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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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Directories</h2></td></tr>
<tr class="memitem:dir_22288967c79201d6a97c4cec1d9fdd3a"><td class="memItemLeft" align="right" valign="top">directory  </td><td class="memItemRight" valign="bottom"><a class="el" href="dir_22288967c79201d6a97c4cec1d9fdd3a.html">experimental</a></td></tr>
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Files</h2></td></tr>
<tr class="memitem:auto__ptr_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>auto_ptr.hpp</b></td></tr>
<tr class="memdesc:auto__ptr_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Facilities to switch from auto_ptr to unique_ptr. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:cashflow_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>cashflow.hpp</b></td></tr>
<tr class="memdesc:cashflow_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Base class for cash flows. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:compounding_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>compounding.hpp</b></td></tr>
<tr class="memdesc:compounding_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Compounding enumeration. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:currency_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>currency.hpp</b></td></tr>
<tr class="memdesc:currency_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Currency specification. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:default_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>default.hpp</b></td></tr>
<tr class="memdesc:default_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Classes for default-event handling. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:discretizedasset_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>discretizedasset.hpp</b></td></tr>
<tr class="memdesc:discretizedasset_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Discretized asset classes. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:errors_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>errors.hpp</b></td></tr>
<tr class="memdesc:errors_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Classes and functions for error handling. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:event_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>event.hpp</b></td></tr>
<tr class="memdesc:event_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Base class for events associated with a given date. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:exchangerate_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>exchangerate.hpp</b></td></tr>
<tr class="memdesc:exchangerate_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">exchange rate between two currencies <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:exercise_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>exercise.hpp</b></td></tr>
<tr class="memdesc:exercise_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Option exercise classes and payoff function. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:functional_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>functional.hpp</b></td></tr>
<tr class="memdesc:functional_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Maps function, bind and cref to either the boost or std implementation. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:grid_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>grid.hpp</b></td></tr>
<tr class="memdesc:grid_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Grid constructors. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:handle_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>handle.hpp</b></td></tr>
<tr class="memdesc:handle_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Globally accessible relinkable pointer. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:index_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>index.hpp</b></td></tr>
<tr class="memdesc:index_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">virtual base class for indexes <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:instrument_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>instrument.hpp</b></td></tr>
<tr class="memdesc:instrument_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Abstract instrument class. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:interestrate_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>interestrate.hpp</b></td></tr>
<tr class="memdesc:interestrate_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Instrument rate class. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:money_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>money.hpp</b></td></tr>
<tr class="memdesc:money_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">cash amount in a given currency <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:numericalmethod_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>numericalmethod.hpp</b></td></tr>
<tr class="memdesc:numericalmethod_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Numerical method class. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:option_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>option.hpp</b></td></tr>
<tr class="memdesc:option_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Base option class. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:payoff_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>payoff.hpp</b></td></tr>
<tr class="memdesc:payoff_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Option payoff classes. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:position_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>position.hpp</b></td></tr>
<tr class="memdesc:position_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Short or long position. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:prices_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>prices.hpp</b></td></tr>
<tr class="memdesc:prices_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">price classes <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:pricingengine_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>pricingengine.hpp</b></td></tr>
<tr class="memdesc:pricingengine_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Base class for pricing engines. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:qldefines_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>qldefines.hpp</b></td></tr>
<tr class="memdesc:qldefines_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Global definitions and compiler switches. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:quote_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>quote.hpp</b></td></tr>
<tr class="memdesc:quote_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">purely virtual base class for market observables <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:rebatedexercise_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>rebatedexercise.hpp</b></td></tr>
<tr class="memdesc:rebatedexercise_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Option exercise with rebate payments. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:settings_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>settings.hpp</b></td></tr>
<tr class="memdesc:settings_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">global repository for run-time library settings <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:shared__ptr_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>shared_ptr.hpp</b></td></tr>
<tr class="memdesc:shared__ptr_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Maps shared_ptr to either the boost or std implementation. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:stochasticprocess_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>stochasticprocess.hpp</b></td></tr>
<tr class="memdesc:stochasticprocess_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">stochastic processes <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:termstructure_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>termstructure.hpp</b></td></tr>
<tr class="memdesc:termstructure_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">base class for term structures <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:timegrid_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>timegrid.hpp</b></td></tr>
<tr class="memdesc:timegrid_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">discrete time grid <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:timeseries_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>timeseries.hpp</b></td></tr>
<tr class="memdesc:timeseries_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Container for historical data. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:tuple_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>tuple.hpp</b></td></tr>
<tr class="memdesc:tuple_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Maps tuple to either the boost or std implementation. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:types_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>types.hpp</b></td></tr>
<tr class="memdesc:types_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Custom types. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:version_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>version.hpp</b></td></tr>
<tr class="memdesc:version_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Version number, and version of boost the library is compiled with. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:volatilitymodel_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>volatilitymodel.hpp</b></td></tr>
<tr class="memdesc:volatilitymodel_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Volatility term structures. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
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