CFL
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Namespaces | |
cfl::NExtended | |
Implementations of "expandable" financial models. | |
Classes | |
class | cfl::Extended |
Concrete class for the "extended" financial models. More... | |
class | cfl::IExtend |
Interface class for a one-dimensional extension of a model. More... | |
class | cfl::IResetValues |
Interface class for a path dependent process. More... | |
class | cfl::PathDependent |
Standard concrete class for path dependent functions. More... | |
This module is dealing with path dependent processes that could be used as additional state processes.