A free/open-source library for quantitative finance
Reference manual - version 1.6
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Here is a list of all documented class members with links to the class documentation for each member:
- g -
gamma() :
BlackCalculator
,
BlackScholesCalculator
gammaForward() :
BlackCalculator
GammaGuess :
Garch11
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() :
PrimeNumbers
getHistory() :
IndexManager
getInitTraits() :
GaussianCopulaPolicy
,
TCopulaPolicy
GovernmentBond :
UnitedStates
gradient() :
CostFunction
,
LeastSquareFunction
,
Problem
gradientEvaluation() :
Problem
gradientNormValue() :
Problem
guessSolution_ :
FittedBondDiscountCurve::FittingMethod
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