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