- v -

• v() : FdmSquareRootFwdOp
• V() : G2, GeneralizedHullWhite, SVD
• v0() : GJRGARCHModel, GJRGARCHProcess, HestonModel, HestonProcess, HestonSLVProcess, PiecewiseTimeDependentHestonModel
• validate() : AbcdMathFunction, AssetSwap::arguments, BarrierOption::arguments, Bond::arguments, CallableBond::arguments, CapFloor::arguments, CatBond::arguments, CdsOption::arguments, CliquetOption::arguments, ComplexChooserOption::arguments, CompoundOption::arguments, ContinuousAveragingAsianOption::arguments, ContinuousFixedLookbackOption::arguments, ContinuousFloatingLookbackOption::arguments, ContinuousPartialFixedLookbackOption::arguments, ContinuousPartialFloatingLookbackOption::arguments, ConvertibleBond::arguments, CPICapFloor::arguments, CPISwap::arguments, CreditDefaultSwap::arguments, DiscreteAveragingAsianOption::arguments, DoubleBarrierOption::arguments, EnergyCommodity::arguments, EverestOption::arguments, FixedVsFloatingSwap::arguments, FloatFloatSwap::arguments, FloatFloatSwaption::arguments, ForwardOptionArguments< ArgumentsType >, HimalayaOption::arguments, HolderExtensibleOption::arguments, IrregularSwap::arguments, IrregularSwaption::arguments, MargrabeOption::arguments, MarkovFunctional::ModelSettings, MultiplicativePriceSeasonality, NonstandardSwap::arguments, NonstandardSwaption::arguments, NthToDefault::arguments, Option::arguments, PagodaOption::arguments, PartialTimeBarrierOption::arguments, PathMultiAssetOption::arguments, PricingEngine::arguments, SimpleChooserOption::arguments, Swap::arguments, Swaption::arguments, SyntheticCDO::arguments, TwoAssetBarrierOption::arguments, TwoAssetCorrelationOption::arguments, VanillaStorageOption::arguments, VanillaSwingOption::arguments, VanillaVPPOption::arguments, VarianceOption::arguments, VarianceSwap::arguments, WriterExtensibleOption::arguments, YearOnYearInflationSwap::arguments, YoYInflationCapFloor::arguments
• validVectors() : OrthogonalProjections
• ValuationData() : AdaptedPathPayoff::ValuationData
• valuationDate() : Instrument
• value() : AbcdCalibration::AbcdError, AbcdCalibration, AdaptedPathPayoff, AmericanPayoffAtExpiry, AmericanPayoffAtHit, BasketGeneratingEngine::MatchHelper, BermudanSwaptionExerciseValue, BlackCalculator, CalibratedModel, CEVCalculator, CompositeQuote< BinaryFunction >, ConstantParameter::Impl, CostFunction, DeltaVolQuote, DerivedQuote< UnaryFunction >, AbcdInterpolationImpl< I1, I2 >, BachelierSpec, BackwardFlatInterpolationImpl< I1, I2 >, BackwardflatLinearInterpolationImpl< I1, I2, M >, BicubicSplineImpl< I1, I2, M >, BilinearInterpolationImpl< I1, I2, M >, Black76Spec, ComboHelper, ConstantGradHelper, ConvexMonotone2Helper, ConvexMonotone3Helper, ConvexMonotone4Helper, ConvexMonotone4MinHelper, ConvexMonotoneImpl< I1, I2 >, CubicInterpolationImpl< I1, I2 >, EverywhereConstantHelper, ForwardFlatInterpolationImpl< I1, I2 >, KernelInterpolation2DImpl< I1, I2, M, Kernel >, KernelInterpolationImpl< I1, I2, Kernel >, LagrangeInterpolationImpl< I1, I2 >, LinearFlatInterpolationImpl< I1, I2 >, LinearInterpolationImpl< I1, I2 >, LogInterpolationImpl< I1, I2, Interpolator >, MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >, Polynomial2DSplineImpl< I1, I2, M >, QuadraticHelper, QuadraticMinHelper, SectionHelper, UpdatedYInterpolation, VannaVolgaInterpolationImpl< I1, I2 >, XABRInterpolationImpl< I1, I2, Model >, XABRInterpolationImpl< I1, I2, Model >::XABRError, EurodollarFuturesImpliedStdDevQuote, ExtendedCoxIngersollRoss::FittingParameter::Impl, FlatExtrapolator2D::FlatExtrapolator2DImpl, ForwardSwapQuote, ForwardValueQuote, FrobeniusCostFunction, FuturesConvAdjustmentQuote, G2::FittingParameter::Impl, GammaFunction, GaussianOrthogonalPolynomial, GeneralizedHullWhite::FittingParameter::Impl, HullWhite::FittingParameter::Impl, ImpliedStdDevQuote, Interpolation2D::Impl, Interpolation::Impl, InterpolationParameter::Impl, IntervalPrice, LagrangeInterpolation, LastFixingQuote, LeastSquareFunction, MarketModelExerciseValue, McSimulation< MC, RNG, S >, Money, NothingExerciseValue, NullParameter::Impl, ObservableValue< T >, Parameter::Impl, Path, PathPayoff, PenaltyFunction< Curve >, PiecewiseConstantParameter::Impl, Problem, ProjectedCostFunction, Quote, RecoveryRateQuote, RendistatoEquivalentSwapLengthQuote, RendistatoEquivalentSwapSpreadQuote, SampledCurve, SimpleQuote, StochasticCollocationInvCDF, TermStructureFittingParameter::NumericalImpl
• value1() : CompositeQuote< BinaryFunction >
• value2() : CompositeQuote< BinaryFunction >
• valueAndGradient() : CostFunction, LeastSquareFunction, Problem
• valueAt() : Fdm2dBlackScholesSolver, FdmBatesSolver, FdmBlackScholesSolver, FdmCIRSolver, FdmExtOUJumpSolver, FdmG2Solver, FdmHestonHullWhiteSolver, FdmHestonSolver, FdmHullWhiteSolver, FdmKlugeExtOUSolver< N >, FdmSimple2dBSSolver, FdmSimple2dExtOUSolver, FdmSimple3dExtOUJumpSolver
• valueAtCenter() : SampledCurve
• valueAtRisk() : GenericRiskStatistics< S >, GenericSequenceStatistics< StatisticsType >
• valueAtTurningPoint() : AlphaFinder, quadratic
• valueDate() : EURLibor, ForwardSwapQuote, InterestRateIndex, Libor, OvernightIndexFuture
• valueDates() : OvernightIndexedCoupon, SubPeriodsCoupon
• values() : AbcdCalibration::AbcdError, BasketGeneratingEngine::MatchHelper, CostFunction, XABRInterpolationImpl< I1, I2, Model >::XABRError, DiscretizedAsset, FrobeniusCostFunction, LeastSquareFunction, MarketModelNodeDataProvider, PenaltyFunction< Curve >, Problem, ProjectedCostFunction, SampledCurve, SwapBasisSystem, SwapForwardBasisSystem, TimeSeries< T, Container >, TriggeredSwapExercise
• valuesAndJacobian() : CostFunction
• valueWithSamples() : McSimulation< MC, RNG, S >
• vanilla() : DiscretizedBarrierOption, DiscretizedDoubleBarrierOption
• vanillaComposite() : FdmStepConditionComposite
• vanillaEquivalent() : AnalyticDoubleBarrierEngine
• VanillaForwardPayoff() : VanillaForwardPayoff
• VanillaOption() : VanillaOption
• VanillaStorageOption() : VanillaStorageOption
• VanillaSwap() : VanillaSwap
• VanillaSwingOption() : VanillaSwingOption
• VanillaVPPOption() : VanillaVPPOption
• VannaVolga() : VannaVolga
• VannaVolgaBarrierEngine() : VannaVolgaBarrierEngine
• VannaVolgaDoubleBarrierEngine() : VannaVolgaDoubleBarrierEngine< DoubleBarrierEngine >
• VannaVolgaInterpolation() : VannaVolgaInterpolation
