Index - P
| 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 |