Here is a list of all documented class members with links to the class documentation for each member:

- e -

• earliestDate() : BootstrapHelper< TS >
• easterMonday() : Calendar::OrthodoxImpl, Calendar::WesternImpl
• effectiveCap() : CappedFlooredCoupon, CappedFlooredOvernightIndexedCoupon, CappedFlooredYoYInflationCoupon
• effectiveCapletVolatility() : CappedFlooredOvernightIndexedCoupon, OvernightIndexedCouponPricer
• effectiveConvexity() : CallableBond
• effectiveDuration() : CallableBond
• effectiveFloor() : CappedFlooredCoupon, CappedFlooredOvernightIndexedCoupon, CappedFlooredYoYInflationCoupon
• effectiveFloorletVolatility() : CappedFlooredOvernightIndexedCoupon, OvernightIndexedCouponPricer
• effectiveSpread() : OvernightIndexedCoupon
• effectiveVolatilityInput() : OvernightIndexedCouponPricer
• elasticity() : BachelierCalculator, BlackCalculator, BlackScholesCalculator
• elasticityForward() : BachelierCalculator, BlackCalculator
• empty() : Array, Calendar, CommodityType, Currency, DayCounter, Handle< T >, TimeSeries< T, Container >, UnitOfMeasure
• enableExtrapolation() : Extrapolator
• EndB1 : PartialBarrier
• EndB2 : PartialBarrier
• EndCriteria() : EndCriteria
• endCriteria() : CalibratedModel
• endOfMonth() : Calendar, Date
• equityDividendCurve() : EquityIndex
• EquityFXVolSurface() : EquityFXVolSurface
• equityInterestRateCurve() : EquityIndex
• equivalentRate() : InterestRate
• Error() : Error
• error() : GeneralLinearLeastSquares
• errorCode() : FittedBondDiscountCurve::FittingMethod
• errorEstimate() : GeneralStatistics, IncrementalStatistics, Instrument, McSimulation< MC, RNG, S >
• Eurex : Germany
• Euwax : Germany
• evaluationDate() : Settings
• eventSeniority() : DefaultEvent
• eventTypes_ : DefaultProbKey
• evolve() : BatesProcess, CoxIngersollRossProcess, ExtendedBlackScholesMertonProcess, ExtOUWithJumpsProcess, GemanRoncoroniProcess, GeneralizedBlackScholesProcess, GJRGARCHProcess, HestonProcess, HybridHestonHullWhiteProcess, KlugeExtOUProcess, LiborForwardModelProcess, StochasticProcess1D, StochasticProcess, StochasticProcessArray
• Exchange : Austria, Brazil, France, Italy, UnitedKingdom
• exchange() : ExchangeRate
• ExchangeRate() : ExchangeRate
• exCouponDate() : CashFlow, Coupon
• exitFlag() : NonLinearLeastSquare
• expCondRecovery() : SpotRecoveryLatentModel< copulaPolicy >
• expectation() : CoxIngersollRossProcess, ExtendedOrnsteinUhlenbeckProcess, G2ForwardProcess, G2Process, GeneralizedBlackScholesProcess, GeneralizedOrnsteinUhlenbeckProcess, GsrProcess, HullWhiteForwardProcess, HullWhiteProcess, MfStateProcess, OrnsteinUhlenbeckProcess, StochasticProcess1D, StochasticProcess, StochasticProcessArray
• expectationValue() : GeneralStatistics
• expectedDistribution() : BinomialLossModel< LLM >
• expectedLoss() : SpotRecoveryLatentModel< copulaPolicy >
• expectedRecovery() : ConstantLossModel< copulaPolicy >, DefaultLossModel, GaussianLHPLossModel, RandomDefaultLM< copulaPolicy, USNG >
• expectedShortfall() : Basket, BinomialLossModel< LLM >, DefaultLossModel, GaussianLHPLossModel, GenericRiskStatistics< S >, HomogeneousPoolLossModel< copulaPolicy >, InhomogeneousPoolLossModel< copulaPolicy >, RandomLM< derivedRandomLM, copulaPolicy, USNG >, RecursiveLossModel< copulaPolicy >, SaddlePointLossModel< CP >
• expectedTrancheLoss() : SyntheticCDO
• exposure() : Basket