarketModelPathwiseCashRebate, MarketModelPathwiseCoterminalSwaptionsDeflated, MarketModelPathwiseCoterminalSwaptionsNumericalDeflated, MarketModelPathwiseInverseFloater, MarketModelPathwiseMultiCaplet, MarketModelPathwiseMultiDeflatedCap, MarketModelPathwiseMultiDeflatedCaplet, MarketModelPathwiseMultiProduct, MarketModelPathwiseSwap, MultiProductPathwiseWrapper, MultiStepCoinitialSwaps, MultiStepCoterminalSwaps, MultiStepCoterminalSwaptions, MultiStepForwards, MultiStepInverseFloater, MultiStepNothing, MultiStepOptionlets, MultiStepPeriodCapletSwaptions, MultiStepRatchet, MultiStepSwap, MultiStepSwaption, MultiStepTarn, NothingExerciseValue, OneStepCoinitialSwaps, OneStepCoterminalSwaps, OneStepForwards, OneStepOptionlets
• post_processing() : LongstaffSchwartzPathPricer< PathType >
• postAdjustValues() : DiscretizedAsset
• postAdjustValuesImpl() : DiscretizedAsset, DiscretizedBarrierOption, DiscretizedCallableFixedRateBond, DiscretizedCapFloor, DiscretizedConvertible, DiscretizedDermanKaniBarrierOption, DiscretizedDermanKaniDoubleBarrierOption, DiscretizedDoubleBarrierOption, DiscretizedOption, DiscretizedSwap, DiscretizedVanillaOption
• postEvolve() : JointStochasticProcess
• potentialUpside() : GenericRiskStatistics< S >, GenericSequenceStatistics< StatisticsType >
• Pow() : Array
• power_of_two_holder() : power_of_two_holder< T >
• preAdjustValues() : DiscretizedAsset
• preAdjustValuesImpl() : DiscretizedAsset, DiscretizedCallableFixedRateBond, DiscretizedCapFloor, DiscretizedSwap
• precalculate() : FFTEngine
• precalculateExpiry() : FFTEngine, FFTVanillaEngine, FFTVarianceGammaEngine
• precision() : Rounding
• preconditioner() : Fdm2dBlackScholesOp, FdmBatesOp, FdmBlackScholesFwdOp, FdmBlackScholesOp, FdmCEVOp, FdmCIROp, FdmDupire1dOp, FdmExtendedOrnsteinUhlenbeckOp, FdmExtOUJumpOp, FdmG2Op, FdmHestonFwdOp, FdmHestonHullWhiteOp, FdmHestonOp, FdmHullWhiteOp, FdmKlugeExtOUOp, FdmLinearOpComposite, FdmLocalVolFwdOp, FdmOrnsteinUhlenbeckOp, FdmSabrOp, FdmSquareRootFwdOp, FdmZabrOp
• Predefined1dMesher() : Predefined1dMesher
• preEvolve() : JointStochasticProcess
• premium() : NthToDefault
• premiumLegNPV() : NthToDefault, SyntheticCDO
• premiumValue() : CDO, SyntheticCDO
• prepareSwaptionWithSnappedDates() : DiscretizedSwaption
• presentValue() : DiscretizedAsset, Lattice, TreeLattice< Impl >
• previousCashFlow() : BondFunctions, CashFlows
• previousCashFlowAmount() : BondFunctions, CashFlows
• previousCashFlowDate() : Bond, BondFunctions, CashFlows
• previousCouponRate() : Bond, BondFunctions, CashFlows
• previousDate() : Schedule
• Pribor() : Pribor
• Price() : Bond::Price
• price() : Callability, CommodityCurve, CommodityIndex, CPICapFloorTermPriceSurface, EquityCashFlowPricer, EquityQuantoCashFlowPricer, FloatingRateCoupon, InflationCoupon, InterpolatedCPICapFloorTermPriceSurface< Interpolator2D >, InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >, YoYCapFloorTermPriceSurface
• priceDerivative() : CapPseudoDerivative
• PriceHelper() : LinearTsrPricer::PriceHelper
• priceImpl() : CommodityCurve
• pricer() : EquityCashFlow, FloatingRateCoupon, InflationCoupon
• prices() : CommodityCurve
• priceType() : BondHelper
• priceVanillaPayoff() : AnalyticHestonEngine
• priceWithoutOptionality() : RangeAccrualFloatersCoupon
• PricingError() : PricingError
• pricingErrors() : Commodity
• PricingPeriod() : PricingPeriod
• pricingPeriods() : EnergySwap
• PrimeNumbers() : PrimeNumbers
