Builders

Files
file	asianoption.hpp
	Abstract engine builders for European Asian Options.
file	flexiswap.hpp
file	bond.hpp
	builder that returns an engine to price a bond instrument
file	bond.hpp
	builder that returns an engine to price a bond instrument
file	bondoption.hpp
	Engine builder for bond option.
file	bondrepo.hpp
file	cachingenginebuilder.hpp
	Abstract template engine builder class.
file	capfloor.hpp
	builder that returns an engine to price a cap or floor on IBOR instrument
file	capflooredaveragebmacouponleg.hpp
	builder that returns an engine to price capped floored avg BMA legs
file	capflooredovernightindexedcouponleg.hpp
	builder that returns an engine to price capped floored ibor legs
file	capflooredyoyleg.hpp
	builder that returns an engine to price capped floored yoy inflation legs
file	capfloorediborleg.hpp
	builder that returns an engine to price capped floored ibor legs
file	capflooredyoyleg.hpp
	builder that returns an engine to price capped floored yoy inflation legs
file	capflooredovernightindexedcouponleg.hpp
	builder that returns an engine to price capped floored ibor legs
file	capflooredyoyleg.hpp
	builder that returns an engine to price capped floored yoy inflation legs
file	cliquetoption.hpp
	Engine builder for cliquet options.
file	cms.hpp
	builder that returns an engine to price capped floored ibor legs
file	cmsspread.hpp
	builder that returns a cms spread coupon pricer
file	commodityapo.hpp
	Engine builder for commodity average price options.
file	commodityasianoption.hpp
	Engine builder for commodity Asian options.
file	commodityforward.hpp
	Engine builder for commodity forward.
file	commodityoption.hpp
	Engine builder for commodity options.
file	commodityswap.hpp
	Engine builder for commodity swaps.
file	commodityswap.hpp
	Engine builder for commodity swaps.
file	commodityswaption.hpp
	Engine builder for commodity swaptions.
file	commodityswaption.hpp
	Engine builder for commodity swaptions.
file	cpicapfloor.hpp
	builder that returns an engine to price a CPI cap or floor
file	creditdefaultswap.hpp
	Builder that returns an engine to price a credit default swap.
file	creditdefaultswapoption.hpp
	Builder that returns an engine to price a credit default swap option.
file	durationadjustedcms.hpp
	coupon pricer builder for duration adjusted cms coupons
file	durationadjustedcms.hpp
	coupon pricer builder for duration adjusted cms coupons
file	equityasianoption.hpp
	Engine builder for equity Asian options.
file	equitycompositeoption.hpp
	Engine builder for equity composite options.
file	equityforward.hpp
	Builder that returns an engine to price an equity forward.
file	equityfuturesoption.hpp
	Engine builder for equity futures options.
file	equityoption.hpp
	Engine builder for equity options.
file	flexiswap.hpp
file	forwardbond.hpp
	Engine builder for forward bonds.
file	fxasianoption.hpp
	Engine builder for fx Asian options.
file	fxforward.hpp
	Engine builder for FX Forwards.
file	fxoption.hpp
	Engine builder for FX Options.
file	pairwisevarianceswap.hpp
	pairwise variance swap engine builder
file	quantoequityoption.hpp
	Engine builder for quanto equity options.
file	quantovanillaoption.hpp
	Abstract engine builder for Quanto European Options.
file	riskparticipationagreement.hpp
file	swap.hpp
	Engine builder for Swaps.
file	swap.hpp
	Engine builder for Swaps.
file	vanillaoption.hpp
	Abstract engine builders for European and American Options.
file	varianceswap.hpp
	variance swap engine builder
file	yoycapfloor.hpp
	Engine builder for year-on-year inflation caps/floors.

Classes
class	AsianOptionEngineBuilder
	Abstract Engine Builder for Asian Options. More...
class	EuropeanAsianOptionMCDAAPEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Arithmetic Average Price Options. More...
class	EuropeanAsianOptionMCDAASEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Arithmetic Average Strike Options. More...
class	EuropeanAsianOptionMCDGAPEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Geometric Average Price Options. More...
class	EuropeanAsianOptionADGAPEngineBuilder
	Discrete Analytic Engine Builder for European Asian Geometric Average Price Options. More...
class	EuropeanAsianOptionADGASEngineBuilder
	Discrete Analytic Engine Builder for European Asian Geometric Average Strike Options. More...
class	EuropeanAsianOptionACGAPEngineBuilder
	Continuous Analytic Engine Builder for European Asian Geometric Average Price Options. More...
class	EuropeanAsianOptionTWEngineBuilder
	Discrete Analytic TW Engine Builder for European Asian Arithmetic Average Price Options. More...
class	BondEngineBuilder
	Engine Builder base class for Bonds. More...
class	BondDiscountingEngineBuilder
	Discounting Engine Builder class for Bonds. More...
class	BondOptionEngineBuilder
	Engine builder for bond option. More...
