Fully annotated reference manual - version 1.8.13.0
| ▼Nore | Serializable Credit Default Swap |
| ►Nanalytics | |
| CDummyMarket | DummyMarket |
| ►Ndata | |
| CAbsoluteStrike | |
| CAbstractReferenceDatumBuilder | |
| CAbstractTradeBuilder | TradeBuilder base class |
| CAccrualBondRepoEngineBuilder | Accrual Bond Repo Engine Builder |
| CAccumulator | |
| CAdjustedInMemoryLoader | An Adjusted In Memory Loader, |
| CAdjustmentFactors | Class to hold market data adjustment factors - for example equity stock splits |
| CAmcModel | |
| CAmericanOptionBAWEngineBuilder | Abstract Engine Builder for American Vanilla Options using Barone Adesi Whaley Approximation |
| CAmericanOptionEngineBuilder | Abstract Engine Builder for American Vanilla Options |
| CAmericanOptionFDEngineBuilder | Abstract Engine Builder for American Vanilla Options using Finite Difference Method |
| CAmericanOptionWrapper | American Option Wrapper |
| CAmortizationData | Serializable object holding amortization rules |
| CAnalyticBlackRiskParticipationAgreementEngine | |
| CAnalyticHaganCmsCouponPricerBuilder | |
| CAnalyticXCcyBlackRiskParticipationAgreementEngine | |
| CAscot | Serializable Convertible Bond |
| CAscotEngineBuilder | |
| CAscotIntrinsicEngineBuilder | |
| CAsianOption | Serializable Asian Option |
| CAsianOptionEngineBuilder | Abstract Engine Builder for Asian Options |
| CAsianOptionScriptedEngineBuilder | |
| CAssetPositionTrsUnderlyingBuilder | |
| CAssignmentNode | |
| CASTNode | |
| CASTNodeAnnotation | |
| CAtmStrike | |
| CAutocallable_01 | |
| CAverageOisConvention | Container for storing Average OIS conventions |
| CAverageOISYieldCurveSegment | Average OIS yield curve segment |
| CBalanceGuaranteedSwap | Serializable Balance Guaranteed Swap |
| CBalanceGuaranteedSwapDiscountingEngineBuilder | Balance Guaranteed Swap Discounting Engine Builder |
| CBalanceGuaranteedSwapFlexiSwapLGMGridEngineBuilder | Balance Guaranteed Swap Flexi Swap LGM Grid Engine Builder |
| CBarrierData | Serializable obejct holding barrier data |
| CBarrierOption | Serializable FX Barrier Option |
| CBarrierOptionWrapper | Barrier Option Wrapper |
| CBaseCorrelationCurve | |
| CBaseCorrelationCurveConfig | Base Correlation term structure configuration |
| CBaseCorrelationCurveSpec | Base Correlation surface description |
| CBaseCorrelationQuote | Base correlation data class |
| CBaseStrike | |
| CBasicReferenceDataManager | Basic Concrete impl that loads an big XML and keeps data in memory |
| CBasicUnderlying | |
| CBasisSwapQuote | Basis Swap data class |
| CBasketConstituent | |
| CBasketData | |
| CBasketOption | |
| CBasketVarianceSwap | |
| CBermudanOptionWrapper | Bermudan Option Wrapper |
| CBestEntryOption | |
| CBGSTrancheData | Serializable Tranche for use in Balance Guaranteed Swaps |
| CBlackCdsOptionEngineBuilder | Black CDS option engine builder for CDS options |
| CBlackIndexCdsOptionEngineBuilder | Black CDS option engine builder for index CDS options |
| CBlackScholes | |
| CBlackScholesBase | |
| CBlackScholesCG | |
| CBlackScholesCGBase | |
| CBlackScholesModelBuilder | |
| CBlackScholesModelBuilderBase | |
| CBMABasisSwapConvention | Container for storing Libor-BMA Basis Swap conventions |
| CBMASwapQuote | BMA Swap data class |
| CBond | Serializable Bond |
| CBondBasket | Serializable Bond-Basket Data |
| CBondBasketReferenceDatum | Bond Basket Reference Data |
| ►CBondBuilder | Bond Factory that builds bonds from reference data |
| CResult | |
| CBondData | |
| CBondDiscountingEngineBuilder | Discounting Engine Builder class for Bonds |
| CBondEngineBuilder | Engine Builder base class for Bonds |
| CBondFactory | |
| CBondIndexBuilder | |
| CBondMultiStateDiscountingEngineBuilder | Multi State Engine Builder class for Bonds |
| CBondOption | Serializable Bond Option |
| CBondOptionEngineBuilder | Engine builder for bond option |
| CBondOptionQuote | Bond option data class |
| CBondOptionShiftQuote | Shift data class (for SLN bond option volatilities) |
| CBondPosition | |
| CBondPositionData | |
| CBondPositionInstrumentWrapper | Equity Position instrument wrapper |
| CBondPositionTrsUnderlyingBuilder | |
| CBondPriceQuote | Bond Price Quote |
| ►CBondReferenceDatum | |
| CBondData | |
| CBondRepo | |
| CBondRepoEngineBuilderBase | Bond Repo engine builder base class |
| CBondSpreadImply | |
| CBondSpreadImplyMarket | |
| CBondTRS | |
| CBondTRSEngineBuilder | |
| CBondTrsUnderlyingBuilder | |
| CBondUnderlying | |
| CBondYieldConvention | |
| CBondYieldShiftedYieldCurveSegment | Bond yield shifted yield curve segment |
| CBootstrapConfig | |
| CBufferLogger | BufferLogger |
| CCachingEngineBuilder | Abstract template EngineBuilder class that can cache engines and coupon pricers |
| CCachingOptionEngineBuilder | |
| CCalendarAdjustmentConfig | |
| CCalendarParser | |
| CCalibrationBasket | |
| CCalibrationConfiguration | |
| CCalibrationInstrument | |
| CCalibrationInstrumentFactory | |
| CCalibrationPointCache | |
| CCallableSwap | Serializable Swaption |
| CCamAmcCurrencySwapEngineBuilder | Multileg option engine builder for external cam, with additional simulation dates (AMC) |
| CCamAmcFxForwardEngineBuilder | FX forward engine builder for external cam, with additional simulation dates (AMC) |
| CCamAmcFxOptionEngineBuilder | FX option engine builder for external cam, with additional simulation dates (AMC) |
| CCamAmcMultiLegOptionEngineBuilder | Multileg option engine builder for external cam, with additional simulation dates (AMC) |
| CCamAmcSwapEngineBuilder | Implementation of SwapEngineBuilderBase using MC pricer for external cam / AMC |
| CCamMcMultiLegOptionEngineBuilder | MultiLeg option engine builder for MC pricer |
| CCapFloor | Serializable cap, floor, collar |
| CCapFlooredAverageBMACouponLegEngineBuilder | CouponPricer Builder for CapFlooredAVerageBMACouponLeg |
| CCapFlooredAverageONIndexedCouponLegEngineBuilder | CouponPricer Builder for CapFlooredOvernightIndexedCouponLeg |
