QuantLib: Financial instruments

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

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Classes | Enumerations
Financial instruments

## Classes
class | DigitalCoupon
| Digital-payoff coupon. More...
class | DoubleBarrierOption
| Double Barrier option on a single asset. More...
class | QuantoDoubleBarrierOption
| Quanto version of a double barrier option. More...
class | CallableBond
| Callable bond base class. More...
class | CallableFixedRateBond
| callable/puttable fixed rate bond More...
class | CallableZeroCouponBond
| callable/puttable zero coupon bond More...
class | FloatingCatBond
| floating-rate cat bond (possibly capped and/or floored) More...
class | Commodity
| Commodity base class. More...
class | EnergyCommodity
| Energy commodity class. More...
class | EnergyFuture
| Energy future. More...
class | CompoundOption
| Compound option on a single asset. More...
class | MargrabeOption
| Margrabe option on two assets. More...
class | PagodaOption
| Roofed Asian option on a number of assets. More...
class | TwoAssetBarrierOption
| Barrier option on two assets More...
class | IrregularSwaption
| Irregular Swaption class. More...
class | VarianceOption
| Variance option. More...
class | ContinuousAveragingAsianOption
| Continuous-averaging Asian option. More...
class | DiscreteAveragingAsianOption
| Discrete-averaging Asian option. More...
class | AssetSwap
| Bullet bond vs Libor swap. More...
class | BarrierOption
| Barrier option on a single asset. More...
class | BasketOption
| Basket option on a number of assets. More...
class | Bond
| Base bond class. More...
class | CCTEU
class | BTP
| Italian BTP (Buono Poliennali del Tesoro) fixed rate bond. More...
class | CmsRateBond
| CMS-rate bond. More...
class | CPIBond
class | FixedRateBond
| fixed-rate bond More...
class | FloatingRateBond
| floating-rate bond (possibly capped and/or floored) More...
class | ZeroCouponBond
| zero-coupon bond More...
class | CapFloor
| Base class for cap-like instruments. More...
class | Cap
| Concrete cap class. More...
class | Floor
| Concrete floor class. More...
class | Collar
| Concrete collar class. More...
class | CliquetOption
| cliquet (Ratchet) option More...
class | CompositeInstrument
| Composite instrument More...
class | CreditDefaultSwap
| Credit default swap. More...
class | DividendBarrierOption
| Single-asset barrier option with discrete dividends. More...
class | DividendVanillaOption
| Single-asset vanilla option (no barriers) with discrete dividends. More...
class | EuropeanOption
| European option on a single asset. More...
class | FixedRateBondForward
| Forward contract on a fixed-rate bond More...
class | FloatFloatSwaption
| floatfloat swaption class More...
class | Forward
| Abstract base forward class. More...
class | ForwardVanillaOption
| Forward version of a vanilla option More...
class | YoYInflationCapFloor
| Base class for yoy inflation cap-like instruments. More...
class | YoYInflationCap
| Concrete YoY Inflation cap class. More...
class | YoYInflationFloor
| Concrete YoY Inflation floor class. More...
class | YoYInflationCollar
| Concrete YoY Inflation collar class. More...
class | ContinuousFloatingLookbackOption
| Continuous-floating lookback option. More...
class | ContinuousFixedLookbackOption
| Continuous-fixed lookback option. More...
class | ContinuousPartialFloatingLookbackOption
| Continuous-partial-floating lookback option. More...
class | ContinuousPartialFixedLookbackOption
| Continuous-partial-fixed lookback option. More...
class | NonstandardSwaption
| nonstandard swaption class More...
class | QuantoBarrierOption
| Quanto version of a barrier option. More...
class | QuantoForwardVanillaOption
| Quanto version of a forward vanilla option. More...
class | QuantoVanillaOption
| quanto version of a vanilla option More...
class | Stock
| Simple stock class. More...
class | Swap
| Interest rate swap. More...
class | Swaption
| Swaption class More...
class | VanillaOption
| Vanilla option (no discrete dividends, no barriers) on a single asset. More...
class | VanillaSwap
| Plain-vanilla swap: fix vs floating leg. More...
class | VarianceSwap
| Variance swap. More...

## Enumerations
enum | DeliverySchedule { Constant, Window, Hourly, Daily, Weekly, Monthly, Quarterly, Yearly }
enum | QuantityPeriodicity { Absolute, PerHour, PerDay, PerWeek, PerMonth, PerQuarter, PerYear }
enum | PaymentSchedule { WindowSettlement, MonthlySettlement, QuarterlySettlement, YearlySettlement }
enum | Type { Cap, Floor, Collar }
enum | Type { Cap, Floor, Collar }
enum | Type { Receiver = -1, Payer = 1 }

## Detailed Description