CFL
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Extension of models by path dependent state processes. More...
Go to the source code of this file.
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... | |
Namespaces | |
cfl | |
Main namespace for cfl library. | |
cfl::NExtended | |
Implementations of "expandable" financial models. | |
Functions | |
Extended | cfl::NExtended::model (const std::vector< Approx > &rApprox) |
Extended | cfl::NExtended::model (const Approx &rApprox) |
Extended | cfl::NExtended::model (double dQuality) |
Extended | cfl::NExtended::model (const std::vector< double > &rQuality) |
This file contains classes and functions needed for the extension of financial models by path dependent state processes.