| CCapFlooredCpiLegCashFlowEngineBuilder | |
| CCapFlooredCpiLegCouponEngineBuilder | CouponPricer Builder for Capped/Floored CPI Inflation Leg |
| CCapFlooredIborLegEngineBuilder | CouponPricer Builder for CapFlooredIborLeg |
| CCapFlooredNonStandardYoYLegEngineBuilder | CouponPricer Builder for Capped/Floored YoY Inflation Leg |
| CCapFlooredOvernightIndexedCouponLegEngineBuilder | CouponPricer Builder for CapFlooredOvernightIndexedCouponLeg |
| CCapFlooredYoYLegEngineBuilder | CouponPricer Builder for Capped/Floored YoY Inflation Leg |
| CCapFloorEngineBuilder | Engine Builder for Caps, Floors and Collars on an IborIndex |
| CCapFloorQuote | Cap/Floor data class |
| CCapFloorShiftQuote | Shift data class (for SLN cap/floor volatilities) |
| CCapFloorVolatilityCurveConfig | |
| CCapFloorVolatilityCurveSpec | Cap/Floor Volatility curve description |
| CCapFloorVolCurve | |
| CCashflowData | Serializable Cashflow Leg Data |
| CCashflowLegBuilder | |
| CCBO | |
| CCboMCEngineBuilder | |
| ►CCboReferenceDatum | |
| CCboStructure | |
| CCBOTrsUnderlyingBuilder | |
| CCdoEngineBuilder | |
| CCdsConvention | Container for storing Credit Default Swap quote conventions |
| CCDSEngineKey | |
| CCDSProxyVolatilityConfig | |
| CCdsQuote | |
| CCdsReferenceInformation | |
| CCDSVolatilityCurveConfig | |
| CCDSVolatilityCurveSpec | CDS Volatility curve description |
| CCDSVolCurve | |
| CCFD | |
| CCliquetOption | Serializable Equity Cliquet Option |
| CCliquetOptionEngineBuilder | Engine builder for Cliquet Options |
| CCliquetOptionMcScriptEngine | |
| CClonedLoader | |
| CCMBLegBuilder | |
| CCMBLegData | Serializable Constant Maturity Bond Yield Leg Data |
| CCmsCouponPricerBuilder | CouponPricer Builder for CmsLeg |
| CCMSLegBuilder | |
| CCMSLegData | Serializable CMS Leg Data |
| CCmsSpreadCouponPricerBuilder | CouponPricer Builder for CmsSpreadLeg |
| CCMSSpreadLegBuilder | |
| CCMSSpreadLegData | Serializable CMS Spread Leg Data |
| CCmsSpreadOptionConvention | Container for storing CMS Spread Option conventions |
| CCollateralBalance | |
| CCollateralBalances | Collateral Balances |
| CCommodityAccumulator | |
| CCommodityAmericanOptionBAWEngineBuilder | |
| CCommodityAmericanOptionFDEngineBuilder | |
| CCommodityApoAnalyticalEngineBuilder | Analytical Engine builder for Commodity Average Price Options |
| CCommodityApoBaseEngineBuilder | Engine builder base class for Commodity Average Price Options |
| CCommodityApoModelBuilder | |
| CCommodityApoMonteCarloEngineBuilder | Monte Carlo Engine builder for Commodity Average Price Options |
| CCommodityAsianOption | |
| CCommodityAveragePriceOption | |
| CCommodityBasketOption | |
| CCommodityBasketVarianceSwap | |
| CCommodityBestEntryOption | |
| CCommodityCurve | |
| CCommodityCurveCalibrationInfo | |
| CCommodityCurveConfig | Commodity curve configuration |
| CCommodityCurveSpec | Commodity curve description |
| CCommodityDigitalAveragePriceOption | |
| CCommodityDigitalOption | Commodity digital option trade representation as call spread |
| CCommodityEuropeanAsianOptionACGAPEngineBuilder | Continuous Analytic Engine Builder for European Asian Commodity Geometric Average Price Options |
| CCommodityEuropeanAsianOptionADGAPEngineBuilder | Discrete Analytic Engine Builder for European Asian Commodity Geometric Average Price Options |
| CCommodityEuropeanAsianOptionADGASEngineBuilder | Discrete Analytic Engine Builder for European Asian Commodity Geometric Average Strike Options |
| CCommodityEuropeanAsianOptionMCDAAPEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Commodity Arithmetic Average Price Options |
| CCommodityEuropeanAsianOptionMCDAASEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Commodity Arithmetic Average Strike Options |
| CCommodityEuropeanAsianOptionMCDGAPEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Commodity Geometric Average Price Options |
| CCommodityEuropeanAsianOptionTWEngineBuilder | Discrete Analytic TW Engine Builder for European Asian Commodity Arithmetic Average Price Options |
| CCommodityEuropeanCSOptionEngineBuilder | |
| CCommodityEuropeanForwardOptionEngineBuilder | |
| CCommodityEuropeanOptionEngineBuilder | |
| CCommodityFixedLegBuilder | |
| CCommodityFixedLegData | |
| CCommodityFloatingLegBuilder | |
| CCommodityFloatingLegData | |
| CCommodityForward | |
| CCommodityForwardConvention | |
| CCommodityForwardEngineBuilder | Engine builder for commodity forward |
| CCommodityForwardQuote | Commodity forward quote class |
| ►CCommodityFutureConvention | |
| CAveragingData | |
| CBusinessDaysAfter | |
| CCalendarDaysBefore | |
| CDayOfMonth | Classes to differentiate constructors below |
| COffPeakPowerIndexData | Class to store conventions for creating an off peak power index |
| COptionExpiryAnchorDateRule | |
| CProhibitedExpiry | Class to hold prohibited expiry information |
| CWeeklyWeekday | |
| CCommodityGenericBarrierOption | |
| CCommodityIndexReferenceDatum | EquityIndex Reference data, contains the names and weights of an equity index |
| CCommodityOption | Commodity option trade representation |
| CCommodityOptionQuote | Commodity option data class |
| CCommodityOptionStrip | |
| CCommodityPosition | Serializable Commodity Position |
| CCommodityPositionData | Serializable Commodity Position Data |
| ►CCommodityPositionInstrumentWrapper | Commodity Position instrument wrapper |
| Carguments | |
| Cengine | |
| Cresults | |
| CCommodityPositionInstrumentWrapperEngine | |
| CCommodityRainbowOption | |
| CCommoditySchwartzData | COM Schwartz Model Parameters |
| CCommoditySchwartzModelBuilder | Builder for a COM model component |
| CCommoditySpotQuote | Commodity spot quote class |
| CCommoditySpreadOption | |
| CCommoditySpreadOptionBaseEngineBuilder | Base Engine builder for Commodity Spread Options |
| ►CCommoditySpreadOptionData | |
| COptionStripData | |
| CCommoditySpreadOptionEngineBuilder | Analytical Engine builder for Commodity Spread Options |
