- r -

• rankReducedSqrt() : Matrix
• rate() : CappedFlooredCoupon , DigitalCoupon , FixedRateCoupon , Coupon , FloatingRateCoupon , ExchangeRate
• rebin() : TimeBasket
• recalculate() : LazyObject
• redemption() : Bond
• redemptions() : Bond
• referenceDate() : SwaptionVolatilityCube , DriftTermStructure , ForwardSpreadedTermStructure , PiecewiseZeroSpreadedTermStructure , QuantoTermStructure , ZeroSpreadedTermStructure , SabrVolSurface , TermStructure , LocalVolCurve , LocalVolSurface
• referencePeriodEnd() : Coupon
• referencePeriodStart() : Coupon
• regret() : GenericRiskStatistics
• RelinkableHandle() : RelinkableHandle
• remainingAttachmentRatio() : Basket
• remainingDetachmentRatio() : Basket
• remainingNames() : Basket
• remainingNotional() : Basket , SyntheticCDO
• remainingNotionals() : Basket
• removeHoliday() : Calendar
• reset() : MarketModelPathwiseCoterminalSwaptionsDeflated , DiscretizedAsset , DiscretizedDiscountBond , MarketModelPathwiseMultiCaplet , MarketModelPathwiseCoterminalSwaptionsNumericalDeflated , MultiStepSwaption , MarketModelComposite , Problem , IncrementalStatistics , GeneralStatistics , MarketModelPathwiseMultiProduct , MarketModelPathwiseMultiDeflatedCap , DiscretizedOption , MarketModelMultiProduct
• residualNorm() : NonLinearLeastSquare
• result() : Instrument
• results() : NonLinearLeastSquare
• rho() : BlackCalculator
• rollback() : FiniteDifferenceModel , TreeLattice , TsiveriotisFernandesLattice , Lattice , FiniteDifferenceModel
• rounding() : Currency
• Rounding() : Rounding