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• identity() : TridiagonalOperator
• impliedRate() : InterestRate
• impliedVolatility() : CallableBond , Swaption , VanillaOption , BarrierOption , SingleAssetOption , CalibrationHelper , CapFloor , DividendVanillaOption
• impliedYield() : Forward
• include() : ProjectedCostFunction
• incomeDiscountCurve() : Forward
• index() : TimeGrid , FloatingRateCoupon
• indexFixing() : AverageBMACoupon , FloatingRateCoupon , IborCoupon
• indexFixings() : AverageBMACoupon
• InflationSwap() : InflationSwap
• init() : FittedBondDiscountCurve::FittingMethod
• initialize() : TreeLattice , Lattice
• initialValues() : LiborForwardModelProcess , G2Process , G2ForwardProcess , GJRGARCHProcess , HestonProcess , StochasticProcessArray , StochasticProcess
• instance() : Singleton
• instantaneousCovariance() : AbcdFunction
• instantaneousVariance() : AbcdFunction
• instantaneousVolatility() : AbcdFunction
• integral() : OneFactorCopula
• InterestRate() : InterestRate
• InterestRateVolSurface() : InterestRateVolSurface
• interpolated() : InflationIndex
• InterpolatedYoYInflationCurve() : InterpolatedYoYInflationCurve
• InterpolatedZeroInflationCurve() : InterpolatedZeroInflationCurve
• inverse() : Matrix
• inverseCumulativeY() : OneFactorCopula , OneFactorGaussianCopula
• irr() : CashFlows
• isBusinessDay() : Calendar
• isEndOfMonth() : Calendar , Date
• isExpired() : EnergyVanillaSwap , CapFloor , CompositeInstrument , CreditDefaultSwap , MultiAssetOption , OneAssetOption , Stock , Swaption , YearOnYearInflationSwap , Forward , VarianceOption , Bond , SyntheticCDO , Swap , EnergyFuture , ZeroCouponInflationSwap , CDO , Instrument , PathMultiAssetOption , CdsOption , NthToDefault , VarianceSwap
• isHoliday() : Calendar
• isIMMcode() : IMM
• isIMMdate() : IMM
• isInArrears() : FloatingRateCoupon
• isLeap() : Date
• isOnTime() : DiscretizedAsset
• isValid() : SimpleQuote , CompositeQuote , FuturesConvAdjustmentQuote , ImpliedStdDevQuote , EurodollarFuturesImpliedStdDevQuote , DerivedQuote , Quote , ForwardSwapQuote , LastFixingQuote , ForwardValueQuote
• isValidFixingDate() : BMAIndex , InflationIndex , Index , InterestRateIndex
• isValidQuoteDate() : CommodityIndex
• isWeekend() : Calendar
• iterationsNumber() : NonLinearLeastSquare
• itmAssetProbability() : BlackCalculator
• itmCashProbability() : BlackCalculator