![]() QuantLib 0.3.6User manualIntroduction to QuantLibQuantLib componentsReference manual |
Core classesThe base directoryql of the QuantLib sources contains what can be considered the QuantLib foundation, i.e., the core of concrete and abstract classes upon which the rest of the library is built.Subfolders reflect the organization of classes and functions into 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. These are the subject of later sections. The QuantLib core classes include:
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