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