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

### - p -

- params() : CalibratedModel
- partialRollback() : TsiveriotisFernandesLattice< T > , Lattice , TreeLattice< Impl >
- percentile() : GeneralStatistics
- perform() : NonLinearLeastSquare
- performCalculations() : EnergyFuture , Forward , Stock , EnergyVanillaSwap , LazyObject , EurodollarFuturesImpliedStdDevQuote , ConvertibleBond , ForwardSwapQuote , ImpliedStdDevQuote , RiskyBond , CapFloorTermVolCurve , CapFloorTermVolSurface , AbcdAtmVolCurve , OptionletStripper1 , OptionletStripper2 , Instrument , StrippedOptionletAdapter , SwaptionVolatilityMatrix , EnergyBasisSwap , CompositeInstrument , FixedRateBondForward
- Polynomial2DSpline() : Polynomial2DSpline
- postAdjustValues() : DiscretizedAsset
- postAdjustValuesImpl() : DiscretizedAsset , DiscretizedOption
- potentialUpside() : GenericRiskStatistics< S >
- preAdjustValues() : DiscretizedAsset
- preAdjustValuesImpl() : DiscretizedAsset
- presentValue() : TreeLattice< Impl > , Lattice
- previousCashFlow() : CashFlows
- previousCouponRate() : Bond
- price() : CPICapFloorTermPriceSurface
- primitive() : AbcdFunction
- probabilities() : Basket
- probabilityOfAtLeastNEvents() : LossDist
- probabilityOfNEvents() : LossDist
- Problem() : Problem
- process() : OneFactorModel::ShortRateDynamics , TwoFactorModel::ShortRateDynamics
- project() : ProjectedCostFunction
- protectionEndDate() : CreditDefaultSwap
- protectionStartDate() : CreditDefaultSwap
- pseudoSqrt() : Matrix
- putOptionRate() : DigitalCoupon