### 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:

### - f -

- factors() : ExtOUWithJumpsProcess , KlugeExtOUProcess , BatesProcess , StochasticProcess , LiborForwardModelProcess
- Factors : SobolBrownianGenerator
- fairSpread() : CreditDefaultSwap
- fairUpfront() : CreditDefaultSwap
- fetchResults() : CPISwap , CreditDefaultSwap , EnergyCommodity , ForwardVanillaOption , MultiAssetOption , SyntheticCDO , OneAssetOption , QuantoBarrierOption , MargrabeOption , QuantoForwardVanillaOption , QuantoVanillaOption , Instrument , Swap , VanillaSwap , AssetSwap , VarianceSwap , YearOnYearInflationSwap , Bond , ZeroCouponInflationSwap , CPICapFloor
- finiteDifferenceEpsilon() : CostFunction
- firstDate() : TimeSeries< T, Container >
- FirstDerivative : CubicInterpolation
- firstDerivativeAtCenter() : SampledCurve
- fitResults() : FittedBondDiscountCurve
- FittedBondDiscountCurve() : FittedBondDiscountCurve
- FittingMethod() : FittedBondDiscountCurve::FittingMethod
- fixedLeg() : ZeroCouponInflationSwap
- fixedRate() : CPICoupon , ZeroCouponInflationSwap
- FixedRateBond() : FixedRateBond
- FixedRateBondForward() : FixedRateBondForward
- fixing() : Index , InflationIndex , ZeroInflationIndex , YoYInflationIndex , InterestRateIndex
- fixingCalendar() : Index , InflationIndex , InterestRateIndex
- fixingDate() : FloatingRateCoupon , AverageBMACoupon , InflationCoupon , OvernightIndexedCoupon
- fixingDates() : OvernightIndexedCoupon , AverageBMACoupon
- fixingDays() : FloatingRateCoupon , InflationCoupon
- fixingSchedule() : BMAIndex
- floor() : CappedFlooredCoupon , CappedFlooredYoYInflationCoupon
- Floor : Rounding
- forecastFixing() : IborIndex , InterestRateIndex , SwapIndex , BMAIndex
- format() : Currency
- Forward : DateGeneration
- ForwardFlatInterpolation() : ForwardFlatInterpolation
- forwardImpl() : ZeroSpreadedTermStructure , ForwardRateStructure , InterpolatedForwardCurve< Interpolator > , ForwardSpreadedTermStructure
- forwardingTermStructure() : IborIndex
- forwardPrice() : FixedRateBondForward
- forwardRate() : YieldTermStructure
- forwardValue() : Forward
- FourthOrder : CubicInterpolation
- fractionsPerUnit() : Currency
- fractionSymbol() : Currency
- FrankfurtStockExchange : Germany
- freeze() : LazyObject
- FritschButland : CubicInterpolation
- front() : Path
- functionEvaluation() : Problem
- functionEvaluation_ : Problem
- functionValue() : Problem
- functionValue_ : Problem