File Member Index

a | b | c | d | e | f | g | i | j | l | m | n | o | p | q | r | s | t | u | v | w | y

Here is a list of all file members with links to the files they belong to:

- a -

a : ParkMiller.h
Absolute : creditCurve.h
absolute() : BlackScholes.cpp
ACT_360 : date.h
ACT_365 : date.h
Annual : date.h
April : date.h
AsianCall : Exotics.h
AsianPut : Exotics.h
ASSET_DEFAULT_VOL : asset.h
AssetsBasketMax : rainbowoption.h
August : date.h
Average() : Normals.h, Normals.cpp

- b -

BarrierCall : Exotics.h
BarrierPut : Exotics.h
BestOf2AssetsCash : rainbowoption.h
BetterOf2Assets : rainbowoption.h
Bimonthly : date.h
BT_DEFAULT_MATURITY : binomialTree.h
BT_DEFAULT_RATE : binomialTree.h
BT_DEFAULT_SIGMA : binomialTree.h
BT_DEFAULT_SO : binomialTree.h
BT_DEFAULT_STEPS : binomialTree.h
BusinessDayConvention : date.h

- c -

CAD : types.h
Call : BlackScholes.h
CappedCliquet : Exotics.h
Cash : yieldCurve.h
CB_DEFAULT_CALLPRICE : convertiblebond.h
CB_DEFAULT_DAYCOUNT : convertiblebond.h
CB_DEFAULT_FACEAMOUNT : convertiblebond.h
CB_DEFAULT_MATURITY : convertiblebond.h
CB_DEFAULT_PUTPRICE : convertiblebond.h
CB_DEFAULT_RATE : convertiblebond.h
CB_DEFAULT_RATIO : convertiblebond.h
CB_DEFAULT_SIGMA : convertiblebond.h
CB_DEFAULT_SO : convertiblebond.h
CB_DEFAULT_SPREAD : convertiblebond.h
CB_DEFAULT_STEPS : convertiblebond.h
CC_DEFAULT_CURRENCY : creditCurve.h
CC_DEFAULT_FREQUENCY : creditCurve.h
CC_DEFAULT_NAME : creditCurve.h
CC_DEFAULT_RECOVERY_RATE : creditCurve.h
CC_MAX_NUM_SPREADS : creditCurve.h
choiceToType() : productsCreation.h, productsCreation.cpp
choosePricingType() : productsCreation.h, productsCreation.cpp
chooseRainbowType() : productsCreation.h, productsCreation.cpp
ClosedForm : rainbowoption.h
CollaredCliquet : Exotics.h
Continuous : yieldCurve.h
credits() : main.h, credits.cpp
CreditSpreadType : creditCurve.h
CSNAME : importData.h
CumulativeBivariateNormal() : Normals.h, Normals.cpp
CumulativeNormal() : Normals.h, Normals.cpp
Currency : types.h

- d -

Day : date.h
Day30_360 : date.h
Day30_365 : date.h
DayCountConvention : date.h
Days : date.h
December : date.h
DEFAULT_PRECISION : utils.h
defaultAdvDays : Exotics.h
defaultprecisionInPrice : VanillaSwap.h
defaultshiftfactorForShortRate : yieldCurve.h
defaultshiftMat : OptionStrategy.h
defaultshiftRate : OptionStrategy.h
defaultshiftSpot : OptionStrategy.h
defaultshiftStrike : OptionStrategy.h
defaultshiftVol : OptionStrategy.h
defaultShiftVolSurface : Exotics.h
Discrete : yieldCurve.h

- e -

EPSILON : rainbowoption.h
ErrorMsg() : utils.h, utils.cpp
EUR : types.h
EveryFourthMonth : date.h
exoticsType : Exotics.h

- f -

February : date.h
FlooredCliquet : Exotics.h
Following : date.h
fr_basic() : mainfilereader.cpp, testObjects.h
Frequency : date.h
Friday : date.h

- g -

GAUSSIANPROCESS_H : GaussianProcess.h
getint() : utils.h, utils.cpp
GREEKAPPROX : rainbowoption.h

- i -

IdentityMatrix() : matrix.h, matrix.cpp
inputBond() : productsCreation.h, productsCreation.cpp
inputBSOption() : productsCreation.h, productsCreation.cpp
inputButterflySpread() : productsCreation.h, productsCreation.cpp
inputCallSpread() : productsCreation.h, productsCreation.cpp
inputConvertibleBond() : productsCreation.h, productsCreation.cpp
inputExoticOptionOnSingleAsset() : productsCreation.h, productsCreation.cpp
inputOptionStrategy() : productsCreation.h, productsCreation.cpp
inputPutSpread() : productsCreation.h, productsCreation.cpp
inputRainbowOption() : productsCreation.h, productsCreation.cpp
inputRatioCallSpread() : productsCreation.h, productsCreation.cpp
inputSpecificOptionStrategy() : productsCreation.h, productsCreation.cpp
inputStraddle() : productsCreation.h, productsCreation.cpp
inputStrangle() : productsCreation.h, productsCreation.cpp
inputVanillaSwap() : productsCreation.h, productsCreation.cpp
Integer : types.h
interestComposition : yieldCurve.h
interpolatormain() : interpolator.cpp
InverseCumulativeNormal() : Normals.h, Normals.cpp

