| Manpage | Description |
|---|---|
| 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 |