| CCommoditySwap | |
| CCommoditySwapEngineBuilder | Engine builder for Commodity Swaps |
| CCommoditySwaption | |
| CCommoditySwaptionAnalyticalEngineBuilder | Analytical Approximation Engine builder for Commodity Swaptions |
| CCommoditySwaptionEngineBuilder | Engine builder for Commodity Swaptions |
| CCommoditySwaptionMonteCarloEngineBuilder | Monte Carlo Engine builder for Commodity Swaptions |
| CCommodityTaRF | |
| CCommodityUnderlying | |
| CCommodityVolatilityConfig | Commodity volatility configuration |
| CCommodityVolatilityCurveSpec | Commodity volatility description |
| CCommodityVolCurve | Wrapper class for building commodity volatility structures |
| CCommodityWindowBarrierOption | |
| CCommodityWorstOfBasketSwap | |
| CCompositeInstrumentWrapper | Composite Instrument Wrapper |
| CCompositeLoader | |
| CCompositeTrade | Composite Trade class |
| ►CComputationGraphBuilder | |
| CPayLogEntry | |
| CComVarSwap | |
| CConditionAndNode | |
| CConditionEqNode | |
| CConditionGeqNode | |
| CConditionGtNode | |
| CConditionLeqNode | |
| CConditionLtNode | |
| CConditionNeqNode | |
| CConditionNotNode | |
| CConditionOrNode | |
| CConsoleLog | Singleton to control console logging |
| CConstantNumberNode | |
| CConstantVolatilityConfig | |
| CContext | |
| CConvention | Abstract base class for convention objects |
| CConventions | Repository for currency dependent market conventions |
| CConventionsBasedFutureExpiry | Perform date calculations for future contracts based on conventions |
| CConvertibleBond | Serializable Convertible Bond |
| CConvertibleBondBuilder | |
| ►CConvertibleBondData | |
| ►CCallabilityData | |
| ►CMakeWholeData | |
| CConversionRatioIncreaseData | |
| ►CConversionData | |
| CContingentConversionData | |
| CConversionResetData | |
| CExchangeableData | |
| CFixedAmountConversionData | |
| ►CMandatoryConversionData | |
| CPepsData | |
| CDividendProtectionData | |
| CConvertibleBondEngineBuilder | |
| CConvertibleBondFDDefaultableEquityJumpDiffusionEngineBuilder | |
| CConvertibleBondReferenceDatum | Convertible Bond Reference data |
| CConvertibleBondTrsUnderlyingBuilder | |
| CCorrelationCurve | Wrapper class for building correlation structures |
| CCorrelationCurveConfig | Correlation curve configuration |
| CCorrelationCurveSpec | Correlation curve description |
| CCorrelationFactor | |
| CCorrelationMatrixBuilder | |
| CCorrelationQuote | Spread data class |
| CCpiCapFloor | |
| CCpiCapFloorEngineBuilder | Engine Builder for CPI Caps, Floors and Collars |
| CCPILegBuilder | |
| CCPILegData | Serializable CPI Leg Data |
| CCPRQuote | CPR data class |
| CCrCirBuilder | Builder for a cir model component |
| CCrCirData | |
| CCreditDefaultSwap | |
| CCreditDefaultSwapData | |
| CCreditDefaultSwapEngineBuilder | Engine builder base class for credit default swaps |
| ►CCreditDefaultSwapOption | |
| CAuctionSettlementInformation | |
| CCreditDefaultSwapOptionEngineBuilder | Engine Builder base class for Credit Default Swap Options |
| CCreditIndexConstituent | |
| CCreditIndexReferenceDatum | Credit index reference data, contains a set of index constituents |
| CCreditLinkedSwap | |
| CCreditLinkedSwapEngineBuilder | |
| ►CCreditReferenceDatum | CreditIndex Reference data, contains the names and weights of a credit index |
| CCreditData | |
| CCreditUnderlying | |
| CCrLgmBuilder | |
| CCrLgmData | CR LGM Model Parameters |
| CCrossAssetModelBuilder | Cross Asset Model Builder |
| ►CCrossAssetModelData | Cross Asset Model Parameters |
| CHandleComp | |
| CCrossCcyBasisSwapConvention | Container for storing Cross Currency Basis Swap quote conventions |
| CCrossCcyBasisSwapQuote | Cross Currency Basis Swap data class |
| CCrossCcyFixFloatSwapConvention | |
| CCrossCcyFixFloatSwapQuote | Cross Currency Fix Float Swap quote holder |
| CCrossCcyYieldCurveSegment | Cross Currency yield curve segment |
| CCrossCurrencySwap | Serializable Cross Currency Swap contract |
| CCrossCurrencySwapEngineBuilder | Discounted Cashflows Engine Builder for Cross Currency Swaps |
| CCrossCurrencySwapEngineBuilderBase | Engine Builder base class for Cross Currency Swaps |
| CCSA | |
| CCSVBufferReader | |
| CCSVFileReader | |
| CCSVFileReport | |
| CCSVLoader | Utility class for loading market quotes and fixings from a file |
| CCSVReader | |
| CCurrencyConfig | Currency configuration |
| CCurrencyHedgedEquityIndexDecomposition | |
| ►CCurrencyHedgedEquityIndexReferenceDatum | |
| CHedgeAdjustment | |
| CRebalancingDate | |
| CCurrencyParser | |
| CCurrencySwapEngineBuilderDeltaGamma | Engine Builder for Cross Currency Swaps |
| CCurrencyVec | |
| CCurveConfig | Base curve configuration |
| CCurveConfigurations | Container class for all Curve Configurations |
| CCurveConfigurationsManager | |
| CCurveSpec | Curve Specification |
| CDateGrid | Simulation Date Grid |
| CDaycounterVec | |
| CDeclarationNumberNode | |
| CDefaultCurve | Wrapper class for building Swaption volatility structures |
| ►CDefaultCurveConfig | Default curve configuration |
| CConfig | |
| CDefaultCurveSpec | Default curve description |
| CDelegatingEngineBuilder | Delegating Engine Builder |
| CDeltaStrike | |
| CDeltaString | Utility class for handling delta strings ATM, 10P, 25C, ... used e.g. for FX Surfaces |
| ►CDependencyGraph | |
| CNode | |
| CDepositConvention | Container for storing Deposit conventions |
| CDerivativeTrsUnderlyingBuilder | |
| CDigitalCMSLegBuilder | |
| CDigitalCMSLegData | Serializable Digital CMS Leg Data |
| CDigitalCMSSpreadLegBuilder | |
| CDigitalCMSSpreadLegData | Serializable Digital CMS Spread Leg Data |
| CDirectYieldCurveSegment | Direct yield curve segment |
| CDiscountingBondRepoEngineBuilder | Discounting Bond Repo Engine Builder |
| CDiscountingBondTRSEngineBuilder | |
| CDiscountingForwardBondEngineBuilder | |
| CDiscountQuote | Discount market data class |
| CDiscountRatioYieldCurveSegment | Discount ratio yield curve segment |
