Financial instruments

Classes
class	DigitalCoupon
	Digital-payoff coupon. 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	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	BondForward
	Forward contract on a bond 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	CompoundOption
	Compound option (i.e., option on option) on a single asset. More...
class	CreditDefaultSwap
	Credit default swap. More...
class	DoubleBarrierOption
	Double Barrier option on a single asset. More...
class	EuropeanOption
	European option on a single asset. More...
class	FixedVsFloatingSwap
	Fixed vs floating swap. More...
class	FloatFloatSwaption
	floatfloat swaption class More...
class	Forward
	Abstract base forward class. More...
class	ForwardRateAgreement
	Forward rate agreement (FRA) 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	MargrabeOption
	Margrabe option on two assets. 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 ibor leg. More...
class	VarianceSwap
	Variance swap. More...

Detailed Description