- r -

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
randomizer_ : RandomizedLDS< LDS, PRS >
randomShift_ : HaltonRsg
randomStart_ : HaltonRsg
randomWalk_ : FireflyAlgorithm
ranf_arr_buf : KnuthUniformRng
ranf_arr_ptr : KnuthUniformRng
ranf_arr_sentinel : KnuthUniformRng
range_ : G2SwaptionEngine
rank_ : FrobeniusCostFunction
ranlux_ : Ranlux64UniformRng< P, R >
rate : ExchangeRateManager::Entry
rate_ : ExchangeRate, FixedRateCoupon, FlatForward, FloatingRateCoupon, FractionalDividend, InflationCoupon
rateBegin_ : VegaBumpCluster
rateChain_ : ExchangeRate
rateConstraints_ : LogNormalFwdRateEulerConstrained
rateCurve_ : HaganPricer
rateEnd_ : VegaBumpCluster
rateHelpersEnd_ : PenaltyFunction< Curve >
rateHelpersStart_ : PenaltyFunction< Curve >
rateIndex_ : SwapBasisSystem, SwapForwardBasisSystem, SwapRateTrigger, TriggeredSwapExercise
rateonevols_ : AlphaFinder
rateSpread_ : SubPeriodsCoupon
rateSpreads_ : SubPeriodsLeg
rateTaus_ : CurveState, EvolutionDescription, LogNormalFwdRateBalland, LogNormalFwdRateiBalland, LogNormalFwdRateIpc
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
ratios_ : RatePseudoRootJacobian, RatePseudoRootJacobianAllElements
rawSmileSection_ : MarkovFunctional::CalibrationPoint
rb0 : ErrorFunction
rb1 : ErrorFunction
rb2 : ErrorFunction
rb3 : ErrorFunction
rb4 : ErrorFunction
rb5 : ErrorFunction
rb6 : ErrorFunction
reannealing_ : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
reAnnealSteps_ : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
rebase_ : SpreadFittingMethod
rebate : BarrierOption::arguments, DoubleBarrierOption::arguments, PartialTimeBarrierOption::arguments
rebate_ : BarrierOption, BarrierPathPricer, BiasedBarrierPathPricer, CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, DoubleBarrierOption, DoubleBarrierPathPricer, PartialTimeBarrierOption
rebatedExercise_ : Gaussian1dFloatFloatSwaptionEngine
rebateDiscounters_ : LongstaffSchwartzExerciseStrategy
rebateOffset_ : CallSpecifiedMultiProduct, CallSpecifiedPathwiseMultiProduct, UpperBoundEngine
rebatePaymentCalendar_ : RebatedExercise
rebatePaymentConvention_ : RebatedExercise
rebates_ : RebatedExercise
rebatesAccrual_ : CdsHelper
rebateSettlementDays_ : RebatedExercise
rebateSize_ : UpperBoundEngine
receiveCurrency_ : EnergySwap
receiveIndex_ : EnergyBasisSwap
receiveLegPrice : EnergyDailyPosition
receiveLegTermStructure_ : EnergyBasisSwap, EnergyVanillaSwap
recoveries_ : BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >, ConstantLossLatentmodel< copulaPolicy >, RandomDefaultLM< copulaPolicy, USNG >, SpotRecoveryLatentModel< copulaPolicy >
recoveryRate_ : AssetSwapHelper, BlackCdsOptionEngine, CDO, CdsHelper, IntegralCdsEngine, IsdaCdsEngine, MidPointCdsEngine, RecoveryRateQuote, RiskyAssetSwap, RiskyBondEngine
recoveryRates_ : DefaultEvent::DefaultSettlement
recoveryValue_ : RiskyAssetSwap
redemption : CallableBond::arguments, ConvertibleBond::arguments
redemption_ : ConvertibleBond
redemptionDate : CallableBond::arguments
redemptions_ : Bond
redemptionTime_ : DiscretizedCallableFixedRateBond
refDate_ : Basket, IborLegCashFlows
referenceDate_ : GridModelLocalVolSurface, GsrProcess, InflationIndex, SmileSection, TermStructure
referenceSecurity_ : FaceValueAccrualClaim
refiningIntegrationTolerance_ : NumericHaganPricer
refPeriodEnd_ : Coupon
refPeriodStart_ : Coupon
region_ : InflationIndex
relAccuracy_ : GaussLobattoIntegral
relativeAccuracy_ : GaussKronrodNonAdaptive, JumpDiffusionEngine
relativeDefaultVariance_ : CreditRiskPlus
relevanceRates_ : EvolutionDescription
relevantTimes_ : LongstaffSchwartzExerciseStrategy
relInitStepSize_ : MethodOfLinesScheme
relTol_ : BiCGstab, GMRES, ImplicitEulerScheme, LaplaceInterpolation, TrBDF2Scheme< TrapezoidalScheme >
remainingBsktSize_ : RecursiveLossModel< copulaPolicy >