| CDoubleBarrierOptionWrapper | |
| CDoubleDigitalOption | |
| CDummyModel | |
| CDurationAdjustedCmsCouponPricerBuilder | |
| CDurationAdjustedCmsLegBuilder | |
| CDurationAdjustedCmsLegData | |
| CEngineBuilder | Base PricingEngine Builder class for a specific model and engine |
| CEngineBuilderFactory | Engine/ Leg Builder Factory - notice that both engine and leg builders are allowed to maintain a state |
| CEngineData | Pricing engine description |
| CEngineFactory | Pricing Engine Factory class |
| CEnvelope | Serializable object holding generic trade data, reporting dimensions |
| CEqBsBuilder | Builder for a Lognormal EQ model component |
| CEqBsData | EQ Model Parameters |
| CEqPairwiseVarSwap | |
| CEquityAccumulator | |
| CEquityAmericanOptionBAWEngineBuilder | Engine Builder for American Equity Options using Barone Adesi Whaley Approximation |
| CEquityAmericanOptionFDEngineBuilder | Engine Builder for American Equity Options using Finite Difference Method |
| CEquityAsianOption | |
| CEquityBarrierOption | Serializable EQ Barrier Option |
| CEquityBarrierOptionAnalyticEngineBuilder | |
| CEquityBarrierOptionEngineBuilder | Engine Builder for Equity Barrier Options |
| CEquityBarrierOptionFDEngineBuilder | |
| CEquityBasketOption | |
| CEquityBasketVarianceSwap | |
| CEquityBestEntryOption | |
| CEquityCliquetOption | |
| CEquityCliquetOptionEngineBuilder | Engine Builder for Equity Cliquet Options |
| CEquityCliquetOptionMcScriptEngineBuilder | |
| CEquityCurve | Wrapper class for building Equity curves (spot quote, yield term structure, risk free IR term structure) |
| CEquityCurveConfig | Equity curve configuration |
| CEquityCurveSpec | Equity curve description |
| CEquityDerivative | Base class for all Equity Derivaties |
| CEquityDigitalOption | Serializable EQ Digital Option |
| CEquityDigitalOptionEngineBuilder | Engine Builder for European EQ Digital Options |
| CEquityDividendYieldQuote | Equity/Index Dividend yield data class |
| CEquityDoubleBarrierOption | Serializable Equity Double Barrier Option |
| CEquityDoubleBarrierOptionAnalyticEngineBuilder | |
| CEquityDoubleBarrierOptionEngineBuilder | Engine Builder for Equity Double Barrier Options |
| CEquityDoubleTouchOption | SerializableEQ Double One-Touch/No-Touch Option |
| CEquityDoubleTouchOptionAnalyticEngineBuilder | Analytical Engine Builder for EQ Double Touch Options |
| CEquityDoubleTouchOptionEngineBuilder | Abstract Engine Builder for EQ Double Touch Options |
| CEquityEuropeanAsianOptionACGAPEngineBuilder | Continuous Analytic Engine Builder for European Asian Equity Geometric Average Price Options |
| CEquityEuropeanAsianOptionADGAPEngineBuilder | Discrete Analytic Engine Builder for European Asian Equity Geometric Average Price Options |
| CEquityEuropeanAsianOptionADGASEngineBuilder | Discrete Analytic Engine Builder for European Asian Equity Geometric Average Strike Options |
| CEquityEuropeanAsianOptionMCDAAPEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Equity Arithmetic Average Price Options |
| CEquityEuropeanAsianOptionMCDAASEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Equity Arithmetic Average Strike Options |
| CEquityEuropeanAsianOptionMCDGAPEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Equity Geometric Average Price Options |
| CEquityEuropeanAsianOptionTWEngineBuilder | Discrete Analytic TW Engine Builder for European Asian Equity Arithmetic Average Price Options |
| CEquityEuropeanBarrierOption | Serializable EQ European Barrier Option |
| CEquityEuropeanCompositeEngineBuilder | Engine Builder for Composite European Equity Options |
| CEquityEuropeanCSOptionEngineBuilder | |
| CEquityEuropeanOptionEngineBuilder | Engine Builder for European Equity Option Options |
| CEquityEuropeanOptionEngineBuilderDeltaGamma | Engine Builder for European Equity Options with analytical sensitivities |
| CEquityForward | Serializable Equity Forward contract |
| CEquityForwardEngineBuilder | Engine Builder for European Equity Forwards |
| CEquityForwardQuote | Equity forward data class |
| CEquityFutureEuropeanOptionEngineBuilder | |
| CEquityFutureOption | Serializable EQ Futures Option |
| CEquityGenericBarrierOption | |
| CEquityIndexReferenceDatum | EquityIndex Reference data, contains the names and weights of an equity index |
| CEquityLegBuilder | |
| CEquityLegData | Serializable Fixed Leg Data |
| CEquityMarginLegBuilder | |
| CEquityMarginLegData | Serializable Equity Margin Leg Data |
| CEquityOption | Serializable Equity Option |
| CEquityOptionPosition | Serializable Equity Option Position |
| CEquityOptionPositionData | Serializable Equity Option Position Data |
| ►CEquityOptionPositionInstrumentWrapper | Equity Option Position instrument wrapper |
| Carguments | |
| Cengine | |
| Cresults | |
| CEquityOptionPositionInstrumentWrapperEngine | |
| CEquityOptionPositionTrsUnderlyingBuilder | |
| CEquityOptionQuote | Equity/Index Option data class |
| CEquityOptionUnderlyingData | Serializable Equity Option Underlying Data, this represents one underlying in EquityOptionPositionData |
| CEquityOptionWithBarrier | |
| CEquityOutperformanceOption | Serializable EQ Outperformance Option |
| CEquityOutperformanceOptionEngineBuilder | Engine Builder for EQ Outperformance Option |
| CEquityPosition | Serializable Equity Position |
| CEquityPositionData | Serializable Equity Position Data |
| ►CEquityPositionInstrumentWrapper | Equity Position instrument wrapper |
| Carguments | |
| Cengine | |
| Cresults | |
| CEquityPositionInstrumentWrapperEngine | |
| CEquityRainbowOption | |
| ►CEquityReferenceDatum | Equity Reference data |
| CEquityData | |
| CEquitySingleAssetDerivative | Base class for all single asset Equity Derivaties |
| CEquitySpotQuote | Equity/Index spot price data class |
| CEquitySwap | Serializable Equity Swap contract |
| CEquityTaRF | |
| CEquityTouchOption | Serializable EQ One-Touch/No-Touch Option |
