CFL
Classes | Namespaces
AssetModel.hpp File Reference

Financial model for a single asset. This file contains basic classes needed to evaluate derivatives on a single asset. More...

#include <valarray>
#include "cfl/Extended.hpp"
#include "cfl/Inline/iAssetModel.hpp"
Include dependency graph for AssetModel.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes

class  cfl::AssetModel
 Concrete class for financial models with a single asset. More...
 
class  cfl::IAssetModel
 Interface class for a single asset model. More...
 

Namespaces

 cfl
 Main namespace for cfl library.
 

Detailed Description

Author
Dmitry Kramkov
Date
2000-2006