- r -

• r0() : Vasicek
• RandomDefaultLM() : RandomDefaultLM< copulaPolicy, USNG >
• RandomDefaultModel() : RandomDefaultModel
• RandomizedLDS() : RandomizedLDS< LDS, PRS >
• RandomLM() : RandomLM< derivedRandomLM, copulaPolicy, USNG >
• RandomLossLM() : RandomLossLM< copulaPolicy, USNG >
• RandomSequenceGenerator() : RandomSequenceGenerator< RNG >
• ranf_arr_cycle() : KnuthUniformRng
• ranf_array() : KnuthUniformRng
• ranf_start() : KnuthUniformRng
• RangeAccrualFloatersCoupon() : RangeAccrualFloatersCoupon
• RangeAccrualLeg() : RangeAccrualLeg
• RangeAccrualPricerByBgm() : RangeAccrualPricerByBgm
• rank() : NthToDefault, SVD
• rankReducedSqrt() : Matrix
• Ranlux64UniformRng() : Ranlux64UniformRng< P, R >
• RatchetMaxPayoff() : RatchetMaxPayoff
• RatchetMinPayoff() : RatchetMinPayoff
• RatchetPayoff() : RatchetPayoff
• rate() : CappedFlooredCoupon, CappedFlooredYoYInflationCoupon, Coupon, DigitalCoupon, ExchangeRate, FixedRateCoupon, FloatingRateCoupon, FractionalDividend, InflationCoupon, InterestRate, OvernightIndexFuture, StrippedCappedFlooredCoupon
• rateBegin() : VegaBumpCluster
• rateEnd() : VegaBumpCluster
• RatePseudoRootJacobian() : RatePseudoRootJacobian
• RatePseudoRootJacobianAllElements() : RatePseudoRootJacobianAllElements
• RatePseudoRootJacobianNumerical() : RatePseudoRootJacobianNumerical
• rates() : InterpolatedYoYInflationCurve< Interpolator >, InterpolatedZeroInflationCurve< Interpolator >
• rateSpread() : SubPeriodsCoupon
• rateTaus() : CurveState, EvolutionDescription
• rateTimes() : CotSwapFromFwdCorrelation, CurveState, EvolutionDescription, ExponentialForwardCorrelation, PiecewiseConstantAbcdVariance, PiecewiseConstantCorrelation, PiecewiseConstantVariance, TimeHomogeneousForwardCorrelation
• ratio() : YoYInflationIndex
• rbegin() : Array, Matrix, Path, TimeGrid, TimeSeries< T, Container >, TimeSeries< T, Container >::reverse< container, iterator_category >, TimeSeries< T, Container >::reverse< container, std::bidirectional_iterator_tag >
• ReannealingFiniteDifferences() : ReannealingFiniteDifferences
• ReannealingTrivial() : ReannealingTrivial
• rebate() : AnalyticBarrierEngine, AnalyticPartialTimeBarrierOptionEngine, CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, RebatedExercise
• RebatedExercise() : RebatedExercise
• rebatePaymentDate() : RebatedExercise
• rebates() : RebatedExercise
• rebatesAccrual() : CreditDefaultSwap
• rebin() : TimeBasket
• recalculate() : LazyObject
• recalibration() : XabrSwaptionVolatilityCube< Model >
• receiveCms() : MakeCms
• receiveCurrency() : EnergySwap
• receiveFixed() : MakeArithmeticAverageOIS, MakeOIS, MakeVanillaSwap
• receiveIndex() : EnergyBasisSwap
• recompute() : VolatilityInterpolationSpecifierabcd
• recoveries() : ConstantLossLatentmodel< copulaPolicy >
• recovery() : simEvent< RandomLossLM< copulaPolicy, USNG > >
• recoveryRate() : Basket, DefaultEvent::DefaultSettlement, DefaultEvent, RiskyBondEngine
• RecoveryRateQuote() : RecoveryRateQuote
• recoveryValue() : RecoveryRateModel, RiskyAssetSwap
• recoveryValueImpl() : ConstantRecoveryModel, RecoveryRateModel
• RecursiveLossModel() : RecursiveLossModel< copulaPolicy >
• redemption() : Bond
• Redemption() : Redemption
• redemptions() : Bond
• refDate() : Basket
