CFL
cfl Directory Reference

Files

file  Approx.hpp [code]
 Approximation of one-dimensional functions.
 
file  AssetModel.hpp [code]
 Financial model for a single asset. This file contains basic classes needed to evaluate derivatives on a single asset.
 
file  Auxiliary.hpp [code]
 Auxiliary functions and classes.
 
file  BlackData.hpp [code]
 Parameters of Black model.
 
file  BlackModel.hpp [code]
 Implementation of Black model.
 
file  Brownian.hpp [code]
 Basic financial model where the state process is given by a one-dimensional Brownian motion.
 
file  cflMain.hpp [code]
 The index page of the documentation. Does not contain any code.
 
file  Data.hpp [code]
 Useful data structures.
 
file  Error.hpp [code]
 Exceptions in cfl library.
 
file  Extended.hpp [code]
 Extension of models by path dependent state processes.
 
file  Function.hpp [code]
 One-dimensional function object in cfl library.
 
file  GaussRollback.hpp [code]
 Conditional expectation with respect to gaussian distribution.
 
file  HullWhiteData.hpp [code]
 Parameters of Hull and White model.
 
file  HullWhiteModel.hpp [code]
 Implementation of Hull and White model.
 
file  Ind.hpp [code]
 One-dimensional indicator functions.
 
file  InterestRateModel.hpp [code]
 Interest rate models.
 
file  Interp.hpp [code]
 Interpolation of one-dimensional functions.
 
file  Macros.hpp [code]
 Macros and constants for cfl library.
 
file  Model.hpp [code]
 Interface class for financial models.
 
file  MultiFunction.hpp [code]
 Multi-dimensional function object.
 
file  PathDependent.hpp [code]
 Path dependent processes as additional state processes.
 
file  Slice.hpp [code]
 Random payoffs in cfl library.