- t -

• t : HestonSLVFDMModel::LogEntry
• t0_ : JointStochasticProcess::CachingKey
• T0_ : SimulatedAnnealing< RNG >
• T_ : AbcdSquared, AnalyticGJRGARCHEngine
• t_ : AnalyticHestonEngine::OptimalAlpha, BrownianBridge
• T_ : GsrProcessCore, QdPlusAddOnValue
• t_ : SABRWrapper
• T_ : VannaVolgaInterpolationImpl< I1, I2 >
• t_ : XABRCoeffHolder< Model >, FdmAffineModelTermStructure, FdmSnapshotCondition, FFTVanillaEngine, FFTVarianceGammaEngine, FilonIntegral
• T_ : ForwardMeasureProcess1D, ForwardMeasureProcess
• t_ : Gaussian1dSwaptionVolatility::DateHelper
• T_ : HybridHestonHullWhiteProcess
• t_ : InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >::ObjectiveFunction, Lattice, NoArbSabr, NormalCLVModel::MappingFunction::InterpolationData, SABR
• T_ : SimulatedAnnealing< RNG >
• t_ : Svi
• T_ : VannaVolga, VannaVolgaBarrierEngine, VannaVolgaDoubleBarrierEngine< DoubleBarrierEngine >
• t_ : Zabr< Evaluation >
• table_ : ConvergenceStatistics< T, U >
• tanPhi_ : AnalyticHestonEngine::AP_Helper
• target : UnitOfMeasureConversion::Data
• target_ : EURLibor, ExchangeRate, FrobeniusCostFunction
• targetNPV_ : HaganIrregularSwaptionEngine::Basket
• targetPrice_ : LinearTsrPricer::PriceHelper
• targetValue_ : OptionletStripper2::ObjectiveFunction, SaddlePointLossModel< CP >::SaddleObjectiveFunction, SaddlePointLossModel< CP >::SaddlePercObjFunction
• targetVariance_ : AlphaFinder
• targetVega_ : LinearTsrPricer::VegaRatioHelper
• targFixedDC_ : TenorSwaptionVTS
• targFixedFreq_ : TenorSwaptionVTS
• targIndex_ : TenorOptionletVTS, TenorSwaptionVTS
• tau_ : GemanRoncoroniProcess, HestonModelHelper
• tauG_ : D0Interpolator
• taus_ : MarketModelPathwiseDiscounter, RatePseudoRootJacobian, RatePseudoRootJacobianAllElements, RatePseudoRootJacobianNumerical
• telescopicValueDates_ : DatedOISRateHelper, MakeOIS, OISRateHelper, OvernightIndexedSwapIndex, OvernightLeg
• temp1 : LecuyerUniformRng
• temp2 : LecuyerUniformRng
• temp_ : PathGenerator< GSG >, TridiagonalOperator
• temperature_ : HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >
• tempKinterpolation_ : KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D >
• tenor : Gaussian1dModel::CachedSwapKey
• tenor_ : ArithmeticOISRateHelper, AssetSwapHelper, BMASwapRateHelper, CdsHelper, CrossCurrencyBasisSwapRateHelperBase, FxSwapRateHelper, IborIborBasisSwapRateHelper, InterestRateIndex, MakeCreditDefaultSwap, MakeSchedule, MarkovFunctional::CalibrationPoint, OISRateHelper, OvernightIborBasisSwapRateHelper, Schedule, SwapIndex, SwapRateHelper
• tenors_ : BaseCorrelationTermStructure< Interpolator2D_T >, MarkovFunctional::ModelOutputs
• term_ : AnalyticHestonEngine::AP_Helper
• termDate_ : MakeCreditDefaultSwap
• terminationDate_ : MakeArithmeticAverageOIS, MakeOIS, MakeSchedule, MakeVanillaSwap, Thirty360::ISDA_Impl
• terminationDateConvention_ : MakeSchedule, Schedule
