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:

### - p -

- params() : CalibratedModel
- parRate() : YieldTermStructure
- partialRollback() : TreeLattice , TsiveriotisFernandesLattice , Lattice
- percentile() : GeneralStatistics
- perform() : NonLinearLeastSquare
- performCalculations() : VarianceSwap , YearOnYearInflationSwap , AbcdAtmVolCurve , ZeroCouponInflationSwap , LazyObject , Instrument , EurodollarFuturesImpliedStdDevQuote , ForwardSwapQuote , ConvertibleBond , ImpliedStdDevQuote , CapFloorTermVolCurve , CompositeInstrument , CapFloorTermVolSurface , SwaptionVolatilityMatrix , FixedRateBondForward , FlatForward , Forward , Stock
- Periodic : CubicSplineInterpolation
- postAdjustValues() : DiscretizedAsset
- postAdjustValuesImpl() : DiscretizedOption , DiscretizedAsset
- potentialUpside() : GenericRiskStatistics
- preAdjustValues() : DiscretizedAsset
- preAdjustValuesImpl() : DiscretizedAsset
- presentValue() : TreeLattice , Lattice
- previousCoupon() : Bond
- primitive() : AbcdFunction
- Problem() : Problem
- process() : TwoFactorModel::ShortRateDynamics , OneFactorModel::ShortRateDynamics
- project() : ProjectedCostFunction
- PSE : CzechRepublic
- pseudoSqrt() : Matrix
- putCsi_ : DigitalCoupon
- putDigitalPayoff_ : DigitalCoupon
- putLeftEps_ : DigitalCoupon
- putOptionRate() : DigitalCoupon
- putStrike_ : DigitalCoupon