- r -
- rankReducedSqrt()
: Matrix
- rate()
: CappedFlooredCoupon
, Coupon
, InflationCoupon
, ExchangeRate
, DigitalCoupon
, CappedFlooredYoYInflationCoupon
, FixedRateCoupon
, FloatingRateCoupon
- rebin()
: TimeBasket
- recalculate()
: LazyObject
- recoveryRate()
: DefaultEvent
- recoveryValue()
: RecoveryRateModel
- recoveryValueImpl()
: RecoveryRateModel
, ConstantRecoveryModel
- RecursiveCdoEngine()
: RecursiveCdoEngine< CDOEngine, copulaT >
- redemption()
: Bond
- redemptions()
: Bond
- referenceDate()
: FactorSpreadedHazardRateCurve
, SpreadedHazardRateCurve
, SabrVolSurface
, TermStructure
, LocalVolCurve
, LocalVolSurface
, SwaptionVolatilityCube
, DriftTermStructure
, ForwardSpreadedTermStructure
, PiecewiseZeroSpreadedTermStructure
, QuantoTermStructure
, ZeroSpreadedTermStructure
- referencePeriodEnd()
: Coupon
- referencePeriodStart()
: Coupon
- regret()
: GenericRiskStatistics< S >
- remainingAttachmentRatio()
: Basket
- remainingDetachmentRatio()
: Basket
- remainingNames()
: Basket
- remainingNotional()
: SyntheticCDO
, Basket
- remainingNotionals()
: Basket
- removeHoliday()
: Calendar
- reset()
: MarketModelPathwiseMultiDeflatedCap
, MarketModelPathwiseMultiCaplet
, MarketModelPathwiseCoterminalSwaptionsDeflated
, MarketModelPathwiseCashRebate
, MarketModelPathwiseMultiProduct
, MarketModelPathwiseInverseFloater
, MarketModelComposite
, MarketModelCashRebate
, MultiStepSwaption
, DiscretizedAsset
, DiscretizedOption
, Problem
, IncrementalStatistics
, MarketModelPathwiseSwap
, MarketModelMultiProduct
, MultiProductPathwiseWrapper
, MarketModelPathwiseCoterminalSwaptionsNumericalDeflated
, DiscretizedDiscountBond
, GeneralStatistics
- residualNorm()
: NonLinearLeastSquare
- result()
: Instrument
- results()
: NonLinearLeastSquare
- rho()
: BlackCalculator
- rollback()
: TsiveriotisFernandesLattice< T >
, FiniteDifferenceModel< Evolver >
, TreeLattice< Impl >
, Lattice
- rounding()
: Currency
- Rounding()
: Rounding