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

Directories

directory  equity
 
directory  marketmodels
 
directory  shortrate
 
directory  volatility
 

Files

file  calibrationhelper.hpp
 Calibration helper class.
 
file  model.hpp
 Abstract interest rate model class.
 
file  parameter.hpp
 Model parameter classes.