Index
| $*$ | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| $+$ | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| $/$ | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Abs | Q.Greeks |
| AbsRel | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| AbsRelStrike | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Alpha | |
| 1 (Type/Class) | Q.Options.ImpliedVol.SVI |
| 2 (Data Constructor) | Q.Options.ImpliedVol.SVI |
| AssetOrNothingPayoff | Q.Payoff |
| atmf | |
| 1 (Function) | Q.Options.Black76 |
| 2 (Function) | Q.Options.BlackScholes |
| b76DF | Q.Options.Black76 |
| b76F | Q.Options.Black76 |
| b76T | Q.Options.Black76 |
| b76Vol | Q.Options.Black76 |
| Bachelier | |
| 1 (Type/Class) | Q.Options.Bachelier |
| 2 (Data Constructor) | Q.Options.Bachelier |
| BackwardDiff | Q.Greeks |
| Beta | |
| 1 (Type/Class) | Q.Options.ImpliedVol.SVI |
| 2 (Data Constructor) | Q.Options.ImpliedVol.SVI |
| Black76 | |
| 1 (Type/Class) | Q.Options.Black76 |
| 2 (Data Constructor) | Q.Options.Black76 |
| BlackScholes | |
| 1 (Type/Class) | Q.Options.BlackScholes |
| 2 (Data Constructor) | Q.Options.BlackScholes |
| bracket | Q.Options.ImpliedVol.Normal |
| bsRate | Q.Options.BlackScholes |
| bsSpot | Q.Options.BlackScholes |
| bsVol | Q.Options.BlackScholes |
| Bump | Q.Greeks |
| Bumpable | Q.Greeks |
| bumpDown | Q.Greeks |
| bumpUp | Q.Greeks |
| cad | Q.Currencies.America |
| Calendar | Q.Time.Date, Q.Time |
| Call | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| callOption | Q.ContingentClaim.Options |
| callSpread | Q.ContingentClaim.Options |
| Cash | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| CashFlow | |
| 1 (Type/Class) | Q.ContingentClaim |
| 2 (Data Constructor) | Q.ContingentClaim |
| CashOrNothingPayoff | Q.Payoff |
| CCBuilder | Q.ContingentClaim |
| cCode | Q.Currency |
| CCProcessor | |
| 1 (Type/Class) | Q.ContingentClaim |
| 2 (Data Constructor) | Q.ContingentClaim |
| CenteralDiff | Q.Greeks |
| cfAmount | Q.ContingentClaim |
| cFracsPerUnit | Q.Currency |
| cfTime | Q.ContingentClaim |
| chf | Q.Currencies.Europe |
| ChoKimKwak | Q.Options.ImpliedVol.Normal |
| cIsoCode | Q.Currency |
| cName | Q.Currency |
| colorPairs | Q.Plotting |
| Constant | Q.Options.ImpliedVol.StrikeInterpolation |
| ConstantCurvature | Q.Options.ImpliedVol.StrikeInterpolation |
| ConstantGradient | Q.Options.ImpliedVol.StrikeInterpolation |
| ContingentClaim | |
| 1 (Type/Class) | Q.ContingentClaim |
| 2 (Data Constructor) | Q.ContingentClaim |
| cpi | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| CubicAkima | Q.Options.ImpliedVol.StrikeInterpolation |
| CubicMonotone | Q.Options.ImpliedVol.StrikeInterpolation |
| CubicNatural | Q.Options.ImpliedVol.StrikeInterpolation |
| Currency | |
| 1 (Type/Class) | Q.Currency |
| 2 (Data Constructor) | Q.Currency |
| DataPoint | |
| 1 (Type/Class) | Q.Stats.TimeSeries |
| 2 (Data Constructor) | Q.Stats.TimeSeries |
| dateToString | Q.Stats.TimeSeries |
| DayCounter | Q.Time.DayCounter, Q.Time |
| dayFormat' | Q.Stats.TimeSeries |
| dayToString | Q.Stats.TimeSeries |
| dcCount | Q.Time.DayCounter, Q.Time |
| dcName | Q.Time.DayCounter, Q.Time |
| dcYearFraction | Q.Time.DayCounter, Q.Time |
| dDiff | Q.Stochastic.Process, Q.Stochastic |
| dDrift | Q.Stochastic.Process, Q.Stochastic |
| dDt | Q.Stochastic.Process, Q.Stochastic |
| Delta | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| DF | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| DiffMethod | Q.Greeks |
| discount | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| discountFactor | |
| 1 (Function) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Function) | Q.MonteCarlo |
| Discretize | Q.Stochastic.Process, Q.Stochastic |