• referenceDate() : AndreasenHugeLocalVolAdapter, AndreasenHugeVolatilityAdapter, AtmAdjustedSmileSection, AtmSmileSection, CompositeZeroYieldStructure< BinaryFunction >, FactorSpreadedHazardRateCurve, ForwardSpreadedTermStructure, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, KahaleSmileSection, LastFixingQuote, LocalVolCurve, LocalVolSurface, QuantoTermStructure, SabrVolSurface, SmileSection, SpreadedHazardRateCurve, SpreadedOptionletVolatility, SpreadedSmileSection, SpreadedSwaptionVolatility, SwaptionVolatilityCube, TermStructure, UltimateForwardTermStructure, ZeroSpreadedTermStructure
• referencePeriodEnd() : BondFunctions, CashFlows, Coupon
• referencePeriodStart() : BondFunctions, CashFlows, Coupon
• refineIntegration() : NumericHaganPricer
• region() : InflationIndex
• Region() : Region
• registerDeferredObservers() : ObservableSettings
• registerObserver() : Observable
• registerWith() : Observer
• registerWithMarketData() : AbcdAtmVolCurve, BaseCorrelationTermStructure< Interpolator2D_T >, CapFloorTermVolCurve, CapFloorTermVolSurface, SabrVolSurface, StrippedOptionlet, SwaptionVolatilityMatrix
• registerWithObservables() : Observer
• registerWithParametersGuess() : XabrSwaptionVolatilityCube< Model >
• registerWithVolatilitySpread() : SwaptionVolatilityCube
• regret() : GenericRiskStatistics< S >, GenericSequenceStatistics< StatisticsType >
• regrid() : SampledCurve
• regridLogGrid() : SampledCurve
• relativeAccuracy() : GaussKronrodNonAdaptive
• RelativeDateBootstrapHelper() : RelativeDateBootstrapHelper< TS >
• relativeDefaultVariance() : CreditRiskPlus
• relevanceRates() : EvolutionDescription
• relevantTimes() : ExerciseStrategy< State >, LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, SwapRateTrigger
• RelinkableHandle() : RelinkableHandle< T >
• remainingAttachmentAmount() : Basket
• remainingDefaultKeys() : Basket
• remainingDetachmentAmount() : Basket
• remainingNames() : Basket
• remainingNotional() : Basket, SyntheticCDO
• remainingNotionals() : Basket
• remainingProbabilities() : Basket
• remainingSize() : Basket
• remainingTrancheNotional() : Basket
• removeAdjustment() : MarkovFunctional::ModelSettings
• removeDate() : ECB
• removedHolidays() : Calendar
• removeHoliday() : Calendar
• rend() : Array, Matrix, Path, TimeGrid, TimeSeries< T, Container >, TimeSeries< T, Container >::reverse< container, iterator_category >, TimeSeries< T, Container >::reverse< container, std::bidirectional_iterator_tag >
• RendistatoBasket() : RendistatoBasket
• RendistatoCalculator() : RendistatoCalculator
• RendistatoEquivalentSwapLengthQuote() : RendistatoEquivalentSwapLengthQuote
• RendistatoEquivalentSwapSpreadQuote() : RendistatoEquivalentSwapSpreadQuote
• ReplicatingVarianceSwapEngine() : ReplicatingVarianceSwapEngine
• replicationType() : DigitalReplication
• reprice() : CmsMarket
• requiredNumberOfStrikes() : SwaptionVolatilityCube, XabrSwaptionVolatilityCube< Model >
• rescalePDF() : LocalVolRNDCalculator
• rescaleTimeSteps() : LocalVolRNDCalculator
• reserve() : GeneralStatistics
• reset() : AssetSwap::results, BermudanSwaptionExerciseValue, Bond::results, Burley2020SobolRsg, CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, CdsOption::results, ConvergenceStatistics< T, U >, CPISwap::results, CreditDefaultSwap::results, DiscrepancyStatistics, DiscretizedAsset, DiscretizedBarrierOption, DiscretizedCallableFixedRateBond, DiscretizedCapFloor, DiscretizedConvertible, DiscretizedDermanKaniBarrierOption, DiscretizedDermanKaniDoubleBarrierOption, DiscretizedDiscountBond, DiscretizedDoubleBarrierOption, DiscretizedOption, DiscretizedSwap, DiscretizedSwaption, DiscretizedVanillaOption, EnergyCommodity::results, EverestOption::results, ExerciseAdapter, ExerciseStrategy< State >, FixedVsFloatingSwap::results, FloatFloatSwap::results, GaussianRandomDefaultModel, GeneralStatistics, GenericEngine< ArgumentsType, ResultsType >, GenericSequenceStatistics< StatisticsType >, Greeks, IncrementalStatistics, Instrument::results, InterpolationParameter::Impl, InterpolationParameter, IrregularSwap::results, LevyFlightDistribution, LongstaffSchwartzExerciseStrategy, MargrabeOption::results, MarketModelCashRebate, MarketModelComposite, MarketModelExerciseValue, MarketModelMultiProduct, MarketModelNodeDataProvider, MarketModelPathwiseCashRebate, MarketModelPathwiseCoterminalSwaptionsDeflated, MarketModelPathwiseCoterminalSwaptionsNumericalDeflated, MarketModelPathwiseInverseFloater, MarketModelPathwiseMultiCaplet, MarketModelPathwiseMultiDeflatedCap, MarketModelPathwiseMultiDeflatedCaplet, MarketModelPathwiseMultiProduct, MarketModelPathwiseSwap, MoreGreeks, MultiAssetOption::results, MultiProductPathwiseWrapper, MultiStepCoinitialSwaps, MultiStepCoterminalSwaps, MultiStepCoterminalSwaptions, MultiStepForwards, MultiStepInverseFloater, MultiStepNothing, MultiStepOptionlets, MultiStepPeriodCapletSwaptions, MultiStepRatchet, MultiStepSwap, MultiStepSwaption, MultiStepTarn, NonstandardSwap::results, NothingExerciseValue, NotionalPath, NthToDefault::results, OneAssetOption::results, OneStepCoinitialSwaps, OneStepCoterminalSwaps, OneStepForwards, OneStepOptionlets, ParametricExerciseAdapter, PathMultiAssetOption::results, PricingEngine, PricingEngine::results, Problem, QuantoOptionResults< ResultsType >, RandomDefaultModel, RecoveryRateQuote, SimpleQuote, Swap::results, SwapBasisSystem, SwapForwardBasisSystem, SwapRateTrigger, SyntheticCDO::results, TermStructureFittingParameter::NumericalImpl, TriggeredSwapExercise, VarianceSwap::results, YearOnYearInflationSwap::results
• resetAddedAndRemovedHolidays() : Calendar
• resetBasket() : DefaultLatentModel< copulaPolicy >, SpotRecoveryLatentModel< copulaPolicy >
• resetEngine() : CdsHelper, SpreadCdsHelper, UpfrontCdsHelper
• resetEvaluationDate() : Settings
• resetLowerLimit() : NumericHaganPricer
• resetModel() : BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >, BinomialLossModel< LLM >, ConstantLossModel< copulaPolicy >, DefaultLossModel, GaussianLHPLossModel, HomogeneousPoolLossModel< copulaPolicy >, InhomogeneousPoolLossModel< copulaPolicy >, RandomDefaultLM< copulaPolicy, USNG >, RandomLossLM< copulaPolicy, USNG >, RecursiveLossModel< copulaPolicy >, SaddlePointLossModel< CP >
• resetUpperLimit() : NumericHaganPricer
• residualNorm() : NonLinearLeastSquare
• residuals() : GeneralLinearLeastSquares
• residualTime() : AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDoubleBarrierEngine, AnalyticPartialTimeBarrierOptionEngine, AnalyticTwoAssetBarrierEngine, ReplicatingVarianceSwapEngine, SuoWangDoubleBarrierEngine
• residualTimeDaughter() : AnalyticCompoundOptionEngine
• residualTimeMother() : AnalyticCompoundOptionEngine
• residualTimeMotherDaughter() : AnalyticCompoundOptionEngine
• resize() : Array
• restructuringType() : DefaultType
• result() : Instrument
• results() : MargrabeOption::results, NonLinearLeastSquare
• rev() : GsrProcessCore
• reverse() : TimeSeries< T, Container >::reverse< container, iterator_category >, TimeSeries< T, Container >::reverse< container, std::bidirectional_iterator_tag >
