- rankReducedSqrt()
: Matrix
- rate()
: CappedFlooredCoupon
, Coupon
, InflationCoupon
, ExchangeRate
, DigitalCoupon
, CappedFlooredYoYInflationCoupon
, FixedRateCoupon
, FloatingRateCoupon
- rebin()
: TimeBasket
- recalculate()
: LazyObject
- recoveryRate()
: DefaultEvent
- recoveryValue()
: RecoveryRateModel
- recoveryValueImpl()
: RecoveryRateModel
, ConstantRecoveryModel
- RecursiveCdoEngine()
: RecursiveCdoEngine
- redemption()
: Bond
- redemptions()
: Bond
- referenceDate()
: FactorSpreadedHazardRateCurve
, SpreadedHazardRateCurve
, SabrVolSurface
, TermStructure
, LocalVolCurve
, LocalVolSurface
, SwaptionVolatilityCube
, DriftTermStructure
, ForwardSpreadedTermStructure
, PiecewiseZeroSpreadedTermStructure
, QuantoTermStructure
, ZeroSpreadedTermStructure
- referencePeriodEnd()
: Coupon
- referencePeriodStart()
: Coupon
- regret()
: GenericRiskStatistics
- remainingAttachmentRatio()
: Basket
- remainingDetachmentRatio()
: Basket
- remainingNames()
: Basket
- remainingNotional()
: Basket
, SyntheticCDO
- remainingNotionals()
: Basket
- removeHoliday()
: Calendar
- reset()
: MarketModelPathwiseMultiCaplet
, Problem
, MarketModelPathwiseMultiProduct
, GeneralStatistics
, DiscretizedAsset
, IncrementalStatistics
, DiscretizedOption
, MarketModelPathwiseMultiDeflatedCap
, MarketModelMultiProduct
, MarketModelComposite
, DiscretizedDiscountBond
, MarketModelPathwiseCoterminalSwaptionsNumericalDeflated
, MultiStepSwaption
, MarketModelPathwiseCoterminalSwaptionsDeflated
- residualNorm()
: NonLinearLeastSquare
- result()
: Instrument
- results()
: NonLinearLeastSquare
- rho()
: BlackCalculator
- rollback()
: Lattice
, TsiveriotisFernandesLattice
, TreeLattice
, FiniteDifferenceModel
- Rounding()
: Rounding
- rounding()
: Currency