CFL
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Random payoffs in cfl library. More...
#include <algorithm>
#include "cfl/Model.hpp"
#include "cfl/Error.hpp"
#include "cfl/Inline/iSlice.hpp"
Go to the source code of this file.
Classes | |
class | cfl::Slice |
Representation of random payoffs in the library. More... | |
Namespaces | |
cfl | |
Main namespace for cfl library. | |
Functions | |
Slice | cfl::abs (const Slice &rSlice) |
double | cfl::atOrigin (const Slice &rSlice) |
Slice | cfl::exp (const Slice &rSlice) |
Slice | cfl::indicator (const Slice &rSlice, double dBarrier) |
Slice | cfl::indicator (double dBarrier, const Slice &rSlice) |
Slice | cfl::indicator (const Slice &rSlice, const Slice &rBarrier) |
MultiFunction | cfl::interpolate (const Slice &rSlice) |
MultiFunction | cfl::interpolate (const Slice &rSlice, const std::vector< unsigned > &rState) |
MultiFunction | cfl::interpolate (const Slice &rSlice, unsigned iStates) |
Slice | cfl::log (const Slice &rSlice) |
Slice | cfl::max (const Slice &rSlice, double dValue) |
Slice | cfl::max (const Slice &rSlice1, const Slice &rSlice2) |
Slice | cfl::max (double dValue, const Slice &rSlice) |
Slice | cfl::min (const Slice &rSlice, double dValue) |
Slice | cfl::min (const Slice &rSlice1, const Slice &rSlice2) |
Slice | cfl::min (double dValue, const Slice &rSlice) |
Slice | cfl::operator* (const Slice &rSlice1, const Slice &rSlice2) |
Slice | cfl::operator* (const Slice &rSlice, double dValue) |
Slice | cfl::operator* (double dValue, const Slice &rSlice) |
Slice | cfl::operator+ (const Slice &rSlice1, const Slice &rSlice2) |
Slice | cfl::operator+ (const Slice &rSlice, double dValue) |
Slice | cfl::operator+ (double dValue, const Slice &rSlice) |
Slice | cfl::operator- (const Slice &rSlice) |
Slice | cfl::operator- (const Slice &rSlice1, const Slice &rSlice2) |
Slice | cfl::operator- (const Slice &rSlice, double dValue) |
Slice | cfl::operator- (double dValue, const Slice &rSlice) |
Slice | cfl::operator/ (const Slice &rSlice1, const Slice &rSlice2) |
Slice | cfl::operator/ (const Slice &rSlice, double dValue) |
Slice | cfl::operator/ (double dValue, const Slice &rSlice) |
Slice | cfl::pow (const Slice &rSlice, double dPower) |
Slice | cfl::rollback (const Slice &rSlice, unsigned iEventTime) |
Slice | cfl::sqrt (const Slice &rSlice) |
Contains the main class (Slice) in cfl library. This class implements the payoffs of financial securities.