- k -

• k0_ : KahaleSmileSection::aHelper, KahaleSmileSection::sHelper
• k1_ : KahaleSmileSection::aHelper, KahaleSmileSection::sHelper1
• k3_ : AnalyticGJRGARCHEngine
• k4_ : AnalyticGJRGARCHEngine
• K_ : AbcdMathFunction, AmericanPayoffAtExpiry, AmericanPayoffAtHit
• k_ : CoxIngersollRoss, AbcdCoeffHolder
• K_ : QdPlusAddOnValue, SumExponentialsRootSolver
• k_ : ExtendedCoxIngersollRoss::FittingParameter::Impl, GemanRoncoroniProcess
• K_ : InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunction
• k_ : KahaleSmileSection
• K_ : KNeighbors
• k_ : LognormalCmsSpreadPricer
• K_ : PolynomialFunction, SimulatedAnnealing< RNG >
• k_ : SmileSectionUtils, SquareRootAndersen, TrinomialTree::Branching
• kappa_ : AnalyticContinuousGeometricAveragePriceAsianHestonEngine, AnalyticDiscreteGeometricAveragePriceAsianHestonEngine, AnalyticHestonEngine::OptimalAlpha, AnalyticHestonForwardEuropeanEngine, COSHestonEngine, FdmHestonFwdOp, FdmHestonHullWhiteOp, FdmSquareRootFwdOp, HestonProcess, HestonSLVProcess, SquareRootProcessRNDCalculator
• kappaHat_ : AnalyticHestonForwardEuropeanEngine
• kernel_ : KernelInterpolation2DImpl< I1, I2, M, Kernel >, KernelInterpolationImpl< I1, I2, Kernel >
• KK : KnuthUniformRng
• kluge_ : FdmKlugeExtOUOp
• klugeOp_ : FdmKlugeExtOUOp
• klugeOUProcess_ : FdKlugeExtOUSpreadEngine, FdmKlugeExtOUSolver< N >
• klugeProcess_ : KlugeExtOUProcess
• km_ : AnalyticHestonEngine::OptimalAlpha
• kMax_ : TrinomialTree::Branching
• kMin_ : TrinomialTree::Branching
• knock_in_ : AmericanPayoffAtExpiry
• knocksOut : CdsOption::arguments
• knocksOut_ : CdsOption
• knots_ : BSpline
• kp_ : AnalyticHestonEngine::OptimalAlpha