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<p><a href="hierarchy.html">Go to the textual class hierarchy</a></p>
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<tr><td><img src="inherit_graph_0.png" border="0" alt="" usemap="#_abcd_function"/>
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<tr><td><img src="inherit_graph_3.png" border="0" alt="" usemap="#_ali_mikhail_haq_copula"/>
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<tr><td><img src="inherit_graph_4.png" border="0" alt="" usemap="#_american_condition"/>
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</td></tr>
<tr><td><img src="inherit_graph_5.png" border="0" alt="" usemap="#_american_payoff_at_expiry"/>
<map name="_american_payoff_at_expiry" id="_american_payoff_at_expiry">
<area shape="rect" id="node1" href="class_quant_lib_1_1_american_payoff_at_expiry.html" title="Analytic formula for American exercise payoff at-expiry options." alt="" coords="5,5,168,35"/></map>
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<tr><td><img src="inherit_graph_6.png" border="0" alt="" usemap="#_american_payoff_at_hit"/>
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<area shape="rect" id="node1" href="class_quant_lib_1_1_analytic_digital_american_engine.html" title="Analytic pricing engine for American vanilla options with digital payoff." alt="" coords="7,5,204,35"/></map>
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coords="1973,12563,2051,12594"/><area shape="rect" id="node423" href="class_quant_lib_1_1_y_y_a_u_c_p_ir.html" title="Fake year-on-year AUCPI (i.e. a ratio)" alt="" coords="1971,11923,2053,11954"/><area shape="rect" id="node425" href="class_quant_lib_1_1_y_y_e_u_h_i_c_p.html" title="Genuine year-on-year EU HICP (i.e. not a ratio of EU HICP)" alt="" coords="1968,11977,2056,12007"/><area shape="rect" id="node427" href="class_quant_lib_1_1_y_y_e_u_h_i_c_pr.html" title="Fake year-on-year EU HICP (i.e. a ratio of EU HICP)" alt="" coords="1965,12030,2059,12061"/><area shape="rect" id="node429" href="class_quant_lib_1_1_y_y_e_u_h_i_c_p_x_t.html" title="Genuine year-on-year EU HICPXT." alt="" coords="1960,12083,2064,12114"/><area shape="rect" id="node431" href="class_quant_lib_1_1_y_y_f_r_h_i_c_p.html" title="Genuine year-on-year FR HICP (i.e. not a ratio)" alt="" coords="1968,12137,2056,12167"/><area shape="rect" id="node433" href="class_quant_lib_1_1_y_y_f_r_h_i_c_pr.html" title="Fake year-on-year FR HICP (i.e. a ratio)" alt="" coords="1967,12190,2057,12221"/><area shape="rect" id="node435" href="class_quant_lib_1_1_y_y_generic_c_p_i.html" title="Genuine year-on-year Generic CPI (i.e. not a ratio)" alt="" coords="1960,12243,2064,12274"/><area shape="rect" id="node437" href="class_quant_lib_1_1_y_y_generic_c_p_ir.html" title="Fake year-on-year GenericCPI (i.e. a ratio)" alt="" coords="1957,12297,2067,12327"/><area shape="rect" id="node439" href="class_quant_lib_1_1_y_y_u_k_r_p_i.html" title="Genuine year-on-year UK RPI (i.e. not a ratio of UK RPI)" alt="" coords="1973,12350,2051,12381"/><area shape="rect" id="node441" href="class_quant_lib_1_1_y_y_u_k_r_p_ir.html" title="Fake year-on-year UK RPI (i.e. a ratio of UK RPI)" alt="" coords="1971,12403,2053,12434"/><area shape="rect" id="node443" href="class_quant_lib_1_1_y_y_u_s_c_p_i.html" title="Genuine year-on-year US CPI (i.e. not a ratio of US CPI)" alt="" coords="1973,12457,2051,12487"/><area shape="rect" id="node445" href="class_quant_lib_1_1_y_y_u_s_c_p_ir.html" title="Fake year-on-year US CPI (i.e. a ratio of US CPI)" alt="" coords="1971,12510,2053,12541"/><area shape="rect" id="node449" href="class_quant_lib_1_1_a_u_c_p_i.html" title="AU CPI index (either quarterly or annual)" alt="" coords="1981,12670,2043,12701"/><area shape="rect" id="node451" href="class_quant_lib_1_1_e_u_h_i_c_p.html" title="EU HICP index." alt="" coords="1977,12617,2047,12647"/><area shape="rect" id="node453" href="class_quant_lib_1_1_e_u_h_i_c_p_x_t.html" title="EU HICPXT index." alt="" coords="1969,12723,2055,12754"/><area shape="rect" id="node455" href="class_quant_lib_1_1_f_r_h_i_c_p.html" title="FR HICP index." alt="" coords="1977,12777,2047,12807"/><area shape="rect" id="node457" href="class_quant_lib_1_1_generic_c_p_i.html" title="Generic CPI index." alt="" coords="1968,12830,2056,12861"/><area shape="rect" id="node459" href="class_quant_lib_1_1_u_k_r_p_i.html" title="UK Retail Price Inflation Index." 