QuantLib Namespace Reference

Classes
class	BootstrapHelper
class	Clone
class	DefaultLatentModel
class	GenericGaussianStatistics
class	GenericRiskStatistics
class	GenericSequenceStatistics
class	Handle
class	TimeSeries

Typedefs
typedef GenericGaussianStatistics< GeneralStatistics >	GaussianStatistics
typedef GenericRiskStatistics< GaussianStatistics >	RiskStatistics
typedef RiskStatistics	Statistics
typedef GenericSequenceStatistics< Statistics >	SequenceStatistics
typedef std::vector< boost::shared_ptr< CashFlow > >	Leg
typedef DefaultLatentModel< GaussianCopulaPolicy >	GaussianDefProbLM
typedef DefaultLatentModel< TCopulaPolicy >	TDefProbLM
typedef BootstrapHelper< YieldTermStructure >	RateHelper
typedef GenericSequenceStatistics< IncrementalStatistics >	SequenceStatisticsInc
typedef TimeSeries< QuantLib::Real, std::map< QuantLib::Date, QuantLib::Real > >	TimeSeriesDef

Typedef Documentation

GaussianDefProbLM

typedef DefaultLatentModel<GaussianCopulaPolicy> QuantLib::GaussianDefProbLM

GaussianStatistics

typedef GenericGaussianStatistics< GeneralStatistics > QuantLib::GaussianStatistics

Leg

typedef std::vector<boost::shared_ptr<CashFlow> > QuantLib::Leg

RateHelper

typedef BootstrapHelper< YieldTermStructure > QuantLib::RateHelper

RiskStatistics

typedef GenericRiskStatistics< GaussianStatistics > QuantLib::RiskStatistics

SequenceStatistics

typedef GenericSequenceStatistics< Statistics > QuantLib::SequenceStatistics

SequenceStatisticsInc

typedef GenericSequenceStatistics<IncrementalStatistics> QuantLib::SequenceStatisticsInc

Statistics

typedef RiskStatistics QuantLib::Statistics

TDefProbLM

typedef DefaultLatentModel<TCopulaPolicy> QuantLib::TDefProbLM

TimeSeriesDef

typedef TimeSeries<QuantLib::Real, std::map<QuantLib::Date, QuantLib::Real> > QuantLib::TimeSeriesDef