- identity()
: TridiagonalOperator
- impliedRate()
: InterestRate
- impliedVolatility()
: BarrierOption
, VanillaOption
, SingleAssetOption
, CapFloor
, CalibrationHelper
, DividendVanillaOption
, Swaption
- impliedYield()
: Forward
- include()
: ProjectedCostFunction
- incomeDiscountCurve()
: Forward
- index()
: FloatingRateCoupon
, TimeGrid
- indexFixing()
: AverageBMACoupon
, FloatingRateCoupon
, IborCoupon
- indexFixings()
: AverageBMACoupon
- InflationSwap()
: InflationSwap
- init()
: FittedBondDiscountCurve::FittingMethod
- initialize()
: TreeLattice
, Lattice
- initialValues()
: LiborForwardModelProcess
, G2Process
, G2ForwardProcess
, HestonProcess
, StochasticProcessArray
, StochasticProcess
- instance()
: Singleton
- instantaneousCovariance()
: AbcdFunction
- instantaneousVariance()
: AbcdFunction
- instantaneousVolatility()
: AbcdFunction
- InterestRate()
: InterestRate
- InterestRateVolSurface()
: InterestRateVolSurface
- interpolated()
: InflationIndex
- InterpolatedYoYInflationCurve()
: InterpolatedYoYInflationCurve
- InterpolatedZeroInflationCurve()
: InterpolatedZeroInflationCurve
- inverse()
: Matrix
- irr()
: CashFlows
- isBusinessDay()
: Calendar
- isEndOfMonth()
: Calendar
, Date
- isExpired()
: Forward
, Instrument
, OneAssetOption
, Bond
, CapFloor
, CompositeInstrument
, ZeroCouponInflationSwap
, MultiAssetOption
, YearOnYearInflationSwap
, Stock
, VarianceSwap
, Swaption
, Swap
- isHoliday()
: Calendar
- isIMMcode()
: IMM
- isIMMdate()
: IMM
- isInArrears()
: FloatingRateCoupon
- isLeap()
: Date
- isOnTime()
: DiscretizedAsset
- isValid()
: CompositeQuote
, EurodollarFuturesImpliedStdDevQuote
, ImpliedStdDevQuote
, DerivedQuote
, FuturesConvAdjustmentQuote
, Quote
, SimpleQuote
, ForwardSwapQuote
, ForwardValueQuote
- isValidFixingDate()
: Index
, InflationIndex
, BMAIndex
, InterestRateIndex
- isWeekend()
: Calendar
- iterationsNumber()
: NonLinearLeastSquare
- itmAssetProbability()
: BlackCalculator
- itmCashProbability()
: BlackCalculator