- s -
- sampleAccumulator()
: McSimulation< MC, RNG, S >
- samples()
: GeneralStatistics
, IncrementalStatistics
- scenarioIncrementalBasketLosses()
: Basket
- scenarioIncrementalTrancheLosses()
: Basket
- scenarioTrancheLoss()
: Basket
- searchDirection()
: LineSearch
- seasonalityBaseDate()
: MultiplicativePriceSeasonality
- seasonalityFactor()
: MultiplicativePriceSeasonality
- secondDerivativeAtCenter()
: SampledCurve
- semiDeviation()
: GenericRiskStatistics< S >
- semiVariance()
: GenericRiskStatistics< S >
- setConstraintType()
: ConstrainedEvolver
, LogNormalFwdRateEulerConstrained
- setHistory()
: IndexManager
- setLowerBound()
: Solver1D< Impl >
- setMaxEvaluations()
: Solver1D< Impl >
- setPricingEngine()
: Instrument
- setSeasonality()
: InflationTermStructure
- setSingleRedemption()
: Bond
- setTermStructure()
: YoYOptionletHelper
, BootstrapHelper< TS >
, ZeroCouponInflationSwapHelper
, YearOnYearInflationSwapHelper
- setThisConstraint()
: ConstrainedEvolver
, LogNormalFwdRateEulerConstrained
- setTime()
: BoundaryCondition< Operator >
, NeumannBC
, DirichletBC
- settlementDays()
: TermStructure
, SwaptionVolatilityCube
, DriftTermStructure
, ForwardSpreadedTermStructure
, ImpliedTermStructure
, PiecewiseZeroSpreadedTermStructure
, QuantoTermStructure
, ZeroSpreadedTermStructure
, SabrVolSurface
- settlementValue()
: Bond
- setupArguments()
: DividendVanillaOption
, ForwardVanillaOption
, YoYInflationCapFloor
, ContinuousFloatingLookbackOption
, ContinuousFixedLookbackOption
, MultiAssetOption
, Swap
, Swaption
, VanillaSwap
, VarianceSwap
, YearOnYearInflationSwap
, ZeroCouponInflationSwap
, Option
, CallableBond
, CallableFixedRateBond
, EnergyCommodity
, CompoundOption
, CdsOption
, SyntheticCDO
, HimalayaOption
, MargrabeOption
, PagodaOption
, SimpleChooserOption
, DividendBarrierOption
, PathMultiAssetOption
, VarianceOption
, Instrument
, ContinuousAveragingAsianOption
, DiscreteAveragingAsianOption
, AssetSwap
, BarrierOption
, Bond
, CapFloor
, CliquetOption
, CreditDefaultSwap
- setupExpired()
: RiskyBond
, PathMultiAssetOption
, Instrument
, Bond
, CreditDefaultSwap
, MultiAssetOption
, OneAssetOption
, Swap
, VarianceSwap
- setUpperBound()
: Solver1D< Impl >
- setValue()
: RecoveryRateQuote
, SimpleQuote
- shortfall()
: GenericRiskStatistics< S >
- shortRate()
: OneFactorModel::ShortRateDynamics
, BlackKarasinski::Dynamics
, CoxIngersollRoss::Dynamics
, ExtendedCoxIngersollRoss::Dynamics
, HullWhite::Dynamics
, Vasicek::Dynamics
- ShortRateTree()
: OneFactorModel::ShortRateTree
, TwoFactorModel::ShortRateTree
- shortTermVolatility()
: AbcdFunction
- Simplex()
: Simplex
- size()
: FittedBondDiscountCurve::FittingMethod
, HestonProcess
, LeastSquareProblem
, LiborForwardModelProcess
, Array
, G2Process
, G2ForwardProcess
, GJRGARCHProcess
, HybridHestonHullWhiteProcess
, StochasticProcessArray
, StochasticProcess
, TimeSeries< T, Container >
- skewness()
: GeneralStatistics
, IncrementalStatistics
- skipTo()
: SobolRsg
- smileSection()
: SwaptionVolatilityStructure
, OptionletVolatilityStructure
, BlackVolSurface
, OptionletVolatilityStructure
, SwaptionVolatilityStructure
, BlackVolSurface
, SwaptionVolatilityStructure
- smileSectionImpl()
: CallableBondConstantVolatility
, CallableBondVolatilityStructure
, CapletVarianceCurve
, ConstantOptionletVolatility
, OptionletVolatilityStructure
, StrippedOptionletAdapter
- SobolRsg()
: SobolRsg
- solution()
: FittedBondDiscountCurve::FittingMethod
- solve()
: Solver1D< Impl >
- solveFor()
: TridiagonalOperator
- SOR()
: TridiagonalOperator
- sort()
: GeneralStatistics
- source()
: ExchangeRate
- spotIncome()
: Forward
, FixedRateBondForward
- spotValue()
: FixedRateBondForward
, Forward
- spread()
: FloatingRateCoupon
, YoYInflationCoupon
- Sqrt()
: Array
- standardDeviation()
: IncrementalStatistics
, GeneralStatistics
- standardDeviations()
: CovarianceDecomposition
- standardErrors()
: LinearLeastSquaresRegression< ArgumentType >
- stdDeviation()
: StochasticProcess
, G2Process
, G2ForwardProcess
, StochasticProcessArray
, StochasticProcess1D
, GeneralizedOrnsteinUhlenbeckProcess
, HullWhiteProcess
, ExtendedOrnsteinUhlenbeckProcess
, OrnsteinUhlenbeckProcess
, HullWhiteForwardProcess
- strikeSensitivity()
: BlackCalculator
- subtract()
: CompositeInstrument
- survivalProbability()
: DefaultProbabilityTermStructure
- survivalProbabilityImpl()
: InterpolatedSurvivalProbabilityCurve< Interpolator >
, InterpolatedDefaultDensityCurve< Interpolator >
, DefaultProbabilityTermStructure
, HazardRateStructure
, DefaultDensityStructure
, InterpolatedHazardRateCurve< Interpolator >
- swap()
: Matrix
- Swap()
: Swap
- swap()
: Array
- Swap()
: Swap
- swap()
: Clone< T >
- swapLength()
: SwaptionVolatilityStructure
- SwaptionVolatilityMatrix()
: SwaptionVolatilityMatrix
- SwaptionVolatilityStructure()
: SwaptionVolatilityStructure
- symbol()
: Currency
- SymmetricSchurDecomposition()
: SymmetricSchurDecomposition