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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h3 class="navbartitle">Version 1.2</h3>
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<h3 class="navbartitle">Getting started</h3>
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<li><a class="el" href="group__currencies.html">Currencies and FX rates</a></li>
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<li><a class="el" href="group__cliquetengines.html">Cliquet option engines</a></li>
<li><a class="el" href="group__forwardengines.html">Forward option engines</a></li>
<li><a class="el" href="group__quantoengines.html">Quanto option engines</a></li>
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<li><a class="el" href="group__findiff.html">Finite-differences framework</a></li>
<li><a class="el" href="group__shortrate.html">Short-rate modelling framework</a></li>
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<li><a class="el" href="group__mcarlo.html">Monte Carlo framework</a></li>
<li><a class="el" href="group__patterns.html">Design patterns</a></li>
<li><a class="el" href="group__processes.html">Stochastic processes</a></li>
<li><a class="el" href="group__yieldtermstructures.html">Term structures</a></li>
<li><a class="el" href="group__utilities.html">Utilities</a></li>
<li><a class="el" href="group__macros.html">QuantLib macros</a><ul>
<li><a class="el" href="group__limit_macros.html">Numeric limits</a></li>
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