| RangeAccrualFloatersCoupon | QuantLib.CashFlow |
| rangeAccrualFloatersCoupon | QuantLib.CashFlow |
| rangeAccrualLeg | QuantLib.CashFlow |
| rangeAccrualPricerByBgm | QuantLib.CashFlow |
| rankReducedSqrt | QuantLib.Math |
| Ratchet | QuantLib.Instrument.Option |
| RatchetMax | QuantLib.Instrument.Option |
| RatchetMin | QuantLib.Instrument.Option |
| rate | |
| 1 (Function) | QuantLib.Currency |
| 2 (Function) | QuantLib.InterestRate |
| 3 (Function) | QuantLib.CashFlow |
| RateAtDate | QuantLib.TermStructure, QuantLib.TermStructure.Volatility, QuantLib.TermStructure.Yield |
| RateAtTime | QuantLib.TermStructure, QuantLib.TermStructure.Volatility, QuantLib.TermStructure.Yield |
| RateAveragingType | QuantLib.CashFlow |
| RateHelper | QuantLib.TermStructure.Yield |
| rateHelperFixingDependencies | QuantLib.TermStructure.Yield |
| RatePoint | QuantLib.TermStructure, QuantLib.TermStructure.Volatility, QuantLib.TermStructure.Yield |
| RealMatrix | QuantLib.Math |
| realMatrixColumns | QuantLib.Math |
| realMatrixData | QuantLib.Math |
| realMatrixFromVector | QuantLib.Math |
| realMatrixRows | QuantLib.Math |
| RealVal | QuantLib.Instrument |
| RealVector | QuantLib.Math |
| RealVectorVal | QuantLib.Instrument |
| Rebated | QuantLib.Instrument, QuantLib.Instrument.Option |
| Receiver | QuantLib.Instrument.Swap |
| redemption | QuantLib.CashFlow |
| redemptions | QuantLib.Instrument.Bond |
| Reference | QuantLib.TermStructure, QuantLib.TermStructure.Credit, QuantLib.TermStructure.Volatility, QuantLib.TermStructure.Yield |
| ReferenceDate | QuantLib.TermStructure, QuantLib.TermStructure.Credit, QuantLib.TermStructure.Volatility, QuantLib.TermStructure.Yield |
| referenceDate | QuantLib.TermStructure |
| referencePeriodEnd | |
| 1 (Function) | QuantLib.CashFlow |
| 2 (Function) | QuantLib.Instrument.Bond |
| referencePeriodStart | |
| 1 (Function) | QuantLib.CashFlow |
| 2 (Function) | QuantLib.Instrument.Bond |
| Region | QuantLib.Index.Inflation |
| region | QuantLib.Index.Inflation |
| RegionType | QuantLib.Index.Inflation |
| regret | QuantLib.Index |
| RelativePriceError | QuantLib.Model |
| RelinkableBlackVolTermStructure | QuantLib.TermStructure.Volatility |
| relinkableBlackVolTermStructure | QuantLib.TermStructure.Volatility |
| RelinkableOptionletVolatilityStructure | QuantLib.TermStructure.Volatility |
| relinkableOptionletVolatilityStructure | QuantLib.TermStructure.Volatility |
| RelinkableQuote | QuantLib.Quote |
| relinkableQuote | QuantLib.Quote |
| RelinkableSwaptionVolatilityStructure | QuantLib.TermStructure.Volatility |
| relinkableSwaptionVolatilityStructure | QuantLib.TermStructure.Volatility |
| RelinkableYieldTermStructure | QuantLib.TermStructure.Yield |
| relinkableYieldTermStructure | QuantLib.TermStructure.Yield |
| removeEcbDate | QuantLib.Time.Date |
| removeHoliday | QuantLib.Time.Calendar |
| RendistatoBasket | QuantLib.Instrument.Bond |
| rendistatoBasket | QuantLib.Instrument.Bond |
| RendistatoCalculator | QuantLib.Instrument.Bond |
| rendistatoCalculator | QuantLib.Instrument.Bond |
