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<a href="#nested-classes">Classes</a> </div>
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<div class="title">Financial instruments</div> </div>
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<div class="contents">
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_digital_coupon.html">DigitalCoupon</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Digital-payoff coupon. <a href="class_quant_lib_1_1_digital_coupon.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_double_barrier_option.html">DoubleBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Double <a class="el" href="struct_quant_lib_1_1_barrier.html" title="Placeholder for enumerated barrier types.">Barrier</a> option on a single asset. <a href="class_quant_lib_1_1_double_barrier_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_double_barrier_option.html">QuantoDoubleBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Quanto version of a double barrier option. <a href="class_quant_lib_1_1_quanto_double_barrier_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_bond.html">CallableBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Callable bond base class. <a href="class_quant_lib_1_1_callable_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_fixed_rate_bond.html">CallableFixedRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">callable/puttable fixed rate bond <a href="class_quant_lib_1_1_callable_fixed_rate_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_zero_coupon_bond.html">CallableZeroCouponBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">callable/puttable zero coupon bond <a href="class_quant_lib_1_1_callable_zero_coupon_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_cat_bond.html">FloatingCatBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">floating-rate cat bond (possibly capped and/or floored) <a href="class_quant_lib_1_1_floating_cat_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_commodity.html">Commodity</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_commodity.html" title="Commodity base class.">Commodity</a> base class. <a href="class_quant_lib_1_1_commodity.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_energy_commodity.html">EnergyCommodity</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Energy commodity class. <a href="class_quant_lib_1_1_energy_commodity.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_energy_future.html">EnergyFuture</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Energy future. <a href="class_quant_lib_1_1_energy_future.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_compound_option.html">CompoundOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Compound option on a single asset. <a href="class_quant_lib_1_1_compound_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_margrabe_option.html">MargrabeOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Margrabe option on two assets. <a href="class_quant_lib_1_1_margrabe_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_pagoda_option.html">PagodaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Roofed Asian option on a number of assets. <a href="class_quant_lib_1_1_pagoda_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_two_asset_barrier_option.html">TwoAssetBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Barrier option on two assets <a href="class_quant_lib_1_1_two_asset_barrier_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_irregular_swaption.html">IrregularSwaption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Irregular Swaption class. <a href="class_quant_lib_1_1_irregular_swaption.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_variance_option.html">VarianceOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Variance option. <a href="class_quant_lib_1_1_variance_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_averaging_asian_option.html">ContinuousAveragingAsianOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Continuous-averaging Asian option. <a href="class_quant_lib_1_1_continuous_averaging_asian_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discrete_averaging_asian_option.html">DiscreteAveragingAsianOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Discrete-averaging Asian option. <a href="class_quant_lib_1_1_discrete_averaging_asian_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_asset_swap.html">AssetSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Bullet bond vs Libor swap. <a href="class_quant_lib_1_1_asset_swap.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_barrier_option.html">BarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Barrier option on a single asset. <a href="class_quant_lib_1_1_barrier_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_basket_option.html">BasketOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_basket.html">Basket</a> option on a number of assets. <a href="class_quant_lib_1_1_basket_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html">Bond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base bond class. <a href="class_quant_lib_1_1_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_c_t_e_u.html">CCTEU</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_b_t_p.html">BTP</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Italian <a class="el" href="class_quant_lib_1_1_b_t_p.html" title="Italian BTP (Buono Poliennali del Tesoro) fixed rate bond.">BTP</a> (Buono Poliennali del Tesoro) fixed rate bond. <a href="class_quant_lib_1_1_b_t_p.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cms_rate_bond.html">CmsRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">CMS-rate bond. <a href="class_quant_lib_1_1_cms_rate_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_bond.html">CPIBond</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_bond.html">FixedRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">fixed-rate bond <a href="class_quant_lib_1_1_fixed_rate_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_bond.html">FloatingRateBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">floating-rate bond (possibly capped and/or floored) <a href="class_quant_lib_1_1_floating_rate_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_coupon_bond.html">ZeroCouponBond</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">zero-coupon bond <a href="class_quant_lib_1_1_zero_coupon_bond.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for cap-like instruments. <a href="class_quant_lib_1_1_cap_floor.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap.html">Cap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete cap class. <a href="class_quant_lib_1_1_cap.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floor.html">Floor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete floor class. <a href="class_quant_lib_1_1_floor.