A free/open-source library for quantitative finance
Reference manual - version 1.20
- f -
factors() :
BatesProcess
,
CumulativeBehrensFisher
,
ExtOUWithJumpsProcess
,
HestonProcess
,
KlugeExtOUProcess
,
LiborForwardModelProcess
,
StochasticProcess
factorWeights() :
LatentModel< copulaPolicyImpl >
fairSpread() :
CreditDefaultSwap
fairUpfront() :
CreditDefaultSwap
fetchResults() :
AssetSwap
,
Bond
,
CPICapFloor
,
CPISwap
,
CreditDefaultSwap
,
EnergyCommodity
,
FloatFloatSwap
,
ForwardVanillaOption
,
Instrument
,
IrregularSwap
,
MargrabeOption
,
MultiAssetOption
,
NonstandardSwap
,
NthToDefault
,
OneAssetOption
,
QuantoBarrierOption
,
QuantoDoubleBarrierOption
,
QuantoForwardVanillaOption
,
QuantoVanillaOption
,
Swap
,
SyntheticCDO
,
VanillaSwap
,
VarianceSwap
,
YearOnYearInflationSwap
,
ZeroCouponInflationSwap
findBrightest() :
FireflyAlgorithm::Intensity
findSaddle() :
SaddlePointLossModel< CP >
findSocialBest() :
ClubsTopology
,
GlobalTopology
,
KNeighbors
,
ParticleSwarmOptimization::Topology
finiteDifferenceEpsilon() :
CostFunction
firstDate() :
TimeSeries< T, Container >
firstDerivativeAtCenter() :
SampledCurve
fitResults() :
FittedBondDiscountCurve
FittedBondDiscountCurve() :
FittedBondDiscountCurve
FittingMethod() :
FittedBondDiscountCurve::FittingMethod
fixedLeg() :
ZeroCouponInflationSwap
fixedRate() :
CPICoupon
,
ZeroCouponInflationSwap
FixedRateBond() :
FixedRateBond
FixedRateBondForward() :
FixedRateBondForward
FixedRateBondHelper() :
FixedRateBondHelper
fixedReversion() :
GeneralizedHullWhite
fixing() :
Index
,
InflationIndex
,
InterestRateIndex
,
YoYInflationIndex
,
ZeroInflationIndex
fixingCalendar() :
Index
,
InflationIndex
,
InterestRateIndex
fixingDate() :
AverageBMACoupon
,
FloatingRateCoupon
,
InflationCoupon
,
OvernightIndexedCoupon
fixingDates() :
AverageBMACoupon
,
OvernightIndexedCoupon
fixingDays() :
FloatingRateCoupon
,
InflationCoupon
fixingEndDate() :
IborCoupon
fixingSchedule() :
BMAIndex
floor() :
CappedFlooredCoupon
,
CappedFlooredYoYInflationCoupon
flushCache() :
GsrProcess
forecastFixing() :
BMAIndex
,
IborIndex
,
InterestRateIndex
,
SwapIndex
,
SwapSpreadIndex
format() :
Currency
ForwardFlatInterpolation() :
ForwardFlatInterpolation
forwardImpl() :
ForwardRateStructure
,
ForwardSpreadedTermStructure
,
InterpolatedForwardCurve< Interpolator >
,
ZeroSpreadedTermStructure
forwardingTermStructure() :
IborIndex
forwardPrice() :
FixedRateBondForward
forwardRate() :
ForwardRateAgreement
,
YieldTermStructure
ForwardRateStructure() :
ForwardRateStructure
forwardValue() :
Forward
fractionsPerUnit() :
Currency
fractionSymbol() :
Currency
freeze() :
LazyObject
front() :
Path
functionEvaluation() :
Problem
functionValue() :
Problem
Generated by
Doxygen
1.8.20