• primitive() : AbcdFunction, AbcdMathFunction, AbcdInterpolationImpl< I1, I2 >, BackwardFlatInterpolationImpl< I1, I2 >, ComboHelper, ConstantGradHelper, ConvexMonotone2Helper, ConvexMonotone3Helper, ConvexMonotone4Helper, ConvexMonotone4MinHelper, ConvexMonotoneImpl< I1, I2 >, CubicInterpolationImpl< I1, I2 >, EverywhereConstantHelper, ForwardFlatInterpolationImpl< I1, I2 >, KernelInterpolationImpl< I1, I2, Kernel >, LagrangeInterpolationImpl< I1, I2 >, LinearFlatInterpolationImpl< I1, I2 >, LinearInterpolationImpl< I1, I2 >, LogInterpolationImpl< I1, I2, Interpolator >, MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >, QuadraticHelper, QuadraticMinHelper, SectionHelper, VannaVolgaInterpolationImpl< I1, I2 >, XABRInterpolationImpl< I1, I2, Model >, GaussianKernel, Interpolation::Impl, Interpolation, PolynomialFunction
• primitiveCoefficients() : PolynomialFunction
• primitiveConstants() : CubicInterpolation
• PrivateConstraint() : CalibratedModel::PrivateConstraint
• PrivateObserver() : XabrSwaptionVolatilityCube< Model >::PrivateObserver
• probabilities() : Basket
• probability() : BlackScholesLattice< T >, EqualJumpsBinomialTree< T >, EqualProbabilitiesBinomialTree< T >, ExtendedEqualJumpsBinomialTree< T >, ExtendedEqualProbabilitiesBinomialTree< T >, ExtendedJoshi4, ExtendedLeisenReimer, ExtendedTian, Joshi4, LeisenReimer, LossDistBinomial, LossDistHomogeneous, OneFactorModel::ShortRateTree, Tian, TreeLattice2D< Impl, T >, TrinomialTree::Branching, TrinomialTree
• ProbabilityBoltzmann() : ProbabilityBoltzmann
• ProbabilityBoltzmannDownhill() : ProbabilityBoltzmannDownhill
• probabilityInterpolation() : LocalVolRNDCalculator
• probabilityOfAtLeastNEvents() : LossDist
• ProbabilityOfAtLeastNEvents() : ProbabilityOfAtLeastNEvents
• probabilityOfNEvents() : LossDist
• ProbabilityOfNEvents() : ProbabilityOfNEvents
• probAtLeastNEvents() : Basket, ConstantLossModel< copulaPolicy >, DefaultLatentModel< copulaPolicy >, DefaultLossModel, RandomLM< derivedRandomLM, copulaPolicy, USNG >
• probDensity() : SaddlePointLossModel< CP >
• probDensityCond() : SaddlePointLossModel< CP >
• Problem() : Problem
• problemValues() : CalibratedModel
• probOfDefault() : DefaultLatentModel< copulaPolicy >
• probOverLoss() : Basket, DefaultLossModel, GaussianLHPLossModel, SaddlePointLossModel< CP >
• probOverLossCond() : SaddlePointLossModel< CP >
• probOverLossPortfCond() : SaddlePointLossModel< CP >
• probOverLossPortfCond1stOrder() : SaddlePointLossModel< CP >
• probOverPortfLoss() : SaddlePointLossModel< CP >
• probsBeingNthEvent() : Basket, DefaultLossModel, RandomLM< derivedRandomLM, copulaPolicy, USNG >
• probUp() : ExtendedCoxRossRubinstein, ExtendedEqualJumpsBinomialTree< T >, ExtendedTrigeorgis
• process() : GJRGARCHModel, HestonModel, OneFactorModel::ShortRateDynamics, StochasticProcessArray, TwoFactorModel::ShortRateDynamics, VarianceGammaModel
• processHelper() : FdmBlackScholesMesher
• project() : Projection
• ProjectedConstraint() : ProjectedConstraint
• projectedCoordinates() : LaplaceInterpolation
• ProjectedCostFunction() : ProjectedCostFunction
• Projection() : Projection
• propagator() : AnalyticHestonForwardEuropeanEngine
• ProportionalNotionalRisk() : ProportionalNotionalRisk
• protectionEndDate() : CreditDefaultSwap
• protectionLegNPV() : NthToDefault, SyntheticCDO
• protectionStartDate() : CreditDefaultSwap
• protectionValue() : CDO, SyntheticCDO
• ProxyGreekEngine() : ProxyGreekEngine
• ProxyIbor() : ProxyIbor
• pseudoRoot() : AbcdVol, CotSwapToFwdAdapter, FlatVol, FwdPeriodAdapter, FwdToCotSwapAdapter, MarketModel, PseudoRootFacade
• PseudoRootFacade() : PseudoRootFacade
• pseudoSqrt() : LmConstWrapperCorrelationModel, LmCorrelationModel, LmExponentialCorrelationModel, LmLinearExponentialCorrelationModel, Matrix
• PTECurrency() : PTECurrency
• push_back() : BoundaryConditionSet< bc_set >, StepConditionSet< array_type >
• put() : AnalyticTwoAssetBarrierEngine
• putDigitalPayoff() : DigitalCoupon
• putExerciseBoundaryAtTau() : QdPlusAmericanEngine
• putKI() : AnalyticDoubleBarrierEngine
• putKO() : AnalyticDoubleBarrierEngine
• putMaturity() : AnalyticComplexChooserEngine
• putOptionRate() : DigitalCoupon
• putPayoff() : DigitalCoupon
• putStrike() : DigitalCoupon
• Pv() : AnalyticPDFHestonEngine