QuantLib: Class Members

### A free/open-source library for quantitative finance

- All
- Functions
- Variables
- Typedefs
- Enumerations
- Enumerator

- a
- b
- c
- d
- e
- f
- g
- h
- i
- j
- k
- l
- m
- n
- o
- p
- q
- r
- s
- t
- u
- v
- w
- x
- y
- z
- ~

Here is a list of all documented class members with links to the class documentation for each member:

### - r -

- rankReducedSqrt() : Matrix
- rate() : CappedFlooredCoupon , DigitalCoupon , FixedRateCoupon , Coupon , FloatingRateCoupon , ExchangeRate
- rebin() : TimeBasket
- recalculate() : LazyObject
- referenceDate() : ForwardSpreadedTermStructure , PiecewiseZeroSpreadedTermStructure , QuantoTermStructure , ZeroSpreadedTermStructure , SabrVolSurface , TermStructure , LocalVolCurve , LocalVolSurface , SwaptionVolatilityCube , DriftTermStructure
- referencePeriodEnd() : Coupon
- referencePeriodStart() : Coupon
- regret() : GenericRiskStatistics
- RelinkableHandle() : RelinkableHandle
- removeHoliday() : Calendar
- replicationType_ : DigitalCoupon
- reset() : DiscretizedDiscountBond , MarketModelMultiProduct , MarketModelComposite , IncrementalStatistics , DiscretizedAsset , DiscretizedOption , Problem , GeneralStatistics
- residualNorm() : NonLinearLeastSquare
- result() : Instrument
- results() : NonLinearLeastSquare
- reverse_x_iterator : LexicographicalView
- reverse_y_iterator : LexicographicalView
- rho() : BlackCalculator
- rollback() : Lattice , FiniteDifferenceModel , TreeLattice , FiniteDifferenceModel , TsiveriotisFernandesLattice
- rootEpsilon_ : EndCriteria
- rounding() : Currency
- Rounding() : Rounding
- Rule : DateGeneration