CFL
Classes | Namespaces
InterestRateModel.hpp File Reference

Interest rate models. More...

#include <valarray>
#include "cfl/Extended.hpp"
#include "cfl/Inline/iInterestRateModel.hpp"
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Classes

class  cfl::IInterestRateModel
 Interface class for interest rate model. More...
 
class  cfl::InterestRateModel
 Concrete class for interest rate models. More...
 

Namespaces

 cfl
 Main namespace for cfl library.
 

Detailed Description

Author
Dmitry Kramkov
Date
2000-2006

This file is dealing with a design of interest rate models.