CFL
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Basic financial model where the state process is given by a one-dimensional Brownian motion. More...
#include "Slice.hpp"
#include "GaussRollback.hpp"
#include "Interp.hpp"
#include "Ind.hpp"
#include "cfl/Inline/iBrownian.hpp"
Go to the source code of this file.
Classes | |
class | cfl::Brownian |
Concrete class for the basic financial model with Brownian motion. More... | |
class | cfl::IBrownian |
Interface class for the basic financial model with Brownian motion. More... | |
Namespaces | |
cfl | |
Main namespace for cfl library. | |
cfl::NBrownian | |
Implementations of class Brownian. | |
Functions | |
Brownian | cfl::NBrownian::model (double dQuality, const GaussRollback &rRollback=NGaussRollback::improved(), const Ind &rInd=NInd::smart(), const Interp &rInterp=NInterp::spline()) |
Contains classes and functions related with the basic financial model where the state process is given by a one-dimensional Brownian motion.