Here is a list of all class members with links to the classes they belong to:

- r -

• r0() : Vasicek
• r0_ : CoxIngersollRoss, Vasicek
• r1 : LecuyerUniformRng
• r2 : LecuyerUniformRng
• r_ : AnalyticGJRGARCHEngine
• R_ : AnalyticHestonForwardEuropeanEngine
• r_ : QdPlusAddOnValue, FdmAffineModelTermStructure, InterestRate, RendistatoEquivalentSwapLengthQuote, RendistatoEquivalentSwapSpreadQuote, SABRVolTermStructure, SphereCylinderOptimizer
• ra0 : ErrorFunction
• ra1 : ErrorFunction
• ra2 : ErrorFunction
• ra3 : ErrorFunction
• ra4 : ErrorFunction
• ra5 : ErrorFunction
• ra6 : ErrorFunction
• ra7 : ErrorFunction
• ran_u : KnuthUniformRng
• Rand1DiffWithDither : DifferentialEvolution
• Rand1DiffWithPerVectorDither : DifferentialEvolution
• Rand1SelfadaptiveWithRotation : DifferentialEvolution
• Rand1Standard : DifferentialEvolution
• RandomDefaultLM() : RandomDefaultLM< copulaPolicy, USNG >
• RandomDefaultModel() : RandomDefaultModel
• RandomizedLDS() : RandomizedLDS< LDS, PRS >
• randomizer_ : RandomizedLDS< LDS, PRS >
• RandomLM() : RandomLM< derivedRandomLM, copulaPolicy, USNG >
• RandomLM< ::QuantLib::RandomDefaultLM, copulaPolicy, USNG > : RandomDefaultLM< copulaPolicy, USNG >
• RandomLM< ::QuantLib::RandomLossLM, copulaPolicy, USNG > : RandomLossLM< copulaPolicy, USNG >
• RandomLossLM() : RandomLossLM< copulaPolicy, USNG >
• RandomSequenceGenerator() : RandomSequenceGenerator< RNG >
• randomShift_ : HaltonRsg
• randomStart_ : HaltonRsg
• randomWalk_ : FireflyAlgorithm
• ranf_arr_buf : KnuthUniformRng
• ranf_arr_cycle() : KnuthUniformRng
• ranf_arr_ptr : KnuthUniformRng
• ranf_arr_sentinel : KnuthUniformRng
• ranf_array() : KnuthUniformRng
• ranf_start() : KnuthUniformRng
• range : EvolutionDescription
• Range : PartialBarrier
• range_ : G2SwaptionEngine
• RangeAccrualFloatersCoupon() : RangeAccrualFloatersCoupon
• RangeAccrualLeg() : RangeAccrualLeg
• RangeAccrualPricerByBgm() : RangeAccrualPricerByBgm
• rank() : NthToDefault, SVD
• rank_ : FrobeniusCostFunction
• rankReducedSqrt() : Matrix
• ranlux64_base_01 : Ranlux64UniformRng< P, R >
• Ranlux64UniformRng() : Ranlux64UniformRng< P, R >
• ranlux_ : Ranlux64UniformRng< P, R >
• RatchetMaxPayoff() : RatchetMaxPayoff
• RatchetMinPayoff() : RatchetMinPayoff
• RatchetPayoff() : RatchetPayoff
• rate() : CappedFlooredCoupon, CappedFlooredYoYInflationCoupon, Coupon, DigitalCoupon, ExchangeRate, ExchangeRateManager::Entry, FixedRateCoupon, FloatingRateCoupon, FractionalDividend, InflationCoupon, InterestRate, OvernightIndexFuture, StrippedCappedFlooredCoupon
• rate_ : ExchangeRate, FixedRateCoupon, FlatForward, FloatingRateCoupon, FractionalDividend, InflationCoupon
• rate_map : DefaultEvent
• rateBegin() : VegaBumpCluster
• rateBegin_ : VegaBumpCluster
• RateBound : LinearTsrPricer::Settings
• rateChain_ : ExchangeRate
• rateConstraints_ : LogNormalFwdRateEulerConstrained
• rateCurve_ : HaganPricer
• rateEnd() : VegaBumpCluster
• rateEnd_ : VegaBumpCluster
• rateHelpersEnd_ : PenaltyFunction< Curve >
• rateHelpersStart_ : PenaltyFunction< Curve >
