QuantLib
: a free/open-source library for quantitative finance
Reference manual - version 1.41
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Here is a list of all documented functions with links to the class documentation for each member:
- g -
gamma() :
BachelierCalculator
,
BlackCalculator
,
BlackScholesCalculator
gammaForward() :
BachelierCalculator
,
BlackCalculator
Gaussian1dJamshidianSwaptionEngine() :
Gaussian1dJamshidianSwaptionEngine
gaussianAverageShortfall() :
GenericGaussianStatistics< Stat >
gaussianDownsideDeviation() :
GenericGaussianStatistics< Stat >
gaussianDownsideVariance() :
GenericGaussianStatistics< Stat >
gaussianExpectedShortfall() :
GenericGaussianStatistics< Stat >
gaussianPercentile() :
GenericGaussianStatistics< Stat >
gaussianPolynomialIntegral() :
Gaussian1dModel
gaussianPotentialUpside() :
GenericGaussianStatistics< Stat >
GaussianQuadMultidimIntegrator() :
GaussianQuadMultidimIntegrator
gaussianRegret() :
GenericGaussianStatistics< Stat >
gaussianShiftedPolynomialIntegral() :
Gaussian1dModel
gaussianShortfall() :
GenericGaussianStatistics< Stat >
gaussianTopPercentile() :
GenericGaussianStatistics< Stat >
gaussianValueAtRisk() :
GenericGaussianStatistics< Stat >
gearing() :
FloatingRateCoupon
,
YoYInflationCoupon
get() :
PascalTriangle
,
PrimeNumbers
getHistory() :
IndexManager
getInitTraits() :
GaussianCopulaPolicy
,
TCopulaPolicy
getUpdatedDirection() :
LineSearchBasedMethod
gradient() :
CostFunction
,
LeastSquareFunction
,
Problem
gradientEvaluation() :
Problem
gradientNormValue() :
Problem
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