### A free/open-source library for quantitative finance

### - n -

- name() : Currency , CommodityType , PathPayoff , InterestRateIndex , GapPayoff , SuperFundPayoff , ForwardTypePayoff , SuperSharePayoff , DoubleStickyRatchetPayoff , Index , NullPayoff , RatchetPayoff , StickyPayoff , FloatingTypePayoff , RatchetMaxPayoff , RatchetMinPayoff , UnitOfMeasure , BMAIndex , PlainVanillaPayoff , StickyMaxPayoff , StickyMinPayoff , PercentageStrikePayoff , Payoff , Calendar , InflationIndex , AssetOrNothingPayoff , DayCounter , CashOrNothingPayoff
- next() : KnuthUniformRng , LecuyerUniformRng , MersenneTwisterUniformRng , BoxMullerGaussianRng< RNG > , CLGaussianRng< RNG > , InverseCumulativeRng< RNG, IC >
- nextCashFlow() : CashFlows
- nextCode() : ECB , IMM
- nextCouponRate() : Bond
- nextDate() : ECB , IMM
- nextDates() : ECB
- nextInt32() : MersenneTwisterUniformRng
- nextRandomizer() : RandomizedLDS< LDS, PRS >
- nextReal() : MersenneTwisterUniformRng
- nextSequence() : RandomDefaultModel , InverseCumulativeRsg< USG, IC > , RandomizedLDS< LDS, PRS > , GaussianRandomDefaultModel
- nextTimeStep() : MarketModelMultiProduct , MultiStepSwaption , MarketModelPathwiseSwap , MarketModelPathwiseCoterminalSwaptionsDeflated , MarketModelPathwiseCoterminalSwaptionsNumericalDeflated , MarketModelPathwiseMultiProduct , MarketModelPathwiseCashRebate , SingleProductComposite , MultiProductComposite , MarketModelPathwiseMultiDeflatedCap , MarketModelPathwiseInverseFloater , MarketModelCashRebate , MarketModelPathwiseMultiCaplet , MultiProductPathwiseWrapper
- nextWeekday() : Date
- nominal() : CPICapFloorTermPriceSurface
- NonLinearLeastSquare() : NonLinearLeastSquare
- notifier() : IndexManager
- notifyObservers() : Observable
- npv() : CashFlows
- NPV() : Instrument
- npv() : CashFlows
- npvbps() : CashFlows
- nthWeekday() : Date
- numberOfBonds() : FittedBondDiscountCurve
- numberOfIterations() : FittedBondDiscountCurve::FittingMethod
- numericCode() : Currency