• termStructure_ : AnalyticCapFloorEngine, BlackCdsOptionEngine, BMAIndex, BootstrapHelper< TS >, CapHelper, ExtendedCoxIngersollRoss::FittingParameter::Impl, G2::FittingParameter::Impl, GeneralizedHullWhite::FittingParameter::Impl, HaganIrregularSwaptionEngine::Basket, HaganIrregularSwaptionEngine, HullWhite::FittingParameter::Impl, IborIndex, JamshidianSwaptionEngine, SwaptionHelper, TermStructureConsistentModel, TermStructureFittingParameter::NumericalImpl, TreeCallableFixedRateBondEngine, TreeCapFloorEngine, TreeSwaptionEngine, TreeVanillaSwapEngine
• termStructureHandle_ : ArithmeticOISRateHelper, BMASwapRateHelper, BondHelper, CrossCurrencyBasisSwapRateHelperBase, DatedOISRateHelper, DepositRateHelper, FraRateHelper, FxSwapRateHelper, IborIborBasisSwapRateHelper, OISRateHelper, OvernightIborBasisSwapRateHelper, OvernightIndexFutureRateHelper, SwapRateHelper
• termVolSurface_ : OptionletStripper
• tGrid_ : Fd2dBlackScholesVanillaEngine, FdBatesVanillaEngine, FdBlackScholesAsianEngine, FdBlackScholesBarrierEngine, FdBlackScholesRebateEngine, FdBlackScholesShoutEngine, FdBlackScholesVanillaEngine, FdCEVVanillaEngine, FdCIRVanillaEngine, FdExtOUJumpVanillaEngine, FdG2SwaptionEngine, FdHestonBarrierEngine, FdHestonDoubleBarrierEngine, FdHestonHullWhiteVanillaEngine, FdHestonRebateEngine, FdHestonVanillaEngine, FdHullWhiteSwaptionEngine, FdKlugeExtOUSpreadEngine, FdOrnsteinUhlenbeckVanillaEngine, FdSabrVanillaEngine, FdSimpleBSSwingEngine, FdSimpleExtOUJumpSwingEngine, FdSimpleExtOUStorageEngine, FdSimpleKlugeExtOUVPPEngine, LocalVolRNDCalculator, MakeFdBlackScholesVanillaEngine, MakeFdCIRVanillaEngine, MakeFdHestonVanillaEngine
• theta : FdmSchemeDesc, Greeks
• theta1_ : GemanRoncoroniProcess
• theta2_ : GemanRoncoroniProcess
• theta3_ : GemanRoncoroniProcess
• theta_ : AliMikhailHaqCopula, AnalyticContinuousGeometricAveragePriceAsianHestonEngine, AnalyticDiscreteGeometricAveragePriceAsianHestonEngine, AnalyticHestonEngine::OptimalAlpha, AnalyticHestonForwardEuropeanEngine, ClaytonCopula, ClaytonCopulaRng< RNG >, COSHestonEngine, CoxIngersollRoss, CraigSneydScheme, CrankNicolsonScheme, DouglasScheme, ExtendedCoxIngersollRoss::FittingParameter::Impl, FarlieGumbelMorgensternCopula, FarlieGumbelMorgensternCopulaRng< RNG >, FdmHestonFwdOp, FdmHestonHullWhiteOp, FdmSquareRootFwdOp, FFTVarianceGammaEngine, FrankCopula, FrankCopulaRng< RNG >, GalambosCopula, GumbelCopula, HestonProcess, HestonSLVProcess, HundsdorferScheme, HuslerReissCopula, MixedScheme< Operator >, ModifiedCraigSneydScheme, MultiAssetOption, OneAssetOption, PlackettCopula, SquareRootAndersen, SquareRootProcessRNDCalculator, VarianceGammaProcess
• thetaCondition_ : Fdm1DimSolver, Fdm2DimSolver, Fdm3DimSolver, FdmNdimSolver< N >
• thetaHat_ : AnalyticHestonForwardEuropeanEngine
• thetaPerDay : MoreGreeks
• thetaPerDay_ : OneAssetOption
• threshold_ : DecreasingInertia, DigitalNotionalRisk, LevyFlightInertia, SimpleRandomInertia
• time : Loss
• time_ : DiscretizedAsset, Pool
• timeDependent_ : FDVanillaEngine
• timeDependentCalibratedSwaptionVols_ : CTSMMCapletCalibration
• timeGrid_ : HestonSLVMCModel, LatticeShortRateModelEngine< Arguments, Results >, LocalVolRNDCalculator, Path, PathGenerator< GSG >, PiecewiseTimeDependentHestonModel, TrinomialTree
