- s -
- sampleAccumulator() : McPricer , McSimulation
- samples() : IncrementalStatistics , GeneralStatistics
- searchDirection() : LineSearch
- secondDerivativeAtCenter() : SampledCurve
- semiDeviation() : GenericRiskStatistics
- semiVariance() : GenericRiskStatistics
- setConstraintType() : ConstrainedEvolver , LogNormalFwdRateEulerConstrained
- setHistory() : IndexManager
- setLowerBound() : Solver1D
- setMaxEvaluations() : Solver1D
- setPricingEngine() : Instrument
- setTermStructure() : BootstrapHelper
- setThisConstraint() : ConstrainedEvolver , LogNormalFwdRateEulerConstrained
- setTime() : BoundaryCondition , NeumannBC , DirichletBC
- settlementDays() : SabrVolSurface , TermStructure
- setupArguments() : ForwardVanillaOption , ContinuousFloatingLookbackOption , ContinuousFixedLookbackOption , MultiAssetOption , Swap , Swaption , VanillaSwap , VarianceSwap , Option , Instrument , ContinuousAveragingAsianOption , DiscreteAveragingAsianOption , AssetSwap , BarrierOption , Bond , CapFloor , CliquetOption , DividendVanillaOption
- setupExpired() : Instrument , MultiAssetOption , OneAssetOption , Swap , VarianceSwap , YearOnYearInflationSwap
- setUpperBound() : Solver1D
- setValue() : SimpleQuote
- shortfall() : GenericRiskStatistics
- shortRate() : OneFactorModel::ShortRateDynamics , BlackKarasinski::Dynamics , CoxIngersollRoss::Dynamics , ExtendedCoxIngersollRoss::Dynamics
- ShortRateTree() : OneFactorModel::ShortRateTree , TwoFactorModel::ShortRateTree
- shortTermVolatility() : AbcdFunction
- Simplex() : Simplex
- size() : HestonProcess , G2ForwardProcess , StochasticProcessArray , StochasticProcess , FittedBondDiscountCurve::FittingMethod , TimeSeries , LiborForwardModelProcess , Array , LeastSquareProblem , G2Process
- skewness() : GeneralStatistics , IncrementalStatistics
- skipTo() : SobolRsg
- smileSection() : BlackVolSurface , SwaptionVolatilityStructure
- smileSectionImpl() : SwaptionConstantVolatility , SwaptionVolatilityStructure , SwaptionVolatilityMatrix
- SobolRsg() : SobolRsg
- solution() : FittedBondDiscountCurve::FittingMethod
- solve() : Solver1D
- solveFor() : TridiagonalOperator
- SOR() : TridiagonalOperator
- sort() : GeneralStatistics
- source() : ExchangeRate
- spotIncome() : Forward , FixedRateBondForward
- spotValue() : Forward , FixedRateBondForward
- spread() : FloatingRateCoupon
- Sqrt() : Array
- standardDeviation() : GeneralStatistics , IncrementalStatistics
- standardDeviations() : CovarianceDecomposition
- stdDeviation() : G2ForwardProcess , StochasticProcessArray , HullWhiteForwardProcess , OrnsteinUhlenbeckProcess , StochasticProcess1D , G2Process , HullWhiteProcess , StochasticProcess
- strikeSensitivity() : BlackCalculator
- subtract() : CompositeInstrument
- swap() : Matrix , Clone
- Swap() : Swap
- swap() : Array
- Swap() : Swap
- SwaptionVolatilityMatrix() : SwaptionVolatilityMatrix
- SwaptionVolatilityStructure() : SwaptionVolatilityStructure
- symbol() : Currency
- SymmetricSchurDecomposition() : SymmetricSchurDecomposition