- s -

• S() : SVD
• s0() : GJRGARCHProcess, HestonProcess, HestonSLVProcess, PiecewiseTimeDependentHestonModel, VarianceGammaProcess
• S_0() : LiborForwardModel
• SABR() : SABR
• sabrCalibration() : XabrSwaptionVolatilityCube< Model >
• sabrCalibrationSection() : XabrSwaptionVolatilityCube< Model >
• sabrGuesses() : SabrVolSurface
• SabrInterpolatedSmileSection() : SabrInterpolatedSmileSection
• SABRInterpolation() : SABRInterpolation
• SabrSmileSection() : SabrSmileSection
• SabrVolSurface() : SabrVolSurface
• SABRVolTermStructure() : SABRVolTermStructure
• SABRWrapper() : SABRWrapper
• SaddleObjectiveFunction() : SaddlePointLossModel< CP >::SaddleObjectiveFunction
• SaddlePercObjFunction() : SaddlePointLossModel< CP >::SaddlePercObjFunction
• SaddlePointLossModel() : SaddlePointLossModel< CP >
• safeGridPoints() : FDVanillaEngine
• Sample() : Sample< T >
• sample() : SampledCurve
• sampleAccumulator() : McSimulation< MC, RNG, S >, MonteCarloModel< MC, RNG, S >
• SampledCurve() : SampledCurve
• SamplerCauchy() : SamplerCauchy
• SamplerGaussian() : SamplerGaussian
• SamplerLogNormal() : SamplerLogNormal
• SamplerMirrorGaussian() : SamplerMirrorGaussian
• SamplerRingGaussian() : SamplerRingGaussian
• SamplerVeryFastAnnealing() : SamplerVeryFastAnnealing
• samples() : GeneralStatistics, GenericSequenceStatistics< StatisticsType >, IncrementalStatistics
• sankaranApprox() : CEVRNDCalculator
• SARCurrency() : SARCurrency
• SaudiArabia() : SaudiArabia
• SavedSettings() : SavedSettings
• scalarIntegrator() : GaussianQuadMultidimIntegrator
• scaleGrid() : SampledCurve
• schedule() : EquityTotalReturnSwap
• Schedule() : Schedule
• schedule1() : FloatFloatSwap
• schedule2() : FloatFloatSwap
• searchDirection() : LineSearch
• seasonality() : InflationTermStructure
• seasonalityBaseDate() : MultiplicativePriceSeasonality
• seasonalityCorrection() : KerkhofSeasonality, MultiplicativePriceSeasonality
• seasonalityFactor() : KerkhofSeasonality, MultiplicativePriceSeasonality
• seasonalityFactors() : MultiplicativePriceSeasonality
• secondaryCostAmounts() : Commodity
• secondaryCosts() : Commodity
• secondDerivative() : AbcdInterpolationImpl< I1, I2 >, BackwardFlatInterpolationImpl< I1, I2 >, ConvexMonotoneImpl< I1, I2 >, CubicInterpolationImpl< I1, I2 >, 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 >, VannaVolgaInterpolationImpl< I1, I2 >, XABRInterpolationImpl< I1, I2, Model >, GFunction, GFunctionFactory::GFunctionExactYield, GFunctionFactory::GFunctionStandard, GFunctionFactory::GFunctionWithShifts, Interpolation::Impl, Interpolation
• secondDerivativeAtCenter() : SampledCurve
• secondDerivativeOfF() : NumericHaganPricer::ConundrumIntegrand
• SecondDerivativeOp() : SecondDerivativeOp
• secondDerivativeX() : BicubicSpline, BicubicSplineDerivatives, BicubicSplineImpl< I1, I2, M >
• secondDerivativeY() : BicubicSpline, BicubicSplineDerivatives, BicubicSplineImpl< I1, I2, M >
• secondExpiryTime() : AnalyticHolderExtensibleOptionEngine
• SecondOrderMixedDerivativeOp() : SecondOrderMixedDerivativeOp
• seconds() : SwingExercise
• secondStrike() : GapPayoff, SuperFundPayoff, SuperSharePayoff
• sectorExpectedLoss() : CreditRiskPlus
• sectorExposures() : CreditRiskPlus
• sectorUnexpectedLoss() : CreditRiskPlus
• SeedGenerator() : SeedGenerator
• seedInitialization() : MersenneTwisterUniformRng
• SegmentIntegral() : SegmentIntegral
• SEKCurrency() : SEKCurrency
• SEKLibor() : SEKLibor
• semiDeviation() : GenericRiskStatistics< S >, GenericSequenceStatistics< StatisticsType >
• semiVariance() : GenericRiskStatistics< S >, GenericSequenceStatistics< StatisticsType >
• seniority() : DefaultProbKey, RecoveryRateQuote
• sequence_holder() : sequence_holder< InputIterator >
• serialNumber() : Date
• set() : MultiplicativePriceSeasonality, TermStructureFittingParameter::NumericalImpl
• set_shared_coefficients() : MultiCubicSpline< i >
• set_shared_increments() : MultiCubicSpline< i >
• setAbsoluteAccuracy() : Integrator
• setAbsoluteError() : Integrator
