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QuantLib_Brazil(3)Brazil - Brazilian calendar.
QuantLib_Brent(3)Brent - Brent 1-D solver
QuantLib_BRLCurrency(3)BRLCurrency - Brazilian real.
QuantLib_BrownianBridge(3)BrownianBridge - Builds Wiener process paths using Gaussian variates.
QuantLib_BSMOperator(3)BSMOperator - Black-Scholes-Merton differential operator.
QuantLib_BSpline(3)BSpline - B-spline basis functions.
QuantLib_BTP(3)BTP - Italian BTP (Buono Poliennali del Tesoro) fixed rate bond.
QuantLib_Business252(3)Business252 - Business/252 day count convention.
QuantLib_BYRCurrency(3)BYRCurrency - Belarussian ruble.
QuantLib_CADCurrency(3)CADCurrency - Canadian dollar.
QuantLib_CADLibor(3)CADLibor - CAD LIBOR rate
QuantLib_CADLiborON(3)CADLiborON - Overnight CAD Libor index.
QuantLib_Calendar(3)Calendar - calendar class
QuantLib_Calendar_Impl(3)Calendar::Impl - abstract base class for calendar implementations
QuantLib_Calendar_OrthodoxImpl(3)Calendar::OrthodoxImpl - partial calendar implementation
QuantLib_Calendar_WesternImpl(3)Calendar::WesternImpl - partial calendar implementation
QuantLib_CalibratedModel(3)CalibratedModel - Calibrated model class.
QuantLib_CalibrationHelper(3)CalibrationHelper - liquid market instrument used during calibration
QuantLib_Callability(3)Callability - instrument callability
QuantLib_Callability_Price(3)Callability::Price - amount to be paid upon callability
QuantLib_CallableBond(3)CallableBond - Callable bond base class.
QuantLib_CallableBondConstantVolatility(3)CallableBondConstantVolatility - Constant callable-bond volatility, no time-strike dependence.
QuantLib_CallableBondVolatilityStructure(3)CallableBondVolatilityStructure - Callable-bond volatility structure.
QuantLib_CallableBond_engine(3)CallableBond::engine - base class for callable fixed rate bond engine
QuantLib_CallableBond_results(3)CallableBond::results - results for a callable bond calculation
QuantLib_CallableFixedRateBond(3)CallableFixedRateBond - callable/puttable fixed rate bond
QuantLib_CallableZeroCouponBond(3)CallableZeroCouponBond - callable/puttable zero coupon bond
QuantLib_Canada(3)Canada - Canadian calendar.
QuantLib_Cap(3)Cap - Concrete cap class.
QuantLib_CapFloor(3)CapFloor - Base class for cap-like instruments.
QuantLib_CapFloorTermVolatilityStructure(3)CapFloorTermVolatilityStructure - Cap/floor term-volatility structure.
QuantLib_CapFloorTermVolCurve(3)CapFloorTermVolCurve - Cap/floor at-the-money term-volatility vector.
QuantLib_CapFloorTermVolSurface(3)CapFloorTermVolSurface - Cap/floor smile volatility surface.
QuantLib_CapFloor_arguments(3)CapFloor::arguments - Arguments for cap/floor calculation
QuantLib_CapFloor_engine(3)CapFloor::engine - base class for cap/floor engines
QuantLib_CapHelper(3)CapHelper - calibration helper for ATM cap
QuantLib_CappedFlooredCoupon(3)CappedFlooredCoupon - Capped and/or floored floating-rate coupon.
QuantLib_CappedFlooredYoYInflationCoupon(3)CappedFlooredYoYInflationCoupon - Capped or floored inflation coupon.
QuantLib_CapPseudoDerivative(3)CapPseudoDerivative
QuantLib_CashFlow(3)CashFlow - Base class for cash flows.
QuantLib_CashFlows(3)CashFlows - cashflow-analysis functions
QuantLib_CashOrNothingPayoff(3)CashOrNothingPayoff - Binary cash-or-nothing payoff.
QuantLib_CatBond_engine(3)CatBond::engine - base class for cat bond engine
QuantLib_CatBond_results(3)CatBond::results - results for a cat bond calculation
QuantLib_CCTEU(3)CCTEU
QuantLib_CDO(3)CDO - collateralized debt obligation
QuantLib_Cdor(3)Cdor - CDOR rate
QuantLib_CdsHelper(3)CdsHelper
QuantLib_CdsOption(3)CdsOption - CDS option.
QuantLib_CdsOption_arguments(3)CdsOption::arguments - Arguments for CDS-option calculation
QuantLib_CdsOption_engine(3)CdsOption::engine - base class for swaption engines
QuantLib_CdsOption_results(3)CdsOption::results - Results from CDS-option calculation
QuantLib_CeilingTruncation(3)CeilingTruncation - Ceiling truncation.