• reversion() : GsrProcessCore, Gsr, GsrProcess
• ReversionObserver() : Gsr::ReversionObserver
• reversionTransformDirect() : CmsMarketCalibration
• reversionTransformInverse() : CmsMarketCalibration
• revised() : InflationIndex
• revZero() : GsrProcessCore
• rho() : AmericanPayoffAtHit, AnalyticPartialTimeBarrierOptionEngine, AnalyticTwoAssetBarrierEngine, BlackCalculator, G2, G2Process, HestonModel, HestonProcess, HestonSLVProcess, KlugeExtOUProcess, MultiAssetOption, NoArbSabrInterpolatedSmileSection, NoArbSabrInterpolation, NoArbSabrModel, OneAssetOption, PiecewiseTimeDependentHestonModel, SabrInterpolatedSmileSection, SABRInterpolation, SabrSmileSection, SviInterpolatedSmileSection, SviInterpolation, ZabrInterpolatedSmileSection< Evaluation >, ZabrInterpolation< Evaluation >, ZabrModel
• RichardsonExtrapolation() : RichardsonExtrapolation
• rightCoreStrike() : KahaleSmileSection
• rightIndex() : BrownianBridge
• rightWeight() : BrownianBridge
• riskFreeDiscount() : AnalyticBarrierEngine, AnalyticComplexChooserEngine, AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDoubleBarrierEngine, AnalyticHolderExtensibleOptionEngine, AnalyticPartialTimeBarrierOptionEngine, ReplicatingVarianceSwapEngine, SuoWangDoubleBarrierEngine
• riskFreeDiscountDaughter() : AnalyticCompoundOptionEngine
• riskFreeDiscountMother() : AnalyticCompoundOptionEngine
• riskFreeDiscountMotherDaughter() : AnalyticCompoundOptionEngine
• riskFreeRate() : AnalyticBarrierEngine, AnalyticComplexChooserEngine, AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDoubleBarrierEngine, AnalyticHolderExtensibleOptionEngine, AnalyticPartialTimeBarrierOptionEngine, AnalyticTwoAssetBarrierEngine, AndreasenHugeVolatilityInterpl, BlackScholesLattice< T >, EscrowedDividendAdjustment, GeneralizedBlackScholesProcess, GJRGARCHProcess, HestonProcess, HestonSLVProcess, Merton76Process, PiecewiseTimeDependentHestonModel, ReplicatingVarianceSwapEngine, SuoWangDoubleBarrierEngine, VarianceGammaProcess
• riskFreeRateDaughter() : AnalyticCompoundOptionEngine
• riskyAnnuity() : CdsOption
• RiskyAssetSwap() : RiskyAssetSwap
• RiskyAssetSwapOption() : RiskyAssetSwapOption
• RiskyBondEngine() : RiskyBondEngine
• riskyBondPrice() : RiskyAssetSwap
• rkck() : AdaptiveRungeKutta< T >
• rkqs() : AdaptiveRungeKutta< T >
• rmsError() : AbcdAtmVolCurve, AbcdInterpolation, NoArbSabrInterpolatedSmileSection, NoArbSabrInterpolation, SabrInterpolatedSmileSection, SABRInterpolation, SviInterpolatedSmileSection, SviInterpolation, ZabrInterpolatedSmileSection< Evaluation >, ZabrInterpolation< Evaluation >
• Robor() : Robor
• ROLCurrency() : ROLCurrency
• rollback() : DiscretizedAsset, FdmBackwardSolver, FiniteDifferenceModel< Evolver >, Lattice, TreeLattice< Impl >, TsiveriotisFernandesLattice< T >
• rollbackImpl() : FiniteDifferenceModel< Evolver >
• Romania() : Romania
• RONCurrency() : RONCurrency
• Root() : Root
• rootEpsilon() : EndCriteria
• roots() : quadratic
• rotateArray() : DifferentialEvolution
• rotl() : Xoshiro256StarStarUniformRng
• rounded() : Money, Quantity
• rounding() : Currency
• Rounding() : Rounding
• rounding() : UnitOfMeasure
• roundingDigit() : Rounding
• row_begin() : Matrix
• row_end() : Matrix
• row_rbegin() : Matrix
• row_rend() : Matrix
• rows() : Matrix
• RSDCurrency() : RSDCurrency
• RUBCurrency() : RUBCurrency
• rule() : Schedule
• runningSpread() : CreditDefaultSwap
• Russia() : Russia