- p -

• p : long_period_holder, short_period_holder
• p1_ : AnalyticTwoAssetCorrelationEngine, Fd2dBlackScholesVanillaEngine, Fdm2dBlackScholesOp, Fdm2dBlackScholesSolver
• p2_ : AnalyticTwoAssetCorrelationEngine, Fd2dBlackScholesVanillaEngine, Fdm2dBlackScholesOp, Fdm2dBlackScholesSolver
• p_ : BSpline, CumulativeBinomialDistribution, Gsr::ReversionObserver, Gsr::VolatilityObserver, InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunction, MarkovFunctional::ZeroHelper, YoYOptionletStripper
• pa0 : ErrorFunction
• pa1 : ErrorFunction
• pa2 : ErrorFunction
• pa3 : ErrorFunction
• pa4 : ErrorFunction
• pa5 : ErrorFunction
• pa6 : ErrorFunction
• pa_ : AbcdMathFunction
• parameters_ : ParametricExerciseAdapter
• parametersGuess_ : XabrSwaptionVolatilityCube< Model >
• parametersGuessQuotes_ : XabrSwaptionVolatilityCube< Model >
• parametricform_ : AlphaFinder
• parametricForm_ : CTSMMCapletAlphaFormCalibration
• paramIsFixed_ : XABRCoeffHolder< Model >
• params_ : SABRWrapper, XABRCoeffHolder< Model >, HestonSLVFDMModel, NoArbSabrSmileSection, Parameter, SviSmileSection, ZabrSmileSection< Evaluation >
• parCoupon_ : RiskyAssetSwap
• parSwap_ : AssetSwap
• partials_ : PathwiseAccountingEngine, PathwiseVegasAccountingEngine, PathwiseVegasOuterAccountingEngine
• particles4clubs_ : ClubsTopology
• pascal3D : FaureRsg
• pastFixings : DiscreteAveragingAsianOption::arguments
• pastFixings_ : ArithmeticAPOHestonPathPricer, ArithmeticAPOPathPricer, ArithmeticASOPathPricer, DiscreteAveragingAsianOption, FdmArithmeticAverageCondition, GeometricAPOHestonPathPricer, GeometricAPOPathPricer
• path_ : AdaptedPathPayoff::ValuationData, Integrand
• pathGenerator_ : MonteCarloModel< MC, RNG, S >
• pathPricer_ : LongstaffSchwartzPathPricer< PathType >, MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S, RNG_Calibration >, MCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S >, MonteCarloModel< MC, RNG, S >
• paths_ : LongstaffSchwartzMultiPathPricer, LongstaffSchwartzPathPricer< PathType >
• payCalendar : CPICapFloor::arguments
• payCalendar_ : CPICapFloor
• payCms_ : MakeCms
• payConvention : CPICapFloor::arguments
• payConvention_ : CPICapFloor
• payCurrency_ : EnergySwap
• payDate : CPICapFloor::arguments
• payDate_ : CPICapFloor
• payDates : YoYInflationCapFloor::arguments
• payer : Swap::arguments
• payer_ : Swap
• payIndex_ : EnergyBasisSwap
• payLegPrice : EnergyDailyPosition
• payLegTermStructure_ : EnergyBasisSwap, EnergyVanillaSwap
• paymentAdjustment_ : AverageBMALeg, CmsLeg, CmsSpreadLeg, CPILeg, DigitalCmsLeg, DigitalCmsSpreadLeg, DigitalIborLeg, FixedRateLeg, IborLeg, MakeOIS, OvernightLeg, RangeAccrualLeg, SubPeriodsLeg, yoyInflationLeg
• paymentCalendar_ : CPILeg, EquityTotalReturnSwap, FixedRateLeg, IborLeg, MakeOIS, OISRateHelper, OvernightLeg, SubPeriodsLeg, YearOnYearInflationSwap, yoyInflationLeg
• paymentCashFlows_ : EnergySwap