| dpT | Q.Stats.TimeSeries |
| dpV | Q.Stats.TimeSeries |
| eDt | Q.Stochastic.Discretize, Q.Stochastic |
| eeDt | Q.Stochastic.Discretize, Q.Stochastic |
| EndEuler | |
| 1 (Type/Class) | Q.Stochastic.Discretize, Q.Stochastic |
| 2 (Data Constructor) | Q.Stochastic.Discretize, Q.Stochastic |
| eucall | |
| 1 (Function) | Q.Options.Black76 |
| 2 (Function) | Q.Options.BlackScholes |
| 3 (Function) | Q.Options.Bachelier |
| euImpliedVol | |
| 1 (Function) | Q.Options.ImpliedVol.LetsBeRational |
| 2 (Function) | Q.Options.ImpliedVol.Normal |
| 3 (Function) | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| euImpliedVolWith | Q.Options.ImpliedVol.Normal |
| euImpliedVolWith' | Q.Options.ImpliedVol.Normal |
| Euler | |
| 1 (Type/Class) | Q.Stochastic.Discretize, Q.Stochastic |
| 2 (Data Constructor) | Q.Stochastic.Discretize, Q.Stochastic |
| euOption | |
| 1 (Function) | Q.Options.Black76 |
| 2 (Function) | Q.Options.BlackScholes |
| 3 (Function) | Q.Options.Bachelier |
| euput | |
| 1 (Function) | Q.Options.Black76 |
| 2 (Function) | Q.Options.BlackScholes |
| 3 (Function) | Q.Options.Bachelier |
| eur | Q.Currencies.Europe |
| evolve | Q.MonteCarlo |
| Ewma | |
| 1 (Type/Class) | Q.Stats.Arima |
| 2 (Data Constructor) | Q.Stats.Arima |
| Expiry | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| firstOrder | Q.Greeks |
| forecast | Q.Stats.Arima |
| forecastN | Q.Stats.Arima |
| Forward | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| ForwardDiff | Q.Greeks |
| fromList | Q.SortedVector |
| fromSortedList | Q.SortedVector |
| fromVector | Q.SortedVector |
| fwdTotalVarKT | Q.Options.ImpliedVol.Surface |
| Gamma | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Gatheral | Q.Options.ImpliedVol.TimeInterpolation |
| gbDiff | Q.Stochastic.Process, Q.Stochastic |
| gbDrift | Q.Stochastic.Process, Q.Stochastic |
| gbp | Q.Currencies.Europe |
| GeometricBrownian | |
| 1 (Type/Class) | Q.Stochastic.Process, Q.Stochastic |
| 2 (Data Constructor) | Q.Stochastic.Process, Q.Stochastic |
| get1 | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| get2 | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| get3 | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| get4 | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| get5 | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| h | Q.Options.ImpliedVol.Normal |
| hasTimeValue | Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| hBusinessDayBetween | Q.Time.Date, Q.Time |
| hNextBusinessDay | Q.Time.Date, Q.Time |
| impliedVol | Q.Options.ImpliedVol.InterpolatingSmile |
| interpolate | Q.Interpolation |
| interpolateV | Q.Interpolation |
| InterpolatingSmile | Q.Options.ImpliedVol.InterpolatingSmile |
| Interpolator | Q.Interpolation |
| InterpolatorV | Q.Interpolation |
| intrinsinc | Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| ipDiff | Q.Stochastic.Process, Q.Stochastic |
| ipDrift | Q.Stochastic.Process, Q.Stochastic |
| isBusinessDay | Q.Time.Date, Q.Time |
| isHoliday | Q.Time.Date, Q.Time |
| isValidSVI | Q.Options.ImpliedVol.SVI |
| isWeekend | Q.Time.Date, Q.Time |
| ItoProcess | |
| 1 (Type/Class) | Q.Stochastic.Process, Q.Stochastic |
| 2 (Data Constructor) | Q.Stochastic.Process, Q.Stochastic |
| Jackel | Q.Options.ImpliedVol.Normal |
| Linear | Q.Options.ImpliedVol.StrikeInterpolation |
| LinearInTotalVar | Q.Options.ImpliedVol.TimeInterpolation |
| LinearInVol | Q.Options.ImpliedVol.TimeInterpolation |
| ll | Q.Stats.Arima |
| localTimeFormat' | Q.Stats.TimeSeries |
