Core classes

Documentation for this part of the library is in progress.

The root namespace QuantLib contains what can be considered the QuantLib foundation, i.e., the core of abstract classes upon which the rest of the library is built.

The folder structure of the sources reflects the organization of classes and functions into namespaces. These are in turn chosen to represent definite packages or class families: the former being groups of classes forming a framework for particular applications, e.g., the PDE package for partial differential equations; and the latter being sets of classes which inherit from a common base class or otherwise share a common functionality and interface, e.g., the TermStructures or Operators families, respectively.

In the QuantLib namespace:


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