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

- i -

• identity() : TridiagonalOperator
• idiosyncFctrs() : LatentModel< copulaPolicyImpl >
• ImplicitCorrelation() : BaseCorrelationTermStructure< Interpolator2D_T >
• implicitCorrelation() : SyntheticCDO
• impliedHazardRate() : CreditDefaultSwap
• impliedRate() : InterestRate
• impliedVolatility() : BarrierOption, BlackCalibrationHelper, CallableBond, CapFloor, DoubleBarrierOption, IrregularSwaption, Swaption, VanillaOption, YoYInflationCapFloor
• impliedYield() : Forward
• includeReferenceDateEvents() : Settings
• includeTodaysCashFlows() : Settings
• incomeDiscountCurve() : Forward
• index() : FloatingRateCoupon, InflationCoupon, TimeGrid
• indexFixing() : AverageBMACoupon, CPICoupon, FloatingRateCoupon, IborCoupon, InflationCoupon, YoYInflationCoupon
• indexFixings() : AverageBMACoupon, OvernightIndexedCoupon
• indexIsInterpolated() : YoYInflationTermStructure
• indexRatio() : CPICoupon
• inflationLeg() : ZeroCouponInflationSwap
• init() : FittedBondDiscountCurve::FittingMethod, SpreadFittingMethod
• initialize() : InterpolatedYoYOptionletStripper< Interpolator1D >, Lattice, TreeLattice< Impl >, YoYOptionletStripper
• initialValues() : ExtOUWithJumpsProcess, G2ForwardProcess, G2Process, GJRGARCHProcess, HestonProcess, HybridHestonHullWhiteProcess, KlugeExtOUProcess, LiborForwardModelProcess, StochasticProcess, StochasticProcessArray
• instance() : Singleton< T, Global >
• instantaneousCovariance() : AbcdFunction
• instantaneousVariance() : AbcdFunction
• instantaneousVolatility() : AbcdFunction
• integral() : OneFactorCopula
• integratedExpectedValue() : LatentModel< copulaPolicyImpl >
• integratedExpectedValueV() : LatentModel< copulaPolicyImpl >
• integration() : DefaultLatentModel< copulaPolicy >, SpotRecoveryLatentModel< copulaPolicy >
• interestDates() : OvernightIndexedCoupon
• InterestRate() : InterestRate
• InterestRateVolSurface() : InterestRateVolSurface
• InterpolatedPiecewiseForwardSpreadedTermStructure() : InterpolatedPiecewiseForwardSpreadedTermStructure< Interpolator >
• InterpolatedPiecewiseZeroSpreadedTermStructure() : InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >
• InterpolatedSwaptionVolatilityCube() : InterpolatedSwaptionVolatilityCube
• InterpolatedYoYInflationCurve() : InterpolatedYoYInflationCurve< Interpolator >
• InterpolatedYoYOptionletVolatilityCurve() : InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >
• InterpolatedZeroInflationCurve() : InterpolatedZeroInflationCurve< Interpolator >
• interpolation() : CPICashFlow
• inverse_transform() : FastFourierTransform
• InverseCumulativeBehrensFisher() : InverseCumulativeBehrensFisher
• inverseCumulativeDensity() : GaussianCopulaPolicy, LatentModel< copulaPolicyImpl >, TCopulaPolicy
• inverseCumulativeY() : GaussianCopulaPolicy, LatentModel< copulaPolicyImpl >, OneFactorCopula, OneFactorGaussianCopula, TCopulaPolicy
• inverseCumulativeZ() : GaussianCopulaPolicy, LatentModel< copulaPolicyImpl >, TCopulaPolicy
• isASXcode() : ASX
• isASXdate() : ASX
• isCalculated() : LazyObject
• isConsistent() : MultiplicativePriceSeasonality, Seasonality
• IsdaCdsEngine() : IsdaCdsEngine
• isECBcode() : ECB
• isECBdate() : ECB
• isEndOfMonth() : Calendar, Date
• isExpired() : Bond, CapFloor, CDO, CdsOption, CompositeInstrument, CPICapFloor, CreditDefaultSwap, EnergyFuture, EnergyVanillaSwap, FloatFloatSwaption, Forward, ForwardRateAgreement, Instrument, IrregularSwaption, MultiAssetOption, NonstandardSwaption, NthToDefault, OneAssetOption, OvernightIndexFuture, PathMultiAssetOption, PerpetualFutures, Stock, Swap, Swaption, SyntheticCDO, TwoAssetBarrierOption, VanillaStorageOption, VanillaSwingOption, VarianceOption, VarianceSwap, WriterExtensibleOption, YoYInflationCapFloor
• isHoliday() : Calendar
• isIMMcode() : IMM
• isIMMdate() : IMM
• isInArrears() : FloatingRateCoupon
• isLeap() : Date
• isOnTime() : DiscretizedAsset
• isStartOfMonth() : Calendar, Date
• isValid() : CompositeQuote< BinaryFunction >, DeltaVolQuote, DerivedQuote< UnaryFunction >, EurodollarFuturesImpliedStdDevQuote, ForwardSwapQuote, ForwardValueQuote, FuturesConvAdjustmentQuote, ImpliedStdDevQuote, LastFixingQuote, Quote, RecoveryRateQuote, RendistatoEquivalentSwapLengthQuote, RendistatoEquivalentSwapSpreadQuote, SimpleQuote
• isValidFixingDate() : BMAIndex, CommodityIndex, EquityIndex, Index, InflationIndex, InterestRateIndex
• isValidQuoteDate() : CommodityIndex
• isWeekend() : Calendar
• iterationsNumber() : NonLinearLeastSquare
• IterativeBootstrap() : IterativeBootstrap< Curve >
• itmAssetProbability() : BachelierCalculator, BlackCalculator
• itmCashProbability() : BachelierCalculator, BlackCalculator