Here is a list of all files with brief descriptions:

abcd.docs
abcd.hpp
accountingengines.docs
accountingengines.hpp
allfunctions.docs
alphaform.docs
alphaform.hpp
asianoption.hpp
assetswap.docs
assetswap.hpp
auto_link.hpp
barrieroption.hpp
baseinstruments.hpp
basketlossmodels.docs
basketlossmodels.hpp
bonds.docs
bonds.hpp
boost.docs
browniangenerators.docs
browniangenerators.hpp
btp.docs
btp.hpp
build_calc.docs
build_cpp.docs
build_qlxl.docs
calc.docs
calendar.docs
calibrationhelpers.docs
calibrationhelpers.hpp
capfloor.docs
capfloor.hpp
capletvolstructure.docs
capletvolstructure.hpp
categories.docs
cdsoption.hpp
cliquetoption.hpp
cmsmarket.docs
cmsmarket.hpp
cmsmarketcalibration.docs
cmsmarketcalibration.hpp
coercion.docs
config.hpp
conundrumpricer.hpp
conventions.docs
correlation.docs
correlation.hpp
couponvectors.docs
couponvectors.hpp
credit.docs
credit.hpp
creditdefaultswap.hpp
ctsmmcapletcalibration.docs
ctsmmcapletcalibration.hpp
curvestate.docs
curvestate.hpp
date.docs
date.hpp
daycounter.docs
defaultbasket.docs
defaultbasket.hpp
defaulttermstructures.docs
defaulttermstructures.hpp
design.docs
dividendvanillaoption.hpp
driftcalculators.docs
driftcalculators.hpp
enumerations.docs
enums.docs
europeanoption.hpp
evaluationdate.docs
evolutiondescription.docs
evolutiondescription.hpp
examples.docs
excelbinding.docs
exercise.docs
exercise.hpp
extend.enum.tutorial.docs
extend.template.tutorial.docs
extend.tutorial.docs
extending.docs
extrapolator.hpp
faq.docs
flowanalysis.hpp
forwardrateagreement.docs
forwardrateagreement.hpp
forwardvanillaoption.hpp
functional.docs
garbage_collection.docs
garbagecollection.docs
getcovariance.hpp
group.docs
handle.hpp
handleimpl.hpp
handles.docs
history.docs
auto.pages/index.docs
pages/index.docs
index.hpp
installation.docs
instruments.docs
interpolation.docs
interpolation.hpp
interpolation2D.hpp
latentmodels.docs
latentmodels.hpp
leg.docs
leg.hpp
license.docs
log_messages.docs
logging.docs
loops.docs
manual.docs
marketmodelevolvers.docs
marketmodelevolvers.hpp
marketmodels.docs
marketmodels.hpp
mathf.docs
mathf.hpp
models.hpp
objects.docs
observer.docs
ohutils.docs
optimization.docs
optimization.hpp
options.docs
options.hpp
overnightindexedswap.docs
overnightindexedswap.hpp
payoffs.docs
payoffs.hpp
people.docs
piecewiseyieldcurve.docs
piecewiseyieldcurve.hpp
prices.docs
pricingengines.docs
pricingengines.hpp
processes.docs
processes.hpp
products.docs
products.hpp
qladdin.hpp
qladdindefines.hpp
quantoforwardvanillaoption.hpp
quantovanillaoption.hpp
quote.hpp
quotes.docs
quotes.hpp
randomsequencegenerator.docs
randomsequencegenerator.hpp
range.docs
rangeaccrual.docs
rangeaccrual.hpp
ratehelpers.docs
ratehelpers.hpp
references.docs
schedule.docs
schedule.hpp
sequencestatistics.docs
sequencestatistics.hpp
auto.pages/serialization.docs
pages/serialization.docs
settings.docs
settings.hpp	Implementations of the functions defined in settings.xml for use within the Addins
shortratemodels.docs
shortratemodels.hpp
smilesection.docs
smilesection.hpp
srcgen.docs
statistics.docs
statistics.hpp
stickyratchet.hpp
swap.docs
swap.hpp
swaption.docs
swaption.hpp
swaptionvolstructure.docs
swaptionvolstructure.hpp
symmetricschurdecomposition.hpp
technical.docs
termstructures.docs
termstructures.hpp
timeseries.docs
timeseries.hpp
troubleshooting.docs
tutorials.docs
utilities.docs
utilities.hpp	Implementations of the utility functions defined in utilities.xml for use within the Addins
valueobjects.docs
vanillaoption.hpp
vanillaswap.docs
vanillaswap.hpp
vcconfig.hpp
volatilities.docs
volatilities.hpp
volatility.docs
volatility.hpp
yieldtermstructures.hpp