• setAlpha() : AlphaForm, AlphaFormInverseLinear, AlphaFormLinearHyperbolic
• setBaseLevel() : YoYOptionletVolatilitySurface
• setBaseRate() : InflationTermStructure
• setBasisOfCurve() : CommodityCurve
• setBasket() : DefaultLossModel
• setCapletVolatility() : CPICouponPricer, IborCouponPricer, YoYInflationCouponPricer
• setCMSwapRates() : LogNormalCmSwapRatePc
• setCommon() : CappedFlooredYoYInflationCoupon
• setConstraintType() : ConstrainedEvolver, LogNormalFwdRateEulerConstrained
• setCorrelation() : CmsSpreadCouponPricer
• setCoterminalSwapRates() : LogNormalCotSwapRatePc
• setCovarParam() : LiborForwardModelProcess
• setCurrentValue() : Problem
• setDeltaType() : BlackDeltaCalculator
• setDimension() : IsotropicRandomWalk< Distribution, Engine >
• setElement() : XabrSwaptionVolatilityCube< Model >::Cube
• setExerciseData() : AdaptedPathPayoff::ValuationData
• setFirstRow() : TridiagonalOperator
• setForwardMeasureTime() : ForwardMeasureProcess1D, ForwardMeasureProcess, GsrProcess
• setForwards() : LogNormalFwdRateBalland, LogNormalFwdRateEuler, LogNormalFwdRateEulerConstrained, LogNormalFwdRateiBalland, LogNormalFwdRateIpc, LogNormalFwdRatePc, NormalFwdRatePc, SVDDFwdRatePc
• setFunctionValue() : Problem
• setGradientNormValue() : Problem
• setGrid() : SampledCurve
• setGridLimits() : FDVanillaEngine
• setHistory() : IndexManager
• setInitialState() : LogNormalCmSwapRatePc, LogNormalCotSwapRatePc, LogNormalFwdRateBalland, LogNormalFwdRateEuler, LogNormalFwdRateEulerConstrained, LogNormalFwdRateiBalland, LogNormalFwdRateIpc, LogNormalFwdRatePc, MarketModelEvolver, NormalFwdRatePc, SVDDFwdRatePc
• setInitialValue() : NonLinearLeastSquare
• setInterpolation() : BlackVarianceCurve, BlackVarianceSurface, ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface, FixedLocalVolSurface
• setInverseResultPrecision() : KernelInterpolation2DImpl< I1, I2, M, Kernel >
• setJumps() : DefaultProbabilityTermStructure, YieldTermStructure
• setLastCapletVol() : VolatilityInterpolationSpecifier, VolatilityInterpolationSpecifierabcd
• setLastRow() : TridiagonalOperator
• setLayer() : XabrSwaptionVolatilityCube< Model >::Cube
• setLogGrid() : SampledCurve
• setLossModel() : Basket
• setLowerAssetBorderForStressTest() : VegaStressedBlackScholesProcess
• setLowerBC() : FdmSquareRootFwdOp
• setLowerBound() : Solver1D< Impl >
• setLowerTimeBorderForStressTest() : VegaStressedBlackScholesProcess
• setMaxEvaluations() : Integrator, Solver1D< Impl >
• setMeanReversion() : HaganPricer, LinearTsrPricer, MeanRevertingPricer
• setMidRow() : TridiagonalOperator
• setMidRows() : TridiagonalOperator
• setNumberOfEvaluations() : Integrator
• setOnCMSwapRates() : CMSwapCurveState
• setOnCoterminalSwapRates() : CoterminalSwapCurveState
• setOnDiscountRatios() : LMMCurveState
• setOnForwardRates() : LMMCurveState
• setOptionType() : BlackDeltaCalculator
• setParam() : Parameter
• setParameterGuess() : XabrSwaptionVolatilityCube< Model >
• setParameters() : AnalyticHestonHullWhiteEngine, HestonSLVProcess
• setParams() : CalibratedModel, LiborForwardModel, LmCorrelationModel, LmVolatilityModel
• setPayoffValue() : AdaptedPathPayoff::ValuationData
• setPoint() : XabrSwaptionVolatilityCube< Model >::Cube
• setPoints() : XabrSwaptionVolatilityCube< Model >::Cube
• setPricer() : CappedFlooredCoupon, CappedFlooredYoYInflationCoupon, DigitalCoupon, EquityCashFlow, FloatingRateCoupon, IborCoupon, InflationCoupon, StrippedCappedFlooredCoupon
• setPrices() : CommodityCurve
• setPricingEngine() : BlackCalibrationHelper, Instrument
• setProblem() : ReannealingFiniteDifferences, ReannealingTrivial
• setRelativeAccuracy() : GaussKronrodNonAdaptive
• setScalingFactors() : VolatilityInterpolationSpecifier, VolatilityInterpolationSpecifierabcd
• setSeasonality() : InflationTermStructure
• setSingleRedemption() : Bond
• setSize() : AdaptiveInertia, ClubsTopology, DecreasingInertia, GlobalTopology, KNeighbors, LevyFlightInertia, ParticleSwarmOptimization::Inertia, ParticleSwarmOptimization::Topology, SimpleRandomInertia, TrivialInertia
