- i -
- identity() : TridiagonalOperator
- IMMcode() : Date
- IMMdate() : Date
- impliedRate() : InterestRate
- impliedVolatility() : CapFloor , SingleAssetOption , CalibrationHelper , OneAssetOption , Swaption
- impliedYield() : Forward
- incomeDiscountCurve() : Forward
- index() : TimeGrid , FloatingRateCoupon
- indexFixing() : FloatingRateCoupon
- initialize() : NumericalMethod
- initialValues() : StochasticProcess
- instance() : Singleton
- instantaneousCovariance() : Abcd
- instantaneousVariance() : Abcd
- instantaneousVolatility() : Abcd
- InterestRate() : InterestRate
- irr() : Cashflows
- isBusinessDay() : Calendar
- isEndOfMonth() : Calendar
- isEOM() : Date
- isExpired() : Instrument , ForwardRateAgreement , Forward
- isHoliday() : Calendar
- isIMMdate() : Date
- isLeap() : Date
- isOnTime() : DiscretizedAsset
- isValid() : Currency
- isWeekend() : Calendar
- iterationNumber() : OptimizationMethod
- iterationsNumber() : NonLinearLeastSquare
- itmAssetProbability() : BlackFormula
- itmCashProbability() : BlackFormula