HQu-0.0.0.3: quantitative finance library

Index - S

scaleQ.Types, Q.Options, Q.Options.Black76, Q.Greeks, Q.Options.BlackScholes, Q.Options.Bachelier, Q.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
ShiftedLogNormalQ.Options.ImpliedVol, Q.Options.ImpliedVol.TimeSlice
shortQ.ContingentClaim
Sigma 
1 (Type/Class)Q.Options.ImpliedVol.SVI
2 (Data Constructor)Q.Options.ImpliedVol.SVI
smileExtrapolationQ.Options.ImpliedVol.InterpolatingSmile
smileForwardQ.Options.ImpliedVol.InterpolatingSmile
smileInterpolationQ.Options.ImpliedVol.InterpolatingSmile
smileMaxStrikeQ.Options.ImpliedVol.InterpolatingSmile
smileMinStrikeQ.Options.ImpliedVol.InterpolatingSmile
smileStrikesQ.Options.ImpliedVol.InterpolatingSmile
smileTenorQ.Options.ImpliedVol.InterpolatingSmile
smileVolsQ.Options.ImpliedVol.InterpolatingSmile
sNormQ.MonteCarlo
someFuncHQu
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
spreadPayoutQ.ContingentClaim.Options
sqrtEpsilonQ.Options.ImpliedVol.Normal
sSummarizeQ.MonteCarlo
stepSizeQ.Greeks
StochasticProcessQ.Stochastic.Process, Q.Stochastic
straddleQ.ContingentClaim.Options
straddlePayoutQ.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
StrikedPayoffQ.Payoff
StrikeExtrapolationQ.Options.ImpliedVol.StrikeInterpolation
StrikeInterpolationQ.Options.ImpliedVol.StrikeInterpolation
StrikeSmileQ.Options.ImpliedVol.InterpolatingSmile
SummaryQ.MonteCarlo
Surface 
1 (Type/Class)Q.Options.ImpliedVol.Surface
2 (Data Constructor)Q.Options.ImpliedVol.Surface
surfaceAtmTotalVarQ.Options.ImpliedVol.Surface
surfaceDiscountCurveQ.Options.ImpliedVol.Surface
surfaceForwardCurveQ.Options.ImpliedVol.Surface
surfaceSpotQ.Options.ImpliedVol.Surface
surfaceTenorsQ.Options.ImpliedVol.Surface
surfaceTimeInterpolationQ.Options.ImpliedVol.Surface
surfaceTypeQ.Options.ImpliedVol.Surface
surfaceVolsQ.Options.ImpliedVol.Surface
SVIQ.Options.ImpliedVol.SVI
sypQ.Currencies.Asia