- e -

• earliestDate() : BootstrapHelper
• easterMonday() : Calendar::WesternImpl , Calendar::OrthodoxImpl
• effectiveCap() : CappedFlooredCoupon
• effectiveFloor() : CappedFlooredCoupon
• elasticity() : BlackCalculator , BlackScholesCalculator
• elasticityForward() : BlackCalculator
• empty() : TimeSeries , Currency , CommodityType , UnitOfMeasure , Handle , Array , Calendar , DayCounter
• enableExtrapolation() : Extrapolator
• endCriteria() : CalibratedModel
• EndCriteria() : EndCriteria
• endOfMonth() : Calendar , Date
• EquityFXVolSurface() : EquityFXVolSurface
• equivalentRate() : InterestRate
• Error() : Error
• errorEstimate() : McSimulation , IncrementalStatistics , Instrument , McPricer , GeneralStatistics
• evaluationDate() : Settings
• evolve() : LiborForwardModelProcess , ExtendedBlackScholesMertonProcess , StochasticProcess1D , BatesProcess , HestonProcess , StochasticProcessArray , StochasticProcess , GJRGARCHProcess
• exchange() : ExchangeRate
• ExchangeRate() : ExchangeRate
• exitFlag() : NonLinearLeastSquare
• Exp() : Array
• expectation() : HullWhiteProcess , G2Process , HullWhiteForwardProcess , G2ForwardProcess , OrnsteinUhlenbeckProcess , StochasticProcess1D , StochasticProcess , StochasticProcessArray
• expectationValue() : GeneralStatistics
• expectedShortfall() : GenericRiskStatistics
• expectedTrancheLoss() : SyntheticCDO