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shape="rect" id="node475" href="class_quant_lib_1_1_daily_tenor_libor.html" title="base class for all O/N-S/N BBA LIBOR indexes but the EUR ones" alt="" coords="1957,9203,2067,9234"/><area shape="rect" id="node491" href="class_quant_lib_1_1_euribor.html" title="Euribor index" alt="" coords="1981,9657,2043,9687"/><area shape="rect" id="node523" href="class_quant_lib_1_1_euribor365.html" title="Actual/365 Euribor index." alt="" coords="1971,10457,2053,10487"/><area shape="rect" id="node555" href="class_quant_lib_1_1_e_u_r_libor.html" title="base class for all BBA EUR LIBOR indexes but the O/N" alt="" coords="1973,11203,2051,11234"/><area shape="rect" id="node585" href="class_quant_lib_1_1_jibar.html" title="JIBAR rate" alt="" coords="1987,11257,2037,11287"/><area shape="rect" id="node587" href="class_quant_lib_1_1_libor.html" title="base class for all BBA LIBOR indexes but the EUR, O/N, and S/N ones" alt="" coords="1987,11603,2037,11634"/><area shape="rect" id="node607" href="class_quant_lib_1_1_proxy_ibor.html" title="IborIndex calculated as proxy of some other IborIndex." alt="" coords="1973,11657,2051,11687"/><area shape="rect" id="node609" href="class_quant_lib_1_1_tibor.html" title="JPY TIBOR index" alt="" coords="1987,11710,2037,11741"/><area shape="rect" id="node611" href="class_quant_lib_1_1_t_r_libor.html" title="TRY LIBOR rate" alt="" coords="1979,11763,2045,11794"/><area shape="rect" id="node613" href="class_quant_lib_1_1_zibor.html" title="CHF ZIBOR rate" alt="" coords="1987,11817,2037,11847"/><area shape="rect" id="node473" href="class_quant_lib_1_1_e_u_r_libor_o_n.html" title="Overnight EUR Libor index." alt="" coords="2445,8937,2541,8967"/><area shape="rect" id="node477" href="class_quant_lib_1_1_c_a_d_libor_o_n.html" title="Overnight CAD Libor index." alt="" coords="2447,9043,2540,9074"/><area shape="rect" id="node479" href="class_quant_lib_1_1_daily_tenor_c_h_f_libor.html" title="base class for the one day deposit BBA CHF LIBOR 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href="class_quant_lib_1_1_unit_displaced_black_yo_y_inflation_coupon_pricer.html" title="Unit-Displaced-Black-formula pricer for capped/floored yoy inflation coupons." alt="" coords="1872,1334,2152,1365"/><area shape="rect" id="node658" href="class_quant_lib_1_1_basket.html" title="Basket" alt="" coords="1981,7022,2043,7053"/><area shape="rect" id="node662" href="class_quant_lib_1_1_cms_market.html" title="set of CMS quotes" alt="" coords="1968,7179,2056,7210"/><area shape="rect" id="node664" href="class_quant_lib_1_1_eurodollar_futures_implied_std_dev_quote.html" title="quote for the Eurodollar-future implied standard deviation" alt="" coords="1891,5169,2133,5199"/><area shape="rect" id="node668" href="class_quant_lib_1_1_forward_swap_quote.html" title="Quote for a forward starting swap." alt="" coords="1945,5222,2079,5253"/><area shape="rect" id="node670" href="class_quant_lib_1_1_implied_std_dev_quote.html" title="quote for the implied standard deviation of an underlying" alt="" 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id="node710" href="class_quant_lib_1_1_cap_floor.html" title="Base class for cap-like instruments." alt="" coords="2456,7870,2531,7901"/><area shape="rect" id="node718" href="class_quant_lib_1_1_c_d_o.html" title="collateralized debt obligation" alt="" coords="2468,7710,2519,7741"/><area