- sampleAccumulator()
: McPricer
, McSimulation
- samples()
: IncrementalStatistics
, GeneralStatistics
- searchDirection()
: LineSearch
- secondDerivativeAtCenter()
: SampledCurve
- semiDeviation()
: GenericRiskStatistics
- semiVariance()
: GenericRiskStatistics
- setConstraintType()
: ConstrainedEvolver
, LogNormalFwdRateEulerConstrained
- setHistory()
: IndexManager
- setLowerBound()
: Solver1D
- setMaxEvaluations()
: Solver1D
- setPricingEngine()
: Instrument
- setTermStructure()
: BootstrapHelper
- setThisConstraint()
: ConstrainedEvolver
, LogNormalFwdRateEulerConstrained
- setTime()
: BoundaryCondition
, NeumannBC
, DirichletBC
- settlementDays()
: SabrVolSurface
, TermStructure
- setupArguments()
: ForwardVanillaOption
, ContinuousFloatingLookbackOption
, ContinuousFixedLookbackOption
, MultiAssetOption
, Swap
, Swaption
, VanillaSwap
, VarianceSwap
, Option
, Instrument
, ContinuousAveragingAsianOption
, DiscreteAveragingAsianOption
, AssetSwap
, BarrierOption
, Bond
, CapFloor
, CliquetOption
, DividendVanillaOption
- setupExpired()
: Instrument
, MultiAssetOption
, OneAssetOption
, Swap
, VarianceSwap
, YearOnYearInflationSwap
- setUpperBound()
: Solver1D
- setValue()
: SimpleQuote
- shortfall()
: GenericRiskStatistics
- shortRate()
: OneFactorModel::ShortRateDynamics
, BlackKarasinski::Dynamics
, CoxIngersollRoss::Dynamics
, ExtendedCoxIngersollRoss::Dynamics
- ShortRateTree()
: OneFactorModel::ShortRateTree
, TwoFactorModel::ShortRateTree
- shortTermVolatility()
: AbcdFunction
- Simplex()
: Simplex
- size()
: HestonProcess
, G2ForwardProcess
, StochasticProcessArray
, StochasticProcess
, FittedBondDiscountCurve::FittingMethod
, TimeSeries
, LiborForwardModelProcess
, Array
, LeastSquareProblem
, G2Process
- skewness()
: GeneralStatistics
, IncrementalStatistics
- skipTo()
: SobolRsg
- smileSection()
: BlackVolSurface
, SwaptionVolatilityStructure
- smileSectionImpl()
: SwaptionConstantVolatility
, SwaptionVolatilityStructure
, SwaptionVolatilityMatrix
- SobolRsg()
: SobolRsg
- solution()
: FittedBondDiscountCurve::FittingMethod
- solve()
: Solver1D
- solveFor()
: TridiagonalOperator
- SOR()
: TridiagonalOperator
- sort()
: GeneralStatistics
- source()
: ExchangeRate
- spotIncome()
: Forward
, FixedRateBondForward
- spotValue()
: Forward
, FixedRateBondForward
- spread()
: FloatingRateCoupon
- Sqrt()
: Array
- standardDeviation()
: GeneralStatistics
, IncrementalStatistics
- standardDeviations()
: CovarianceDecomposition
- stdDeviation()
: G2ForwardProcess
, StochasticProcessArray
, HullWhiteForwardProcess
, OrnsteinUhlenbeckProcess
, StochasticProcess1D
, G2Process
, HullWhiteProcess
, StochasticProcess
- strikeSensitivity()
: BlackCalculator
- subtract()
: CompositeInstrument
- swap()
: Matrix
, Clone
- Swap()
: Swap
- swap()
: Array
- Swap()
: Swap
- SwaptionVolatilityMatrix()
: SwaptionVolatilityMatrix
- SwaptionVolatilityStructure()
: SwaptionVolatilityStructure
- symbol()
: Currency
- SymmetricSchurDecomposition()
: SymmetricSchurDecomposition