### 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:

### - p -

- Parabolic : CubicInterpolation
- params() : CalibratedModel
- partialRollback() : TreeLattice< Impl > , Lattice , TsiveriotisFernandesLattice< T >
- percentile() : GeneralStatistics
- perform() : NonLinearLeastSquare
- performCalculations() : EnergyBasisSwap , FixedRateBondForward , Forward , EnergyFuture , Stock , LazyObject , EnergyVanillaSwap , EurodollarFuturesImpliedStdDevQuote , ForwardSwapQuote , ConvertibleBond , ImpliedStdDevQuote , CapFloorTermVolCurve , RiskyBond , CapFloorTermVolSurface , OptionletStripper1 , AbcdAtmVolCurve , OptionletStripper2 , StrippedOptionletAdapter , Instrument , SwaptionVolatilityMatrix , CompositeInstrument
- Periodic : CubicInterpolation
- Polynomial2DSpline() : Polynomial2DSpline
- postAdjustValues() : DiscretizedAsset
- postAdjustValuesImpl() : DiscretizedAsset , DiscretizedOption
- potentialUpside() : GenericRiskStatistics< S >
- preAdjustValues() : DiscretizedAsset
- preAdjustValuesImpl() : DiscretizedAsset
- presentValue() : TreeLattice< Impl > , Lattice
- previousCashFlow() : CashFlows
- previousCouponRate() : Bond
- price() : CPICapFloorTermPriceSurface
- primitive() : AbcdFunction
- probabilities() : Basket
- probabilityOfAtLeastNEvents() : LossDist
- probabilityOfNEvents() : LossDist
- Problem() : Problem
- process() : OneFactorModel::ShortRateDynamics , TwoFactorModel::ShortRateDynamics
- project() : ProjectedCostFunction
- protectionEndDate() : CreditDefaultSwap
- protectionStart_ : CdsHelper
- protectionStartDate() : CreditDefaultSwap
- PSE : CzechRepublic
- pseudoSqrt() : Matrix
- putCsi_ : DigitalCoupon
- putDigitalPayoff_ : DigitalCoupon
- putLeftEps_ : DigitalCoupon
- putOptionRate() : DigitalCoupon
- putStrike_ : DigitalCoupon