• timeIndex : MarketModelMultiProduct::CashFlow, MarketModelPathwiseMultiProduct::CashFlow
• timeIndices : MarketModelComposite::SubProduct
• timePositions_ : EuropeanPathMultiPathPricer, LongstaffSchwartzMultiPathPricer
• times_ : AbcdCalibration, AlphaFormInverseLinear, AlphaFormLinearHyperbolic, BlackVarianceCurve, BlackVarianceSurface, CommodityCurve, GsrProcessCore, ExponentialForwardCorrelation, ExtendedBlackVarianceCurve, ExtendedBlackVarianceSurface, FixedLocalVolSurface, FlatVolFactory, GridModelLocalVolSurface, InterpolatedCurve< Interpolator >, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, MarkovFunctional, MfStateProcess, PiecewiseConstantParameter::Impl, TermStructureFittingParameter::NumericalImpl, TimeGrid, TimeHomogeneousForwardCorrelation
• timeSetter_ : TridiagonalOperator
• timesForSmallRates_ : VolatilityInterpolationSpecifierabcd
• timeStepPerPeriod_ : FDMultiPeriodEngine< Scheme >
• timeSteps : FdmSolverDesc
• timeSteps_ : BinomialBarrierEngine< T, D >, BinomialConvertibleEngine< T >, BinomialDoubleBarrierEngine< T, D >, BinomialVanillaEngine< T >, ContinuousArithmeticAsianVecerEngine, FDVanillaEngine, LatticeShortRateModelEngine< Arguments, Results >, MCBarrierEngine< RNG, S >, MCDiscreteAveragingAsianEngineBase< MC, RNG, S >, MCDoubleBarrierEngine< RNG, S >, MCEuropeanBasketEngine< RNG, S >, MCEverestEngine< RNG, S >, MCForwardVanillaEngine< MC, RNG, S >, MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S, RNG_Calibration >, MCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S >, MCLookbackEngine< I, RNG, S >, MCPathBasketEngine< RNG, S >, MCVanillaEngine< MC, RNG, S, Inst >, MCVarianceSwapEngine< RNG, S >
• timeStepsPerYear_ : MCBarrierEngine< RNG, S >, MCDiscreteAveragingAsianEngineBase< MC, RNG, S >, MCDoubleBarrierEngine< RNG, S >, MCEuropeanBasketEngine< RNG, S >, MCEverestEngine< RNG, S >, MCForwardVanillaEngine< MC, RNG, S >, MCLongstaffSchwartzEngine< GenericEngine, MC, RNG, S, RNG_Calibration >, MCLongstaffSchwartzPathEngine< GenericEngine, MC, RNG, S >, MCLookbackEngine< I, RNG, S >, MCPathBasketEngine< RNG, S >, MCVanillaEngine< MC, RNG, S, Inst >, MCVarianceSwapEngine< RNG, S >
• timingAdjustment_ : BlackIborCouponPricer
• tiny : ErrorFunction
• tkr_tk_ : AnalyticDiscreteGeometricAveragePriceAsianHestonEngine
• tMaxStepsPerYear : HestonSLVFokkerPlanckFdmParams
• tMinDown : FdmVPPStepConditionParams, VanillaVPPOption::arguments
• tMinDown_ : FdmVPPStepCondition, VanillaVPPOption
• tMinStepsPerYear : HestonSLVFokkerPlanckFdmParams
• tMinUp : FdmVPPStepConditionParams, VanillaVPPOption::arguments
• tMinUp_ : FdmVPPStepCondition, VanillaVPPOption
• tmp_ : CMSMMDriftCalculator, CubicInterpolationImpl< I1, I2 >, LMMDriftCalculator, LMMNormalDriftCalculator, SMMDriftCalculator
• tmpRs_ : GFunctionFactory::GFunctionWithShifts
• today_ : LinearTsrPricer, LognormalCmsSpreadPricer
• tolerance_ : 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 >, MakeMCHullWhiteCapFloorEngine< RNG, S >, MakeMCLookbackEngine< I, RNG, S >, MakeMCPagodaEngine< RNG, S >, MakeMCPathBasketEngine< RNG, S >, MakeMCPerformanceEngine< RNG, S >, MakeMCVarianceSwapEngine< RNG, S >, OrthogonalizedBumpFinder
