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 |