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_collar.html">Collar</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete collar class. <a href="class_quant_lib_1_1_collar.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cliquet_option.html">CliquetOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">cliquet (Ratchet) option <a href="class_quant_lib_1_1_cliquet_option.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_composite_instrument.html">CompositeInstrument</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Composite instrument <a href="class_quant_lib_1_1_composite_instrument.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_credit_default_swap.html">CreditDefaultSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Credit default swap. <a href="class_quant_lib_1_1_credit_default_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend_barrier_option.html">DividendBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Single-asset barrier option with discrete dividends. <a href="class_quant_lib_1_1_dividend_barrier_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_dividend_vanilla_option.html">DividendVanillaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Single-asset vanilla option (no barriers) with discrete dividends. <a href="class_quant_lib_1_1_dividend_vanilla_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_european_option.html">EuropeanOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">European option on a single asset. <a href="class_quant_lib_1_1_european_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fixed_rate_bond_forward.html">FixedRateBondForward</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward contract on a fixed-rate bond <a href="class_quant_lib_1_1_fixed_rate_bond_forward.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_float_float_swaption.html">FloatFloatSwaption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">floatfloat swaption class <a href="class_quant_lib_1_1_float_float_swaption.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward.html">Forward</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Abstract base forward class. <a href="class_quant_lib_1_1_forward.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_rate_agreement.html">ForwardRateAgreement</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward rate agreement (FRA) class <a href="class_quant_lib_1_1_forward_rate_agreement.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_vanilla_option.html">ForwardVanillaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward version of a vanilla option <a href="class_quant_lib_1_1_forward_vanilla_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_cap_floor.html">YoYInflationCapFloor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for yoy inflation cap-like instruments. <a href="class_quant_lib_1_1_yo_y_inflation_cap_floor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_cap.html">YoYInflationCap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete YoY Inflation cap class. <a href="class_quant_lib_1_1_yo_y_inflation_cap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_floor.html">YoYInflationFloor</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete YoY Inflation floor class. <a href="class_quant_lib_1_1_yo_y_inflation_floor.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_inflation_collar.html">YoYInflationCollar</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Concrete YoY Inflation collar class. <a href="class_quant_lib_1_1_yo_y_inflation_collar.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_floating_lookback_option.html">ContinuousFloatingLookbackOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Continuous-floating lookback option. <a href="class_quant_lib_1_1_continuous_floating_lookback_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_fixed_lookback_option.html">ContinuousFixedLookbackOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Continuous-fixed lookback option. <a href="class_quant_lib_1_1_continuous_fixed_lookback_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_partial_floating_lookback_option.html">ContinuousPartialFloatingLookbackOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Continuous-partial-floating lookback option. <a href="class_quant_lib_1_1_continuous_partial_floating_lookback_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_continuous_partial_fixed_lookback_option.html">ContinuousPartialFixedLookbackOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Continuous-partial-fixed lookback option. <a href="class_quant_lib_1_1_continuous_partial_fixed_lookback_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_nonstandard_swaption.html">NonstandardSwaption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">nonstandard swaption class <a href="class_quant_lib_1_1_nonstandard_swaption.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_barrier_option.html">QuantoBarrierOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Quanto version of a barrier option. <a href="class_quant_lib_1_1_quanto_barrier_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_forward_vanilla_option.html">QuantoForwardVanillaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Quanto version of a forward vanilla option. <a href="class_quant_lib_1_1_quanto_forward_vanilla_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_quanto_vanilla_option.html">QuantoVanillaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">quanto version of a vanilla option <a href="class_quant_lib_1_1_quanto_vanilla_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stock.html">Stock</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Simple stock class. <a href="class_quant_lib_1_1_stock.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swap.html">Swap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Interest rate swap. <a href="class_quant_lib_1_1_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_swaption.html">Swaption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Swaption class <a href="class_quant_lib_1_1_swaption.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanilla_option.html">VanillaOption</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Vanilla option (no discrete dividends, no barriers) on a single asset. <a href="class_quant_lib_1_1_vanilla_option.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_vanilla_swap.html">VanillaSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Plain-vanilla swap: fix vs floating leg. <a href="class_quant_lib_1_1_vanilla_swap.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_variance_swap.html">VarianceSwap</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Variance swap. <a href="class_quant_lib_1_1_variance_swap.html#details">More...</a><br /></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
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