• topology_ : ParticleSwarmOptimization
• topValue_ : SphereCylinderOptimizer
• tOrders : TCopulaPolicy::initTraits
• totalCashFlowsThisIndex_ : PathwiseAccountingEngine, PathwiseVegasAccountingEngine, PathwiseVegasOuterAccountingEngine
• totalClubs_ : ClubsTopology
• totalCoupon_ : MultiStepTarn
• totalCovariance_ : MarketModel
• totalSwaptionError_ : CTSMMCapletMaxHomogeneityCalibration
• totalVar_ : AlphaFinder
• toTime_ : EscrowedDividendAdjustment
• tr_t_ : AnalyticDiscreteGeometricAveragePriceAsianHestonEngine
• Tr_T_ : AnalyticDiscreteGeometricAveragePriceAsianHestonEngine
• tradeDate_ : CreditDefaultSwap, MakeCreditDefaultSwap
• tradeId : PricingError
• tradePrice_ : EnergyFuture
• tradingCalendar_ : FxSwapRateHelper
• trafoType : HestonSLVFokkerPlanckFdmParams
• trafoType_ : FdmHestonGreensFct
• traits : ParallelEvolver< Evolver >
• trancheDates_ : BaseCorrelationTermStructure< Interpolator2D_T >
• trancheNotional_ : Basket
• trancheTimes_ : BaseCorrelationTermStructure< Interpolator2D_T >
• transform_ : FdmSquareRootFwdOp
• transformation_ : AbcdCalibration
• transformedGrid_ : TransformedGrid
• transpose_ : SVD
• transposedPoints_ : XabrSwaptionVolatilityCube< Model >::Cube
• trapezoidalScheme_ : TrBDF2Scheme< TrapezoidalScheme >
• tree1_ : TreeLattice2D< Impl, T >
• tree2_ : TreeLattice2D< Impl, T >
• tree_ : BlackScholesLattice< T >, OneFactorModel::ShortRateTree
• treeProcess_ : ExtendedBinomialTree< T >
• triangulated : Currency::Data
• triangulationUnitOfMeasure : UnitOfMeasure::Data
• trigger_ : SoftCallability
• ts_ : Gaussian1dSwaptionVolatility::DateHelper, GlobalBootstrap< Curve >, IterativeBootstrap< Curve >, LocalBootstrap< Curve >
• tStepNumberDecay : HestonSLVFokkerPlanckFdmParams
• TT : KnuthUniformRng
• tt_ : SimulatedAnnealing< RNG >
• tvec_ : InterpolatedYoYOptionletStripper< Interpolator1D >::ObjectiveFunction
• type : CapFloor::arguments, CPICapFloor::arguments, CPISwap::arguments, BachelierSpec, Black76Spec, FdmSchemeDesc, FixedVsFloatingSwap::arguments, FloatFloatSwap::arguments, IrregularSwap::arguments, NonstandardSwap::arguments, UnitOfMeasureConversion::Data, YearOnYearInflationSwap::arguments, YoYInflationCapFloor::arguments
• type1_ : DoubleStickyRatchetPayoff
• type2_ : DoubleStickyRatchetPayoff
• type_ : ArithmeticASOPathPricer, ArithmeticAverageOIS, BasketGeneratingEngine::MatchHelper, BMASwap, Bond::Price, Callability, CapFloor, CapletVarianceCurve, ConstantOptionletVolatility, CPICapFloor, CPISwap, EquityTotalReturnSwap, ExchangeRate, Exercise, FdmHestonFwdOp, FdmVPPStepConditionFactory, FilonIntegral, FixedVsFloatingSwap, FloatFloatSwap, ForwardEuropeanBSPathPricer, ForwardEuropeanHestonPathPricer, ForwardTypePayoff, HestonModelHelper, IrregularSwap, LinearTsrPricer::PriceHelper, MakeArithmeticAverageOIS, MakeOIS, MakeVanillaSwap, NonstandardSwap, PerformanceOptionPathPricer, Rounding, StrippedOptionlet, TypePayoff, YearOnYearInflationSwap, YoYInflationCapFloor, ZeroCouponInflationSwap, ZeroCouponSwap