QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

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...

---

QuantLib.org

Hosted by

Documentation generated by