CFL
Classes | Namespaces | Functions
Slice.hpp File Reference

Random payoffs in cfl library. More...

#include <algorithm>
#include "cfl/Model.hpp"
#include "cfl/Error.hpp"
#include "cfl/Inline/iSlice.hpp"
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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)
 

Detailed Description

Author
Dmitry Kramkov
Date
2000-2006

Contains the main class (Slice) in cfl library. This class implements the payoffs of financial securities.