• setSpread() : OneFactorModel::ShortRateTree
• setStep() : CraigSneydScheme, CrankNicolsonScheme, DouglasScheme, ExplicitEulerScheme, HundsdorferScheme, ImplicitEulerScheme, MethodOfLinesScheme, MixedScheme< Operator >, ModifiedCraigSneydScheme, ParallelEvolver< Evolver >, TRBDF2< Operator >, TrBDF2Scheme< TrapezoidalScheme >
• setStream() : Tracing
• setStressLevel() : VegaStressedBlackScholesProcess
• setStrike() : NumericHaganPricer::ConundrumIntegrand
• setSwapRateValue() : GFunctionFactory::GFunctionWithShifts::ObjectiveFunction
• setSwaptionVolatility() : CmsCouponPricer
• setTermStructure() : ArithmeticOISRateHelper, AssetSwapHelper, BMASwapRateHelper, BondHelper, BootstrapHelper< TS >, CdsHelper, CrossCurrencyBasisSwapRateHelperBase, DatedOISRateHelper, DepositRateHelper, FraRateHelper, FxSwapRateHelper, IborIborBasisSwapRateHelper, OISRateHelper, OvernightIborBasisSwapRateHelper, OvernightIndexFutureRateHelper, SwapRateHelper, YearOnYearInflationSwapHelper, YoYOptionletHelper, ZeroCouponInflationSwapHelper
• setThisConstraint() : ConstrainedEvolver, LogNormalFwdRateEulerConstrained
• setTime() : BoundaryCondition< Operator >, BoundaryConditionSchemeHelper, DirichletBC, Fdm2dBlackScholesOp, FdmBatesOp, FdmBlackScholesFwdOp, FdmBlackScholesOp, FdmCEVOp, FdmCIREquityPart, FdmCIRMixedPart, FdmCIROp, FdmCIRRatesPart, FdmDirichletBoundary, FdmDiscountDirichletBoundary, FdmDupire1dOp, FdmExtendedOrnsteinUhlenbeckOp, FdmExtOUJumpOp, FdmG2Op, FdmHestonEquityPart, FdmHestonFwdOp, FdmHestonHullWhiteEquityPart, FdmHestonHullWhiteOp, FdmHestonOp, FdmHestonVariancePart, FdmHullWhiteOp, FdmKlugeExtOUOp, FdmLinearOpComposite, FdmLocalVolFwdOp, FdmOrnsteinUhlenbeckOp, FdmSabrOp, FdmSquareRootFwdOp, FdmTimeDepDirichletBoundary, FdmZabrOp, FdmZabrUnderlyingPart, FdmZabrVolatilityPart, GenericTimeSetter< PdeClass >, NeumannBC, Pool, TridiagonalOperator, TridiagonalOperator::TimeSetter
• Settings() : IborCoupon::Settings, LinearTsrPricer::Settings, Money::Settings, Settings
• settledLoss() : Basket
• settlement() : DefaultEvent
• settlementDate() : Bond, Forward
• settlementDays() : AndreasenHugeLocalVolAdapter, AndreasenHugeVolatilityAdapter, Bond, CompositeZeroYieldStructure< BinaryFunction >, ForwardSpreadedTermStructure, ImpliedTermStructure, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, OptionletStripper, QuantoTermStructure, SabrVolSurface, SpreadedOptionletVolatility, SpreadedSwaptionVolatility, StrippedOptionlet, StrippedOptionletBase, SwaptionVolatilityCube, TermStructure, UltimateForwardTermStructure, ZeroSpreadedTermStructure
• settlementMethod() : FloatFloatSwaption, NonstandardSwaption, Swaption
• settlementType() : FloatFloatSwaption, IrregularSwaption, NonstandardSwaption, Swaption
• settlementValue() : Bond
• settlesAccrual() : CreditDefaultSwap
• setup() : FittedBondDiscountCurve, ForwardVanillaEngine< Engine >, GlobalBootstrap< Curve >, IterativeBootstrap< Curve >, LocalBootstrap< Curve >
• setupArguments() : AssetSwap, BarrierOption, Bond, CallableBond, CapFloor, CatBond, CdsOption, CliquetOption, ComplexChooserOption, CompoundOption, ContinuousAveragingAsianOption, ContinuousFixedLookbackOption, ContinuousFloatingLookbackOption, ContinuousPartialFixedLookbackOption, ContinuousPartialFloatingLookbackOption, ConvertibleBond, CPICapFloor, CPISwap, CreditDefaultSwap, DiscreteAveragingAsianOption, DoubleBarrierOption, EnergyCommodity, EverestOption, FDMultiPeriodEngine< Scheme >, FDVanillaEngine, FixedVsFloatingSwap, FloatFloatSwap, FloatFloatSwaption, ForwardVanillaOption, HimalayaOption, HolderExtensibleOption, Instrument, IrregularSwap, IrregularSwaption, MargrabeOption, MultiAssetOption, NonstandardSwap, NonstandardSwaption, NthToDefault, Option, PagodaOption, PartialTimeBarrierOption, PathMultiAssetOption, SimpleChooserOption, Swap, Swaption, SyntheticCDO, TwoAssetBarrierOption, TwoAssetCorrelationOption, VanillaStorageOption, VanillaSwingOption, VanillaVPPOption, VarianceOption, VarianceSwap, WriterExtensibleOption, YearOnYearInflationSwap, YoYInflationCapFloor