QuantLib_CHFCurrency(3)CHFCurrency - Swiss franc.
QuantLib_CHFLibor(3)CHFLibor - CHF LIBOR rate
QuantLib_ChfLiborSwapIsdaFix(3)ChfLiborSwapIsdaFix - ChfLiborSwapIsdaFix index base class
QuantLib_China(3)China - Chinese calendar.
QuantLib_Claim(3)Claim - Claim associated to a default event.
QuantLib_ClaytonCopula(3)ClaytonCopula - Clayton copula.
QuantLib_ClaytonCopulaRng(3)ClaytonCopulaRng< RNG > - Clayton copula random-number generator.
QuantLib_CLGaussianRng(3)CLGaussianRng< RNG > - Gaussian random number generator.
QuantLib_CliquetOption(3)CliquetOption - cliquet (Ratchet) option
QuantLib_CliquetOption_arguments(3)CliquetOption::arguments - Arguments for cliquet option calculation
QuantLib_CliquetOption_engine(3)CliquetOption::engine - Cliquet engine base class.
QuantLib_Clone(3)Clone< T > - cloning proxy to an underlying object
QuantLib_ClosestRounding(3)ClosestRounding - Closest rounding.
QuantLib_CLPCurrency(3)CLPCurrency - Chilean peso.
QuantLib_CmsCoupon(3)CmsCoupon - CMS coupon class.
QuantLib_CmsCouponPricer(3)CmsCouponPricer - base pricer for vanilla CMS coupons
QuantLib_CmsLeg(3)CmsLeg - helper class building a sequence of capped/floored cms-rate coupons
QuantLib_CmsMarket(3)CmsMarket - set of CMS quotes
QuantLib_CMSMMDriftCalculator(3)CMSMMDriftCalculator - Drift computation for CMS market models.
QuantLib_CmsRateBond(3)CmsRateBond - CMS-rate bond.
QuantLib_CmsSpreadCoupon(3)CmsSpreadCoupon - CMS spread coupon class.
QuantLib_CmsSpreadCouponPricer(3)CmsSpreadCouponPricer - base pricer for vanilla CMS spread coupons
QuantLib_CmsSpreadLeg(3)CmsSpreadLeg - helper class building a sequence of capped/floored cms-spread-rate coupons
QuantLib_CMSwapCurveState(3)CMSwapCurveState - Curve state for constant-maturity-swap market models
QuantLib_CNYCurrency(3)CNYCurrency - Chinese yuan.
QuantLib_Collar(3)Collar - Concrete collar class.
QuantLib_Commodity(3)Commodity - Commodity base class.
QuantLib_CommodityCurve(3)CommodityCurve - Commodity term structure.
QuantLib_CommodityIndex(3)CommodityIndex - base class for commodity indexes
QuantLib_CommodityPricingHelper(3)CommodityPricingHelper - commodity index helper
QuantLib_CommoditySettings(3)CommoditySettings - global repository for run-time library settings
QuantLib_CommodityType(3)CommodityType - commodity type
QuantLib_Composite(3)Composite< T > - Composite pattern.
QuantLib_CompositeConstraint(3)CompositeConstraint - Constraint enforcing both given sub-constraints
QuantLib_CompositeInstrument(3)CompositeInstrument - Composite instrument
QuantLib_CompositeQuote(3)CompositeQuote< BinaryFunction > - market element whose value depends on two other market element
QuantLib_CompoundOption(3)CompoundOption - Compound option on a single asset.
QuantLib_CompoundOption_engine(3)CompoundOption::engine - Compound-option engine base class
QuantLib_ConjugateGradient(3)ConjugateGradient - Multi-dimensional Conjugate Gradient class.
QuantLib_ConstantCapFloorTermVolatility(3)ConstantCapFloorTermVolatility - Constant caplet volatility, no time-strike dependence.
QuantLib_ConstantCPIVolatility(3)ConstantCPIVolatility - Constant surface, no K or T dependence.
QuantLib_ConstantEstimator(3)ConstantEstimator - Constant-estimator volatility model.
QuantLib_ConstantLossLatentmodel(3)ConstantLossLatentmodel< copulaPolicy >
QuantLib_ConstantLossModel(3)ConstantLossModel< copulaPolicy >
QuantLib_ConstantOptionletVolatility(3)ConstantOptionletVolatility - Constant caplet volatility, no time-strike dependence.
QuantLib_ConstantParameter(3)ConstantParameter - Standard constant parameter $ a(t) = a $.
QuantLib_ConstantRecoveryModel(3)ConstantRecoveryModel
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