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:

### - i -

- ICEX : Iceland
- identity() : TridiagonalOperator
- impliedRate() : InterestRate
- impliedVolatility() : Swaption , VanillaOption , BarrierOption , SingleAssetOption , CalibrationHelper , CapFloor , DividendVanillaOption
- impliedYield() : Forward
- include() : ProjectedCostFunction
- incomeDiscountCurve() : Forward
- incomeDiscountCurve_ : Forward
- index() : FloatingRateCoupon , TimeGrid
- indexFixing() : AverageBMACoupon , FloatingRateCoupon , IborCoupon
- indexFixings() : AverageBMACoupon
- InflationSwap() : InflationSwap
- init() : FittedBondDiscountCurve::FittingMethod
- initialize() : TreeLattice , Lattice
- initialValues() : LiborForwardModelProcess , G2Process , G2ForwardProcess , HestonProcess , StochasticProcessArray , StochasticProcess
- instance() : Singleton
- instantaneousCovariance() : AbcdFunction
- instantaneousVariance() : AbcdFunction
- instantaneousVolatility() : AbcdFunction
- InterestRate() : InterestRate
- InterestRateVolSurface() : InterestRateVolSurface
- interpolated() : InflationIndex
- InterpolatedYoYInflationCurve() : InterpolatedYoYInflationCurve
- InterpolatedZeroInflationCurve() : InterpolatedZeroInflationCurve
- inverse() : Matrix
- irr() : CashFlows
- isBusinessDay() : Calendar
- isCallATMIncluded_ : DigitalCoupon
- isCallCashOrNothing_ : DigitalCoupon
- isEndOfMonth() : Calendar , Date
- isExpired() : Forward , Instrument , Swap , Bond , CapFloor , CompositeInstrument , ZeroCouponInflationSwap , MultiAssetOption , YearOnYearInflationSwap , Swaption , OneAssetOption , Stock , VarianceSwap
- isHoliday() : Calendar
- isIMMcode() : IMM
- isIMMdate() : IMM
- isInArrears() : FloatingRateCoupon
- isLeap() : Date
- isOnTime() : DiscretizedAsset
- isPutATMIncluded_ : DigitalCoupon
- isPutCashOrNothing_ : DigitalCoupon
- isValid() : Quote , DerivedQuote , ForwardValueQuote , ImpliedStdDevQuote , SimpleQuote , CompositeQuote , FuturesConvAdjustmentQuote , ForwardSwapQuote , EurodollarFuturesImpliedStdDevQuote
- isValidFixingDate() : InflationIndex , BMAIndex , Index , InterestRateIndex
- isWeekend() : Calendar
- iterationsNumber() : NonLinearLeastSquare
- itmAssetProbability() : BlackCalculator
- itmCashProbability() : BlackCalculator