class	CachingEngineBuilder< T, U, Args >
	Abstract template EngineBuilder class that can cache engines and coupon pricers. More...
class	CapFloorEngineBuilder
	Engine Builder for Caps, Floors and Collars on an IborIndex. More...
class	CapFlooredAverageBMACouponLegEngineBuilder
	CouponPricer Builder for CapFlooredAVerageBMACouponLeg. More...
class	CapFlooredAverageONIndexedCouponLegEngineBuilder
	CouponPricer Builder for CapFlooredOvernightIndexedCouponLeg. More...
class	CapFlooredCpiLegCouponEngineBuilder
	CouponPricer Builder for Capped/Floored CPI Inflation Leg. More...
class	CapFlooredIborLegEngineBuilder
	CouponPricer Builder for CapFlooredIborLeg. More...
class	CapFlooredNonStandardYoYLegEngineBuilder
	CouponPricer Builder for Capped/Floored YoY Inflation Leg. More...
class	CapFlooredOvernightIndexedCouponLegEngineBuilder
	CouponPricer Builder for CapFlooredOvernightIndexedCouponLeg. More...
class	CapFlooredYoYLegEngineBuilder
	CouponPricer Builder for Capped/Floored YoY Inflation Leg. More...
class	CliquetOptionEngineBuilder
	Engine builder for Cliquet Options. More...
class	EquityCliquetOptionEngineBuilder
	Engine Builder for Equity Cliquet Options. More...
class	CmsCouponPricerBuilder
	CouponPricer Builder for CmsLeg. More...
class	CmsSpreadCouponPricerBuilder
	CouponPricer Builder for CmsSpreadLeg. More...
class	CommodityApoBaseEngineBuilder
	Engine builder base class for Commodity Average Price Options. More...
class	CommodityApoAnalyticalEngineBuilder
	Analytical Engine builder for Commodity Average Price Options. More...
class	CommodityApoMonteCarloEngineBuilder
	Monte Carlo Engine builder for Commodity Average Price Options. More...
class	CommodityEuropeanAsianOptionMCDAAPEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Commodity Arithmetic Average Price Options. More...
class	CommodityEuropeanAsianOptionMCDAASEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Commodity Arithmetic Average Strike Options. More...
class	CommodityEuropeanAsianOptionMCDGAPEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Commodity Geometric Average Price Options. More...
class	CommodityEuropeanAsianOptionADGAPEngineBuilder
	Discrete Analytic Engine Builder for European Asian Commodity Geometric Average Price Options. More...
class	CommodityEuropeanAsianOptionADGASEngineBuilder
	Discrete Analytic Engine Builder for European Asian Commodity Geometric Average Strike Options. More...
class	CommodityEuropeanAsianOptionACGAPEngineBuilder
	Continuous Analytic Engine Builder for European Asian Commodity Geometric Average Price Options. More...
class	CommodityEuropeanAsianOptionTWEngineBuilder
	Discrete Analytic TW Engine Builder for European Asian Commodity Arithmetic Average Price Options. More...
class	CommodityForwardEngineBuilder
	Engine builder for commodity forward. More...
class	CommodityEuropeanOptionEngineBuilder
class	CommodityEuropeanForwardOptionEngineBuilder
class	CommodityEuropeanCSOptionEngineBuilder
class	CommodityAmericanOptionFDEngineBuilder
class	CommodityAmericanOptionBAWEngineBuilder
class	CommoditySpreadOptionBaseEngineBuilder
	Base Engine builder for Commodity Spread Options. More...
class	CommoditySpreadOptionEngineBuilder
	Analytical Engine builder for Commodity Spread Options. More...
class	CommoditySwapEngineBuilder
	Engine builder for Commodity Swaps. More...
class	CommoditySwaptionEngineBuilder
	Engine builder for Commodity Swaptions. More...
class	CommoditySwaptionAnalyticalEngineBuilder
	Analytical Approximation Engine builder for Commodity Swaptions. More...
class	CommoditySwaptionMonteCarloEngineBuilder
	Monte Carlo Engine builder for Commodity Swaptions. More...
class	CpiCapFloorEngineBuilder
	Engine Builder for CPI Caps, Floors and Collars. More...
class	CreditDefaultSwapEngineBuilder
	Engine builder base class for credit default swaps. More...
class	MidPointCdsEngineBuilder
	Midpoint engine builder class for credit default swaps. More...
class	EuropeanOptionEngineBuilderDeltaGamma
	Engine Builder for European Options with delta/gamma extension. More...
class	FxEuropeanOptionEngineBuilderDeltaGamma
	Engine Builder for European FX Options with analytical sensitivities. More...
class	EquityEuropeanOptionEngineBuilderDeltaGamma
	Engine Builder for European Equity Options with analytical sensitivities. More...
class	EquityEuropeanAsianOptionMCDAAPEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Equity Arithmetic Average Price Options. More...
class	EquityEuropeanAsianOptionMCDAASEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Equity Arithmetic Average Strike Options. More...