• setupExpired() : AssetSwap, Bond, CDO, CdsOption, CPISwap, CreditDefaultSwap, FixedVsFloatingSwap, FloatFloatSwap, ForwardRateAgreement, Instrument, IrregularSwap, MultiAssetOption, NonstandardSwap, NthToDefault, OneAssetOption, PathMultiAssetOption, QuantoBarrierOption, QuantoDoubleBarrierOption, QuantoForwardVanillaOption, QuantoVanillaOption, RiskyAssetSwap, Swap, SyntheticCDO, VarianceSwap, YearOnYearInflationSwap
• setupFloatingArguments() : FixedVsFloatingSwap, OvernightIndexedSwap, VanillaSwap
• setupInterpolation() : BaseCorrelationTermStructure< Interpolator2D_T >, InterpolatedCurve< Interpolator >
• setupModels() : BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >
• setUpperAssetBorderForStressTest() : VegaStressedBlackScholesProcess
• setUpperBC() : FdmSquareRootFwdOp
• setUpperBound() : Solver1D< Impl >
• setUpperTimeBorderForStressTest() : VegaStressedBlackScholesProcess
• setupTimes() : InterpolatedCurve< Interpolator >
• setValue() : FdmNdimSolver< N >, IntervalPrice, RecoveryRateQuote, SimpleQuote
• setValues() : AdaptiveInertia, DecreasingInertia, IntervalPrice, LevyFlightInertia, ParticleSwarmOptimization::Inertia, SampledCurve, SimpleRandomInertia, TrivialInertia
• setVariable() : FdmAffineModelTermStructure
• setVariances() : ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface
• setVolatility() : YoYInflationCapFloorEngine
• SGDCurrency() : SGDCurrency
• shapeOfShift() : GFunctionFactory::GFunctionWithShifts
• sHelper() : KahaleSmileSection::sHelper
• sHelper1() : KahaleSmileSection::sHelper1
• Shibor() : Shibor
• shift() : AtmAdjustedSmileSection, AtmSmileSection, KahaleSmileSection, SmileSection, SpreadedSmileSection, SwaptionVolatilityStructure
• shiftGrid() : SampledCurve
• shiftImpl() : ConstantSwaptionVolatility, SpreadedSwaptionVolatility, SwaptionVolatilityCube, SwaptionVolatilityMatrix, SwaptionVolatilityStructure
• short_date_holder() : short_date_holder
• short_period_holder() : short_period_holder
• short_weekday_holder() : short_weekday_holder
• shortest_weekday_holder() : shortest_weekday_holder
• shortfall() : GenericRiskStatistics< S >, GenericSequenceStatistics< StatisticsType >
• shortRate() : BlackKarasinski::Dynamics, CoxIngersollRoss::Dynamics, ExtendedCoxIngersollRoss::Dynamics, G2::Dynamics, GeneralizedHullWhite::Dynamics, HullWhite::Dynamics, OneFactorModel::ShortRateDynamics, TwoFactorModel::ShortRateDynamics, Vasicek::Dynamics
• ShortRateDynamics() : OneFactorModel::ShortRateDynamics, TwoFactorModel::ShortRateDynamics
• ShortRateModel() : ShortRateModel
• ShortRateTree() : OneFactorModel::ShortRateTree, TwoFactorModel::ShortRateTree
• shortSwapIndexBase() : SwaptionVolatilityCube
• shortTermVolatility() : AbcdFunction
• side() : CreditDefaultSwap, NthToDefault
• sigma() : BlackKarasinski, CoxIngersollRoss, GsrProcessCore, G2, G2Process, GeneralizedHullWhite, GsrProcess, HestonModel, HestonProcess, HestonSLVProcess, HullWhiteForwardProcess, HullWhiteProcess, PiecewiseTimeDependentHestonModel, SquareRootProcess, SviInterpolatedSmileSection, SviInterpolation, VarianceGammaModel, VarianceGammaProcess, Vasicek
• sigmaP() : G2
• sign() : Brent, Ridder
• simEvent() : simEvent< RandomDefaultLM< copulaPolicy, USNG > >, simEvent< RandomLossLM< copulaPolicy, USNG > >
• simple_event() : simple_event
• SimpleCashFlow() : SimpleCashFlow
• SimpleChooserOption() : SimpleChooserOption
• SimpleDayCounter() : SimpleDayCounter
• SimpleLocalEstimator() : SimpleLocalEstimator
• SimplePolynomialFitting() : SimplePolynomialFitting
• SimpleQuote() : SimpleQuote
• SimpleRandomInertia() : SimpleRandomInertia
• Simplex() : Simplex
• simplexSize() : SimulatedAnnealing< RNG >
• simpson() : AnalyticHestonEngine::Integration
• SimpsonIntegral() : SimpsonIntegral
• SimulatedAnnealing() : SimulatedAnnealing< RNG >
• Singapore() : Singapore
• singleEvolverValues() : ProxyGreekEngine
• singlePathValue() : UpperBoundEngine
• singlePathValues() : AccountingEngine, PathwiseAccountingEngine, PathwiseVegasAccountingEngine, PathwiseVegasOuterAccountingEngine, ProxyGreekEngine