| CEquityTouchOptionEngineBuilder | Engine Builder for EQ Touch Options |
| CEquityUnderlying | |
| CEquityVolatilityCurveConfig | Equity volatility structure configuration |
| CEquityVolatilityCurveSpec | Equity Volatility curve description |
| CEquityVolCurve | Wrapper class for building Equity volatility structures |
| CEquityWindowBarrierOption | |
| CEquityWorstOfBasketSwap | |
| CEqVarSwap | |
| CEuropeanAsianOptionACGAPEngineBuilder | Continuous Analytic Engine Builder for European Asian Geometric Average Price Options |
| CEuropeanAsianOptionADGAPEngineBuilder | Discrete Analytic Engine Builder for European Asian Geometric Average Price Options |
| CEuropeanAsianOptionADGASEngineBuilder | Discrete Analytic Engine Builder for European Asian Geometric Average Strike Options |
| CEuropeanAsianOptionMCDAAPEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Arithmetic Average Price Options |
| CEuropeanAsianOptionMCDAASEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Arithmetic Average Strike Options |
| CEuropeanAsianOptionMCDGAPEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Geometric Average Price Options |
| CEuropeanAsianOptionTWEngineBuilder | Discrete Analytic TW Engine Builder for European Asian Arithmetic Average Price Options |
| CEuropeanCSOptionEngineBuilder | |
| CEuropeanForwardOptionEngineBuilder | Abstract Engine Builder for European Vanilla Forward Options |
| CEuropeanOptionBarrier | |
| CEuropeanOptionEngineBuilder | Abstract Engine Builder for European Vanilla Options |
| CEuropeanOptionEngineBuilderDeltaGamma | Engine Builder for European Options with delta/gamma extension |
| CEuropeanOptionWrapper | European Option Wrapper |
| CEuropeanSwaptionEngineBuilder | European Swaption Engine Builder |
| CEventLogger | EventLogger |
| CEventMessage | |
| CEventVec | |
| CExerciseBuilder | |
| CExpiry | |
| CExpiryDate | |
| CExpiryPeriod | |
| CFailedTrade | |
| CFdBlackScholesBase | |
| CFdGaussianCam | |
| CFileIO | |
| CFileLogger | FileLogger |
| CFittedBondCurveCalibrationInfo | |
| CFittedBondCurveHelperMarket | |
| CFittedBondYieldCurveSegment | FittedBond yield curve segment |
| CFixedLegBuilder | |
| CFixedLegData | Serializable Fixed Leg Data |
| CFixing | Fixing data structure |
| CFixingDateGetter | |
| CFlexiSwap | Serializable Flexi-Swap |
| CFlexiSwapBGSDiscountingEngineBuilderBase | Flexi Swap / BGS Discounting Engine Builder |
| CFlexiSwapBGSEngineBuilderBase | Flexi Swap / BGS Engine Builder Base Class (id2 is used for BGS only) |
| CFlexiSwapBGSLGMGridEngineBuilderBase | Flexi Swap / BGS Numeric LGM Grid Engine Builder Base Class |
| CFlexiSwapDiscountingEngineBuilder | Flexi Swap Discounting Engine Builder |
| CFlexiSwapLGMGridEngineBuilder | Flexi Swap LGM Grid Engine Builder |
| CFloatingLegBuilder | |
| CFloatingLegData | Serializable Floating Leg Data |
| CFormulaBasedCouponPricerBuilder | |
| CFormulaBasedLegBuilder | |
| CFormulaBasedLegData | |
| CForwardBond | |
| CForwardBondTrsUnderlyingBuilder | |
| CForwardRateAgreement | Serializable ForwardRateAgreement |
| CFraConvention | Container for storing Forward rate Agreement conventions |
| CFRAQuote | FRA market data class |
| CFunctionAboveProbNode | |
| CFunctionAbsNode | |
| CFunctionBelowProbNode | |
| CFunctionBlackNode | |
| CFunctionDateIndexNode | |
| CFunctionDaysNode | |
| CFunctionDcfNode | |
| CFunctionDiscountNode | |
| CFunctionExpNode | |
| CFunctionFwdAvgNode | |
| CFunctionFwdCompNode | |
| CFunctionLogNode | |
| CFunctionLogPayNode | |
| CFunctionMaxNode | |
| CFunctionMinNode | |
| CFunctionNormalCdfNode | |
| CFunctionNormalPdfNode | |
| CFunctionNpvMemNode | |
| CFunctionNpvNode | |
| CFunctionPayNode | |
| CFunctionPowNode | |
| CFunctionSqrtNode | |
| CFutureContinuationExpiry | |
| CFutureConvention | Container for storing Money Market Futures conventions |
| CfwdBondEngineBuilder | |
| CFxAccumulator | |
| CFxAmericanOptionBAWEngineBuilder | Engine Builder for American Fx Options using Barone Adesi Whaley Approximation |
| CFxAmericanOptionFDEngineBuilder | Engine Builder for American Fx Options using Finite Difference Method |
| CFxAsianOption | |
| CFxAverageForward | Serializable Fx Average Forward |
| CFxBarrierOption | Serializable FX Barrier Option |
| CFxBarrierOptionAnalyticEngineBuilder | |
| CFxBarrierOptionEngineBuilder | Engine Builder for European FX Barrier Options |
| CFxBarrierOptionFDEngineBuilder | |
| CFxBasketOption | |
| CFxBasketVarianceSwap | |
| CFxBestEntryOption | |
| CFxBsBuilder | Builder for a Lognormal FX model component |
| CFxBsData | FX Model Parameters |
| CFXConvention | Container for storing FX Spot quote conventions |
| CFxDerivative | Base class for all FX Derivaties |
| CFxDigitalBarrierOption | Serializable FX Digital Barrier Option |
| CFxDigitalBarrierOptionEngineBuilder | Engine Builder for European FX Digital Barrier Options |
| CFxDigitalCSOptionEngineBuilder | Engine Builder for European cash-settled FX Digital Options |
| CFxDigitalOption | Serializable FX Digital Option |
| CFxDigitalOptionEngineBuilder | Engine Builder for European FX Digital Options |
| CFxDoubleBarrierOption | Serializable FX Double Barrier Option |
| CFxDoubleBarrierOptionAnalyticEngineBuilder | Analytical Engine Builder for FX Double Barrier Options |
| CFxDoubleBarrierOptionEngineBuilder | Engine Builder for European FX Double Barrier Options |
| CFxDoubleTouchOption | Serializable FX Double One-Touch/No-Touch Option |
| CFxDoubleTouchOptionAnalyticEngineBuilder | Analytical Engine Builder for FX Double Touch Options |
| CFxDoubleTouchOptionEngineBuilder | Abstract Engine Builder for FX Double Touch Options |
| CFxEqCommVolCalibrationInfo | |
| CFxEuropeanAsianOptionACGAPEngineBuilder | Continuous Analytic Engine Builder for European Asian Fx Geometric Average Price Options |
| CFxEuropeanAsianOptionADGAPEngineBuilder | Discrete Analytic Engine Builder for European Asian Fx Geometric Average Price Options |
| CFxEuropeanAsianOptionADGASEngineBuilder | Discrete Analytic Engine Builder for European Asian Fx Geometric Average Strike Options |
| CFxEuropeanAsianOptionMCDAAPEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Fx Arithmetic Average Price Options |
| CFxEuropeanAsianOptionMCDAASEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Fx Arithmetic Average Strike Options |
| CFxEuropeanAsianOptionMCDGAPEngineBuilder | Discrete Monte Carlo Engine Builder for European Asian Fx Geometric Average Price Options |
| CFxEuropeanAsianOptionTWEngineBuilder | Discrete Analytic TW Engine Builder for European Asian Fx Arithmetic Average Price Options |
| CFxEuropeanBarrierOption | Serializable FX European Barrier Option |
| CFxEuropeanCSOptionEngineBuilder | |
| CFxEuropeanOptionEngineBuilder | Engine Builder for European Fx Option Options |
| CFxEuropeanOptionEngineBuilderDeltaGamma | Engine Builder for European FX Options with analytical sensitivities |
| CFxForward | Serializable FX Forward |
| CFxForwardEngineBuilder | Engine Builder for FX Forwards |
| CFxForwardEngineBuilderBase | Engine Builder base class for FX Forwards |
| CFxForwardEngineBuilderDeltaGamma | Engine Builder for FX Forwards |
| CFXForwardQuote | Foreign exchange rate data class |
| CFxGenericBarrierOption | |
| CFxKIKOBarrierOption | Serializable FX KIKO Barrier Option |
| CFxOption | Serializable FX Option |
| CFxOptionConvention | Container for storing FX Option conventions |
| CFXOptionQuote | FX Option data class |
| CFxOptionWithBarrier | |
| CFxPairwiseVarSwap | |
| CFxRainbowOption | |
| CFxSingleAssetDerivative | Base class for all single asset FX Derivaties |
| CFXSpotConfig | FXSpot configuration |
| CFXSpotQuote | Foreign exchange rate data class |
| CFXSpotSpec | FX Spot description |
| CFxSwap | Serializable FX Swap |
| CFxTaRF | |
| CFxTouchOption | Serializable FX One-Touch/No-Touch Option |
| CFxTouchOptionEngineBuilder | Engine Builder for FX Touch Options |
| CFXTriangulation | |
| CFXUnderlying | |
| CFxVarSwap | |
| CFXVolatilityCurveConfig | FX volatility structure configuration |
| CFXVolatilityCurveSpec | FX Volatility curve description |
| CFXVolCurve | Wrapper class for building FX volatility structures |
| CFxWindowBarrierOption | |
| CFxWorstOfBasketSwap | |
| CGaussCopulaBucketingCdoEngineBuilder | |
| CGaussianCam | |
| CGaussianCamCG | |
| CGenericBarrierOption | |
| CGenericYieldVolatilityCurveConfig | Generic yield volatility curve configuration class |
| CGenericYieldVolCurve | Wrapper class for building Generic yield volatility structures |
| CGlobalPseudoCurrencyMarketParameters | Singleton to store Global parameters, this should be initialised at some point with PEGP |
| CHazardRateQuote | Hazard rate data class |
| CHistFixingNode | |
| CHwBuilder | Builder for a Hull White model or a HW component for the CAM |
| CHwCG | |
| CHwModelData | Hull White Model Parameters |
| ►CIborFallbackConfig | |
| CFallbackData | |
| CIborFallbackCurveSegment | Ibor Fallback yield curve segment |
| CIborIndexConvention | Container for storing Ibor Index conventions |
| CIfThenElseNode | |
| CImmFraQuote | IMM FRA market data class |
| CIndependentLogger | Base Log handler class that utilises Boost logging to create log sinks |
| CIndexCDSOptionQuote | CDS Index Option data class |
| CIndexCreditDefaultSwap | |
| CIndexCreditDefaultSwapData | |
| CIndexCreditDefaultSwapEngineBuilder | Engine Builder base class for Index Credit Default Swaps |
| ►CIndexCreditDefaultSwapOption | |
| CNotionals | Hold related notionals that are known on valuation date |
| CIndexCreditDefaultSwapOptionEngineBuilder | Engine Builder base class for Index Credit Default Swap Options |
| CIndexInfo | |
| CIndexing | Serializable object holding indexing data |
| CIndexNameTranslator | IndexNameTranslator |
| CIndexReferenceDatum | Base class for indices - lets see if we can keep this, they might diverge too much.. |
| CIndexVec | |
| CInfDkBuilder | |
| CInfDkData | |
| CInfJyBuilder | |
| CInfJyData | |
| CInflationCapFloorQuote | Inflation Cap Floor data class |
| CInflationCapFloorVolatilityCurveConfig | Inflation CapFloor volatility curve configuration class |
| CInflationCapFloorVolatilityCurveSpec | Inflation cap floor volatility description |
| CInflationCapFloorVolCurve | |
| CInflationCurve | Wrapper class for building inflation curves |
| CInflationCurveCalibrationInfo | |
| CInflationCurveConfig | |
| CInflationCurveSpec | Inflation curve description |
| CInflationModelData | |
| CInflationSwap | Serializable Cross Currency Swap contract |
| CInflationSwapConvention | |
| CInflationUnderlying | |
| CInMemoryLoader | |
| CInMemoryReport | |
| CInstantaneousCorrelations | InstantaneousCorrelations |
| CInstrumentConventions | Singleton to hold conventions |
| CInstrumentWrapper | Instrument Wrapper |
| CInterestRateUnderlying | |
| CIrLgmData | INF Model Parameters |
| CIrModelData | Linear Gauss Markov Model Parameters |
| CIRSwapConvention | Container for storing Interest Rate Swap conventions |
| CIrVolCalibrationInfo | |
| CJSONMessage | |
| CKnockOutSwap | |
| CLegAdditionalData | Serializable Additional Leg Data |
| CLegBuilder | |
| CLegData | Serializable object holding leg data |
| CLegDataFactory | |
| CLGMAmcSwaptionEngineBuilder | |
| CLgmBuilder | Builder for a Linear Gauss Markov model component |
| CLgmCG | |
| CLgmData | Linear Gauss Markov Model Parameters |
| CLGMFDSwaptionEngineBuilder | Implementation of BermudanAmericanSwaptionEngineBuilder using LGM FD pricer |
| CLGMGridSwaptionEngineBuilder | Implementation of BermudanAmericanSwaptionEngineBuilder using LGM Grid pricer |
| CLGMMCSwaptionEngineBuilder | Implementation of LGMBermudanAmericanSwaptionEngineBuilder using MC pricer |
| CLgmReversionTransformation | |
| CLGMSwaptionEngineBuilder | Abstract LGMSwaptionEngineBuilder class |
| CLinearTSRCmsCouponPricerBuilder | |
| CLinearTsrDurationAdjustedCmsCouponPricerBuilder | |
