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

- s -

• sampleAccumulator() : McSimulation< MC, RNG, S >
• samples() : GeneralStatistics, IncrementalStatistics
• Schedule() : Schedule
• searchDirection() : LineSearch
• searchDirection_ : LineSearch
• seasonalityBaseDate() : MultiplicativePriceSeasonality
• seasonalityFactor() : MultiplicativePriceSeasonality
• SecondDerivative : CubicInterpolation
• semiDeviation() : GenericRiskStatistics< S >
• semiVariance() : GenericRiskStatistics< S >
• seniority_ : DefaultProbKey
• serial_type : Date
• setCalculated() : LazyObject
• setConstraintType() : ConstrainedEvolver, LogNormalFwdRateEulerConstrained
• setDeltaType() : BlackDeltaCalculator
• setDimension() : IsotropicRandomWalk< Distribution, Engine >
• setHistory() : IndexManager
• setLossModel() : Basket
• setLowerBound() : Solver1D< Impl >
• setMaxEvaluations() : Solver1D< Impl >
• setOptionType() : BlackDeltaCalculator
• setPricingEngine() : Instrument
• setSingleRedemption() : Bond
• setSize() : AdaptiveInertia, ClubsTopology, DecreasingInertia, GlobalTopology, KNeighbors, LevyFlightInertia, ParticleSwarmOptimization::Inertia, ParticleSwarmOptimization::Topology, SimpleRandomInertia, TrivialInertia
• setTermStructure() : BMASwapRateHelper, BondHelper, BootstrapHelper< TS >, CdsHelper, DepositRateHelper, FraRateHelper, FxSwapRateHelper, OISRateHelper, OvernightIndexFutureRateHelper, SwapRateHelper, YearOnYearInflationSwapHelper, YoYOptionletHelper, ZeroCouponInflationSwapHelper
• setThisConstraint() : ConstrainedEvolver, LogNormalFwdRateEulerConstrained
• setTime() : BoundaryCondition< Operator >, DirichletBC, NeumannBC
• settledLoss() : Basket
• Settlement : Australia, Austria, Brazil, Canada, France, Germany, Israel, Italy, Poland, Russia, SouthKorea, UnitedKingdom, UnitedStates
• settlementDays() : ForwardSpreadedTermStructure, ImpliedTermStructure, InterpolatedPiecewiseForwardSpreadedTermStructure< Interpolator >, InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >, InterpolatedSpreadDiscountCurve< Interpolator >, QuantoTermStructure, SabrVolSurface, SwaptionVolatilityCube, TermStructure, UltimateForwardTermStructure, ZeroSpreadedTermStructure
• settlementValue() : Bond
• setupArguments() : AssetSwap, BarrierOption, Bond, CallableBond, CapFloor, CdsOption, CliquetOption, ComplexChooserOption, CompoundOption, ContinuousAveragingAsianOption, ContinuousFixedLookbackOption, ContinuousFloatingLookbackOption, ContinuousPartialFixedLookbackOption, ContinuousPartialFloatingLookbackOption, ConvertibleBond, CPICapFloor, CPISwap, CreditDefaultSwap, DiscreteAveragingAsianOption, DoubleBarrierOption, EnergyCommodity, FixedVsFloatingSwap, FloatFloatSwap, FloatFloatSwaption, ForwardVanillaOption, HimalayaOption, HolderExtensibleOption, Instrument, IrregularSwap, IrregularSwaption, MargrabeOption, MultiAssetOption, NonstandardSwap, NonstandardSwaption, NthToDefault, Option, PagodaOption, PartialTimeBarrierOption, PathMultiAssetOption, PerpetualFutures, SimpleChooserOption, SoftBarrierOption, Swap, Swaption, SyntheticCDO, TwoAssetBarrierOption, TwoAssetCorrelationOption, VanillaStorageOption, VanillaSwingOption, VarianceOption, VarianceSwap, WriterExtensibleOption, YearOnYearInflationSwap, YoYInflationCapFloor
• setupExpired() : Bond, CreditDefaultSwap, ForwardRateAgreement, Instrument, MultiAssetOption, OneAssetOption, PathMultiAssetOption, Swap, VarianceSwap
• setupModels() : BaseCorrelationLossModel< BaseModel_T, Corr2DInt_T >
• setUpperBound() : Solver1D< Impl >
• setValue() : RecoveryRateQuote, SimpleQuote
• setValues() : AdaptiveInertia, DecreasingInertia, LevyFlightInertia, ParticleSwarmOptimization::Inertia, SimpleRandomInertia, TrivialInertia
• SGX : Singapore