• rateIndex_ : SwapBasisSystem, SwapForwardBasisSystem, SwapRateTrigger, TriggeredSwapExercise
• rateonevols_ : AlphaFinder
• RatePseudoRootJacobian() : RatePseudoRootJacobian
• RatePseudoRootJacobianAllElements() : RatePseudoRootJacobianAllElements
• RatePseudoRootJacobianNumerical() : RatePseudoRootJacobianNumerical
• rates() : InterpolatedYoYInflationCurve< Interpolator >, InterpolatedZeroInflationCurve< Interpolator >
• rateSpread() : SubPeriodsCoupon
• rateSpread_ : SubPeriodsCoupon
• rateSpreads_ : SubPeriodsLeg
• rateTaus() : CurveState, EvolutionDescription
• rateTaus_ : CurveState, EvolutionDescription, LogNormalFwdRateBalland, LogNormalFwdRateiBalland, LogNormalFwdRateIpc
• rateTimes() : CotSwapFromFwdCorrelation, CurveState, EvolutionDescription, ExponentialForwardCorrelation, PiecewiseConstantAbcdVariance, PiecewiseConstantCorrelation, PiecewiseConstantVariance, TimeHomogeneousForwardCorrelation
• rateTimes_ : BermudanSwaptionExerciseValue, CurveState, EvolutionDescription, ExponentialForwardCorrelation, MarketModelComposite, MarketModelPathwiseCoterminalSwaptionsDeflated, MarketModelPathwiseCoterminalSwaptionsNumericalDeflated, MarketModelPathwiseInverseFloater, MarketModelPathwiseMultiCaplet, MarketModelPathwiseMultiDeflatedCaplet, MarketModelPathwiseSwap, MultiProductMultiStep, MultiProductOneStep, NothingExerciseValue, PiecewiseConstantAbcdVariance, SwapBasisSystem, SwapForwardBasisSystem, SwapRateTrigger, TimeHomogeneousForwardCorrelation, TriggeredSwapExercise
• ratetwohomogeneousvols_ : AlphaFinder
• ratio() : YoYInflationIndex
• ratio_ : YoYInflationIndex
• ratios_ : RatePseudoRootJacobian, RatePseudoRootJacobianAllElements
• rawSmileSection_ : MarkovFunctional::CalibrationPoint
• rb0 : ErrorFunction
• rb1 : ErrorFunction
• rb2 : ErrorFunction
• rb3 : ErrorFunction
• rb4 : ErrorFunction
• rb5 : ErrorFunction
• rb6 : ErrorFunction
• rbegin() : Array, Matrix, Path, TimeGrid, TimeSeries< T, Container >, TimeSeries< T, Container >::reverse< container, iterator_category >, TimeSeries< T, Container >::reverse< container, std::bidirectional_iterator_tag >
• reannealing_ : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
• ReannealingFiniteDifferences() : ReannealingFiniteDifferences
• ReannealingTrivial() : ReannealingTrivial
• reAnnealSteps_ : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
• rebase_ : SpreadFittingMethod
• rebate() : AnalyticBarrierEngine, AnalyticPartialTimeBarrierOptionEngine, BarrierOption::arguments, CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, DoubleBarrierOption::arguments, PartialTimeBarrierOption::arguments, RebatedExercise
• rebate_ : BarrierOption, BarrierPathPricer, BiasedBarrierPathPricer, CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, DoubleBarrierOption, DoubleBarrierPathPricer, PartialTimeBarrierOption
• RebatedExercise() : RebatedExercise
• rebatedExercise_ : Gaussian1dFloatFloatSwaptionEngine
• rebateDiscounters_ : LongstaffSchwartzExerciseStrategy
• rebateOffset_ : CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, UpperBoundEngine
• rebatePaymentCalendar_ : RebatedExercise