• Singleton() : Singleton< T, Global >
• singularTerms() : LinearTsrPricer
• singularValues() : SVD
• SITCurrency() : SITCurrency
• size() : Array, Basket, BinomialTree< T >, BlackScholesLattice< T >, BrownianBridge, CDO, CubicBSplinesFitting, DefaultProbKey, DataTable< X >, DataTable< Real >, Distribution, ExponentialSplinesFitting, ExtendedBinomialTree< T >, ExtOUWithJumpsProcess, Fdm1dMesher, Fdm2dBlackScholesOp, FdmBatesOp, FdmBlackScholesFwdOp, FdmBlackScholesOp, FdmCEVOp, FdmCIROp, FdmDupire1dOp, FdmExtendedOrnsteinUhlenbeckOp, FdmExtOUJumpOp, FdmG2Op, FdmHestonFwdOp, FdmHestonHullWhiteOp, FdmHestonOp, FdmHullWhiteOp, FdmKlugeExtOUOp, FdmLinearOpComposite, FdmLinearOpLayout, FdmLocalVolFwdOp, FdmOrnsteinUhlenbeckOp, FdmSabrOp, FdmSquareRootFwdOp, FdmZabrOp, FittedBondDiscountCurve::FittingMethod, G2ForwardProcess, G2Process, GeneralLinearLeastSquares, GenericSequenceStatistics< StatisticsType >, GJRGARCHProcess, HestonProcess, HestonSLVProcess, HybridHestonHullWhiteProcess, JointStochasticProcess, KlugeExtOUProcess, LatentModel< copulaPolicyImpl >, LeastSquareProblem, LfmCovarianceParameterization, LiborForwardModelProcess, LmCorrelationModel, LmVolatilityModel, LossDistBinomial, LossDistHomogeneous, MarketModelComposite, NelsonSiegelFitting, OneFactorModel::ShortRateTree, Parameter, PathGenerator< GSG >, Pool, RendistatoBasket, SampledCurve, Schedule, SimplePolynomialFitting, SpreadFittingMethod, StochasticProcess1D, StochasticProcess, StochasticProcessArray, SvenssonFitting, TimeGrid, TimeSeries< T, Container >, TransformedGrid, TreeLattice2D< Impl, T >, TridiagonalOperator, TrinomialTree::Branching, TrinomialTree
• size1() : Matrix
• size2() : Matrix
• skew() : COSHestonEngine
• skewness() : GeneralStatistics, GenericSequenceStatistics< StatisticsType >, IncrementalStatistics
• skippedDates() : HistoricalForwardRatesAnalysis, HistoricalForwardRatesAnalysisImpl< Traits, Interpolator >, HistoricalRatesAnalysis
• skippedDatesErrorMessage() : HistoricalForwardRatesAnalysis, HistoricalForwardRatesAnalysisImpl< Traits, Interpolator >, HistoricalRatesAnalysis
• skipTo() : Burley2020SobolRsg, LatticeRsg, SobolRsg
• SKKCurrency() : SKKCurrency
• slice() : InterpolatedYoYOptionletStripper< Interpolator1D >, JointStochasticProcess, YoYOptionletStripper
• Slovakia() : Slovakia
• smartLookup() : ExchangeRateManager, UnitOfMeasureConversionManager
• smileCorrection() : RangeAccrualPricerByBgm
• smileSection() : BlackVolSurface, CallableBondVolatilityStructure, MarkovFunctional::CustomSmileFactory, OptionletVolatilityStructure
• SmileSection() : SmileSection
• smileSection() : SwaptionVolatilityStructure, XabrSwaptionVolatilityCube< Model >
• smileSectionImpl() : BlackVolSurface, CallableBondConstantVolatility, CallableBondVolatilityStructure, CapletVarianceCurve, ConstantOptionletVolatility, ConstantSwaptionVolatility, Gaussian1dSwaptionVolatility, InterpolatedSwaptionVolatilityCube, OptionletVolatilityStructure, SabrVolSurface, SpreadedOptionletVolatility, SpreadedSwaptionVolatility, StrippedOptionletAdapter, SwaptionVolatilityMatrix, SwaptionVolatilityStructure, TenorOptionletVTS, TenorSwaptionVTS, XabrSwaptionVolatilityCube< Model >
• SmileSectionUtils() : SmileSectionUtils
• SMMDriftCalculator() : SMMDriftCalculator
• SobolBrownianBridgeRsg() : SobolBrownianBridgeRsg
• SobolBrownianGenerator() : SobolBrownianGenerator
• SobolBrownianGeneratorBase() : SobolBrownianGeneratorBase
• SobolBrownianGeneratorFactory() : SobolBrownianGeneratorFactory
• SobolRsg() : SobolRsg
• Sofr() : Sofr
• SofrFutureRateHelper() : SofrFutureRateHelper
• SoftCallability() : SoftCallability
• solution() : FittedBondDiscountCurve::FittingMethod
• solve() : AlphaFinder, BiCGstab, GMRES, Solver1D< Impl >
• solve_splitting() : Fdm2dBlackScholesOp, FdmBatesOp, FdmBlackScholesFwdOp, FdmBlackScholesOp, FdmCEVOp, FdmCIROp, FdmDupire1dOp, FdmExtendedOrnsteinUhlenbeckOp, FdmExtOUJumpOp, FdmG2Op, FdmHestonFwdOp, FdmHestonHullWhiteOp, FdmHestonOp, FdmHullWhiteOp, FdmKlugeExtOUOp, FdmLinearOpComposite, FdmLocalVolFwdOp, FdmOrnsteinUhlenbeckOp, FdmSabrOp, FdmSquareRootFwdOp, FdmZabrOp, TripleBandLinearOp