| CLoader | Market data loader base class |
| CLocalVol | |
| CLocalVolModelBuilder | |
| CLocationInfo | |
| CLog | Global static Log class |
| CLogger | The Base Custom Log Handler class |
| CLoggerStream | LoggerStream class that is a std::ostream replacement that will log each line |
| CLoopNode | |
| CMarket | Market |
| CMarketConfiguration | |
| CMarketDatum | Base market data class |
| CMarketImpl | Market Implementation |
| CMidPointCdsEngineBuilder | Midpoint engine builder class for credit default swaps |
| CMidPointCdsMultiStateEngineBuilder | Multi State Engine Builder class for CDS |
| CMidPointIndexCdsEngineBuilder | Midpoint Engine Builder class for IndexCreditDefaultSwaps |
| CMMFutureQuote | Money Market Future data class |
| ►CModel | |
| CMcParams | |
| CModelCG | |
| CModelCGImpl | |
| CModelData | |
| CModelImpl | |
| CModelParameter | |
| CMoneyMarketQuote | Money market data class |
| CMoneynessStrike | |
| CMultiLegOption | |
| CMultiLegOptionEngineBuilderBase | MultiLeg option engine builder base class |
| CMultiThreadedProgressIndicator | |
| CNegateNode | |
| CNettingSetDefinition | Netting Set Definition |
| CNettingSetDetails | Serializable object holding netting set identification data |
| CNettingSetManager | Netting Set Manager |
| CNoProgressBar | |
| CNumericalHaganCmsCouponPricerBuilder | |
| CNumericalIntegrationIndexCdsOptionEngineBuilder | Numerical Integration index CDS option engine |
| CNumericLgmRiskParticipationAgreementEngine | |
| CNumericLgmRiskParticipationAgreementEngineTLock | |
| COIFutureQuote | Overnight index future data class |
| COisConvention | Container for storing Overnight Index Swap conventions |
| COneDimSolverConfig | |
| COperatorDivideNode | |
| COperatorMinusNode | |
| COperatorMultiplyNode | |
| COperatorPlusNode | |
| COptionData | Serializable object holding option data |
| COptionExerciseData | |
| COptionPaymentData | |
| COptionWrapper | Option Wrapper |
| COvernightIndexConvention | Container for storing Overnight Index conventions |
| CPairwiseVarSwap | |
| CPairwiseVarSwapEngineBuilder | Engine Builder for Pairwise Variance Swaps |
| ►CParametricSmileConfiguration | |
| CCalibration | |
| CParameter | |
| CParserError | |
| CPayLog | |
| CPaymentLagInteger | |
| CPaymentLagPeriod | |
| CPerformanceOption_01 | |
| CPermuteNode | |
| CPiecewiseYieldCurveCalibrationInfo | |
| CPlainInMemoryReport | InMemoryReport with access to plain types instead of boost::variant<>, to facilitate language bindings |
| CPortfolio | Serializable portfolio |
| CPortfolioBasketReferenceDatum | |
| ►CPremiumData | Serializable object holding premium data |
| CPremiumDatum | |
| ►CPriceSegment | |
| COffPeakDaily | Class to store quotes used in building daily off-peak power quotes |
| CProgressIndicator | Abstract Base class for a Progress Indicator |
| CProgressLog | Progress Logger that writes the progress using the LOG macro |
| CProgressLogger | |
| CProgressMessage | |
| CProgressReporter | Base class for a Progress Reporter |
| CProxyVolatilityConfig | |
| CPseudoCurrencyMarketParameters | Struct to store parameters for commodities to be treatred as pseudo currencies |
| CQuantoEquityEuropeanOptionEngineBuilder | Engine Builder for Quanto European Equity Option Options |
| CQuantoEuropeanOptionEngineBuilder | Abstract Engine Builder for Quanto European Vanilla Options |
| CQuantoVanillaOptionEngineBuilder | Abstract Engine Builder for Quanto Vanilla Options |
| CQuoteBasedVolatilityConfig | |
| CRainbowOption | |
| CRangeBound | Serializable obejct holding range bound data |
| CRecoveryRateQuote | Recovery rate data class |
| CReferenceDataManager | Interface for Reference Data lookups |
| CReferenceDatum | Base class for reference data |
| CReferenceDatumBuilder | Template TradeBuilder class |
| CReferenceDatumFactory | |
| CReport | |
| CReportConfig | |
| ►CRequiredFixings | |
| CFixingDates | |
| CFixingEntry | |
| CInflationFixingEntry | |
| CZeroInflationFixingEntry | |
| CRequireNode | |
| CReversionParameter | |
| CRiskParticipationAgreement | Serializable risk participation agreement |
| CRiskParticipationAgreementBaseEngine | |
| CRiskParticipationAgreementBlackEngineBuilder | RPA Black engine builder |
| CRiskParticipationAgreementEngineBuilderBase | RPA base engine builder |
| CRiskParticipationAgreementLGMGridEngineBuilder | RPA Numeric LGM base builder |
| CRiskParticipationAgreementSwapLGMGridEngineBuilder | RPA Numeric LGM engine builder for swap underlyings |
| CRiskParticipationAgreementTLockLGMGridEngineBuilder | RPA Numeric LGM engine builder for tlock underlyings |
| CRiskParticipationAgreementXCcyBlackEngineBuilder | RPA XCcy Black engine builder |
| CSafeStack | |
| CScheduleBuilder | |
| CScheduleData | Serializable schedule data |
| CScheduleDates | Serializable object holding schedule Dates data |
| CScheduleDerived | Serializable object holding Derived schedule data |
| CScheduleRules | Serializable object holding schedule Rules data |
| CScriptedInstrumentAmcCalculator | |
| CScriptedInstrumentPricingEngine | |
| CScriptedInstrumentPricingEngineCG | |
| CScriptedTrade | |
| CScriptedTradeEngineBuilder | |
| CScriptedTradeEventData | |
| ►CScriptedTradeScriptData | |
| CCalibrationData | |
| CNewScheduleData | |
| CScriptedTradeValueTypeData | |
| CScriptEngine | |
| CScriptGrammar | |
| CScriptLibraryData | |
| CScriptLibraryStorage | |
| CScriptParser | |
| CSeasonalityQuote | Inflation seasonality data class |
| CSecurity | Wrapper class for holding Bond Spread and recovery rate quotes |
| CSecurityConfig | Security configuration |
| CSecuritySpec | Security description |
| CSecuritySpreadConvention | Container for storing Bond Spread Rate conventions |
| CSecuritySpreadQuote | Bond spread data class |
| CSequenceNode | |
| CSharedPtrMarketDatumComparator | |
| CSimmCreditQualifierMapping | |
| CSimpleProgressBar | Simple Progress Bar |
| CSimpleYieldCurveSegment | Simple yield curve segment |
