CFL
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▼ cfl | |
Approx.hpp | Approximation of one-dimensional functions |
AssetModel.hpp | Financial model for a single asset. This file contains basic classes needed to evaluate derivatives on a single asset |
Auxiliary.hpp | Auxiliary functions and classes |
BlackData.hpp | Parameters of Black model |
BlackModel.hpp | Implementation of Black model |
Brownian.hpp | Basic financial model where the state process is given by a one-dimensional Brownian motion |
cflMain.hpp | The index page of the documentation. Does not contain any code |
Data.hpp | Useful data structures |
Error.hpp | Exceptions in cfl library |
Extended.hpp | Extension of models by path dependent state processes |
Function.hpp | One-dimensional function object in cfl library |
GaussRollback.hpp | Conditional expectation with respect to gaussian distribution |
HullWhiteData.hpp | Parameters of Hull and White model |
HullWhiteModel.hpp | Implementation of Hull and White model |
Ind.hpp | One-dimensional indicator functions |
InterestRateModel.hpp | Interest rate models |
Interp.hpp | Interpolation of one-dimensional functions |
Macros.hpp | Macros and constants for cfl library |
Model.hpp | Interface class for financial models |
MultiFunction.hpp | Multi-dimensional function object |
PathDependent.hpp | Path dependent processes as additional state processes |
Slice.hpp | Random payoffs in cfl library |