QuantLib::Instruments Namespace Reference


Detailed Description

Concrete implementations of the Instrument interface.

See sect. Instruments and pricers


Compounds

class  VanillaCapFloor
 Base class for cap-like instruments. More...

class  VanillaCap
 Concrete cap class. More...

class  VanillaFloor
 Concrete floor class. More...

class  VanillaCollar
 Concrete cap class. More...

class  CapFloorArguments
 arguments for cap/floor calculation More...

class  CapFloorResults
 results from cap/floor calculation More...

class  ForwardVanillaOption
 Forward version of a vanilla option. More...

class  QuantoForwardVanillaOption
 Quanto version of a forward vanilla option. More...

class  QuantoVanillaOption
 Quanto version of a vanilla option. More...

class  SimpleSwap
 Simple fixed-rate vs Libor swap. More...

class  Stock
 Simple stock class. More...

class  Swap
 Interest rate swap. More...

class  Swaption
 Swaption class. More...

class  SwaptionArguments
 arguments for swaption calculation More...

class  SwaptionResults
 results from swaption calculation More...

class  VanillaOption
 Vanilla option (no discrete dividends, no barriers) on a single asset. More...


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