| CSingleBarrierOptionWrapper | |
| CSizeOpNode | |
| CSortNode | |
| CStaticAnalyser | |
| CStderrLogger | Stderr Logger |
| CStrike | |
| CStructuredConfigurationErrorMessage | Utility classes for Structured configuration errors, contains the configuration type and ID (NettingSetId, CounterParty, etc.) |
| CStructuredConfigurationWarningMessage | Utility classes for Structured warnings, contains the configuration type and ID (NettingSetId, CounterParty, etc.) |
| CStructuredCurveErrorMessage | Utility class for Structured Curve errors, contains the curve ID |
| CStructuredCurveWarningMessage | |
| CStructuredLogger | |
| CStructuredLoggingErrorMessage | |
| CStructuredMessage | |
| CStructuredModelErrorMessage | Utility class for Structured Model errors |
| CStructuredModelWarningMessage | Utility class for Structured Model errors |
| CStructuredTradeErrorMessage | Utility class for Structured Trade errors, contains the Trade ID and Type |
| CStructuredTradeWarningMessage | Utility classes for Structured warnings, contains the Trade ID and Type |
| CSwap | Serializable Swap, Single and Cross Currency |
| CSwapEngineBuilder | Engine Builder for Single Currency Swaps |
| CSwapEngineBuilderBase | Engine Builder base class for Single Currency Swaps |
| CSwapEngineBuilderDeltaGamma | Engine Builder for Single Currency Swaps |
| CSwapEngineBuilderOptimised | Engine Builder for Single Currency Swaps |
| CSwapIndexConvention | Container for storing Swap Index conventions |
| CSwapQuote | Swap market data class |
| CSwaption | Serializable Swaption |
| CSwaptionEngineBuilder | Swaption engine builder base class |
| CSwaptionQuote | Swaption data class |
| CSwaptionShiftQuote | Shift data class (for SLN swaption volatilities) |
| CSwaptionVolatilityCurveConfig | Swaption volatility curve configuration class |
| CSwaptionVolatilityCurveSpec | Swaption Volatility curve description |
| CSwaptionVolCurve | Wrapper class for building Swaption volatility structures |
| CSyntheticCDO | Serializable CDS Index Tranche (Synthetic CDO) |
| CTaRF | |
| CTenorBasisSwapConvention | Container for storing Tenor Basis Swap conventions |
| CTenorBasisTwoSwapConvention | Container for storing conventions for Tenor Basis Swaps quoted as a spread of two interest rate swaps |
| CTenorBasisYieldCurveSegment | Tenor Basis yield curve segment |
| CTimePeriod | Handles non-contiguous time period |
| CTodaysMarket | Today's Market |
| CTodaysMarketCalibrationInfo | |
| CTodaysMarketParameters | Today's Market Parameters |
| CTrade | Trade base class |
| CTradeAction | Serializable object holding a trade action |
| CTradeActions | Serializable object holding generic trade actions |
| CTradeBarrier | |
| CTradeBuilder | Template TradeBuilder class |
| CTradeFactory | TradeFactory |
| CTradeMonetary | |
| ►CTradeStrike | |
| CStrikeYield | |
| CTrancheData | Serializable Bond-Basket Data |
| CTransitionProbabilityQuote | Transition Probability data class |
| CTreasuryLockData | |
| ►CTRS | |
| CAdditionalCashflowData | |
| CFundingData | |
| CReturnData | |
| CTrsUnderlyingBuilder | |
| CTrsUnderlyingBuilderFactory | |
| ►CTRSWrapper | TRS Instrument Wrapper |
| Carguments | |
| Cengine | |
| Cresults | |
| CTRSWrapperAccrualEngine | |
| CUnderlying | Class to hold Underlyings |
| CUnderlyingBuilder | |
| CValueTypeWhich | |
| CVanillaBondBuilder | |
| CVanillaInstrument | Vanilla Instrument Wrapper |
| CVanillaOptionEngineBuilder | Abstract Engine Builder for Vanilla Options |
| CVanillaOptionTrade | Serializable Vanilla Option |
| CVarEvaluationNode | |
| CVariableNode | |
| CVarSwap | |
| CVarSwapEngineBuilder | Engine Builder for Variance Swaps |
| CVolatilityApoFutureSurfaceConfig | |
| CVolatilityConfig | |
| CVolatilityConfigBuilder | |
| CVolatilityCurveConfig | |
| CVolatilityDeltaSurfaceConfig | |
| CVolatilityMoneynessSurfaceConfig | |
| CVolatilityParameter | |
| CVolatilityStrikeSurfaceConfig | |
| CVolatilitySurfaceConfig | |
| CWeightedAverageYieldCurveSegment | Weighted average yield curve segment |
| CWildcard | |
| CWindowBarrierOption | |
| CWorstOfBasketSwap | |
| CWrappedMarket | Wrapped Market |
| CXMLDocument | Small XML Document wrapper class |
| CXMLSerializable | Base class for all serializable classes |
| CXMLUtils | XML Utilities Class |
| CYieldCurve | Wrapper class for building yield term structures |
| CYieldCurveCalibrationInfo | |
| CYieldCurveConfig | Yield Curve configuration |
| CYieldCurveSegment | Base class for yield curve segments |
| CYieldCurveSpec | Yield curve description |
| CYieldPlusDefaultYieldCurveSegment | Yield plus default curves segment |
| CYieldVolatilityCurveConfig | Yield volatility curve configuration |
| CYieldVolatilityCurveSpec | Yield volatility curve description |
| CYieldVolCurve | Wrapper class for building Yield volatility structures |
| CYoYCapFloor | |
| CYoYCapFloorEngineBuilder | Engine Builder for Year on Year Caps, Floors and Collars on an IborIndex |
| CYoYInflationCurveCalibrationInfo | |
| CYoYInflationSwapQuote | YoY Inflation swap data class |
| CYoYLegData | Serializable YoY Leg Data |
| CYoYSwap | |
| CYyInflationCapFloorQuote | YY Cap Floor data class |
| CYYLegBuilder | |
| CZcInflationCapFloorQuote | ZC Cap Floor data class |
| CZcInflationSwapQuote | ZC Inflation swap data class |
| CZeroCouponFixedLegBuilder | |
| CZeroCouponFixedLegData | Serializable Fixed Leg Data |
| CZeroInflationCurveCalibrationInfo | |
| CZeroInflationIndexConvention | |
| CZeroQuote | |
| CZeroRateConvention | Container for storing Zero Rate conventions |
| CZeroSpreadedYieldCurveSegment | Zero Spreaded yield curve segment |
| ▼NQuantExt | |
| ►CScriptedInstrument | |
| Carguments | |
| ▼Nrapidxml | |
| Cxml_document | XML Document |
| Cxml_node | XML Node |
| CBlackStyleSwaptionEngineDeltaGamma | |
| CLazyObject | |
| COredTestMarket | Simple flat market setup to be used in the test suite, plain copy from OREAP test suite |