- j -

January : date.h
July : date.h
June : date.h

- l -

LongInteger : types.h
LongNatural : types.h
LOWER_MASK : MersenneTwister.cpp

- m -

M : MersenneTwister.cpp
m : ParkMiller.h
main() : main.cpp
mainasset() : maintestasset.cpp, testObjects.h
mainbinomialtree() : mainbinomialtree.cpp, testObjects.h
mainbond() : mainbond.cpp, testObjects.h
mainconvertiblebond() : mainconvertiblebond.cpp, testObjects.h
maincreditcurve() : maincreditcurves.cpp, testObjects.h
maindate() : maindate.cpp, testObjects.h
mainfilereader() : mainfilereader.cpp, testObjects.h
maininterpolator() : maininterpolator.cpp, testObjects.h
mainIRVanillaSwap() : mainIRVanillaSwap.cpp, testObjects.h
mainmatrix() : mainmatrix.cpp, testObjects.h
mainmc() : mainmontecarlo.cpp, Exotics.h, testObjects.h
mainmontecarlo() : mainmontecarlo.cpp, testObjects.h
mainoption() : mainoptionstrategy.cpp, testObjects.h
mainoptionstrategy() : mainoptionstrategy.cpp, testObjects.h
mainrainbowoptions() : mainrainbowoptions.cpp, testObjects.h
maintests() : testObjects.cpp, main.h
mainvarianceswap() : mainvarianceswap.cpp, testObjects.h
mainvolsurface() : mainvolsurface.cpp, testObjects.h
mainyieldcurve() : mainyieldcurves.cpp, testObjects.h
March : date.h
MATRIX_A : MersenneTwister.cpp
Max2AssetsCall : rainbowoption.h
Max2AssetsPut : rainbowoption.h
MAX_LETTERS : VanillaSwap.h
MAX_SIZE : PortFolio.h
MAX_SIZE_NAME : PortFolio.h
MAXBIT : Sobol.h
Maxim : RandC.cpp
Maximize() : Normals.h, Normals.cpp
maxNbOptions : OptionStrategy.h
May : date.h
mergeunique() : utils.h, utils.cpp
Min2AssetsCall : rainbowoption.h
Min2AssetsPut : rainbowoption.h
ModifiedFollowing : date.h
ModifiedPreceding : date.h
Monday : date.h
MonteCarlo : rainbowoption.h
Month : date.h
MonthEndReference : date.h
Monthly : date.h
Months : date.h

- n -

N : MersenneTwister.cpp
Natural : types.h
NoFrequency : date.h
NormalDensity() : Normals.h, Normals.cpp
November : date.h

- o -

October : date.h
Once : date.h
OneOverRootTwoPi : Normals.cpp
operator<<() : convertiblebond.cpp, binomialTree.cpp, creditCurve.cpp, yieldCurve.cpp, OptionStrategy.cpp, matrix.h, matrix.cpp
outputCallPut() : productsCreation.h, productsCreation.cpp

- p -

PI : volsurface.h
Preceding : date.h
priceType : rainbowoption.h
productsCreationMenu() : productsCreation.h, productsCreation.cpp
Put : BlackScholes.h

- q -

q : ParkMiller.h
Quarterly : date.h

- r -

r : ParkMiller.h
rainbowType : rainbowoption.h
Real : types.h
realsEqual() : utils.h, utils.cpp
Relative : creditCurve.h
RevLookbackCall : Exotics.h
RevLookbackPut : Exotics.h
RO_DEFAULT_MATURITY : rainbowoption.h
RO_DEFAULT_MULTIPLIER : rainbowoption.h
RO_DEFAULT_NB_ASSETS : rainbowoption.h
RO_DEFAULT_RATE : rainbowoption.h
RO_DEFAULT_STRIKE : rainbowoption.h
RO_DEFAULT_VOL : rainbowoption.h
RO_NPATHS : rainbowoption.h
RO_SEED : rainbowoption.h

- s -

Saturday : date.h
Semiannual : date.h
September : date.h
ShortInteger : types.h
ShortNatural : types.h
sign() : utils.h, utils.cpp
SpreadOptionMax : rainbowoption.h
SubFunctionForBivariateNormal() : Normals.h, Normals.cpp
Sunday : date.h
Swap : yieldCurve.h

- t -

Thursday : date.h
TimeUnit : date.h
TN_INFINITY : types.h
TN_INTEGER : types.h
TN_LONG_INTEGER : types.h
TN_REAL : types.h
transform1DvalarrayToColumnMatrix() : utils.h, utils.cpp
transform2DvalarrayToMatrix() : utils.h, utils.cpp
transformColumnMatrixTo1Dvalarray() : utils.h, utils.cpp
transformMatrixTo2Dvalarray() : utils.h, utils.cpp
Tuesday : date.h
TypeOfRate : yieldCurve.h
TypeOptionBS : BlackScholes.h

- u -

Unadjusted : date.h
UPPER_MASK : MersenneTwister.cpp
USD : types.h

- v -

valarrayRealToString() : utils.h, utils.cpp
VeryLongInteger : types.h
VeryLongNatural : types.h
VSNAME : importData.h

- w -

Wednesday : date.h
Weekday : date.h
Weeks : date.h
WorseOf2Assets : rainbowoption.h
WorstOf2AssetsCash : rainbowoption.h

- y -

YC_DEFAULT_NUMER_POINTS : yieldCurve.h
YC_MAX_NUMBER_POINTS : yieldCurve.h
YC_NAME_STRLEN : yieldCurve.h
YCNAME : importData.h
Year : date.h
Years : date.h

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