Here is a list of all documented class members with links to the class documentation for each member:

- g -

• GaussianRandomVariable() : julian::GaussianRandomVariable
• GeometricBrownianMotion() : julian::GeometricBrownianMotion
• get() : julian::TimeGrid
• getAssetPrize() : julian::BlackScholesModel , julian::MarketModel
• getCalendar() : julian::ir::InterpolatedCurve
• getCapitalization() : julian::CompoundedRate , julian::Compounding , julian::ExponentialRate , julian::FractionRate , julian::SimpleRate
• getCF() : julian::CashFlow , julian::FixedCashFlow , julian::FloatingCashFlow
• getCFs() : julian::Deposit , julian::FRA , julian::ir::BuildingBlock , julian::IRS
• getCoefficient() : julian::PolynomialRegression , julian::Regression , julian::RegressionWithoutIntercept , julian::RobustRegression , julian::SimpleLinearRegression
• getColumnNames() : julian::DataFrame
• getCorrelatedRandoms() : julian::GaussianRandomVariable
• getCoupon() : julian::FixedIncomeBond
• getDate() : julian::BlackScholesModel , julian::Bond , julian::CashFlow , julian::DataFrame , julian::Deposit , julian::FixedCashFlow , julian::FixedIncomeBond , julian::FlatVolatility , julian::FloatingCashFlow , julian::FloatingRateBond , julian::FRA , julian::ir::BuildingBlock , julian::IRS , julian::MarketModel , julian::Volatility , julian::ZeroCouponBond
• getDates() : julian::CashFlowVector , julian::ForwardCurve , julian::ir::AlgebraicBootstrapper , julian::ir::ConstrainedSmoother , julian::ir::Estimator , julian::ir::InterpolatedCurve , julian::ir::RootFindingBootstrapper , julian::ir::UnconstrainedSmoother
• getDF() : julian::ir::AlgebraicBootstrapper , julian::ir::ConstrainedSmoother , julian::ir::Estimator , julian::ir::InterpolateDF , julian::ir::InterpolateInverseDF , julian::ir::InterpolateLogarithmOfDF , julian::ir::InterpolateZCRate , julian::ir::InterpolationInput , julian::ir::RootFindingBootstrapper , julian::ir::UnconstrainedSmoother
• getDFs() : julian::ir::InterpolatedCurve
• getDiff() : julian::TimeGrid
• getDiscountingCurve() : julian::BlackScholesModel , julian::MarketModel
• getDividendCurve() : julian::BlackScholesModel , julian::MarketModel
• getDouble() : julian::DataFrame
• getExpiry() : julian::EuropeanOpt , julian::Option
• getExtrapolator() : julian::ir::InterpolatedCurve
• getForwardPrice() : julian::ForwardCurve
• getFwdRates() : julian::ir::InterpolatedCurve
• getFxSpot() : julian::ir::InterpolatedCurve
• getGrid() : julian::TimeGrid
• getGridDates() : julian::ir::AlgebraicBootstrapper
• getIntercept() : julian::SimpleLinearRegression
• getInterestRate() : julian::Deposit , julian::FRA , julian::ir::BuildingBlock , julian::ir::InterpolatedCurve , julian::IRS
• getInterpolator() : julian::ir::InterpolatedCurve
• getLackingDates() : julian::ir::AlgebraicBootstrapper
• getLastWorkingDateOfMonth() : julian::Calendar
• getLocation() : julian::NormalDistribution , julian::ScaleLocationDistribution , julian::UniformDistribution
• getMaturity() : julian::EuropeanOpt , julian::Option
• getMaturityDates() : julian::ir::AlgebraicBootstrapper
• getMinSize() : julian::AKIMA , julian::CubicInterpolation , julian::FlatBackward , julian::FlatForward , julian::Interpolation , julian::LinearInterpolation , julian::LogarithmicInterpolation , julian::NaturalCubicSpline , julian::PolynomialInterpolation , julian::QuadraticInterpolation , julian::SteffenInterpolation
• getN() : julian::Date
• getNotional() : julian::CashFlow , julian::FixedCashFlow , julian::FloatingCashFlow
