CFL
Library for the course "Financial Computing with C++"

CFL (Library for the course Financial Computing with C++) is a part of the course package. We shall use it to achieve the goals of the course:

"Theoretical":
Discuss the design and implementation of a powerful C++ library for pricing of derivative securities.
"Practical":
Use cfl library for practical financial computations.
Remarks
The library is intended only for the course. No guarantee whatsoever is given with respect to the accuracy of the results.
Author
Dmitry Kramkov, Carnegie Mellon.