shape="rect" id="node720" href="class_quant_lib_1_1_commodity.html" title="Commodity base class." alt="" coords="2449,8403,2537,8434"/><area shape="rect" id="node726" href="class_quant_lib_1_1_composite_instrument.html" title="Composite instrument" alt="" coords="2420,7923,2567,7954"/><area shape="rect" id="node728" href="class_quant_lib_1_1_c_p_i_cap_floor.html" title="CPI cap or floor." alt="" coords="2447,7977,2540,8007"/><area shape="rect" id="node730" href="class_quant_lib_1_1_credit_default_swap.html" title="Credit default swap." alt="" coords="2429,8030,2557,8061"/><area shape="rect" id="node732" href="class_quant_lib_1_1_forward.html" title="Abstract base forward class." alt="" coords="2460,8457,2527,8487"/><area shape="rect" id="node736" href="class_quant_lib_1_1_nth_to_default.html" title="N-th to default swap." alt="" coords="2445,8083,2541,8114"/><area shape="rect" id="node738" href="class_quant_lib_1_1_option.html" title="base option class" alt="" coords="2464,7603,2523,7634"/><area shape="rect" id="node796" href="class_quant_lib_1_1_path_multi_asset_option.html" title="Base class for path-dependent options on multiple assets." alt="" coords="2420,8137,2567,8167"/><area shape="rect" id="node798" href="class_quant_lib_1_1_risky_asset_swap.html" title="Risky asset-swap instrument." alt="" coords="2433,8190,2553,8221"/><area shape="rect" id="node800" href="class_quant_lib_1_1_risky_asset_swap_option.html" title="Option on risky asset swap" alt="" coords="2415,8243,2572,8274"/><area shape="rect" id="node802" href="class_quant_lib_1_1_risky_bond.html" title="RiskyBond" alt="" coords="2451,7657,2536,7687"/><area shape="rect" id="node808" href="class_quant_lib_1_1_stock.html" title="Simple stock class." alt="" coords="2465,8297,2521,8327"/><area shape="rect" id="node810" href="class_quant_lib_1_1_swap.html" title="Interest rate swap." alt="" coords="2467,7763,2520,7794"/><area shape="rect" id="node826" href="class_quant_lib_1_1_synthetic_c_d_o.html" title="Synthetic Collateralized Debt Obligation." alt="" coords="2441,7443,2545,7474"/><area shape="rect" id="node828" href="class_quant_lib_1_1_variance_option.html" title="Variance option." alt="" coords="2439,7497,2548,7527"/><area shape="rect" id="node830" href="class_quant_lib_1_1_variance_swap.html" title="Variance swap." alt="" coords="2441,7550,2545,7581"/><area shape="rect" id="node832" href="class_quant_lib_1_1_yo_y_inflation_cap_floor.html" title="Base class for yoy inflation cap-like instruments." alt="" coords="2423,8350,2564,8381"/><area shape="rect" id="node676" href="class_quant_lib_1_1_amortizing_cms_rate_bond.html" title="amortizing CMS-rate bond" alt="" 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href="class_quant_lib_1_1_fixed_rate_bond.html" title="fixed-rate bond" alt="" coords="2889,8163,2999,8194"/><area shape="rect" id="node704" href="class_quant_lib_1_1_floating_rate_bond.html" title="floating-rate bond (possibly capped and/or floored)" alt="" coords="2881,8217,3007,8247"/><area shape="rect" id="node708" href="class_quant_lib_1_1_zero_coupon_bond.html" title="zero-coupon bond" alt="" coords="2884,8270,3004,8301"/><area shape="rect" id="node684" href="class_quant_lib_1_1_callable_fixed_rate_bond.html" title="callable/puttable fixed rate bond" alt="" coords="3243,7950,3400,7981"/><area shape="rect" id="node686" href="class_quant_lib_1_1_callable_zero_coupon_bond.html" title="callable/puttable zero coupon bond" alt="" coords="3493,7950,3659,7981"/><area shape="rect" id="node692" href="class_quant_lib_1_1_convertible_fixed_coupon_bond.html" title="convertible fixed-coupon bond" alt="" coords="3225,8057,3417,8087"/><area shape="rect" id="node694" 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href="class_quant_lib_1_1_swaption.html" title="Swaption class" alt="" coords="2907,7150,2981,7181"/><area shape="rect" id="node744" href="class_quant_lib_1_1_basket_option.html" title="Basket