CFL
Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 123]
 NcflMain namespace for cfl library
 NBlackBlack model for a single asset
 CDataThe parameters of Black model
 NDataData structures
 CCashFlowCash flow at fixed rate over regular time intervals
 CSwapInterest rate swap
 NHullWhiteHull and White model for interest rates
 CDataThe parameters of Hull and White model
 CApproxStandard concrete class for numerical approximation
 CAssetModelConcrete class for financial models with a single asset
 CBrownianConcrete class for the basic financial model with Brownian motion
 CErrorException class for cfl library
 CExtendedConcrete class for the "extended" financial models
 CFunctionConcrete class for a one-dimensional function
 CGaussRollbackConcrete class for the operator of conditional expectation with respect to gaussian distribution
 CIApproxInterface class for numerical approximation
 CIAssetModelInterface class for a single asset model
 CIBrownianInterface class for the basic financial model with Brownian motion
 CIExtendInterface class for a one-dimensional extension of a model
 CIFunctionInterface for a one-dimensional function
 CIGaussRollbackInterface class for the operator of conditional expectation with respect to gaussian distribution
 CIIndInterface class for one-dimensional indicator function
 CIInterestRateModelInterface class for interest rate model
 CIInterpInterface class for numerical interpolation
 CIModelInterface class for financial models
 CIMultiFunctionInterface for multi-dimensional function objects
 CIndStandard concrete class for indicator functions
 CInterestRateModelConcrete class for interest rate models
 CInterpStandard concrete class for interpolation of one-dimensional functions
 CIResetValuesInterface class for a path dependent process
 CMultiFunctionStandard concrete class for multi-dimensional function object
 CPathDependentStandard concrete class for path dependent functions
 CSliceRepresentation of random payoffs in the library
 CTridiagSolver for tridiagonal system of equations