- identity()
: TridiagonalOperator
- impliedHazardRate()
: CreditDefaultSwap
- impliedRate()
: InterestRate
- impliedVolatility()
: DividendVanillaOption
, YoYInflationCapFloor
, CallableBond
, Swaption
, VanillaOption
, BarrierOption
, CalibrationHelper
, CapFloor
- impliedYield()
: Forward
- include()
: ProjectedCostFunction
- includeReferenceDateCashFlows()
: Settings
- includeTodaysCashFlows()
: Settings
- incomeDiscountCurve()
: Forward
- index()
: FloatingRateCoupon
, InflationCoupon
, TimeGrid
- indexFixing()
: AverageBMACoupon
, FloatingRateCoupon
, IborCoupon
, InflationCoupon
- indexFixings()
: AverageBMACoupon
, OvernightIndexedCoupon
- InflationIndex()
: InflationIndex
- inflationLeg()
: ZeroCouponInflationSwap
- init()
: FittedBondDiscountCurve::FittingMethod
- initialize()
: TreeLattice
, Lattice
, InterpolatedYoYOptionletStripper
, YoYOptionletStripper
- initialValues()
: LiborForwardModelProcess
, G2Process
, G2ForwardProcess
, GJRGARCHProcess
, HestonProcess
, HybridHestonHullWhiteProcess
, StochasticProcessArray
, StochasticProcess
- instance()
: Singleton
- instantaneousCovariance()
: AbcdFunction
- instantaneousVariance()
: AbcdFunction
- instantaneousVolatility()
: AbcdFunction
- integral()
: OneFactorCopula
- InterestRate()
: InterestRate
- InterestRateVolSurface()
: InterestRateVolSurface
- interpolated()
: InflationIndex
- InterpolatedYoYInflationCurve()
: InterpolatedYoYInflationCurve
- InterpolatedYoYOptionletVolatilityCurve()
: InterpolatedYoYOptionletVolatilityCurve
- InterpolatedZeroInflationCurve()
: InterpolatedZeroInflationCurve
- inverse()
: Matrix
- inverse_transform()
: FastFourierTransform
- inverseCumulativeY()
: OneFactorCopula
, OneFactorGaussianCopula
- isBusinessDay()
: Calendar
- isConsistent()
: MultiplicativePriceSeasonality
, Seasonality
- isECBcode()
: ECB
- isECBdate()
: ECB
- isEndOfMonth()
: Calendar
, Date
- isExpired()
: Stock
, CDO
, EnergyFuture
, EnergyVanillaSwap
, CdsOption
, NthToDefault
, Bond
, YoYInflationCapFloor
, RiskyBond
, PathMultiAssetOption
, VarianceOption
, Forward
, CapFloor
, CompositeInstrument
, CreditDefaultSwap
, Instrument
, Swap
, VarianceSwap
, SyntheticCDO
, MultiAssetOption
, OneAssetOption
, Swaption
- isHoliday()
: Calendar
- isIMMcode()
: IMM
- isIMMdate()
: IMM
- isInArrears()
: FloatingRateCoupon
- isLeap()
: Date
- isOnTime()
: DiscretizedAsset
- isValid()
: RecoveryRateQuote
, Quote
, ForwardSwapQuote
, EurodollarFuturesImpliedStdDevQuote
, FuturesConvAdjustmentQuote
, ForwardValueQuote
, ImpliedStdDevQuote
, CompositeQuote
, LastFixingQuote
, DerivedQuote
, SimpleQuote
- isValidFixingDate()
: Index
, BMAIndex
, InflationIndex
, InterestRateIndex
- isValidQuoteDate()
: CommodityIndex
- isWeekend()
: Calendar
- iterationsNumber()
: NonLinearLeastSquare
- itmAssetProbability()
: BlackCalculator
- itmCashProbability()
: BlackCalculator