• rebatePaymentConvention_ : RebatedExercise
• rebatePaymentDate() : RebatedExercise
• rebates() : RebatedExercise
• rebates_ : RebatedExercise
• rebatesAccrual() : CreditDefaultSwap
• rebatesAccrual_ : CdsHelper
• rebateSettlementDays_ : RebatedExercise
• rebateSize_ : UpperBoundEngine
• rebin() : TimeBasket
• recalculate() : LazyObject
• recalibration() : XabrSwaptionVolatilityCube< Model >
• receiveCms() : MakeCms
• receiveCurrency() : EnergySwap
• receiveCurrency_ : EnergySwap
• receiveFixed() : MakeArithmeticAverageOIS, MakeOIS, MakeVanillaSwap
• receiveIndex() : EnergyBasisSwap
• receiveIndex_ : EnergyBasisSwap
• receiveLegPrice : EnergyDailyPosition
• receiveLegTermStructure_ : EnergyBasisSwap, EnergyVanillaSwap
• Receiver : Swap
• recompute() : VolatilityInterpolationSpecifierabcd
• recoveries() : ConstantLossLatentmodel< copulaPolicy >
• recoveries_ : BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >, ConstantLossLatentmodel< copulaPolicy >, RandomDefaultLM< copulaPolicy, USNG >, SpotRecoveryLatentModel< copulaPolicy >
• recovery() : simEvent< RandomLossLM< copulaPolicy, USNG > >
• recoveryRate() : Basket, DefaultEvent::DefaultSettlement, DefaultEvent, RiskyBondEngine
• recoveryRate_ : AssetSwapHelper, BlackCdsOptionEngine, CDO, CdsHelper, IntegralCdsEngine, IsdaCdsEngine, MidPointCdsEngine, RecoveryRateQuote, RiskyAssetSwap, RiskyBondEngine
• RecoveryRateQuote() : RecoveryRateQuote
• recoveryRates_ : DefaultEvent::DefaultSettlement
• recoveryValue() : RecoveryRateModel, RiskyAssetSwap
• recoveryValue_ : RiskyAssetSwap
• recoveryValueImpl() : ConstantRecoveryModel, RecoveryRateModel
• RecursiveLossModel() : RecursiveLossModel< copulaPolicy >
• redemption() : Bond, CallableBond::arguments, ConvertibleBond::arguments
• Redemption() : Redemption
• redemption_ : ConvertibleBond
• redemptionDate : CallableBond::arguments
• redemptions() : Bond
• redemptions_ : Bond
• redemptionTime_ : DiscretizedCallableFixedRateBond
• refDate() : Basket
• refDate_ : Basket, IborLegCashFlows
• reference : step_iterator< Iterator >
• 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
• referenceDate_ : GridModelLocalVolSurface, GsrProcess, InflationIndex, SmileSection, TermStructure
• referencePeriodEnd() : BondFunctions, CashFlows, Coupon
• referencePeriodStart() : BondFunctions, CashFlows, Coupon
• referenceSecurity_ : FaceValueAccrualClaim
• refineIntegration() : NumericHaganPricer
• refiningIntegrationTolerance_ : NumericHaganPricer
• Reflection : GJRGARCHProcess, HestonProcess
• refPeriodEnd_ : Coupon
• refPeriodStart_ : Coupon
• region() : InflationIndex
• Region() : Region
• region_ : InflationIndex
• 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
• relAccuracy_ : GaussLobattoIntegral
• relativeAccuracy() : GaussKronrodNonAdaptive
• relativeAccuracy_ : GaussKronrodNonAdaptive, JumpDiffusionEngine
• RelativeDateBootstrapHelper() : RelativeDateBootstrapHelper< TS >
• relativeDefaultVariance() : CreditRiskPlus
• relativeDefaultVariance_ : CreditRiskPlus
• RelativePriceError : BlackCalibrationHelper
• relevanceRates() : EvolutionDescription
