▼Ncfl | Main namespace for cfl library |
▼NBlack | Black model for a single asset |
CData | The parameters of Black model |
▼NData | Data structures |
CCashFlow | Cash flow at fixed rate over regular time intervals |
CSwap | Interest rate swap |
▼NHullWhite | Hull and White model for interest rates |
CData | The parameters of Hull and White model |
CApprox | Standard concrete class for numerical approximation |
CAssetModel | Concrete class for financial models with a single asset |
CBrownian | Concrete class for the basic financial model with Brownian motion |
CError | Exception class for cfl library |
CExtended | Concrete class for the "extended" financial models |
CFunction | Concrete class for a one-dimensional function |
CGaussRollback | Concrete class for the operator of conditional expectation with respect to gaussian distribution |
CIApprox | Interface class for numerical approximation |
CIAssetModel | Interface class for a single asset model |
CIBrownian | Interface class for the basic financial model with Brownian motion |
CIExtend | Interface class for a one-dimensional extension of a model |
CIFunction | Interface for a one-dimensional function |
CIGaussRollback | Interface class for the operator of conditional expectation with respect to gaussian distribution |
CIInd | Interface class for one-dimensional indicator function |
CIInterestRateModel | Interface class for interest rate model |
CIInterp | Interface class for numerical interpolation |
CIModel | Interface class for financial models |
CIMultiFunction | Interface for multi-dimensional function objects |
CInd | Standard concrete class for indicator functions |
CInterestRateModel | Concrete class for interest rate models |
CInterp | Standard concrete class for interpolation of one-dimensional functions |
CIResetValues | Interface class for a path dependent process |
CMultiFunction | Standard concrete class for multi-dimensional function object |
CPathDependent | Standard concrete class for path dependent functions |
CSlice | Representation of random payoffs in the library |
CTridiag | Solver for tridiagonal system of equations |