• solveFor() : SVD, TridiagonalOperator
• solveImpl() : Bisection, Brent, FalsePosition, FiniteDifferenceNewtonSafe, GMRES, Newton, NewtonSafe, Ridder, Secant
• Solver1D() : Solver1D< Impl >
• solveWithMaxHomogeneity() : AlphaFinder
• solveWithRestart() : GMRES
• Sonia() : Sonia
• SOR() : TridiagonalOperator
• sort() : GeneralStatistics
• source() : ExchangeRate, UnitOfMeasureConversion
• SouthAfrica() : SouthAfrica
• SouthKorea() : SouthKorea
• spacing() : FdmLinearOpLayout
• spanningTime() : IborCoupon
• spanningTimeIndexMaturity() : IborCoupon
• SparseILUPreconditioner() : SparseILUPreconditioner
• sparseSabrParameters() : XabrSwaptionVolatilityCube< Model >
• spawnFcts() : GaussianQuadMultidimIntegrator, MultidimIntegral
• speed() : CoxIngersollRossProcess, ExtendedOrnsteinUhlenbeckProcess, GeneralizedHullWhite, GeneralizedOrnsteinUhlenbeckProcess, OrnsteinUhlenbeckProcess
• SphereCylinderOptimizer() : SphereCylinderOptimizer
• splitESFLevel() : DefaultLossModel
• splitLossCond() : SaddlePointLossModel< CP >
• splitVaRAndError() : RandomLM< derivedRandomLM, copulaPolicy, USNG >
• splitVaRLevel() : Basket, DefaultLossModel, RandomLM< derivedRandomLM, copulaPolicy, USNG >, SaddlePointLossModel< CP >
• spot() : AnalyticCompoundOptionEngine, EquityIndex, FxSwapRateHelper
• spotIncome() : BlackCallableFixedRateBondEngine, BondForward, Forward
• SpotRecoveryLatentModel() : SpotRecoveryLatentModel< copulaPolicy >
• spotValue() : BondForward, Forward
• spread() : ArithmeticAverageOIS, AssetSwap, CPICoupon, CPISwap, FixedVsFloatingSwap, FloatingRateCoupon, NonstandardSwap, RiskyAssetSwap, SwapRateHelper, YearOnYearInflationSwap, YoYInflationCoupon
• spread1() : FloatFloatSwap
• spread2() : FloatFloatSwap
• spreadAdjustedRate() : DiscretizedConvertible
• SpreadBasketPayoff() : SpreadBasketPayoff
• SpreadCdsHelper() : SpreadCdsHelper
• SpreadedHazardRateCurve() : SpreadedHazardRateCurve
• SpreadedOptionletVolatility() : SpreadedOptionletVolatility
• SpreadedSmileSection() : SpreadedSmileSection
• SpreadedSwaptionVolatility() : SpreadedSwaptionVolatility
• spreadErrors() : CmsMarket
• SpreadFittingMethod() : SpreadFittingMethod
• SpreadOption() : SpreadOption
• spreads() : NonstandardSwap
• spreadsVol() : OptionletStripper2
• spreadsVolImplied() : OptionletStripper2
• spreadVolInterpolation() : XabrSwaptionVolatilityCube< Model >
• Sqrt() : Array
• SquareRootAndersen() : SquareRootAndersen
• SquareRootCLVModel() : SquareRootCLVModel
• SquareRootProcess() : SquareRootProcess
• SquareRootProcessRNDCalculator() : SquareRootProcessRNDCalculator
• standard_value() : InverseCumulativeNormal
• standardDeviation() : GeneralStatistics, GenericSequenceStatistics< StatisticsType >, IncrementalStatistics, StatsHolder
• standardDeviations() : CovarianceDecomposition
• standardErrors() : GeneralLinearLeastSquares
• startDate() : Bond, BondFunctions, CapFloor, CashFlows, DateInterval, ForwardSwapQuote, Schedule, Swap, VarianceOption, VarianceSwap, YoYInflationCapFloor, ZeroCouponInflationSwap, ZeroCouponSwap
• startDiscounts() : Swap
• startNewPath() : LogNormalCmSwapRatePc, LogNormalCotSwapRatePc, LogNormalFwdRateBalland, LogNormalFwdRateEuler, LogNormalFwdRateEulerConstrained, LogNormalFwdRateiBalland, LogNormalFwdRateIpc, LogNormalFwdRatePc, MarketModelEvolver, NormalFwdRatePc, SVDDFwdRatePc
• startState() : FireflyAlgorithm, ParticleSwarmOptimization
• startTime() : RangeAccrualFloatersCoupon
• state() : AmericanBasketPathPricer, AmericanPathPricer, EarlyExercisePathPricer< PathType, TimeType, ValueType >
• stateMesher() : FdmVPPStepConditionFactory
• statePrices() : TreeLattice< Impl >
• stateProcess() : Gaussian1dModel
• stateVariable() : GeneralizedBlackScholesProcess, Merton76Process
• stateVariables() : MarketModelVolProcess, SquareRootAndersen
• stationary_cdf() : SquareRootProcessRNDCalculator
• stationary_invcdf() : SquareRootProcessRNDCalculator