• relevanceRates_ : EvolutionDescription
• relevantTimes() : ExerciseStrategy< State >, LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, SwapRateTrigger
• relevantTimes_ : LongstaffSchwartzExerciseStrategy
• relInitStepSize_ : MethodOfLinesScheme
• RelinkableHandle() : RelinkableHandle< T >
• relTol_ : BiCGstab, GMRES, ImplicitEulerScheme, LaplaceInterpolation, TrBDF2Scheme< TrapezoidalScheme >
• remainingAttachmentAmount() : Basket
• remainingBsktSize_ : RecursiveLossModel< copulaPolicy >
• remainingDefaultKeys() : Basket
• remainingDetachmentAmount() : Basket
• remainingNames() : Basket
• remainingNotional() : Basket, SyntheticCDO, SyntheticCDO::results
• remainingNotional_ : BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >, SaddlePointLossModel< CP >, SyntheticCDO
• remainingNotionals() : Basket
• remainingNotionals_ : SaddlePointLossModel< CP >
• remainingProbabilities() : Basket
• remainingSize() : Basket
• remainingSize_ : SaddlePointLossModel< CP >
• remainingTrancheNotional() : Basket
• removeAdjustment() : MarkovFunctional::ModelSettings
• removeDate() : ECB
• removedHolidays : Calendar::Impl, 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
• replication_ : DigitalCmsLeg, DigitalCmsSpreadLeg, DigitalIborLeg
• replicationType() : DigitalReplication
• replicationType_ : DigitalCoupon, DigitalReplication
• reprice() : CmsMarket
• RepudiationMoratorium : AtomicDefault
• requiredNumberOfStrikes() : SwaptionVolatilityCube, XabrSwaptionVolatilityCube< Model >
• requiredPoints : BackwardFlat, ConvexMonotone, Cubic, ForwardFlat, Linear, LinearFlat, LogCubic, LogLinear, LogMixedLinearCubic, MixedLinearCubic, VannaVolga
• requiredSamples_ : 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 >, MCVanillaEngine< MC, RNG, S, Inst >, MCVarianceSwapEngine< RNG, S >
• requiredStdDeviations_ : NumericHaganPricer
• requiredTolerance_ : 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 >, MCVanillaEngine< MC, RNG, S, Inst >, MCVarianceSwapEngine< RNG, S >
• res_ : MultiCubicSpline< i >
• rescalePDF() : LocalVolRNDCalculator
• rescaleTimeSteps() : 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 >
• resetDate : ForwardOptionArguments< ArgumentsType >
• resetDate_ : ForwardVanillaOption
• resetDates : CliquetOption::arguments
• resetDates_ : CliquetOption
• resetEngine() : CdsHelper, SpreadCdsHelper, UpfrontCdsHelper
• resetEvaluationDate() : Settings
• resetIndex_ : ForwardEuropeanBSPathPricer, ForwardEuropeanHestonPathPricer
• resetIteration_ : ClubsTopology
• 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 >
• ResetScheme : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
• resetScheme_ : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
• resetSteps_ : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
• ResetToBestPoint : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
• ResetToOrigin : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
• resetUpperLimit() : NumericHaganPricer
• residualNorm() : NonLinearLeastSquare
• residuals() : GeneralLinearLeastSquares
• residuals_ : GeneralLinearLeastSquares
