A free/open-source library for quantitative finance
Reference manual - version 1.20
- o -
OAS() :
CallableBond
observationInterpolation() :
CPICoupon
observationLag() :
CPICapFloorTermPriceSurface
,
CPIVolatilitySurface
,
InflationCoupon
,
InflationTermStructure
,
YoYOptionletVolatilitySurface
operator ext::shared_ptr< Observable >() :
Handle< T >
operator T() :
ObservableValue< T >
operator!=() :
Handle< T >
operator()() :
AbcdMathFunction
,
ArmijoLineSearch
,
CumulativeBehrensFisher
,
EndCriteria
,
GaussianQuadMultidimIntegrator
,
InverseCumulativeBehrensFisher
,
LevyFlightDistribution
,
LineSearch
,
MultidimIntegral
,
PolynomialFunction
,
RichardsonExtrapolation
,
Rounding
operator+() :
Date
operator++() :
Date
operator+=() :
Date
,
Matrix
operator-() :
Date
operator--() :
Date
operator-=() :
Date
operator<() :
Handle< T >
operator=() :
Observable
operator==() :
Calendar
,
DayCounter
,
Handle< T >
operator[]() :
Array
,
Path
,
TimeSeries< T, Container >
optimizationMethod() :
FittedBondDiscountCurve::FittingMethod
optionDateFromTenor() :
CallableBondVolatilityStructure
,
InterestRateVolSurface
,
VolatilityTermStructure
optionlet() :
CapFloor
,
YoYInflationCapFloor
optionletImpl() :
YoYInflationBachelierCapFloorEngine
,
YoYInflationBlackCapFloorEngine
,
YoYInflationCapFloorEngine
,
YoYInflationUnitDisplacedBlackCapFloorEngine
optionletPriceImp() :
BachelierYoYInflationCouponPricer
,
BlackYoYInflationCouponPricer
,
CPICouponPricer
,
UnitDisplacedBlackYoYInflationCouponPricer
,
YoYInflationCouponPricer
OptionletVolatilityStructure() :
OptionletVolatilityStructure
order() :
GaussianQuadMultidimIntegrator
,
PolynomialFunction
output_size() :
FastFourierTransform
Generated by
Doxygen
1.9.0