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

- r -

• rankReducedSqrt() : Matrix
• rate() : CappedFlooredCoupon, CappedFlooredOvernightIndexedCoupon, CappedFlooredYoYInflationCoupon, Coupon, DigitalCoupon, ExchangeRate, FixedRateCoupon, FloatingRateCoupon, InflationCoupon
• rateComputationEndDate() : OvernightIndexedCoupon
• rateComputationStartDate() : OvernightIndexedCoupon
• rateSpread() : MultipleResetsCoupon
• rebin() : TimeBasket
• recalculate() : LazyObject
• recoveryRate() : Basket, DefaultEvent
• recoveryValue() : RecoveryRateModel
• recoveryValueImpl() : ConstantRecoveryModel, RecoveryRateModel
• redemption() : Bond
• redemptions() : Bond
• refDate() : Basket
• referenceDate() : FactorSpreadedHazardRateCurve, ForwardSpreadedTermStructure, InterpolatedPiecewiseForwardSpreadedTermStructure< Interpolator >, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, InterpolatedSpreadDiscountCurve< Interpolator >, LocalVolCurve, LocalVolSurface, QuantoTermStructure, SabrVolSurface, SpreadedHazardRateCurve, SwaptionVolatilityCube, TermStructure, UltimateForwardTermStructure, ZeroSpreadedTermStructure
• referencePeriodEnd() : Coupon
• referencePeriodStart() : Coupon
• registerWithObservables() : Observer
• regret() : GenericRiskStatistics< S >
• remainingAttachmentAmount() : Basket
• remainingDefaultKeys() : Basket
• remainingDetachmentAmount() : Basket
• remainingNames() : Basket
• remainingNotional() : Basket, SyntheticCDO
• remainingNotionals() : Basket
• remainingProbabilities() : Basket
• remainingSize() : Basket
• remainingTrancheNotional() : Basket
• removedHolidays() : Calendar
• removeHoliday() : Calendar
• reserve() : GeneralStatistics
• reset() : DiscretizedAsset, DiscretizedDermanKaniDoubleBarrierOption, DiscretizedDiscountBond, DiscretizedDoubleBarrierOption, DiscretizedOption, GeneralStatistics, IncrementalStatistics, LevyFlightDistribution, MarketModelCashRebate, MarketModelComposite, MarketModelMultiProduct, MarketModelPathwiseCashRebate, MarketModelPathwiseCoterminalSwaptionsDeflated, MarketModelPathwiseCoterminalSwaptionsNumericalDeflated, MarketModelPathwiseInverseFloater, MarketModelPathwiseMultiCaplet, MarketModelPathwiseMultiDeflatedCap, MarketModelPathwiseMultiProduct, MarketModelPathwiseSwap, MultiProductPathwiseWrapper, MultiStepSwaption, Problem
• resetAddedAndRemovedHolidays() : Calendar
• resetEvaluationDate() : Settings
• resetGuess() : FittedBondDiscountCurve
• resetModel() : RecursiveLossModel< copulaPolicy >, SaddlePointLossModel< CP >
• residualNorm() : NonLinearLeastSquare
• result() : Instrument
• results() : NonLinearLeastSquare
• rho() : BachelierCalculator, BlackCalculator
• RichardsonExtrapolation() : RichardsonExtrapolation
• rollback() : FiniteDifferenceModel< Evolver >, Lattice, TreeLattice< Impl >, TsiveriotisFernandesLattice< T >
• Rounding() : Rounding
• rounding() : Currency