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

### - i -

- identity() : TridiagonalOperator
- impliedHazardRate() : CreditDefaultSwap
- impliedRate() : InterestRate
- impliedVolatility() : DividendVanillaOption , YoYInflationCapFloor , CallableBond , Swaption , VanillaOption , BarrierOption , CalibrationHelper , CapFloor
- impliedYield() : Forward
- include() : ProjectedCostFunction
- includeReferenceDateEvents() : Settings
- includeTodaysCashFlows() : Settings
- incomeDiscountCurve() : Forward
- index() : FloatingRateCoupon , InflationCoupon , TimeGrid
- indexFixing() : AverageBMACoupon , CPICoupon , FloatingRateCoupon , IborCoupon , InflationCoupon
- indexFixings() : AverageBMACoupon , OvernightIndexedCoupon
- indexObservation() : CPICoupon
- InflationIndex() : InflationIndex
- inflationLeg() : ZeroCouponInflationSwap
- init() : FittedBondDiscountCurve::FittingMethod
- initialize() : InterpolatedYoYOptionletStripper< Interpolator1D > , YoYOptionletStripper , TreeLattice< Impl > , Lattice
- initialValues() : ExtOUWithJumpsProcess , KlugeExtOUProcess , LiborForwardModelProcess , G2Process , G2ForwardProcess , GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , StochasticProcessArray , StochasticProcess
- instance() : Singleton< T >
- instantaneousCovariance() : AbcdFunction
- instantaneousVariance() : AbcdFunction
- instantaneousVolatility() : AbcdFunction
- integral() : OneFactorCopula
- InterestRate() : InterestRate
- InterestRateVolSurface() : InterestRateVolSurface
- interpolated() : InflationIndex
- InterpolatedYoYInflationCurve() : InterpolatedYoYInflationCurve< Interpolator >
- InterpolatedYoYOptionletVolatilityCurve() : InterpolatedYoYOptionletVolatilityCurve< Interpolator1D >
- InterpolatedZeroInflationCurve() : InterpolatedZeroInflationCurve< Interpolator >
- interpolation() : CPICashFlow
- inverse() : Matrix
- inverse_transform() : FastFourierTransform
- inverseCumulativeY() : OneFactorCopula , OneFactorGaussianCopula
- isBusinessDay() : Calendar
- isConsistent() : Seasonality , MultiplicativePriceSeasonality
- isECBcode() : ECB
- isECBdate() : ECB
- isEndOfMonth() : Calendar , Date
- isExpired() : MultiAssetOption , OneAssetOption , Stock , EnergyVanillaSwap , CdsOption , Instrument , VarianceSwap , RiskyBond , SyntheticCDO , WriterExtensibleOption , YoYInflationCapFloor , CreditDefaultSwap , Forward , VarianceOption , Bond , CPICapFloor , CompositeInstrument , CapFloor , CDO , Swap , Swaption , VanillaStorageOption , PathMultiAssetOption , NthToDefault , EnergyFuture , VanillaSwingOption
- isHoliday() : Calendar
- isIMMcode() : IMM
- isIMMdate() : IMM
- isInArrears() : FloatingRateCoupon
- isLeap() : Date
- isOnTime() : DiscretizedAsset
- isValid() : FuturesConvAdjustmentQuote , ForwardValueQuote , CompositeQuote< BinaryFunction > , ImpliedStdDevQuote , LastFixingQuote , DerivedQuote< UnaryFunction > , ForwardSwapQuote , DeltaVolQuote , RendistatoEquivalentSwapSpreadQuote , Quote , SimpleQuote , RendistatoEquivalentSwapLengthQuote , RecoveryRateQuote , EurodollarFuturesImpliedStdDevQuote
- isValidFixingDate() : InterestRateIndex , Index , InflationIndex , BMAIndex
- isValidQuoteDate() : CommodityIndex
- isWeekend() : Calendar
- iterationsNumber() : NonLinearLeastSquare
- itmAssetProbability() : BlackCalculator
- itmCashProbability() : BlackCalculator