### 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:

### - s -

- sampleAccumulator() : McSimulation< MC, RNG, S >
- samples() : GeneralStatistics , IncrementalStatistics
- scenarioIncrementalBasketLosses() : Basket
- scenarioIncrementalTrancheLosses() : Basket
- scenarioTrancheLoss() : Basket
- searchDirection() : LineSearch
- searchDirection_ : LineSearch
- seasonalityBaseDate() : MultiplicativePriceSeasonality
- seasonalityFactor() : MultiplicativePriceSeasonality
- SecondDerivative : CubicInterpolation
- secondDerivativeAtCenter() : SampledCurve
- semiDeviation() : GenericRiskStatistics< S >
- semiVariance() : GenericRiskStatistics< S >
- seniority_ : DefaultProbKey
- setConstraintType() : ConstrainedEvolver , LogNormalFwdRateEulerConstrained
- setHistory() : IndexManager
- setLowerBound() : Solver1D< Impl >
- setMaxEvaluations() : Solver1D< Impl >
- setPricingEngine() : Instrument
- setSeasonality() : InflationTermStructure
- setSingleRedemption() : Bond
- setTermStructure() : YoYOptionletHelper , BootstrapHelper< TS > , ZeroCouponInflationSwapHelper , YearOnYearInflationSwapHelper
- setThisConstraint() : ConstrainedEvolver , LogNormalFwdRateEulerConstrained
- setTime() : NeumannBC , DirichletBC , BoundaryCondition< Operator >
- Settlement : Brazil , Canada , Germany , Italy , SouthKorea , UnitedKingdom , UnitedStates
- settlementDays() : SabrVolSurface , TermStructure , SwaptionVolatilityCube , DriftTermStructure , ForwardSpreadedTermStructure , ImpliedTermStructure , PiecewiseZeroSpreadedTermStructure , QuantoTermStructure , ZeroSpreadedTermStructure
- settlementValue() : Bond
- setupArguments() : VarianceOption , Instrument , ContinuousAveragingAsianOption , DiscreteAveragingAsianOption , AssetSwap , BarrierOption , Bond , CapFloor , CliquetOption , CPICapFloor , CPISwap , CreditDefaultSwap , DividendBarrierOption , DividendVanillaOption , ForwardVanillaOption , YoYInflationCapFloor , ContinuousFloatingLookbackOption , ContinuousFixedLookbackOption , MultiAssetOption , Swap , Swaption , VanillaStorageOption , VanillaSwap , VanillaSwingOption , VarianceSwap , YearOnYearInflationSwap , ZeroCouponInflationSwap , Option , CallableBond , CallableFixedRateBond , EnergyCommodity , CompoundOption , CdsOption , SyntheticCDO , HimalayaOption , MargrabeOption , PagodaOption , SimpleChooserOption , WriterExtensibleOption , PathMultiAssetOption
- setupExpired() : RiskyBond , PathMultiAssetOption , Instrument , Bond , CreditDefaultSwap , MultiAssetOption , OneAssetOption , Swap , VarianceSwap
- setUpperBound() : Solver1D< Impl >
- setValue() : RecoveryRateQuote , SimpleQuote
- SGX : Singapore
- shortfall() : GenericRiskStatistics< S >
- shortRate() : OneFactorModel::ShortRateDynamics , BlackKarasinski::Dynamics , CoxIngersollRoss::Dynamics , ExtendedCoxIngersollRoss::Dynamics , HullWhite::Dynamics , Vasicek::Dynamics
- ShortRateTree() : OneFactorModel::ShortRateTree , TwoFactorModel::ShortRateTree
- shortTermVolatility() : AbcdFunction
- Side : BoundaryCondition< Operator >
- Simplex() : Simplex
- size() : StochasticProcessArray , StochasticProcess , FittedBondDiscountCurve::FittingMethod , TimeSeries< T, Container > , HybridHestonHullWhiteProcess , G2Process , KlugeExtOUProcess , ExtOUWithJumpsProcess , LiborForwardModelProcess , Array , LeastSquareProblem , G2ForwardProcess , GJRGARCHProcess , HestonProcess
- skewness() : GeneralStatistics , IncrementalStatistics
- skipTo() : SobolRsg
- smileSection() : BlackVolSurface , OptionletVolatilityStructure , SwaptionVolatilityStructure , OptionletVolatilityStructure , BlackVolSurface
- smileSectionImpl() : CallableBondConstantVolatility , CallableBondVolatilityStructure , CapletVarianceCurve , ConstantOptionletVolatility , StrippedOptionletAdapter , OptionletVolatilityStructure
- SobolRsg() : SobolRsg
- solution() : FittedBondDiscountCurve::FittingMethod
- solution_ : FittedBondDiscountCurve::FittingMethod
- solve() : Solver1D< Impl >
- solveFor() : TridiagonalOperator
- SOR() : TridiagonalOperator
- sort() : GeneralStatistics
- source() : ExchangeRate
- Spline : CubicInterpolation
- SplineOM1 : CubicInterpolation
- SplineOM2 : CubicInterpolation
- spotIncome() : FixedRateBondForward , Forward
- spotValue() : Forward , FixedRateBondForward
- spread() : CPICoupon , YoYInflationCoupon , FloatingRateCoupon
- Sqrt() : Array
- SSE : China
- standardDeviation() : IncrementalStatistics , GeneralStatistics
- standardDeviations() : CovarianceDecomposition
- standardErrors() : GeneralLinearLeastSquares
- stdDeviation() : HullWhiteForwardProcess , G2ForwardProcess , GeneralizedOrnsteinUhlenbeckProcess , StochasticProcessArray , HullWhiteProcess , ExtendedOrnsteinUhlenbeckProcess , G2Process , StochasticProcess , GemanRoncoroniProcess , OrnsteinUhlenbeckProcess , StochasticProcess1D
- Steps : SobolBrownianGenerator
- strike() : CPICapFloor
- strikeSensitivity() : BlackCalculator
- subtract() : CompositeInstrument
- succeed_ : LineSearch
- survivalProbability() : DefaultProbabilityTermStructure
- survivalProbabilityImpl() : HazardRateStructure , InterpolatedSurvivalProbabilityCurve< Interpolator > , InterpolatedDefaultDensityCurve< Interpolator > , DefaultProbabilityTermStructure , InterpolatedHazardRateCurve< Interpolator > , DefaultDensityStructure
- swap() : Clone< T >
- Swap() : Swap
- swap() : Matrix , Array
- swapLength() : SwaptionVolatilityStructure
- SwaptionVolatilityMatrix() : SwaptionVolatilityMatrix
- SwaptionVolatilityStructure() : SwaptionVolatilityStructure
- symbol() : Currency
- SymmetricSchurDecomposition() : SymmetricSchurDecomposition