• residualTime() : AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDoubleBarrierEngine, AnalyticPartialTimeBarrierOptionEngine, AnalyticTwoAssetBarrierEngine, ReplicatingVarianceSwapEngine, SuoWangDoubleBarrierEngine
• residualTimeDaughter() : AnalyticCompoundOptionEngine
• residualTimeMother() : AnalyticCompoundOptionEngine
• residualTimeMotherDaughter() : AnalyticCompoundOptionEngine
• resize() : Array
• resnorm_ : NonLinearLeastSquare
• restrType_ : DefaultType
• Restructuring : AtomicDefault
• restructuringType() : DefaultType
• result() : Instrument
• result_ : ForwardSwapQuote
• result_type : base_cubic_spline, base_cubic_splint, n_cubic_splint< X >, MCHestonHullWhiteEngine< RNG, S >, McSimulation< MC, RNG, S >, MCVanillaEngine< MC, RNG, S, Inst >, MonteCarloModel< MC, RNG, S >, MultiCubicSpline< i >, PathPricer< PathType, ValueType >
• ResultMap : FFTEngine
• resultMap_ : FFTEngine
• results : ForwardVanillaOption, MargrabeOption::results, NonLinearLeastSquare, QuantoBarrierOption, QuantoDoubleBarrierOption, QuantoForwardVanillaOption, QuantoVanillaOption
• results_ : GenericEngine< ArgumentsType, ResultsType >, GenericSequenceStatistics< StatisticsType >, NonLinearLeastSquare
• resultValues_ : Fdm1DimSolver, Fdm2DimSolver, Fdm3DimSolver
• return_type : base_cubic_splint, n_cubic_splint< X >, MultiCubicSpline< i >
• returnFirst_ : BoxMullerGaussianRng< RNG >
• rev() : GsrProcessCore
• reverse() : TimeSeries< T, Container >::reverse< container, iterator_category >, TimeSeries< T, Container >::reverse< container, std::bidirectional_iterator_tag >
• reverse_column_iterator : Matrix
• reverse_iterator : Array, Matrix, Path, TimeBasket
• reverse_row_iterator : Matrix
• reverseIndex_ : TripleBandLinearOp
• reversion() : GsrProcessCore, Gsr, GsrProcess
• reversion_ : Gsr, MarkovFunctional, MfStateProcess
• ReversionObserver() : Gsr::ReversionObserver
• reversionObserver_ : Gsr
• reversions_ : GsrProcessCore, Gsr
• reversionTransformDirect() : CmsMarketCalibration
• reversionTransformInverse() : CmsMarketCalibration
• reversionZero_ : MfStateProcess
• revised() : InflationIndex
• revised_ : InflationIndex
• revZero() : GsrProcessCore
• revZero_ : GsrProcessCore
• rGrid_ : FdCIRVanillaEngine, FdHestonHullWhiteVanillaEngine, MakeFdCIRVanillaEngine
• rho() : AmericanPayoffAtHit, AnalyticPartialTimeBarrierOptionEngine, AnalyticTwoAssetBarrierEngine, BlackCalculator, G2, G2Process, Greeks, HestonModel, HestonProcess, HestonSLVProcess, KlugeExtOUProcess, MultiAssetOption, NoArbSabrInterpolatedSmileSection, NoArbSabrInterpolation, NoArbSabrModel, OneAssetOption, PiecewiseTimeDependentHestonModel, SabrInterpolatedSmileSection, SABRInterpolation, SabrSmileSection, SviInterpolatedSmileSection, SviInterpolation, ZabrInterpolatedSmileSection< Evaluation >, ZabrInterpolation< Evaluation >, ZabrModel
• rho2_ : BivariateCumulativeNormalDistributionDr78
