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

- p -

• Parabolic : CubicInterpolation
• param() : LevyFlightDistribution
• params() : CalibratedModel
• partialRollback() : Lattice, TreeLattice< Impl >, TsiveriotisFernandesLattice< T >
• pastFixing() : Index, InflationIndex, SwapSpreadIndex, YoYInflationIndex, ZeroInflationIndex
• percentile() : BinomialLossModel< LLM >, DefaultLossModel, GaussianLHPLossModel, GeneralStatistics, HomogeneousPoolLossModel< copulaPolicy >, InhomogeneousPoolLossModel< copulaPolicy >, RandomLM< derivedRandomLM, copulaPolicy, USNG >, RecursiveLossModel< copulaPolicy >, SaddlePointLossModel< CP >
• percentileAndInterval() : RandomLM< derivedRandomLM, copulaPolicy, USNG >
• perform() : NonLinearLeastSquare
• performCalculations() : AbcdAtmVolCurve, AndreasenHugeVolatilityInterpl, BlackCalibrationHelper, BondForward, CapFloorTermVolCurve, CapFloorTermVolSurface, CappedFlooredCoupon, CappedFlooredOvernightIndexedCoupon, CashFlow, CompositeInstrument, DigitalCoupon, EnergyBasisSwap, EnergyFuture, EnergyVanillaSwap, EurodollarFuturesImpliedStdDevQuote, FixedRateCoupon, FloatingRateCoupon, Forward, ForwardRateAgreement, ForwardSwapQuote, Gaussian1dModel, Gsr, HestonModelHelper, HestonSLVMCModel, ImpliedStdDevQuote, IndexedCashFlow, InflationCoupon, Instrument, InterpolatedSwaptionVolatilityCube, LazyObject, MarkovFunctional, OptionletStripper1, OptionletStripper2, RandomLM< derivedRandomLM, copulaPolicy, USNG >, Stock, StrippedOptionletAdapter, SwaptionVolatilityCube, SwaptionVolatilityMatrix, XabrSwaptionVolatilityCube< Model >
• Periodic : CubicInterpolation
• PiecewiseYoYInflationCurve() : PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
• pillarDate() : BootstrapHelper< TS >
• Polynomial2DSpline() : Polynomial2DSpline
• pool() : Basket
• postAdjustValues() : DiscretizedAsset
• postAdjustValuesImpl() : DiscretizedAsset, DiscretizedDermanKaniDoubleBarrierOption, DiscretizedDoubleBarrierOption, DiscretizedOption
• potentialUpside() : GenericRiskStatistics< S >
• preAdjustValues() : DiscretizedAsset
• preAdjustValuesImpl() : DiscretizedAsset
• presentValue() : Lattice, TreeLattice< Impl >
• previousCashFlow() : CashFlows
• previousCouponRate() : Bond
• price() : CommodityIndex, CPICapFloorTermPriceSurface
• primitive() : AbcdFunction, AbcdMathFunction, PolynomialFunction
• probabilities() : Basket
• probabilityOfAtLeastNEvents() : LossDist
• probabilityOfNEvents() : LossDist
• probAtLeastNEvents() : Basket, ConstantLossModel< copulaPolicy >, DefaultLatentModel< copulaPolicy >, DefaultLossModel, RandomLM< derivedRandomLM, copulaPolicy, USNG >
• probDensityCond() : SaddlePointLossModel< CP >
• Problem() : Problem
• problemValues() : CalibratedModel
• probOfDefault() : DefaultLatentModel< copulaPolicy >
• probOverLoss() : Basket, DefaultLossModel, GaussianLHPLossModel, SaddlePointLossModel< CP >
• probOverLossCond() : SaddlePointLossModel< CP >
• probOverLossPortfCond() : SaddlePointLossModel< CP >
• probsBeingNthEvent() : Basket, DefaultLossModel, RandomLM< derivedRandomLM, copulaPolicy, USNG >
• process() : OneFactorModel::ShortRateDynamics, TwoFactorModel::ShortRateDynamics
• protectionEndDate() : CreditDefaultSwap
• protectionStart_ : CdsHelper
• protectionStartDate() : CreditDefaultSwap
• PSE : CzechRepublic
• pseudoSqrt() : Matrix
• Public : Romania
• putCsi_ : DigitalCoupon
• putDigitalPayoff_ : DigitalCoupon
• putLeftEps_ : DigitalCoupon
• putOptionRate() : DigitalCoupon
• putStrike_ : DigitalCoupon