- params()
: CalibratedModel
- parRate()
: YieldTermStructure
- partialRollback()
: TreeLattice
, TsiveriotisFernandesLattice
, Lattice
- percentile()
: GeneralStatistics
- perform()
: NonLinearLeastSquare
- performCalculations()
: CompositeInstrument
, FixedRateBondForward
, EnergyBasisSwap
, Forward
, Stock
, EnergyFuture
, LazyObject
, EurodollarFuturesImpliedStdDevQuote
, EnergyVanillaSwap
, ForwardSwapQuote
, ImpliedStdDevQuote
, RiskyBond
, CapFloorTermVolCurve
, CapFloorTermVolSurface
, AbcdAtmVolCurve
, OptionletStripper1
, SwaptionVolatilityMatrix
, OptionletStripper2
, Instrument
, StrippedOptionletAdapter
, ConvertibleBond
- Polynomial2DSpline()
: Polynomial2DSpline
- postAdjustValues()
: DiscretizedAsset
- postAdjustValuesImpl()
: DiscretizedAsset
, DiscretizedOption
- potentialUpside()
: GenericRiskStatistics
- preAdjustValues()
: DiscretizedAsset
- preAdjustValuesImpl()
: DiscretizedAsset
- presentValue()
: Lattice
, TreeLattice
- previousCashFlow()
: CashFlows
- previousCouponRate()
: Bond
- primitive()
: AbcdFunction
- probabilities()
: Basket
- probabilityOfAtLeastNEvents()
: LossDist
- probabilityOfNEvents()
: LossDist
- Problem()
: Problem
- process()
: TwoFactorModel::ShortRateDynamics
, OneFactorModel::ShortRateDynamics
- project()
: ProjectedCostFunction
- protectionEndDate()
: CreditDefaultSwap
- protectionStartDate()
: CreditDefaultSwap
- pseudoSqrt()
: Matrix
- putOptionRate()
: DigitalCoupon