• rho_ : AnalyticAmericanMargrabeEngine, AnalyticBSMHullWhiteEngine, AnalyticContinuousGeometricAveragePriceAsianHestonEngine, AnalyticDiscreteGeometricAveragePriceAsianHestonEngine, AnalyticEuropeanMargrabeEngine, AnalyticHestonEngine::OptimalAlpha, AnalyticHestonForwardEuropeanEngine, AnalyticTwoAssetBarrierEngine, BivariateCumulativeNormalDistributionDr78, BivariateCumulativeStudentDistribution, COSHestonEngine, D0Interpolator, FdCIRVanillaEngine, FdmCIRSolver, FdmHestonFwdOp, FdmHestonHullWhiteOp, FdSabrVanillaEngine, G2::FittingParameter::Impl, G2, G2ForwardProcess, G2Process, GaussianCopula, HestonProcess, HestonSLVProcess, KirkEngine, KirkSpreadOptionEngine, KlugeExtOUProcess, LognormalCmsSpreadPricer, MakeFdCIRVanillaEngine, MultiAssetOption, NoArbSabr, NoArbSabrInterpolatedSmileSection, NoArbSabrModel, OneAssetOption, SABR, SabrInterpolatedSmileSection, SabrSmileSection, SABRVolTermStructure, StulzEngine, Svi, SviInterpolatedSmileSection, TreeLattice2D< Impl, T >, Zabr< Evaluation >, ZabrInterpolatedSmileSection< Evaluation >, ZabrModel
• rhoG_ : D0Interpolator
• rhoInf_ : TenorOptionletVTS::TwoParameterCorrelation
• rhoIsFixed_ : NoArbSabr, SABR, Svi, Zabr< Evaluation >
• rhoSr_ : AnalyticH1HWEngine
• RichardsonExtrapolation() : RichardsonExtrapolation
• Ridder : QdPlusAmericanEngine
• rightCoreStrike() : KahaleSmileSection
• rightIndex() : BrownianBridge
• rightIndex_ : BrownianBridge, KahaleSmileSection, SmileSectionUtils
• rightType_ : Cubic, CubicInterpolationImpl< I1, I2 >, LogCubic, LogMixedLinearCubic, MixedLinearCubic
• rightValue_ : Cubic, CubicInterpolationImpl< I1, I2 >, LogCubic, LogMixedLinearCubic, MixedLinearCubic
• rightWeight() : BrownianBridge
• rightWeight_ : BrownianBridge
• riskDelta : EnergyDailyPosition
• riskFreeDiscount() : AnalyticBarrierEngine, AnalyticComplexChooserEngine, AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDoubleBarrierEngine, AnalyticHolderExtensibleOptionEngine, AnalyticPartialTimeBarrierOptionEngine, ReplicatingVarianceSwapEngine, SuoWangDoubleBarrierEngine
• riskFreeDiscount_ : FFTVanillaEngine, FFTVarianceGammaEngine
• 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
• riskFreeRate_ : AnalyticContinuousGeometricAveragePriceAsianHestonEngine, AnalyticDiscreteGeometricAveragePriceAsianHestonEngine, AnalyticHestonForwardEuropeanEngine, BlackScholesLattice< T >, GeneralizedBlackScholesProcess, GJRGARCHProcess, HestonModelHelper, HestonProcess, PiecewiseTimeDependentHestonModel, VarianceGammaProcess
• riskFreeRateDaughter() : AnalyticCompoundOptionEngine
• riskFreeTS_ : LocalVolSurface, QuantoTermStructure
• riskyAnnuity : CdsOption::results, CdsOption
• riskyAnnuity_ : CdsOption
• RiskyAssetSwap() : RiskyAssetSwap
• RiskyAssetSwapOption() : RiskyAssetSwapOption
• RiskyBondEngine() : RiskyBondEngine
• riskyBondPrice() : RiskyAssetSwap
• riskyBondPrice_ : RiskyAssetSwap
• rkck() : AdaptiveRungeKutta< T >
• rkqs() : AdaptiveRungeKutta< T >
• rmsError() : AbcdAtmVolCurve, AbcdInterpolation, NoArbSabrInterpolatedSmileSection, NoArbSabrInterpolation, SabrInterpolatedSmileSection, SABRInterpolation, SviInterpolatedSmileSection, SviInterpolation, ZabrInterpolatedSmileSection< Evaluation >, ZabrInterpolation< Evaluation >
• rndCalculator_ : NormalCLVModel, SquareRootCLVModel