• VannaVolgaInterpolationImpl() : VannaVolgaInterpolationImpl< I1, I2 >
• var() : COSHestonEngine
• variable() : BlackKarasinski::Dynamics, CoxIngersollRoss::Dynamics, ExtendedCoxIngersollRoss::Dynamics, GeneralizedHullWhite::Dynamics, HullWhite::Dynamics, OneFactorModel::ShortRateDynamics, Vasicek::Dynamics
• variance() : AbcdFunction, CoxIngersollRossProcess, GsrProcessCore, EndEulerDiscretization, EulerDiscretization, ExtendedOrnsteinUhlenbeckProcess, GeneralizedBlackScholesProcess, GeneralizedOrnsteinUhlenbeckProcess, GeneralStatistics, GenericSequenceStatistics< StatisticsType >, GsrProcess, HullWhiteForwardProcess, HullWhiteProcess, IncrementalStatistics, MfStateProcess, OrnsteinUhlenbeckProcess, PiecewiseConstantVariance, SmileSection, StochasticProcess1D::discretization, StochasticProcess1D, SwaptionPseudoDerivative, VarianceSwap
• varianceDerivative() : SwaptionPseudoDerivative
• varianceDistribution() : HestonProcess
• varianceFactors() : TCopulaPolicy
• VarianceGammaEngine() : VarianceGammaEngine
• VarianceGammaModel() : VarianceGammaModel
• VarianceGammaProcess() : VarianceGammaProcess
• varianceImpl() : AtmAdjustedSmileSection, AtmSmileSection, InterpolatedSmileSection< Interpolator >, NoArbSabrInterpolatedSmileSection, SabrInterpolatedSmileSection, SabrSmileSection, SmileSection, SviInterpolatedSmileSection, ZabrInterpolatedSmileSection< Evaluation >
• VarianceOption() : VarianceOption
• VariancePathPricer() : VariancePathPricer
• variances() : CovarianceDecomposition, PiecewiseConstantAbcdVariance, PiecewiseConstantVariance
• VarianceSwap() : VarianceSwap
• variatesPerStep() : MarketModelVolProcess, SquareRootAndersen
• Vasicek() : Vasicek
• VEBCurrency() : VEBCurrency
• vectorBinder() : MultidimIntegral
• VectorIntegrator() : GaussianQuadMultidimIntegrator::VectorIntegrator
• vectorIntegratorVR() : GaussianQuadMultidimIntegrator
• vega() : AtmAdjustedSmileSection, BlackCalculator, BachelierSpec, Black76Spec, VannaVolgaInterpolationImpl< I1, I2 >, MultiAssetOption, OneAssetOption, SmileSection
• VegaBumpCluster() : VegaBumpCluster
• VegaBumpCollection() : VegaBumpCollection
• VegaRatioHelper() : LinearTsrPricer::VegaRatioHelper
• VegaStressedBlackScholesProcess() : VegaStressedBlackScholesProcess
• vegaWeightedSmileFit() : SwaptionVolatilityCube
• visit() : Visitor< T >
• VNDCurrency() : VNDCurrency
• vol() : GsrProcessCore, GeneralizedHullWhite
• volaEstimate() : FdmHestonLocalVolatilityVarianceMesher, FdmHestonVarianceMesher
• volatilities() : PiecewiseConstantAbcdVariance, PiecewiseConstantVariance
• volatility() : AbcdFunction, AnalyticBarrierEngine, AnalyticComplexChooserEngine, AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDoubleBarrierEngine, AnalyticHolderExtensibleOptionEngine, AnalyticPartialTimeBarrierOptionEngine, BachelierCapFloorEngine, BlackCalibrationHelper, BlackCapFloorEngine, BlackCdsOptionEngine, CallableBondVolatilityStructure, CapFloorTermVolatilityStructure, CoxIngersollRossProcess, CPIVolatilitySurface, BlackStyleSwaptionEngine< Spec >, SABRWrapper, ExtendedOrnsteinUhlenbeckProcess, FuturesConvAdjustmentQuote, GeneralizedOrnsteinUhlenbeckProcess, Gsr, LmConstWrapperVolatilityModel, LmExtLinearExponentialVolModel, LmFixedVolatilityModel, LmLinearExponentialVolatilityModel, LmVolatilityModel, MarkovFunctional, OptionletVolatilityStructure, OrnsteinUhlenbeckProcess, PiecewiseConstantVariance, SmileSection, SuoWangDoubleBarrierEngine, SwaptionVolatilityStructure, YoYInflationCapFloorEngine, YoYOptionletVolatilitySurface
