QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
ql Directory Reference

Directories

directory  experimental
 
directory  legacy
 
directory  methods
 

Files

file  auto_ptr.hpp
 Facilities to switch from auto_ptr to unique_ptr.
 
file  cashflow.hpp
 Base class for cash flows.
 
file  compounding.hpp
 Compounding enumeration.
 
file  currency.hpp
 Currency specification.
 
file  default.hpp
 Classes for default-event handling.
 
file  discretizedasset.hpp
 Discretized asset classes.
 
file  errors.hpp
 Classes and functions for error handling.
 
file  event.hpp
 Base class for events associated with a given date.
 
file  exchangerate.hpp
 exchange rate between two currencies
 
file  exercise.hpp
 Option exercise classes and payoff function.
 
file  functional.hpp
 Maps function, bind and cref to either the boost or std implementation.
 
file  grid.hpp
 Grid constructors.
 
file  handle.hpp
 Globally accessible relinkable pointer.
 
file  index.hpp
 virtual base class for indexes
 
file  instrument.hpp
 Abstract instrument class.
 
file  interestrate.hpp
 Instrument rate class.
 
file  money.hpp
 cash amount in a given currency
 
file  numericalmethod.hpp
 Numerical method class.
 
file  option.hpp
 Base option class.
 
file  payoff.hpp
 Option payoff classes.
 
file  position.hpp
 Short or long position.
 
file  prices.hpp
 price classes
 
file  pricingengine.hpp
 Base class for pricing engines.
 
file  qldefines.hpp
 Global definitions and compiler switches.
 
file  quote.hpp
 purely virtual base class for market observables
 
file  rebatedexercise.hpp
 Option exercise with rebate payments.
 
file  settings.hpp
 global repository for run-time library settings
 
file  shared_ptr.hpp
 Maps shared_ptr to either the boost or std implementation.
 
file  stochasticprocess.hpp
 stochastic processes
 
file  termstructure.hpp
 base class for term structures
 
file  timegrid.hpp
 discrete time grid
 
file  timeseries.hpp
 Container for historical data.
 
file  tuple.hpp
 Maps tuple to either the boost or std implementation.
 
file  types.hpp
 Custom types.
 
file  version.hpp
 Version number, and version of boost the library is compiled with.
 
file  volatilitymodel.hpp
 Volatility term structures.