| LogMoneynessForward | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| LogMoneynessForwardStrike | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| LogMoneynessSpot | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| LogMoneynessSpotStrike | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| LogNormal | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| LogRel | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| LogRelStrike | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| M | |
| 1 (Type/Class) | Q.Options.ImpliedVol.SVI |
| 2 (Data Constructor) | Q.Options.ImpliedVol.SVI |
| maxElement | Q.SortedVector |
| maxIter | Q.Options.ImpliedVol.Normal |
| Method | Q.Options.ImpliedVol.Normal |
| minElement | Q.SortedVector |
| Model | Q.MonteCarlo |
| MoneynessForward | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| MoneynessForwardStrike | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| MoneynessSpot | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| MoneynessSpotStrike | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| monitor | Q.ContingentClaim |
| monitorTime | Q.ContingentClaim |
| MonteCarlo | Q.MonteCarlo |
| multiplier | Q.ContingentClaim |
| Normal | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Obs1 | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Obs2 | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Obs3 | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Obs4 | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Obs5 | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Observables1 | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Observables2 | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Observables3 | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Observables4 | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Observables5 | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| observationTimes | Q.MonteCarlo |
| OptionType | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| parseDateTime | Q.Stats.TimeSeries |
| parseDay | |
| 1 (Function) | Q.Stats.TimeSeries |
| 2 (Function) | Q.Time |
| parseLocalTime | Q.Time |
| parseTime | Q.Stats.TimeSeries |
| Path | Q.MonteCarlo |
| PathGenerator | Q.MonteCarlo |
| PathPricer | Q.MonteCarlo |
| pay | Q.ContingentClaim |
| Payoff | Q.Payoff |
| payoff | Q.Payoff |
| payouts | Q.ContingentClaim |
| pDiff | Q.Stochastic.Process, Q.Stochastic |
| pDrift | Q.Stochastic.Process, Q.Stochastic |
| PercentagePayoff | Q.Payoff |
| pEvolve | Q.Stochastic.Process, Q.Stochastic |
| pEvolve' | Q.Stochastic.Process, Q.Stochastic |
| pgGenerate | Q.MonteCarlo |
| pgMkNew | Q.MonteCarlo |
| PlainVanillaPayoff | Q.Payoff |
| ppPrice | Q.MonteCarlo |
| Premium | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Put | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| putOption | Q.ContingentClaim.Options |
| putSpread | Q.ContingentClaim.Options |
| Rate | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| rateFromDiscount | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| read | Q.Stats.TimeSeries |
| Rel | Q.Greeks |
| Rho | |
| 1 (Type/Class) | Q.Options.ImpliedVol.SVI |
| 2 (Data Constructor) | Q.Options.ImpliedVol.SVI |
| RootFinding | Q.Options.ImpliedVol.Normal |
| RSVI | Q.Options.ImpliedVol.SVI |
| rwalkState | Q.Stochastic.Process, Q.Stochastic |
| scale | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| ShiftedLogNormal | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| short | Q.ContingentClaim |
| Sigma | |
| 1 (Type/Class) | Q.Options.ImpliedVol.SVI |
| 2 (Data Constructor) | Q.Options.ImpliedVol.SVI |
| smileExtrapolation | Q.Options.ImpliedVol.InterpolatingSmile |
| smileForward | Q.Options.ImpliedVol.InterpolatingSmile |
| smileInterpolation | Q.Options.ImpliedVol.InterpolatingSmile |
| smileMaxStrike | Q.Options.ImpliedVol.InterpolatingSmile |
| smileMinStrike | Q.Options.ImpliedVol.InterpolatingSmile |
