QuantLib: ql Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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ql Directory Reference

## Directories
directory | cashflows
directory | currencies
directory | experimental
directory | indexes
directory | instruments
directory | legacy
directory | math
directory | methods
directory | models
directory | patterns
directory | pricingengines
directory | processes
directory | quotes
directory | termstructures
directory | time
directory | utilities

## Files
file | ad.hpp
file | auto_link.hpp
file | cashflow.hpp
| Base class for cash flows.
file | compounding.hpp
| Compounding enumeration.
file | config.ansi.hpp
file | config.mingw.hpp
file | config.sun.hpp
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 | 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 | mathconstants.hpp
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 | quantlib.hpp
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 | 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 | types.hpp
| Custom types.
file | userconfig.hpp
file | version.hpp
| Version number.
file | volatilitymodel.hpp
| Volatility term structures.