remainingNotional : SyntheticCDO::results
remainingNotional_ : BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >, SaddlePointLossModel< CP >, SyntheticCDO
remainingNotionals_ : SaddlePointLossModel< CP >
remainingSize_ : SaddlePointLossModel< CP >
removedHolidays : Calendar::Impl
replication_ : DigitalCmsLeg, DigitalCmsSpreadLeg, DigitalIborLeg
replicationType_ : DigitalCoupon, DigitalReplication
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 >
rescaleTimeSteps_ : LocalVolRNDCalculator
resetDate : ForwardOptionArguments< ArgumentsType >
resetDate_ : ForwardVanillaOption
resetDates : CliquetOption::arguments
resetDates_ : CliquetOption
resetIndex_ : ForwardEuropeanBSPathPricer, ForwardEuropeanHestonPathPricer
resetIteration_ : ClubsTopology
resetScheme_ : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
resetSteps_ : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
residuals_ : GeneralLinearLeastSquares
resnorm_ : NonLinearLeastSquare
restrType_ : DefaultType
result_ : ForwardSwapQuote
resultMap_ : FFTEngine
results_ : GenericEngine< ArgumentsType, ResultsType >, GenericSequenceStatistics< StatisticsType >, NonLinearLeastSquare
resultValues_ : Fdm1DimSolver, Fdm2DimSolver, Fdm3DimSolver
returnFirst_ : BoxMullerGaussianRng< RNG >
reverseIndex_ : TripleBandLinearOp
reversion_ : Gsr, MarkovFunctional, MfStateProcess
reversionObserver_ : Gsr
reversions_ : GsrProcessCore, Gsr
reversionZero_ : MfStateProcess
revised_ : InflationIndex
revZero_ : GsrProcessCore
rGrid_ : FdCIRVanillaEngine, FdHestonHullWhiteVanillaEngine, MakeFdCIRVanillaEngine
rho : Greeks
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
rightIndex_ : BrownianBridge, KahaleSmileSection, SmileSectionUtils
rightType_ : Cubic, CubicInterpolationImpl< I1, I2 >, LogCubic, LogMixedLinearCubic, MixedLinearCubic
rightValue_ : Cubic, CubicInterpolationImpl< I1, I2 >, LogCubic, LogMixedLinearCubic, MixedLinearCubic
rightWeight_ : BrownianBridge
riskDelta : EnergyDailyPosition
riskFreeDiscount_ : FFTVanillaEngine, FFTVarianceGammaEngine
riskFreeRate_ : AnalyticContinuousGeometricAveragePriceAsianHestonEngine, AnalyticDiscreteGeometricAveragePriceAsianHestonEngine, AnalyticHestonForwardEuropeanEngine, BlackScholesLattice< T >, GeneralizedBlackScholesProcess, GJRGARCHProcess, HestonModelHelper, HestonProcess, PiecewiseTimeDependentHestonModel, VarianceGammaProcess
riskFreeTS_ : LocalVolSurface, QuantoTermStructure
riskyAnnuity : CdsOption::results
riskyAnnuity_ : CdsOption
riskyBondPrice_ : RiskyAssetSwap
rndCalculator_ : NormalCLVModel, SquareRootCLVModel
rng_ : BetaRiskSimulation, DifferentialEvolution, FireflyAlgorithm, IsotropicRandomWalk< Distribution, Engine >, LevyFlightInertia, ParticleSwarmOptimization, RandomSequenceGenerator< RNG >, SeedGenerator, SimpleRandomInertia, SimulatedAnnealing< RNG >
roll_ : MakeYoYInflationCapFloor
roof : PagodaOption::arguments
roof_ : PagodaMultiPathPricer, PagodaOption
root_ : Solver1D< Impl >
rootEpsilon_ : EndCriteria
rounding : Currency::Data, UnitOfMeasure::Data
rows_ : Matrix
rrGranular : simEvent< RandomLossLM< copulaPolicy, USNG > >
rrQuotes_ : GaussianLHPLossModel
Rs_ : GFunctionFactory::GFunctionWithShifts::ObjectiveFunction
rsg_ : GaussianRandomDefaultModel
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
rule_ : CdsHelper, JointCalendar::Impl, MakeArithmeticAverageOIS, MakeCreditDefaultSwap, MakeSchedule, Schedule
runningAccumulator : DiscreteAveragingAsianOption::arguments
runningAccumulator_ : DiscreteAveragingAsianOption
runningProduct_ : GeometricAPOHestonPathPricer, GeometricAPOPathPricer
runningRate : SyntheticCDO::arguments
runningRate_ : SyntheticCDO
runningSpread_ : CreditDefaultSwap, UpfrontCdsHelper
runningSum_ : ArithmeticAPOHestonPathPricer, ArithmeticAPOPathPricer, ArithmeticASOPathPricer