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

### - s -

- sampleAccumulator() : McSimulation< MC, RNG, S >
- samples() : GeneralStatistics , IncrementalStatistics
- scenarioIncrementalBasketLosses() : Basket
- scenarioIncrementalTrancheLosses() : Basket
- scenarioTrancheLoss() : Basket
- searchDirection() : LineSearch
- seasonalityBaseDate() : MultiplicativePriceSeasonality
- seasonalityFactor() : MultiplicativePriceSeasonality
- secondDerivativeAtCenter() : SampledCurve
- semiDeviation() : GenericRiskStatistics< S >
- semiVariance() : GenericRiskStatistics< S >
- 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() : BoundaryCondition< Operator > , NeumannBC , DirichletBC
- settlementDays() : TermStructure , SwaptionVolatilityCube , DriftTermStructure , ForwardSpreadedTermStructure , ImpliedTermStructure , PiecewiseZeroSpreadedTermStructure , QuantoTermStructure , ZeroSpreadedTermStructure , SabrVolSurface
- settlementValue() : Bond
- setupArguments() : 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 , VarianceOption , Instrument , ContinuousAveragingAsianOption , DiscreteAveragingAsianOption , AssetSwap , BarrierOption , Bond , CapFloor , CliquetOption , CPICapFloor
- setupExpired() : RiskyBond , PathMultiAssetOption , Instrument , Bond , CreditDefaultSwap , MultiAssetOption , OneAssetOption , Swap , VarianceSwap
- setUpperBound() : Solver1D< Impl >
- setValue() : RecoveryRateQuote , SimpleQuote
- shortfall() : GenericRiskStatistics< S >
- shortRate() : OneFactorModel::ShortRateDynamics , BlackKarasinski::Dynamics , CoxIngersollRoss::Dynamics , ExtendedCoxIngersollRoss::Dynamics , HullWhite::Dynamics , Vasicek::Dynamics
- ShortRateTree() : OneFactorModel::ShortRateTree , TwoFactorModel::ShortRateTree
- shortTermVolatility() : AbcdFunction
- Simplex() : Simplex
- size() : KlugeExtOUProcess , TimeSeries< T, Container > , G2Process , ExtOUWithJumpsProcess , LiborForwardModelProcess , Array , LeastSquareProblem , G2ForwardProcess , GJRGARCHProcess , HestonProcess , HybridHestonHullWhiteProcess , StochasticProcessArray , StochasticProcess , FittedBondDiscountCurve::FittingMethod
- skewness() : GeneralStatistics , IncrementalStatistics
- skipTo() : SobolRsg
- smileSection() : OptionletVolatilityStructure , SwaptionVolatilityStructure , OptionletVolatilityStructure , BlackVolSurface
- smileSectionImpl() : CallableBondVolatilityStructure , CapletVarianceCurve , ConstantOptionletVolatility , StrippedOptionletAdapter , OptionletVolatilityStructure , CallableBondConstantVolatility
- SobolRsg() : SobolRsg
- solution() : FittedBondDiscountCurve::FittingMethod
- solve() : Solver1D< Impl >
- solveFor() : TridiagonalOperator
- SOR() : TridiagonalOperator
- sort() : GeneralStatistics
- source() : ExchangeRate
- spotIncome() : Forward , FixedRateBondForward
- spotValue() : FixedRateBondForward , Forward
- spread() : FloatingRateCoupon , CPICoupon , YoYInflationCoupon
- Sqrt() : Array
- standardDeviation() : GeneralStatistics , IncrementalStatistics
- standardDeviations() : CovarianceDecomposition
- standardErrors() : GeneralLinearLeastSquares
- stdDeviation() : StochasticProcessArray , HullWhiteProcess , G2ForwardProcess , StochasticProcess , HullWhiteForwardProcess , StochasticProcess1D , G2Process , GemanRoncoroniProcess , OrnsteinUhlenbeckProcess , ExtendedOrnsteinUhlenbeckProcess , GeneralizedOrnsteinUhlenbeckProcess
- strike() : CPICapFloor
- strikeSensitivity() : BlackCalculator
- subtract() : CompositeInstrument
- survivalProbability() : DefaultProbabilityTermStructure
- survivalProbabilityImpl() : DefaultProbabilityTermStructure , DefaultDensityStructure , HazardRateStructure , InterpolatedDefaultDensityCurve< Interpolator > , InterpolatedSurvivalProbabilityCurve< Interpolator > , InterpolatedHazardRateCurve< Interpolator >
- swap() : Matrix
- Swap() : Swap
- swap() : Clone< T >
- Swap() : Swap
- swap() : Array
- swapLength() : SwaptionVolatilityStructure
- SwaptionVolatilityMatrix() : SwaptionVolatilityMatrix
- SwaptionVolatilityStructure() : SwaptionVolatilityStructure
- symbol() : Currency
- SymmetricSchurDecomposition() : SymmetricSchurDecomposition