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<h3 class="navbartitle">QuantLib 0.3.9</h3>
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<h3><a class="anchor" name="index_s">- s -</a></h3><ul>
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<li>sampleAccumulator()
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: <a class="el" href="class_quant_lib_1_1_mc_simulation.html#a4">McSimulation</a>, <a class="el" href="class_quant_lib_1_1_mc_pricer.html#a4">McPricer</a><li>samples()
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: <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#z99_0">IncrementalStatistics</a>, <a class="el" href="class_quant_lib_1_1_general_statistics.html#z97_0">GeneralStatistics</a><li>searchDirection()
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: <a class="el" href="class_quant_lib_1_1_optimization_method.html#a11">OptimizationMethod</a><li>semiDeviation()
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: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#a1">GenericRiskStatistics</a><li>semiVariance()
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: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#a0">GenericRiskStatistics</a><li>sensitivity()
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: <a class="el" href="class_quant_lib_1_1_swap.html#z79_4">Swap</a><li>setEndCriteria()
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: <a class="el" href="class_quant_lib_1_1_optimization_method.html#a3">OptimizationMethod</a><li>setEvaluationDate()
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: <a class="el" href="class_quant_lib_1_1_settings.html#z145_1">Settings</a><li>setInitialValue()
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: <a class="el" href="class_quant_lib_1_1_optimization_method.html#a2">OptimizationMethod</a><li>setLowerBound()
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: <a class="el" href="class_quant_lib_1_1_solver1_d.html#z146_3">Solver1D</a><li>setMaxEvaluations()
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: <a class="el" href="class_quant_lib_1_1_solver1_d.html#z146_2">Solver1D</a><li>setPricingEngine()
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: <a class="el" href="class_quant_lib_1_1_instrument.html#z65_0">Instrument</a><li>setTermStructure()
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: <a class="el" href="class_quant_lib_1_1_swap_rate_helper.html#a4">SwapRateHelper</a>, <a class="el" href="class_quant_lib_1_1_fra_rate_helper.html#a4">FraRateHelper</a>, <a class="el" href="class_quant_lib_1_1_deposit_rate_helper.html#a4">DepositRateHelper</a>, <a class="el" href="class_quant_lib_1_1_rate_helper.html#z169_4">RateHelper</a><li>setTime()
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: <a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html#a5">DirichletBC</a>, <a class="el" href="class_quant_lib_1_1_neumann_b_c.html#a5">NeumannBC</a>, <a class="el" href="class_quant_lib_1_1_boundary_condition.html#a5">BoundaryCondition</a><li>setupArguments()
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: <a class="el" href="class_quant_lib_1_1_swaption.html#a2">Swaption</a>, <a class="el" href="class_quant_lib_1_1_simple_swap.html#a11">SimpleSwap</a>, <a class="el" href="class_quant_lib_1_1_quanto_vanilla_option.html#a1">QuantoVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html#a1">QuantoForwardVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_one_asset_striked_option.html#a1">OneAssetStrikedOption</a>, <a class="el" href="class_quant_lib_1_1_one_asset_option.html#a2">OneAssetOption</a>, <a class="el" href="class_quant_lib_1_1_multi_asset_option.html#a1">MultiAssetOption</a>, <a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html#a1">ForwardVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html#b0">DividendVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_cliquet_option.html#a1">CliquetOption</a>, <a class="el" href="class_quant_lib_1_1_cap_floor.html#a1">CapFloor</a>, <a class="el" href="class_quant_lib_1_1_basket_option.html#a1">BasketOption</a>, <a class="el" href="class_quant_lib_1_1_barrier_option.html#a1">BarrierOption</a>, <a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option.html#a1">DiscreteAveragingAsianOption</a>, <a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option.html#a1">ContinuousAveragingAsianOption</a>, <a class="el" href="class_quant_lib_1_1_instrument.html#a1">Instrument</a><li>setupExpired()
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: <a class="el" href="class_quant_lib_1_1_swap.html#b0">Swap</a>, <a class="el" href="class_quant_lib_1_1_quanto_vanilla_option.html#b0">QuantoVanillaOption</a>, <a class="el" href="class_quant_lib_1_1_one_asset_option.html#b0">OneAssetOption</a>, <a class="el" href="class_quant_lib_1_1_multi_asset_option.html#b0">MultiAssetOption</a>, <a class="el" href="class_quant_lib_1_1_instrument.html#z66_1">Instrument</a><li>setUpperBound()
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: <a class="el" href="class_quant_lib_1_1_solver1_d.html#z146_4">Solver1D</a><li>shortfall()
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: <a class="el" href="class_quant_lib_1_1_generic_risk_statistics.html#a8">GenericRiskStatistics</a><li>shortRate()
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: <a class="el" href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_dynamics.html#a3">OneFactorModel::ShortRateDynamics</a><li>ShortRateTree()
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: <a class="el" href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_tree.html#a0">TwoFactorModel::ShortRateTree</a>, <a class="el" href="class_quant_lib_1_1_one_factor_model_1_1_short_rate_tree.html#a1">OneFactorModel::ShortRateTree</a><li>Simplex()
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: <a class="el" href="class_quant_lib_1_1_simplex.html#a0">Simplex</a><li>size()
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: <a class="el" href="class_quant_lib_1_1_least_square_problem.html#a0">LeastSquareProblem</a>, <a class="el" href="class_quant_lib_1_1_array.html#z90_0">Array</a>, <a class="el" href="class_quant_lib_1_1_history.html#z58_2">History</a><li>skewness()
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: <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#z99_8">IncrementalStatistics</a>, <a class="el" href="class_quant_lib_1_1_general_statistics.html#z97_7">GeneralStatistics</a><li>SobolRsg()
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: <a class="el" href="class_quant_lib_1_1_sobol_rsg.html#a0">SobolRsg</a><li>solve()
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: <a class="el" href="class_quant_lib_1_1_solver1_d.html#z146_1">Solver1D</a><li>solveFor()
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: <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#z54_1">TridiagonalOperator</a><li>SOR()
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: <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#z54_2">TridiagonalOperator</a><li>sort()
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: <a class="el" href="class_quant_lib_1_1_general_statistics.html#z98_4">GeneralStatistics</a><li>source()
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: <a class="el" href="class_quant_lib_1_1_exchange_rate.html#z52_0">ExchangeRate</a><li>spread()
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: <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#z16_1">FloatingRateCoupon</a><li>standardDeviation()
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: <a class="el" href="class_quant_lib_1_1_incremental_statistics.html#z99_4">IncrementalStatistics</a>, <a class="el" href="class_quant_lib_1_1_general_statistics.html#z97_5">GeneralStatistics</a><li>standardDeviations()
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: <a class="el" href="class_quant_lib_1_1_covariance_decomposition.html#a2">CovarianceDecomposition</a><li>SteepestDescent()
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: <a class="el" href="class_quant_lib_1_1_steepest_descent.html#a1">SteepestDescent</a><li>SwaptionVolatilityStructure()
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: <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html#z150_2">SwaptionVolatilityStructure</a><li>symbol()
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: <a class="el" href="class_quant_lib_1_1_currency.html#z41_3">Currency</a><li>SymmetricSchurDecomposition()
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: <a class="el" href="class_quant_lib_1_1_symmetric_schur_decomposition.html#a0">SymmetricSchurDecomposition</a></ul>
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<strong>QuantLib.org</strong><br>
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<a href="http://quantlib.org/">
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<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
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<strong>Hosted by</strong><br>
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<strong>Documentation generated by</strong><br>
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