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

Here is a list of all documented class members with links to the class documentation for each member:

### - u -

- underlyingIncome_ : Forward
- underlyingSpotValue_ : Forward
- underlyingSwap() : OvernightIndexedSwapIndex , SwapIndex
- unfreeze() : LazyObject
- UnitOfMeasure() : UnitOfMeasure
- unitType() : UnitOfMeasure
- until() : Schedule
- Up : Rounding
- update() : FittedBondDiscountCurve , CmsMarket , SmileSection , StrippedOptionletAdapter , FlatForward , CapFloorTermVolCurve , PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > , PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > , DefaultProbabilityTermStructure , PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap > , CdsHelper , RelativeDateBootstrapHelper< TS > , PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > , TermStructure , StochasticProcess , LastFixingQuote , FuturesConvAdjustmentQuote , ForwardValueQuote , ForwardSwapQuote , DerivedQuote< UnaryFunction > , InflationCoupon , HybridHestonHullWhiteProcess , GeneralizedBlackScholesProcess , FdHestonVanillaEngine , Observer , AnalyticHestonHullWhiteEngine , YieldTermStructure , GenericEngine< ArgumentsType, ResultsType > , InflationCouponPricer , LazyObject , CalibratedModel , CalibrationHelper , CapFloorTermVolSurface , InterestRateIndex , InflationIndex , SabrVolSurface , BootstrapHelper< TS > , ExtendedBlackVarianceCurve , AbcdAtmVolCurve , PiecewiseYoYOptionletVolatilityCurve< Interpolator, Bootstrap, Traits > , CompositeQuote< BinaryFunction > , ConstantRecoveryModel , LatticeShortRateModelEngine< Arguments, Results > , CommodityIndex , FdHestonHullWhiteVanillaEngine , IndexedCashFlow , Claim , DigitalCoupon , ExtendedBlackVarianceSurface , CappedFlooredYoYInflationCoupon , CappedFlooredCoupon , DeltaVolQuote , PiecewiseZeroSpreadedTermStructure , FloatingRateCoupon , FloatingRateCouponPricer
- updateScenarioLoss() : Basket
- UpfrontCdsHelper() : UpfrontCdsHelper
- USE : Ukraine