| smileStrikes | Q.Options.ImpliedVol.InterpolatingSmile |
| smileTenor | Q.Options.ImpliedVol.InterpolatingSmile |
| smileVols | Q.Options.ImpliedVol.InterpolatingSmile |
| sNorm | Q.MonteCarlo |
| someFunc | HQu |
| SortedVector | |
| 1 (Type/Class) | Q.SortedVector |
| 2 (Data Constructor) | Q.SortedVector |
| Spot | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| spreadPayout | Q.ContingentClaim.Options |
| sqrtEpsilon | Q.Options.ImpliedVol.Normal |
| sSummarize | Q.MonteCarlo |
| stepSize | Q.Greeks |
| StochasticProcess | Q.Stochastic.Process, Q.Stochastic |
| straddle | Q.ContingentClaim.Options |
| straddlePayout | Q.ContingentClaim.Options |
| Strike | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| StrikedPayoff | Q.Payoff |
| StrikeExtrapolation | Q.Options.ImpliedVol.StrikeInterpolation |
| StrikeInterpolation | Q.Options.ImpliedVol.StrikeInterpolation |
| StrikeSmile | Q.Options.ImpliedVol.InterpolatingSmile |
| Summary | Q.MonteCarlo |
| Surface | |
| 1 (Type/Class) | Q.Options.ImpliedVol.Surface |
| 2 (Data Constructor) | Q.Options.ImpliedVol.Surface |
| surfaceAtmTotalVar | Q.Options.ImpliedVol.Surface |
| surfaceDiscountCurve | Q.Options.ImpliedVol.Surface |
| surfaceForwardCurve | Q.Options.ImpliedVol.Surface |
| surfaceSpot | Q.Options.ImpliedVol.Surface |
| surfaceTenors | Q.Options.ImpliedVol.Surface |
| surfaceTimeInterpolation | Q.Options.ImpliedVol.Surface |
| surfaceType | Q.Options.ImpliedVol.Surface |
| surfaceVols | Q.Options.ImpliedVol.Surface |
| SVI | Q.Options.ImpliedVol.SVI |
| syp | Q.Currencies.Asia |
| TerminalMoneyness | Q.Options.ImpliedVol.TimeInterpolation |
| Thirty360 | Q.Time.DayCounter, Q.Time |
| ThirtyEuropean | Q.Time.DayCounter, Q.Time |
| ThirtyItalian | Q.Time.DayCounter, Q.Time |
| ThirtyUSA | Q.Time.DayCounter, Q.Time |
| Time | Q.Stochastic.Process, Q.Stochastic |
| TimeExtrapolation | Q.Options.ImpliedVol.TimeInterpolation |
| TimeInterpolation | Q.Options.ImpliedVol.TimeInterpolation |
| TimeScaleable | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| TimeSlice | Q.Options.ImpliedVol.TimeSlice |
| tol | Q.Options.ImpliedVol.Normal |
| toPair | Q.Stats.TimeSeries |
| TotalVar | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| totalVar | Q.Options.ImpliedVol.TimeSlice |
| totalVarKT | Q.Options.ImpliedVol.Surface |
| totalVarToVol | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| trajectories | Q.MonteCarlo |
| trajectory | Q.MonteCarlo |
| unCC | Q.ContingentClaim |
| undiscount | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| unYearFrac | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| usd | Q.Currencies.America |
| Valuation | |
| 1 (Type/Class) | Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| valuesOnly | Q.Stats.TimeSeries |
| vanillaOption | Q.ContingentClaim.Options |
| vanillaPayout | Q.ContingentClaim.Options |
| vDelta | Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Vega | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| vGamma | Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| Vol | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| volKT | Q.Options.ImpliedVol.Surface |
| VolShift | |
| 1 (Type/Class) | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| volToTotalVar | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| VolType | Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| vPremium | Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| vVega | Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| write | Q.Util.File |
| YearFrac | |
| 1 (Type/Class) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |
| 2 (Data Constructor) | Q.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice |