CFL
Classes | Namespaces | Functions
Extended.hpp File Reference

Extension of models by path dependent state processes. More...

#include "cfl/PathDependent.hpp"
#include "cfl/Inline/iExtended.hpp"
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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)
 

Detailed Description

Author
Dmitry Kramkov
Date
2000-2006

This file contains classes and functions needed for the extension of financial models by path dependent state processes.