• paymentConvention : SyntheticCDO::arguments
• paymentConvention1_ : FloatFloatSwap
• paymentConvention2_ : FloatFloatSwap
• paymentConvention_ : CdsHelper, EquityTotalReturnSwap, FixedVsFloatingSwap, MakeVanillaSwap, NonstandardSwap, OISRateHelper, SyntheticCDO, YearOnYearInflationSwap, YearOnYearInflationSwapHelper, ZeroCouponInflationSwapHelper
• paymentDate_ : Coupon, HaganPricer, IndexedCashFlow, InflationCouponPricer, LinearTsrPricer, LognormalCmsSpreadPricer, NumericHaganPricer::ConundrumIntegrand, PricingPeriod, ZeroCouponSwap
• paymentDates_ : MarkovFunctional::CalibrationPoint
• paymentDayCounter : CallableBond::arguments
• paymentDayCounter_ : AverageBMALeg, CallableBond, CmsLeg, CmsSpreadLeg, CPILeg, DigitalCmsLeg, DigitalCmsSpreadLeg, DigitalIborLeg, IborLeg, OvernightLeg, RangeAccrualLeg, SubPeriodsLeg, yoyInflationLeg
• paymentDelay_ : EquityTotalReturnSwap
• paymentDiscountFactor_ : CommodityCashFlow
• paymentFrequency_ : OISRateHelper
• paymentLag_ : FixedRateLeg, IborLeg, MakeOIS, OISRateHelper, OvernightLeg, SubPeriodsLeg
• paymentOffset_ : NotionalRisk
• payments : LongstaffSchwartzMultiPathPricer::PathInfo
• payments_ : AdaptedPathPayoff::ValuationData
• paymentTerms_ : PaymentTerm
• paymentTimes_ : MarketModelCashRebate, MarketModelPathwiseCashRebate, MarketModelPathwiseInverseFloater, MarketModelPathwiseMultiCaplet, MarketModelPathwiseMultiDeflatedCaplet, MultiStepCoinitialSwaps, MultiStepCoterminalSwaps, MultiStepCoterminalSwaptions, MultiStepForwards, MultiStepInverseFloater, MultiStepOptionlets, MultiStepPeriodCapletSwaptions, MultiStepRatchet, MultiStepSwap, MultiStepSwaption, MultiStepTarn, OneStepCoinitialSwaps, OneStepCoterminalSwaps, OneStepForwards, OneStepOptionlets
• paymentTimesFloating_ : MultiStepTarn
• payoff : Option::arguments, PathMultiAssetOption::arguments, VanillaStorageOption::arguments, VanillaSwingOption::arguments, VarianceOption::arguments
• payoff2 : WriterExtensibleOption::arguments
• payoff2_ : WriterExtensibleOption
• payoff_ : AmericanBasketPathPricer, AmericanPathPricer, ArithmeticAPOHestonPathPricer, ArithmeticAPOPathPricer, BarrierPathPricer, BiasedBarrierPathPricer, DigitalPathPricer, DoubleBarrierPathPricer, EuropeanGJRGARCHPathPricer, EuropeanHestonPathPricer, EuropeanMultiPathPricer, EuropeanPathMultiPathPricer, EuropeanPathPricer, FdmCellAveragingInnerValue, FdmEscrowedLogInnerValueCalculator, FdmExpExtOUInnerValueCalculator, FdmExtOUJumpModelInnerValue, FdmLogBasketInnerValue, FdmShoutLogInnerValueCalculator, FdmSpreadPayoffInnerValue, FDVanillaEngine, Forward, GeometricAPOHestonPathPricer, GeometricAPOPathPricer, HestonHullWhitePathPricer, HimalayaMultiPathPricer, LongstaffSchwartzMultiPathPricer, MultiStepSwaption, Option, VarianceOption
• payoffAtExpiry_ : EarlyExercise
• payoffs_ : BermudanSwaptionExerciseValue, MultiStepCoterminalSwaptions, MultiStepOptionlets, OneStepOptionlets
