Reference manual - version ored_version
Files | |
| amcmodel.hpp | |
| additional interface for amc enabled models | |
| blackscholes.hpp | |
| black scholes / local vol model class for n underlyings (fx, equity or commodity) | |
| dummymodel.hpp | |
| dummy model implementation | |
| fdgaussiancam.hpp | |
| fd gaussian cross asset model for single underlying ir model | |
| gaussiancam.hpp | |
| gaussian cross asset model for ir, fx, eq, com | |
| gaussiancamcg.hpp | |
| Gaussian CAM model, cg variant. | |
| lgmcg.hpp | |
| computation graph based lgm model calculations | |
| model.hpp | |
| interface for model against which a script can be run | |
| modelcg.hpp | |
| interface for model against which a script can be run | |
| modelcgimpl.hpp | |
| basis implementation for a script engine model | |
| modelimpl.hpp | |
| basis implementation for a script engine model | |