class	EquityEuropeanAsianOptionMCDGAPEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Equity Geometric Average Price Options. More...
class	EquityEuropeanAsianOptionADGAPEngineBuilder
	Discrete Analytic Engine Builder for European Asian Equity Geometric Average Price Options. More...
class	EquityEuropeanAsianOptionADGASEngineBuilder
	Discrete Analytic Engine Builder for European Asian Equity Geometric Average Strike Options. More...
class	EquityEuropeanAsianOptionACGAPEngineBuilder
	Continuous Analytic Engine Builder for European Asian Equity Geometric Average Price Options. More...
class	EquityEuropeanAsianOptionTWEngineBuilder
	Discrete Analytic TW Engine Builder for European Asian Equity Arithmetic Average Price Options. More...
class	EquityEuropeanCompositeEngineBuilder
	Engine Builder for Composite European Equity Options. More...
class	EquityForwardEngineBuilder
	Engine Builder for European Equity Forwards. More...
class	EquityFutureEuropeanOptionEngineBuilder
class	EquityEuropeanOptionEngineBuilder
	Engine Builder for European Equity Option Options. More...
class	EquityEuropeanCSOptionEngineBuilder
class	EquityAmericanOptionFDEngineBuilder
	Engine Builder for American Equity Options using Finite Difference Method. More...
class	EquityAmericanOptionBAWEngineBuilder
	Engine Builder for American Equity Options using Barone Adesi Whaley Approximation. More...
class	FxEuropeanAsianOptionMCDAAPEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Fx Arithmetic Average Price Options. More...
class	FxEuropeanAsianOptionMCDAASEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Fx Arithmetic Average Strike Options. More...
class	FxEuropeanAsianOptionMCDGAPEngineBuilder
	Discrete Monte Carlo Engine Builder for European Asian Fx Geometric Average Price Options. More...
class	FxEuropeanAsianOptionADGAPEngineBuilder
	Discrete Analytic Engine Builder for European Asian Fx Geometric Average Price Options. More...
class	FxEuropeanAsianOptionADGASEngineBuilder
	Discrete Analytic Engine Builder for European Asian Fx Geometric Average Strike Options. More...
class	FxEuropeanAsianOptionACGAPEngineBuilder
	Continuous Analytic Engine Builder for European Asian Fx Geometric Average Price Options. More...
class	FxEuropeanAsianOptionTWEngineBuilder
	Discrete Analytic TW Engine Builder for European Asian Fx Arithmetic Average Price Options. More...
class	FxForwardEngineBuilderBase
	Engine Builder base class for FX Forwards. More...
class	FxForwardEngineBuilder
	Engine Builder for FX Forwards. More...
class	FxEuropeanOptionEngineBuilder
	Engine Builder for European Fx Option Options. More...
class	FxEuropeanCSOptionEngineBuilder
class	FxAmericanOptionFDEngineBuilder
	Engine Builder for American Fx Options using Finite Difference Method. More...
class	FxAmericanOptionBAWEngineBuilder
	Engine Builder for American Fx Options using Barone Adesi Whaley Approximation. More...
class	PairwiseVarSwapEngineBuilder
	Engine Builder for Pairwise Variance Swaps. More...
class	QuantoEquityEuropeanOptionEngineBuilder
	Engine Builder for Quanto European Equity Option Options. More...
class	QuantoVanillaOptionEngineBuilder
	Abstract Engine Builder for Quanto Vanilla Options. More...
class	QuantoEuropeanOptionEngineBuilder
	Abstract Engine Builder for Quanto European Vanilla Options. More...
class	SwapEngineBuilderBase
	Engine Builder base class for Single Currency Swaps. More...
class	SwapEngineBuilder
	Engine Builder for Single Currency Swaps. More...
class	SwapEngineBuilderOptimised
	Engine Builder for Single Currency Swaps. More...
class	CrossCurrencySwapEngineBuilderBase
	Engine Builder base class for Cross Currency Swaps. More...
class	VanillaOptionEngineBuilder
	Abstract Engine Builder for Vanilla Options. More...
class	EuropeanOptionEngineBuilder
	Abstract Engine Builder for European Vanilla Options. More...
class	EuropeanForwardOptionEngineBuilder
	Abstract Engine Builder for European Vanilla Forward Options. More...
class	EuropeanCSOptionEngineBuilder
class	AmericanOptionEngineBuilder
	Abstract Engine Builder for American Vanilla Options. More...
class	AmericanOptionFDEngineBuilder
	Abstract Engine Builder for American Vanilla Options using Finite Difference Method. More...
class	AmericanOptionBAWEngineBuilder
	Abstract Engine Builder for American Vanilla Options using Barone Adesi Whaley Approximation. More...
class	VarSwapEngineBuilder
	Engine Builder for Variance Swaps. More...
class	YoYCapFloorEngineBuilder
	Engine Builder for Year on Year Caps, Floors and Collars on an IborIndex. More...

Detailed Description

Grouping of all trade building related classes, functions and files