CFL
Namespaces | Classes
Path dependent processes.
Collaboration diagram for Path dependent processes.:

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...
 

Detailed Description

This module is dealing with path dependent processes that could be used as additional state processes.