### 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:

### - t -

- Tadawul : SaudiArabia
- target() : ExchangeRate
- targetAndValue() : LeastSquareProblem
- targetValueAndGradient() : LeastSquareProblem
- TermStructure() : TermStructure
- test() : Constraint::Impl
- theta() : BlackCalculator , BlackScholesCalculator
- thetaPerDay() : BlackCalculator , BlackScholesCalculator
- ThirdWednesday : DateGeneration
- time() : GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , Merton76Process , StochasticProcessArray , StochasticProcess , Path , GeneralizedBlackScholesProcess
- timeFromBase() : CPIVolatilitySurface , YoYOptionletVolatilitySurface
- timeFromReference() : TermStructure
- TimeGrid() : TimeGrid
- timeGrid() : Path
- timeSeries() : Index
- TimeSeries() : TimeSeries< T, Container >
- todaysDate() : Date
- topPercentile() : GeneralStatistics
- totalVariance() : CPIVolatilitySurface , YoYOptionletVolatilitySurface
- trancheNotional() : Basket
- transform() : FastFourierTransform , BrownianBridge
- transpose() : Matrix
- tree() : ExtendedCoxIngersollRoss , BlackKarasinski , CoxIngersollRoss , OneFactorModel , HullWhite , TwoFactorModel , GeneralizedHullWhite
- triangulationCurrency() : Currency
- triangulationUnitOfMeasure() : UnitOfMeasure
- TSEC : Taiwan
- TSX : Canada
- Twentieth : DateGeneration
- TwentiethIMM : DateGeneration
- Type : Rounding
- type() : ExchangeRate , BMASwap
- Type : Callability
- type() : ZeroCouponInflationSwap
- Type : ExchangeRate