A free/open-source library for quantitative finance
Version 1.2
Getting started
Introduction
Where to get QuantLib
Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Caveats
Test Suite
Examples
Here is a list of all documented class members with links to the class documentation for each member:
- g -
gamma() :
BlackCalculator
,
BlackScholesCalculator
gammaForward() :
BlackCalculator
gaussianAverageShortfall() :
GenericGaussianStatistics< Stat >
gaussianDownsideDeviation() :
GenericGaussianStatistics< Stat >
gaussianDownsideVariance() :
GenericGaussianStatistics< Stat >
gaussianExpectedShortfall() :
GenericGaussianStatistics< Stat >
gaussianPercentile() :
GenericGaussianStatistics< Stat >
gaussianPotentialUpside() :
GenericGaussianStatistics< Stat >
GaussianRecursiveCdoEngine() :
GaussianRecursiveCdoEngine< CDOEngine >
gaussianRegret() :
GenericGaussianStatistics< Stat >
gaussianShortfall() :
GenericGaussianStatistics< Stat >
gaussianTopPercentile() :
GenericGaussianStatistics< Stat >
gaussianValueAtRisk() :
GenericGaussianStatistics< Stat >
gearing() :
YoYInflationCoupon
,
FloatingRateCoupon
get() :
PrimeNumbers
getHistory() :
IndexManager
GovernmentBond :
UnitedStates
gradient() :
LeastSquareFunction
,
CostFunction
,
Problem
gradientEvaluation() :
Problem
gradientNormValue() :
Problem
guessSolution_ :
FittedBondDiscountCurve::FittingMethod