• getNumberOfColumns() : julian::DataFrame
• getNumberOfRows() : julian::DataFrame
• getNumberOfUnits() : julian::Tenor
• getObject() : julian::DataFrame , julian::ObjectFactory< T >
• getON() : julian::Calendar
• getParRate() : julian::Deposit , julian::FRA , julian::ir::BuildingBlock , julian::IRS
• getPath() : julian::ArithmeticBrownianMotion , julian::CirProcess , julian::GeometricBrownianMotion , julian::HestonProcess , julian::StochasticProcess
• getPrimaryKeys() : julian::DataFrame
• getPrincipal() : julian::Bond , julian::FixedIncomeBond , julian::FloatingRateBond , julian::ZeroCouponBond
• getQuoting() : julian::Deposit , julian::FRA , julian::ir::BuildingBlock , julian::IRS
• getRandom() : julian::CustomRandomVariable , julian::GaussianRandomVariable , julian::MersenneTwister , julian::RandomVariable , julian::RANLUX , julian::Tausworthe , julian::UniformRNG
• getRandoms() : julian::CustomRandomVariable , julian::GaussianRandomVariable , julian::MersenneTwister , julian::RandomVariable , julian::RANLUX , julian::Tausworthe , julian::UniformRNG
• getRate() : julian::CompoundedRate , julian::Compounding , julian::ExponentialRate , julian::FractionRate , julian::SimpleRate
• getRates() : julian::ir::InterpolatedCurve
• getRisks() : julian::OptionDelta , julian::OptionGamma , julian::OptionGreeks , julian::OptionGreeksDecorator , julian::OptionPV , julian::OptionTheta , julian::OptionVanna , julian::OptionVega , julian::OptionVolga
• getRow() : julian::DataFrame
• getScale() : julian::NormalDistribution , julian::ScaleLocationDistribution , julian::UniformDistribution
• getSettings() : julian::EuropeanOpt , julian::ir::InterpolatedCurve
• getShape() : julian::NormalDistribution , julian::ScaleLocationDistribution , julian::UniformDistribution
• getSize() : julian::ir::InterpolatedCurve , julian::TimeGrid
• getSlope() : julian::SimpleLinearRegression
• getSpot() : julian::Calendar
• getSpotDate() : julian::ir::InterpolatedCurve
• getSpotLag() : julian::Calendar
• getStrike() : julian::EuropeanOpt , julian::Option
• getTime() : julian::RunTimeMeasurment
• getTimeUnit() : julian::Tenor
• getTN() : julian::Calendar
• getType() : julian::EuropeanOpt
• getValuationDate() : julian::ir::Curve , julian::ir::FlatCurve , julian::ir::InterpolatedCurve
• getValue() : julian::DataFrame , julian::ValueFactory< T >
• getValues() : julian::Path
• getVariance() : julian::FlatVolatility , julian::Volatility
• getVolatility() : julian::FlatVolatility , julian::Volatility
• getYearFraction() : julian::FlatVolatility , julian::Volatility
• giveCvector() : julian::ir::CostFunctionDecorator , julian::ir::FirstDerivativeCostFunction , julian::ir::SecondDerivativeCostFunction , julian::ir::SmootherCostFunction , julian::ir::SmoothForwardRates , julian::ir::SmoothZeroCouponRates
• giveQmatrix() : julian::ir::CostFunctionDecorator , julian::ir::FirstDerivativeCostFunction , julian::ir::SecondDerivativeCostFunction , julian::ir::SmootherCostFunction , julian::ir::SmoothForwardRates , julian::ir::SmoothZeroCouponRates
• giveSmoothedCurve() : julian::ir::CostFunctionDecorator , julian::ir::SmootherCostFunction , julian::ir::SmoothForwardRates , julian::ir::SmoothZeroCouponRates
• greeks_ : julian::BuildGreeksReport
• GslFunctionAdapter() : julian::GslFunctionAdapter< F >
• GslFunctionFdfAdapter() : julian::GslFunctionFdfAdapter< F, dF >
• GslMultiminFunctionAdapter() : julian::GslMultiminFunctionAdapter< F >
• GslMultiminFunctionFdfAdapter() : julian::GslMultiminFunctionFdfAdapter< F, dF, FdF >