• stationary_pdf() : SquareRootProcessRNDCalculator
• stats() : HistoricalRatesAnalysis
• StatsHolder() : StatsHolder
• stdDeviation() : AnalyticBarrierEngine, AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDoubleBarrierEngine, AnalyticPartialTimeBarrierOptionEngine, BrownianBridge, CoxIngersollRossProcess, ExtendedOrnsteinUhlenbeckProcess, G2ForwardProcess, G2Process, GemanRoncoroniProcess, GeneralizedBlackScholesProcess, GeneralizedOrnsteinUhlenbeckProcess, GsrProcess, HullWhiteForwardProcess, HullWhiteProcess, JointStochasticProcess, MfStateProcess, OrnsteinUhlenbeckProcess, StochasticProcess1D, StochasticProcess, StochasticProcessArray
• stdDeviationDaughter() : AnalyticCompoundOptionEngine
• stdDeviationMother() : AnalyticCompoundOptionEngine
• stdDeviations() : NumericHaganPricer
• SteepestDescent() : SteepestDescent
• step() : CraigSneydScheme, CrankNicolsonScheme, DouglasScheme, ExplicitEulerScheme, HundsdorferScheme, ImplicitEulerScheme, MethodOfLinesScheme, MixedScheme< Operator >, ModifiedCraigSneydScheme, ParallelEvolver< Evolver >, step_iterator< Iterator >, TRBDF2< Operator >, TrBDF2Scheme< TrapezoidalScheme >
• step_iterator() : step_iterator< Iterator >
• stepback() : BlackScholesLattice< T >, TreeLattice< Impl >, TsiveriotisFernandesLattice< T >
• stepBegin() : VegaBumpCluster
• stepEnd() : VegaBumpCluster
• steps() : OneFactorCopula
• stepSd() : MarketModelVolProcess, SquareRootAndersen
• StickyMaxPayoff() : StickyMaxPayoff
• StickyMinPayoff() : StickyMinPayoff
• StickyPayoff() : StickyPayoff
• StochasticCollocationInvCDF() : StochasticCollocationInvCDF
• StochasticProcess() : StochasticProcess
• StochasticProcess1D() : StochasticProcess1D
• StochasticProcessArray() : StochasticProcessArray
• Stock() : Stock
• stoppingTimes() : FdmStepConditionComposite
• strategy() : CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct
• stream() : Tracing
• strike() : AnalyticBarrierEngine, AnalyticComplexChooserEngine, AnalyticContinuousFixedLookbackEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticDoubleBarrierEngine, AnalyticHolderExtensibleOptionEngine, AnalyticPartialTimeBarrierOptionEngine, AnalyticTwoAssetBarrierEngine, CPICapFloor, ForwardTypePayoff, NumericHaganPricer::ConundrumIntegrand, StrikedTypePayoff, SuoWangDoubleBarrierEngine, VarianceSwap
• strikeDaughter() : AnalyticCompoundOptionEngine
• StrikedTypePayoff() : StrikedTypePayoff
• strikeFromDelta() : BlackDeltaCalculator
• strikeFromPrice() : LinearTsrPricer
• strikeFromVegaRatio() : LinearTsrPricer
• strikeGamma() : BlackCalculator
• strikeGrid() : SmileSectionUtils
• strikeMother() : AnalyticCompoundOptionEngine
• strikes() : CapFloorTermVolSurface, CPICapFloorTermPriceSurface, InterpolatedYoYOptionletStripper< Interpolator1D >, YoYCapFloorTermPriceSurface, YoYOptionletStripper
• strikeSensitivity() : BlackCalculator, OneAssetOption
• strikeSpreads() : SwaptionVolatilityCube
• StrippedCappedFlooredCoupon() : StrippedCappedFlooredCoupon
• StrippedCappedFlooredCouponLeg() : StrippedCappedFlooredCouponLeg
• StrippedOptionlet() : StrippedOptionlet
• StrippedOptionletAdapter() : StrippedOptionletAdapter
• StudentDistribution() : StudentDistribution
• StulzEngine() : StulzEngine
• SubPeriodsCoupon() : SubPeriodsCoupon
• SubPeriodsLeg() : SubPeriodsLeg
• subtract() : CompositeInstrument, MarketModelComposite
• subtractInflationNominal() : CPISwap
• succeed() : LineSearch
• suggestedNumeraires() : CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, MarketModelCashRebate, MarketModelComposite, MarketModelMultiProduct, MarketModelPathwiseCashRebate, MarketModelPathwiseCoterminalSwaptionsDeflated, MarketModelPathwiseCoterminalSwaptionsNumericalDeflated, MarketModelPathwiseInverseFloater, MarketModelPathwiseMultiCaplet, MarketModelPathwiseMultiDeflatedCap, MarketModelPathwiseMultiDeflatedCaplet, MarketModelPathwiseMultiProduct, MarketModelPathwiseSwap, MultiProductMultiStep, MultiProductOneStep, MultiProductPathwiseWrapper
• SuoWangDoubleBarrierEngine() : SuoWangDoubleBarrierEngine