• shift() : SwaptionVolatilityStructure
• SHIR : Israel
• shortfall() : GenericRiskStatistics< S >
• shortRate() : BlackKarasinski::Dynamics, CoxIngersollRoss::Dynamics, ExtendedCoxIngersollRoss::Dynamics, HullWhite::Dynamics, OneFactorModel::ShortRateDynamics, Vasicek::Dynamics
• ShortRateTree() : OneFactorModel::ShortRateTree, TwoFactorModel::ShortRateTree
• shortTermVolatility() : AbcdFunction
• Side : BoundaryCondition< Operator >
• sigma() : GsrProcess
• Simple : RateAveraging
• Simplex() : Simplex
• SimulatedAnnealing() : SimulatedAnnealing< RNG >
• size() : Array, Basket, ExtOUWithJumpsProcess, FittedBondDiscountCurve::FittingMethod, G2ForwardProcess, G2Process, GJRGARCHProcess, HestonProcess, HybridHestonHullWhiteProcess, KlugeExtOUProcess, LeastSquareProblem, LiborForwardModelProcess, NaturalCubicFitting, StochasticProcess, StochasticProcessArray, TimeSeries< T, Container >
• skewness() : GeneralStatistics, IncrementalStatistics
• skipTo() : SobolRsg
• smileSection() : BlackVolSurface, OptionletVolatilityStructure, SwaptionVolatilityStructure
• smileSectionImpl() : CallableBondConstantVolatility, CallableBondVolatilityStructure, ConstantOptionletVolatility, OptionletVolatilityStructure, StrippedOptionletAdapter
• SobolRsg() : SobolRsg
• SOFR : UnitedStates
• solution() : FittedBondDiscountCurve::FittingMethod
• solution_ : FittedBondDiscountCurve::FittingMethod
• solve() : Solver1D< Impl >
• solveFor() : TridiagonalOperator
• SOR() : TridiagonalOperator
• sort() : GeneralStatistics
• source() : ExchangeRate
• spanningTime() : IborCoupon
• spanningTimeIndexMaturity() : IborCoupon
• Spline : CubicInterpolation
• SplineOM1 : CubicInterpolation
• SplineOM2 : CubicInterpolation
• splitESFLevel() : DefaultLossModel
• splitVaRAndError() : RandomLM< derivedRandomLM, copulaPolicy, USNG >
• splitVaRLevel() : DefaultLossModel, RandomLM< derivedRandomLM, copulaPolicy, USNG >, SaddlePointLossModel< CP >
• spot() : EquityIndex
• spotIncome() : BondForward, Forward
• spotValue() : BondForward, Forward
• spread() : FloatingRateCoupon, YoYInflationCoupon
• SSE : Chile, China
• standardDeviation() : GeneralStatistics, IncrementalStatistics
• standardDeviations() : CovarianceDecomposition
• standardErrors() : GeneralLinearLeastSquares
• Start : PartialBarrier
• startOfMonth() : Calendar, Date
• stdDeviation() : CoxIngersollRossProcess, ExtendedOrnsteinUhlenbeckProcess, G2ForwardProcess, G2Process, GemanRoncoroniProcess, GeneralizedBlackScholesProcess, GeneralizedOrnsteinUhlenbeckProcess, GsrProcess, HullWhiteForwardProcess, HullWhiteProcess, MfStateProcess, OrnsteinUhlenbeckProcess, StochasticProcess1D, StochasticProcess, StochasticProcessArray
• Steps : SobolBrownianGeneratorBase
• strike() : CPICapFloor
• strike_ : BachelierCalculator
• strikeForwardRate_ : ForwardRateAgreement
• strikeFromDelta() : BlackDeltaCalculator
• strikeGamma() : BachelierCalculator, BlackCalculator
• strikeSensitivity() : BachelierCalculator, BlackCalculator
• subtract() : CompositeInstrument
• succeed_ : LineSearch
• survivalProbability() : DefaultProbabilityTermStructure
• survivalProbabilityImpl() : DefaultDensityStructure, DefaultProbabilityTermStructure, HazardRateStructure, InterpolatedAffineHazardRateCurve< Interpolator >, InterpolatedDefaultDensityCurve< Interpolator >, InterpolatedHazardRateCurve< Interpolator >, InterpolatedSurvivalProbabilityCurve< Interpolator >, OneFactorAffineSurvivalStructure
• SviSmileSection() : SviSmileSection
• Swap() : Swap
• swapLength() : SwaptionVolatilityStructure
• SwaptionVolatilityMatrix() : SwaptionVolatilityMatrix
• SwaptionVolatilityStructure() : SwaptionVolatilityStructure
• symbol() : Currency
• SymmetricSchurDecomposition() : SymmetricSchurDecomposition
• SyntheticCDO() : SyntheticCDO