option on a number of assets." alt="" coords="3271,7257,3372,7287"/><area shape="rect" id="node746" href="class_quant_lib_1_1_himalaya_option.html" title="Himalaya option." alt="" coords="3264,7310,3379,7341"/><area shape="rect" id="node748" href="class_quant_lib_1_1_margrabe_option.html" title="Margrabe option on two assets." alt="" coords="3264,7363,3379,7394"/><area shape="rect" id="node750" href="class_quant_lib_1_1_pagoda_option.html" title="Roofed Asian option on a number of assets." alt="" coords="3271,7417,3372,7447"/><area shape="rect" id="node752" href="class_quant_lib_1_1_spread_option.html" title="Spread option on two assets." alt="" coords="3271,7470,3372,7501"/><area shape="rect" id="node756" href="class_quant_lib_1_1_barrier_option.html" title="Barrier option on a single asset." 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href="class_quant_lib_1_1_vanilla_storage_option.html" title="base option class" alt="" coords="3251,7097,3392,7127"/><area shape="rect" id="node790" href="class_quant_lib_1_1_vanilla_swing_option.html" title="base option class" alt="" coords="3255,7150,3388,7181"/><area shape="rect" id="node792" href="class_quant_lib_1_1_writer_extensible_option.html" title="Writer-extensible option." alt="" coords="3244,7203,3399,7234"/><area shape="rect" id="node758" href="class_quant_lib_1_1_dividend_barrier_option.html" title="Single-asset barrier option with discrete dividends." alt="" coords="3503,6483,3649,6514"/><area shape="rect" id="node760" href="class_quant_lib_1_1_quanto_barrier_option.html" title="Quanto version of a barrier option." alt="" coords="3507,6430,3645,6461"/><area shape="rect" id="node778" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html" title="Quanto version of a forward vanilla option." alt="" coords="3483,6883,3669,6914"/><area shape="rect" id="node786" href="class_quant_lib_1_1_european_option.html" title="European option on a single asset." alt="" coords="3519,7043,3633,7074"/><area shape="rect" id="node804" href="class_quant_lib_1_1_risky_fixed_bond.html" title="RiskyFixedBond" alt="" coords="2885,7310,3003,7341"/><area shape="rect" id="node806" href="class_quant_lib_1_1_risky_floating_bond.html" title="RiskyFloatingBond" alt="" coords="2879,7363,3009,7394"/><area shape="rect" id="node812" href="class_quant_lib_1_1_asset_swap.html" title="Bullet bond vs Libor swap." alt="" coords="2900,7577,2988,7607"/><area shape="rect" id="node814" href="class_quant_lib_1_1_b_m_a_swap.html" title="swap paying Libor against BMA coupons" alt="" coords="2903,7630,2985,7661"/><area shape="rect" id="node816" href="class_quant_lib_1_1_c_p_i_swap.html" title="zero-inflation-indexed swap," alt="" coords="2907,7683,2981,7714"/><area shape="rect" id="node818" href="class_quant_lib_1_1_overnight_indexed_swap.html" title="Overnight indexed swap: fix vs 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title="Concrete YoY Inflation floor class." alt="" coords="2885,8483,3003,8514"/><area shape="rect" id="node842" href="class_quant_lib_1_1_one_factor_gaussian_copula.html" title="One-factor Gaussian Copula." alt="" coords="2404,8670,2583,8701"/><area shape="rect" id="node844" href="class_quant_lib_1_1_one_factor_gaussian_student_copula.html" title="One-factor Gaussian-Student t-Copula." alt="" coords="2383,8510,2604,8541"/><area shape="rect" id="node846" href="class_quant_lib_1_1_one_factor_student_copula.html" title="One-factor Double Student t-Copula." alt="" coords="2409,8563,2577,8594"/><area shape="rect" id="node848" href="class_quant_lib_1_1_one_factor_student_gaussian_copula.html" title="One-factor Student t - Gaussian Copula." alt="" coords="2383,8617,2604,8647"/><area shape="rect" id="node860" href="class_quant_lib_1_1_optionlet_stripper.html" title="OptionletStripper" alt="" coords="2435,7390,2552,7421"/><area shape="rect" id="node866" 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