• payReceive_ : EnergyVanillaSwap
• paysAtDefaultTime : CreditDefaultSwap::arguments
• paysAtDefaultTime_ : CdsHelper, CreditDefaultSwap
• pb_ : AbcdMathFunction, SimulatedAnnealing< RNG >
• pBF_ : ParticleSwarmOptimization::Inertia, ParticleSwarmOptimization, ParticleSwarmOptimization::Topology
• pBX_ : ParticleSwarmOptimization::Inertia, ParticleSwarmOptimization, ParticleSwarmOptimization::Topology
• pd_ : BlackScholesLattice< T >, CreditRiskPlus, Root, EqualJumpsBinomialTree< T >, ExtendedEqualJumpsBinomialTree< T >, ExtendedJoshi4, ExtendedLeisenReimer, ExtendedTian, Joshi4, LeisenReimer, Tian
• pde_ : GenericTimeSetter< PdeClass >
• period_ : MultiStepPeriodCapletSwaptions, VolatilityInterpolationSpecifierabcd
• periodEnd_ : EventSetSimulation
• periodStart_ : EventSetSimulation
• periodToStart_ : FraRateHelper
• personalBestF_ : LevyFlightInertia
• pFct_ : LocalVolRNDCalculator
• phi_ : AnalyticHestonEngine::AP_Helper, BlackDeltaCalculator, BlackKarasinski
• Phi_ : QdPlusAddOnValue
• phi_ : ExtendedCoxIngersollRoss::Dynamics, ExtendedCoxIngersollRoss, G2, GaussianLHPLossModel, GeneralizedHullWhite, HullWhite, LognormalCmsSpreadPricer
• pillarChoice_ : FraRateHelper, OISRateHelper, SwapRateHelper
• pillarDate_ : BootstrapHelper< TS >
• PjPnWk_ : CMSMMDriftCalculator
• pm_ : LocalVolRNDCalculator
• pMax : FdmVPPStepConditionParams, VanillaVPPOption::arguments
• pMax_ : FdmVPPStepCondition, SquareRootCLVModel, VanillaVPPOption
• pMin : FdmVPPStepConditionParams, VanillaVPPOption::arguments
• pMin_ : FdmVPPStepCondition, SquareRootCLVModel, VanillaVPPOption
• points_ : XabrSwaptionVolatilityCube< Model >::Cube
• polyConvolved_ : CumulativeBehrensFisher
• polynCharFnc_ : CumulativeBehrensFisher
• polynomialOrder_ : MakeMCAmericanBasketEngine< RNG >, MakeMCAmericanEngine< RNG, S, RNG_Calibration >, MCAmericanBasketEngine< RNG >, MCAmericanEngine< RNG, S, RNG_Calibration >
• polynomials_ : Polynomial2DSplineImpl< I1, I2, M >
• polynomialType_ : MakeMCAmericanBasketEngine< RNG >, MakeMCAmericanEngine< RNG, S, RNG_Calibration >, MCAmericanBasketEngine< RNG >, MCAmericanEngine< RNG, S, RNG_Calibration >
• pool_ : Basket, RandomDefaultModel
• populationMembers : DifferentialEvolution::Configuration
• position : VarianceSwap::arguments
• position_ : VarianceSwap
• postWeight_ : MarketModelPathwiseDiscounter
• powBase_ : FaureRsg
• power_ : TemperatureExponential
• powerPrices_ : DynProgVPPIntrinsicValueEngine
• powerShape_ : FdKlugeExtOUSpreadEngine, FdSimpleKlugeExtOUVPPEngine
• pp0 : ErrorFunction
• pp1 : ErrorFunction
• pp2 : ErrorFunction
• pp3 : ErrorFunction
• pp4 : ErrorFunction
• prC_ : PolynomialFunction
• precision_ : NumericHaganPricer, Rounding
• predictionCorretionSteps : HestonSLVFokkerPlanckFdmParams
• premiaBS : VannaVolgaInterpolationImpl< I1, I2 >
• premiaMKT : VannaVolgaInterpolationImpl< I1, I2 >
• premium : HolderExtensibleOption::arguments
