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

### - o -

- observationInterpolation() : CPICoupon
- observationLag() : InflationCoupon , InflationTermStructure , CPIVolatilitySurface , CPICapFloorTermPriceSurface , YoYOptionletVolatilitySurface
- operator boost::shared_ptr< Observable >() : Handle< T >
- operator T() : ObservableValue< T >
- operator!=() : Calendar , Date , Handle< T > , DayCounter , Period , Currency , CommodityType , Quantity , UnitOfMeasure , Region , Money
- operator()() : ArmijoLineSearch , EndCriteria , LineSearch , Rounding , AbcdFunction
- operator*() : Matrix , Money , Period , Quantity , Array , Matrix
- operator+() : Date , Quantity , Array , Matrix , Money , Period
- operator++() : Date
- operator+=() : Matrix , Date
- operator-() : Array , Matrix , Money , Date , Period , Date , Quantity , Array
- operator--() : Date
- operator-=() : Date
- operator/() : Quantity , Array , Matrix , Money , Period
- operator<() : Handle< T > , Quantity , Money , Date , Period
- operator<<() : UnitOfMeasure , Money , Replication , Currency , CommodityType , InterestRate , Array , Matrix , Option , Calendar , Date , DateGeneration , DayCounter , Period
- operator<=() : Period , Quantity , Date , Money
- operator=() : Observable
- operator==() : Handle< T > , Quantity , UnitOfMeasure , CommodityType , Currency , Calendar , Period , Money , Region , DayCounter , Date
- operator>() : Quantity , Period , Date , Money
- operator>=() : Money , Date , Period , Quantity
- operator[]() : Path , TimeSeries< T, Container > , Array
- optionDateFromTenor() : VolatilityTermStructure , InterestRateVolSurface , CallableBondVolatilityStructure
- optionlet() : CapFloor , YoYInflationCapFloor
- optionletImpl() : YoYInflationUnitDisplacedBlackCapFloorEngine , YoYInflationCapFloorEngine , YoYInflationBachelierCapFloorEngine , YoYInflationBlackCapFloorEngine
- optionletPrice() : CPICouponPricer , YoYInflationCouponPricer
- optionletPriceImp() : YoYInflationCouponPricer , UnitDisplacedBlackYoYInflationCouponPricer , CPICouponPricer , BachelierYoYInflationCouponPricer , BlackYoYInflationCouponPricer
- OptionletVolatilityStructure() : OptionletVolatilityStructure
- outerProduct() : Matrix
- output_size() : FastFourierTransform