CFL
File List
Here is a list of all documented files with brief descriptions:
[detail level 12]
  cfl
 Approx.hppApproximation of one-dimensional functions
 AssetModel.hppFinancial model for a single asset. This file contains basic classes needed to evaluate derivatives on a single asset
 Auxiliary.hppAuxiliary functions and classes
 BlackData.hppParameters of Black model
 BlackModel.hppImplementation of Black model
 Brownian.hppBasic financial model where the state process is given by a one-dimensional Brownian motion
 cflMain.hppThe index page of the documentation. Does not contain any code
 Data.hppUseful data structures
 Error.hppExceptions in cfl library
 Extended.hppExtension of models by path dependent state processes
 Function.hppOne-dimensional function object in cfl library
 GaussRollback.hppConditional expectation with respect to gaussian distribution
 HullWhiteData.hppParameters of Hull and White model
 HullWhiteModel.hppImplementation of Hull and White model
 Ind.hppOne-dimensional indicator functions
 InterestRateModel.hppInterest rate models
 Interp.hppInterpolation of one-dimensional functions
 Macros.hppMacros and constants for cfl library
 Model.hppInterface class for financial models
 MultiFunction.hppMulti-dimensional function object
 PathDependent.hppPath dependent processes as additional state processes
 Slice.hppRandom payoffs in cfl library