• rng_ : BetaRiskSimulation, DifferentialEvolution, FireflyAlgorithm, IsotropicRandomWalk< Distribution, Engine >, LevyFlightInertia, ParticleSwarmOptimization, RandomSequenceGenerator< RNG >, SeedGenerator, SimpleRandomInertia, SimulatedAnnealing< RNG >
• rng_traits : MonteCarloModel< MC, RNG, S >, MultiVariate< RNG >, SingleVariate< RNG >
• rng_type : GenericPseudoRandom< URNG, IC >, Ziggurat
• Robor() : Robor
• ROLCurrency() : ROLCurrency
• roll_ : MakeYoYInflationCapFloor
• rollback() : DiscretizedAsset, FdmBackwardSolver, FiniteDifferenceModel< Evolver >, Lattice, TreeLattice< Impl >, TsiveriotisFernandesLattice< T >
• rollbackImpl() : FiniteDifferenceModel< Evolver >
• Romania() : Romania
• RONCurrency() : RONCurrency
• roof : PagodaOption::arguments
• roof_ : PagodaMultiPathPricer, PagodaOption
• Root() : Root
• root_ : Solver1D< Impl >
• rootEpsilon() : EndCriteria
• rootEpsilon_ : EndCriteria
• roots() : quadratic
• rotateArray() : DifferentialEvolution
• rotl() : Xoshiro256StarStarUniformRng
• rounded() : Money, Quantity
• rounding : Currency::Data, Currency
• Rounding() : Rounding
• rounding : UnitOfMeasure::Data, UnitOfMeasure
• roundingDigit() : Rounding
• row_begin() : Matrix
• row_end() : Matrix
• row_iterator : Matrix
• row_rbegin() : Matrix
• row_rend() : Matrix
• rows() : Matrix
• rows_ : Matrix
• rrGranular : simEvent< RandomLossLM< copulaPolicy, USNG > >
• rrQuotes_ : GaussianLHPLossModel
• Rs_ : GFunctionFactory::GFunctionWithShifts::ObjectiveFunction
• RSDCurrency() : RSDCurrency
• rsg_ : GaussianRandomDefaultModel
• rsg_type : GenericLowDiscrepancy< URSG, IC >, GenericPseudoRandom< URNG, IC >, MultiVariate< RNG >, SingleVariate< RNG >, Ziggurat
• rtol_ : SimulatedAnnealing< RNG >
• rTS_ : AndreasenHugeVolatilityInterpl, DynProgVPPIntrinsicValueEngine, EscrowedDividendAdjustment, FdExtOUJumpVanillaEngine, FdKlugeExtOUSpreadEngine, FdmBlackScholesFwdOp, FdmBlackScholesOp, FdmCEVOp, FdmExtendedOrnsteinUhlenbeckOp, FdmExtOUJumpOp, FdmExtOUJumpSolver, FdmHestonEquityPart, FdmHestonFwdOp, FdmHestonVariancePart, FdmKlugeExtOUOp, FdmKlugeExtOUSolver< N >, FdmLocalVolFwdOp, FdmOrnsteinUhlenbeckOp, FdmQuantoHelper, FdmSabrOp, FdmSimple2dExtOUSolver, FdmSimple3dExtOUJumpSolver, FdOrnsteinUhlenbeckVanillaEngine, FdSabrVanillaEngine, FdSimpleExtOUJumpSwingEngine, FdSimpleExtOUStorageEngine, FdSimpleKlugeExtOUVPPEngine, LocalVolRNDCalculator
• RUBCurrency() : RUBCurrency
• Rule : DateGeneration
• rule() : Schedule
• rule_ : CdsHelper, JointCalendar::Impl, MakeArithmeticAverageOIS, MakeCreditDefaultSwap, MakeSchedule, Schedule
• runningAccumulator : DiscreteAveragingAsianOption::arguments
• runningAccumulator_ : DiscreteAveragingAsianOption
• RunningHourLimit : FdmVPPStepConditionFactory
• runningProduct_ : GeometricAPOHestonPathPricer, GeometricAPOPathPricer
• runningRate : SyntheticCDO::arguments
• runningRate_ : SyntheticCDO
• runningSpread() : CreditDefaultSwap
• runningSpread_ : CreditDefaultSwap, UpfrontCdsHelper
• runningSum_ : ArithmeticAPOHestonPathPricer, ArithmeticAPOPathPricer, ArithmeticASOPathPricer
• Russia() : Russia