• SuperFundPayoff() : SuperFundPayoff
• SuperSharePayoff() : SuperSharePayoff
• surfaces() : VolatilityCube
• survivalProbabilities() : InterpolatedSurvivalProbabilityCurve< Interpolator >
• survivalProbability() : DefaultProbabilityTermStructure
• survivalProbabilityImpl() : DefaultDensityStructure, DefaultProbabilityTermStructure, FlatHazardRate, HazardRateStructure, InterpolatedAffineHazardRateCurve< Interpolator >, InterpolatedDefaultDensityCurve< Interpolator >, InterpolatedHazardRateCurve< Interpolator >, InterpolatedSurvivalProbabilityCurve< Interpolator >, OneFactorAffineSurvivalStructure, PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
• SurvivalProbabilityStructure() : SurvivalProbabilityStructure
• SVD() : SVD
• SVDDFwdRatePc() : SVDDFwdRatePc
• SvenssonFitting() : SvenssonFitting
• Svi() : Svi
• SviInterpolatedSmileSection() : SviInterpolatedSmileSection
• SviInterpolation() : SviInterpolation
• SviSmileSection() : SviSmileSection
• swap() : ArithmeticOISRateHelper, Array, CdsHelper, Clone< T >, Data< X, Y >, Data< std::vector< Real >, EmptyArg >, FdmLinearOpIterator, HaganIrregularSwaptionEngine::Basket, Matrix, NinePointLinearOp, OISRateHelper, SampledCurve
• Swap() : Swap
• swap() : SwapRateHelper, TridiagonalOperator, TripleBandLinearOp
• swapAnnuity() : Gaussian1dModel
• swapAnnuityInternal() : MarkovFunctional
• SwapBasisSystem() : SwapBasisSystem
• SwapCashFlows() : SwapCashFlows
• swapDerivative() : SwapForwardMappings
• swapDurations() : RendistatoCalculator
• SwapForwardBasisSystem() : SwapForwardBasisSystem
• swapIndex() : CmsCoupon
• SwapIndex() : SwapIndex
• swapIndex1() : SwapSpreadIndex
• swapIndex2() : SwapSpreadIndex
• swapIndexBase() : SwaptionVolatilityCube
• swapLength() : SwaptionVolatilityStructure
• swapLengths() : CmsMarket, RendistatoCalculator, SwaptionVolatilityDiscrete, XabrSwaptionVolatilityCube< Model >::Cube
• swapletPrice() : AnalyticHaganPricer, ArithmeticAveragedOvernightIndexedCouponPricer, BlackIborCouponPricer, CPICouponPricer, FloatingRateCouponPricer, HaganPricer, InflationCouponPricer, LinearTsrPricer, LognormalCmsSpreadPricer, NumericHaganPricer, RangeAccrualPricerByBgm, SubPeriodsPricer, YoYInflationCouponPricer
• swapletRate() : ArithmeticAveragedOvernightIndexedCouponPricer, AveragingRatePricer, BlackIborCouponPricer, CompoundingRatePricer, CPICouponPricer, FloatingRateCouponPricer, HaganPricer, InflationCouponPricer, LinearTsrPricer, LognormalCmsSpreadPricer, RangeAccrualPricer, YoYInflationCouponPricer
• swapPseudoRoot() : CTSMMCapletCalibration
• swapPseudoRoots() : CTSMMCapletCalibration
• swapRate() : CurveState, Gaussian1dModel
• SwapRateHelper() : SwapRateHelper
• swapRateInternal() : MarkovFunctional
• swapRates() : RendistatoCalculator
• SwapRateTrigger() : SwapRateTrigger
• swapSpreadIndex() : CmsSpreadCoupon
• SwapSpreadIndex() : SwapSpreadIndex
• swapTenors() : CmsMarket, SwaptionVolatilityDiscrete, XabrSwaptionVolatilityCube< Model >::Cube
• swaption() : G2
• Swaption() : Swaption
• swaption() : SwaptionCashFlows, SwaptionHelper
• SwaptionCashFlows() : SwaptionCashFlows
• SwaptionHelper() : SwaptionHelper
• swaptionImpliedVolatility() : SwapForwardMappings
• swaptionMaxError() : CTSMMCapletCalibration
• swaptionPriceInternal() : MarkovFunctional
• SwaptionPseudoDerivative() : SwaptionPseudoDerivative
• swaptionRmsError() : CTSMMCapletCalibration
• swaptionVolatility() : CmsCouponPricer
• SwaptionVolatilityCube() : SwaptionVolatilityCube
• SwaptionVolatilityDiscrete() : SwaptionVolatilityDiscrete
• SwaptionVolatilityMatrix() : SwaptionVolatilityMatrix
• SwaptionVolatilityStructure() : SwaptionVolatilityStructure
• swapYields() : RendistatoCalculator
• Sweden() : Sweden
• Swestr() : Swestr
• SwingExercise() : SwingExercise
• switchIndex() : MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >
• switchStrike() : OptionletStripper1
• Switzerland() : Switzerland
• symbol() : Currency
• SymmetricSchurDecomposition() : SymmetricSchurDecomposition
• SyntheticCDO() : SyntheticCDO