QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
quotes Directory Reference

Files

file  compositequote.hpp
 purely virtual base class for market observables
 
file  derivedquote.hpp
 market quote whose value depends on another quote
 
file  eurodollarfuturesquote.hpp
 quote for the Eurodollar-future implied standard deviation
 
file  forwardswapquote.hpp
 quote for a forward starting swap
 
file  forwardvaluequote.hpp
 quote for the forward value of an index
 
file  futuresconvadjustmentquote.hpp
 quote for the futures-convexity adjustment of an index
 
file  impliedstddevquote.hpp
 quote for the implied standard deviation of an underlying
 
file  lastfixingquote.hpp
 quote for the last fixing available for a given index
 
file  simplequote.hpp
 simple quote class