| rendistatoDuration | QuantLib.Instrument.Bond |
| rendistatoDurations | QuantLib.Instrument.Bond |
| rendistatoEquivalentSwap | QuantLib.Instrument.Bond |
| rendistatoEquivalentSwapDuration | QuantLib.Instrument.Bond |
| rendistatoEquivalentSwapLength | QuantLib.Instrument.Bond |
| rendistatoEquivalentSwapLengthQuote | QuantLib.Instrument.Bond |
| rendistatoEquivalentSwapRate | QuantLib.Instrument.Bond |
| rendistatoEquivalentSwapSpread | QuantLib.Instrument.Bond |
| rendistatoEquivalentSwapSpreadQuote | QuantLib.Instrument.Bond |
| rendistatoEquivalentSwapYield | QuantLib.Instrument.Bond |
| rendistatoSwapDurations | QuantLib.Instrument.Bond |
| rendistatoSwapLengths | QuantLib.Instrument.Bond |
| rendistatoSwapRates | QuantLib.Instrument.Bond |
| rendistatoSwapYields | QuantLib.Instrument.Bond |
| rendistatoYield | QuantLib.Instrument.Bond |
| rendistatoYields | QuantLib.Instrument.Bond |
| replicatingVarianceSwapEngine | QuantLib.PricingEngine |
| ReplicationCentral | QuantLib.CashFlow |
| ReplicationSub | QuantLib.CashFlow |
| ReplicationSuper | QuantLib.CashFlow |
| ReplicationType | QuantLib.CashFlow |
| replicationType | QuantLib.CashFlow |
| RestructuringType | QuantLib.Credit |
| rho | |
| 1 (Function) | QuantLib.Instrument.Option |
| 2 (Function) | QuantLib.PricingEngine |
| Ridder | QuantLib.PricingEngine |
| riskStatisticsAverageShortfall | QuantLib.Math |
| riskStatisticsDownsideDeviation | QuantLib.Math |
| riskStatisticsDownsideVariance | QuantLib.Math |
| riskStatisticsExpectedShortfall | QuantLib.Math |
| riskStatisticsGaussianExpectedShortfall | QuantLib.Math |
| riskStatisticsGaussianPercentile | QuantLib.Math |
| riskStatisticsGaussianPotentialUpside | QuantLib.Math |
| riskStatisticsGaussianValueAtRisk | QuantLib.Math |
| riskStatisticsKurtosis | QuantLib.Math |
| riskStatisticsMax | QuantLib.Math |
| riskStatisticsMean | QuantLib.Math |
| riskStatisticsMin | QuantLib.Math |
| riskStatisticsPercentile | QuantLib.Math |
| riskStatisticsPotentialUpside | QuantLib.Math |
| riskStatisticsRegret | QuantLib.Math |
| riskStatisticsSemiDeviation | QuantLib.Math |
| riskStatisticsSemiVariance | QuantLib.Math |
| riskStatisticsShortfall | QuantLib.Math |
| riskStatisticsSkewness | QuantLib.Math |
| riskStatisticsStandardDeviation | QuantLib.Math |
| riskStatisticsValueAtRisk | QuantLib.Math |
| riskStatisticsVariance | QuantLib.Math |
| riskyAnnuity | QuantLib.Instrument.Credit |
| riskyBondEngine | QuantLib.PricingEngine |
| RngTrait | QuantLib.Math |
| Robor | QuantLib.Index.InterestRate |
| ROL | QuantLib.Currency |
| RomaniaBVB | QuantLib.Time.Calendar |
| RomaniaPublic | QuantLib.Time.Calendar |
| RON | QuantLib.Currency |
| roundedQuantity | QuantLib.Commodity |
| Rounding | |
| 1 (Type/Class) | QuantLib.Math |
| 2 (Data Constructor) | QuantLib.Math |
| RoundingType | QuantLib.Math |
| RSD | QuantLib.Currency |
| rsgDimension | QuantLib.Method |
| RUB | QuantLib.Currency |
| RussiaMOEX | QuantLib.Time.Calendar |
| RussiaSettlement | QuantLib.Time.Calendar |