• volatility1() : AnalyticTwoAssetBarrierEngine
• volatility2() : AnalyticTwoAssetBarrierEngine
• VolatilityBumpInstrumentJacobian() : VolatilityBumpInstrumentJacobian
• VolatilityCube() : VolatilityCube
• volatilityDaughter() : AnalyticCompoundOptionEngine
• volatilityDerivative() : CapPseudoDerivative, SwaptionPseudoDerivative
• volatilityImpl() : AtmAdjustedSmileSection, AtmSmileSection, CallableBondConstantVolatility, CallableBondVolatilityStructure, CapFloorTermVolatilityStructure, CapFloorTermVolCurve, CapFloorTermVolSurface, CapletVarianceCurve, ConstantCapFloorTermVolatility, ConstantCPIVolatility, ConstantOptionletVolatility, ConstantSwaptionVolatility, ConstantYoYOptionletVolatility, CPIVolatilitySurface, FlatSmileSection, Gaussian1dSmileSection, Gaussian1dSwaptionVolatility, InterpolatedSmileSection< Interpolator >, InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >, KahaleSmileSection, KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D >, NoArbSabrInterpolatedSmileSection, NoArbSabrSmileSection, OptionletVolatilityStructure, SabrInterpolatedSmileSection, SabrSmileSection, SmileSection, SpreadedOptionletVolatility, SpreadedSmileSection, SpreadedSwaptionVolatility, StrippedOptionletAdapter, SviInterpolatedSmileSection, SviSmileSection, SwaptionVolatilityCube, SwaptionVolatilityMatrix, SwaptionVolatilityStructure, TenorOptionletVTS::TenorOptionletSmileSection, TenorOptionletVTS, TenorSwaptionVTS::TenorSwaptionSmileSection, TenorSwaptionVTS, YoYOptionletVolatilitySurface, ZabrInterpolatedSmileSection< Evaluation >, ZabrSmileSection< Evaluation >
• VolatilityInterpolationSpecifier() : VolatilityInterpolationSpecifier
• VolatilityInterpolationSpecifierabcd() : VolatilityInterpolationSpecifierabcd
• volatilityModel() : LfmCovarianceProxy
• volatilityMother() : AnalyticCompoundOptionEngine
• VolatilityObserver() : Gsr::VolatilityObserver
• volatilitySpreads() : SabrVolSurface
• volatilitySquared() : AnalyticDoubleBarrierEngine
• VolatilityTermStructure() : VolatilityTermStructure
• volatilityType() : AtmAdjustedSmileSection, AtmSmileSection, BlackCalibrationHelper, CapletVarianceCurve, ConstantOptionletVolatility, ConstantSwaptionVolatility, KahaleSmileSection, OptionletStripper, OptionletVolatilityStructure, SmileSection, SpreadedOptionletVolatility, SpreadedSmileSection, SpreadedSwaptionVolatility, StrippedOptionlet, StrippedOptionletAdapter, StrippedOptionletBase, SwaptionVolatilityCube, SwaptionVolatilityMatrix, SwaptionVolatilityStructure, TenorOptionletVTS, TenorSwaptionVTS, YoYOptionletVolatilitySurface
• volCubeAtmCalibrated() : XabrSwaptionVolatilityCube< Model >
• volSpreads() : InterpolatedSwaptionVolatilityCube, SwaptionVolatilityCube
• volume() : LossDistBinomial, LossDistHomogeneous