• premium_ : HolderExtensibleOption
• premiumLeg : NthToDefault::arguments
• premiumLeg_ : NthToDefault
• premiumRate : NthToDefault::arguments
• premiumRate_ : CDO, NthToDefault
• premiumSchedule_ : CDO, NthToDefault
• premiumValue : NthToDefault::results, SyntheticCDO::results
• premiumValue_ : CDO, NthToDefault, SyntheticCDO
• preSectionHelpers_ : ConvexMonotoneImpl< I1, I2 >
• previousData_ : IterativeBootstrap< Curve >
• prevPrimitive_ : ConstantGradHelper, ConvexMonotone2Helper, ConvexMonotone3Helper, ConvexMonotone4Helper, EverywhereConstantHelper, QuadraticHelper
• price_ : Callability, ImpliedStdDevQuote
• priceCache_ : AndreasenHugeVolatilityInterpl
• priceDerivatives_ : CapPseudoDerivative
• pricer_ : EquityCashFlow, FloatingRateCoupon, InflationCoupon, YoYOptionletHelper
• pricers_ : CmsMarket
• prices_ : FDMultiPeriodEngine< Scheme >
• priceSurf_ : InterpolatingCPICapFloorEngine
• priceThreshold_ : LinearTsrPricer::Settings
• priceToMatch_ : InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunction
• priceType_ : BondHelper
• pricingErrors_ : Commodity
• pricingPeriods_ : EnergySwap
• primeNumbers_ : PrimeNumbers
• primitive1_ : QuadraticMinHelper
• primitive2_ : QuadraticMinHelper
• primitive_ : BackwardFlatInterpolationImpl< I1, I2 >, ForwardFlatInterpolationImpl< I1, I2 >
• primitiveConst_ : CoefficientHolder, LinearFlatInterpolationImpl< I1, I2 >, LinearInterpolationImpl< I1, I2 >
• principalInNumerairePortfolio_ : LongstaffSchwartzExerciseStrategy
• pristineldsg_ : RandomizedLDS< LDS, PRS >
• privateObserver_ : XabrSwaptionVolatilityCube< Model >
• prob : HestonSLVFDMModel::LogEntry
• probabilities_ : Gaussian1dFloatFloatSwaptionEngine, Gaussian1dNonstandardSwaptionEngine, Gaussian1dSwaptionEngine, Issuer
• probability_ : AssetSwapHelper, BlackCdsOptionEngine, CdsHelper, HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >, IntegralCdsEngine, IsdaCdsEngine, LossDistBinomial, LossDistHomogeneous, MidPointCdsEngine
• problem_ : ReannealingFiniteDifferences
• problemValues_ : CalibratedModel
• probs_ : TrinomialTree::Branching
• process1_ : AnalyticAmericanMargrabeEngine, AnalyticEuropeanMargrabeEngine, AnalyticTwoAssetBarrierEngine, KirkEngine, KirkSpreadOptionEngine, StulzEngine
• process2_ : AnalyticAmericanMargrabeEngine, AnalyticEuropeanMargrabeEngine, AnalyticTwoAssetBarrierEngine, KirkEngine, KirkSpreadOptionEngine, StulzEngine
• process_ : AnalyticBarrierEngine, AnalyticBinaryBarrierEngine, AnalyticBSMHullWhiteEngine, AnalyticCliquetEngine, AnalyticComplexChooserEngine, AnalyticCompoundOptionEngine, AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousGeometricAveragePriceAsianEngine, AnalyticContinuousGeometricAveragePriceAsianHestonEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDigitalAmericanEngine, AnalyticDiscreteGeometricAveragePriceAsianEngine, AnalyticDiscreteGeometricAveragePriceAsianHestonEngine, AnalyticDiscreteGeometricAverageStrikeAsianEngine, AnalyticDividendEuropeanEngine, AnalyticDoubleBarrierBinaryEngine, AnalyticDoubleBarrierEngine, AnalyticEuropeanEngine, AnalyticHestonForwardEuropeanEngine, AnalyticHolderExtensibleOptionEngine, AnalyticPartialTimeBarrierOptionEngine, AnalyticPerformanceEngine, AnalyticSimpleChooserEngine, AnalyticWriterExtensibleOptionEngine, BaroneAdesiWhaleyApproximationEngine, BinomialBarrierEngine< T, D >, BinomialConvertibleEngine< T >, BinomialDoubleBarrierEngine< T, D >, BinomialVanillaEngine< T >, BjerksundStenslandApproximationEngine, BSMRNDCalculator, ContinuousArithmeticAsianLevyEngine, ContinuousArithmeticAsianVecerEngine, Integrand, QdPutCallParityEngine, DiscretizedConvertible, FdBlackScholesAsianEngine, FdBlackScholesBarrierEngine, FdBlackScholesRebateEngine, FdBlackScholesShoutEngine, FdBlackScholesVanillaEngine, FdExtOUJumpVanillaEngine, FdmBatesSolver, FdmBlackScholesSolver, FdmExtendedOrnsteinUhlenbeckOp, FdmExtOUJumpOp, FdmExtOUJumpSolver, FdmHestonGreensFct, FdmHestonSolver, FdmOrnsteinUhlenbeckOp, FdmSimple2dBSSolver, FdmSimple2dExtOUSolver, FdmSimple3dExtOUJumpSolver, FdOrnsteinUhlenbeckVanillaEngine, FdSimpleBSSwingEngine, FdSimpleExtOUJumpSwingEngine, FdSimpleExtOUStorageEngine, FdSimpleKlugeExtOUVPPEngine, FDVanillaEngine, FFTEngine, ForwardVanillaEngine< Engine >, GBSMRNDCalculator, GJRGARCHModel, HestonHullWhitePathPricer, HestonModel, HullWhiteForwardProcess, HullWhiteProcess, IntegralEngine, IntegralHestonVarianceOptionEngine, JumpDiffusionEngine, JuQuadraticApproximationEngine, LiborForwardModel, MakeFdBlackScholesVanillaEngine, MakeMCAmericanBasketEngine< RNG >, MakeMCAmericanEngine< RNG, S, RNG_Calibration >, MakeMCAmericanPathEngine< RNG >, MakeMCBarrierEngine< RNG, S >, MakeMCDigitalEngine< RNG, S >, MakeMCDiscreteArithmeticAPEngine< RNG, S >, MakeMCDiscreteArithmeticAPHestonEngine< RNG, S, P >, MakeMCDiscreteArithmeticASEngine< RNG, S >, MakeMCDiscreteGeometricAPEngine< RNG, S >, MakeMCDiscreteGeometricAPHestonEngine< RNG, S, P >, MakeMCDoubleBarrierEngine< RNG, S >, MakeMCEuropeanBasketEngine< RNG, S >, MakeMCEuropeanEngine< RNG, S >, MakeMCEuropeanGJRGARCHEngine< RNG, S >, MakeMCEuropeanHestonEngine< RNG, S, P >, MakeMCEverestEngine< RNG, S >, MakeMCForwardEuropeanBSEngine< RNG, S >, MakeMCForwardEuropeanHestonEngine< RNG, S, P >, MakeMCHestonHullWhiteEngine< RNG, S >, MakeMCHimalayaEngine< RNG, S >, MakeMCLookbackEngine< I, RNG, S >, MakeMCPagodaEngine< RNG, S >, MakeMCPathBasketEngine< RNG, S >, MakeMCPerformanceEngine< RNG, S >, MakeMCVarianceSwapEngine< RNG, S >, MCBarrierEngine< RNG, S >, MCDiscreteAveragingAsianEngineBase< MC, RNG, S >, MCDoubleBarrierEngine< RNG, S >, MCForwardVanillaEngine< MC, RNG, S >, MCHestonHullWhiteEngine< RNG, S >, MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S, RNG_Calibration >, MCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S >, MCLookbackEngine< I, RNG, S >, MCPathBasketEngine< RNG, S >, MCPerformanceEngine< RNG, S >, MCVanillaEngine< MC, RNG, S, Inst >, MCVarianceSwapEngine< RNG, S >, MultiPathGenerator< GSG >, OneFactorModel::ShortRateDynamics, PathGenerator< GSG >, PdeBSM, PerturbativeBarrierOptionEngine, QuantoEngine< Instr, Engine >, ReplicatingVarianceSwapEngine, SuoWangDoubleBarrierEngine, TurnbullWakemanAsianEngine, VarianceGammaEngine, VarianceGammaModel, VariancePathPricer
• processes_ : MCEuropeanBasketEngine< RNG, S >, MCEverestEngine< RNG, S >, MCHimalayaEngine< RNG, S >, MCPagodaEngine< RNG, S >, StochasticProcessArray
• product : MarketModelComposite::SubProduct
• product_ : AccountingEngine, PathwiseAccountingEngine, PathwiseVegasAccountingEngine, PathwiseVegasOuterAccountingEngine, ProxyGreekEngine
• productIndex_ : MultiStepPeriodCapletSwaptions
• projectedVectors_ : OrthogonalProjections
• projection_ : ProjectedConstraint::Impl
• protectionSeller_ : CDO
• protectionStart : CreditDefaultSwap::arguments
• protectionStart_ : CdsHelper, CreditDefaultSwap
• protectionValue : NthToDefault::results, SyntheticCDO::results
• protectionValue_ : CDO, NthToDefault, SyntheticCDO
• prsg_ : RandomizedLDS< LDS, PRS >
• pseudo_ : CMSMMDriftCalculator, LMMDriftCalculator, LMMNormalDriftCalculator, SMMDriftCalculator
• pseudoBumped_ : RatePseudoRootJacobianNumerical
• pseudoBumps_ : RatePseudoRootJacobian, RatePseudoRootJacobianAllElements
• pseudoRoot_ : RatePseudoRootJacobian, RatePseudoRootJacobianAllElements, RatePseudoRootJacobianNumerical
• pseudoRoots_ : AbcdVol, CotSwapToFwdAdapter, FlatVol, FwdPeriodAdapter, FwdToCotSwapAdapter
• pseudoRootStructure_ : PathwiseAccountingEngine, PathwiseVegasAccountingEngine, PathwiseVegasOuterAccountingEngine
• pseudoSqrt_ : LmExponentialCorrelationModel, LmLinearExponentialCorrelationModel
• psi_ : AnalyticHestonEngine::AP_Helper, GemanRoncoroniProcess, LognormalCmsSpreadPricer
• PsiC_ : SquareRootAndersen
• pso_ : ParticleSwarmOptimization::Inertia, ParticleSwarmOptimization::Topology
• ptr_ : Clone< T >
• ptry_ : SimulatedAnnealing< RNG >
• pu_ : BlackScholesLattice< T >, EqualJumpsBinomialTree< T >, ExtendedEqualJumpsBinomialTree< T >, ExtendedJoshi4, ExtendedLeisenReimer, ExtendedTian, Joshi4, LeisenReimer, Tian
• putativevols_ : AlphaFinder
• putATM_ : DigitalCmsLeg, DigitalCmsSpreadLeg, DigitalIborLeg
• putCallSchedule : CallableBond::arguments
• putCallSchedule_ : CallableBond
• putCsi_ : DigitalCoupon
• putDigitalPayoff_ : DigitalCoupon
• putLeftEps_ : DigitalCoupon
• putNPVs : AndreasenHugeVolatilityInterpl::SingleStepCalibrationResult
• putPayoffs_ : DigitalCmsLeg, DigitalCmsSpreadLeg, DigitalIborLeg
• putPrice_ : EurodollarFuturesImpliedStdDevQuote
• putRightEps_ : DigitalCoupon
• putStrike_ : DigitalCoupon
• putStrikes_ : DigitalCmsLeg, DigitalCmsSpreadLeg, DigitalIborLeg, ReplicatingVarianceSwapEngine